[2025-09-28T03:21:22.133340] [WARN ] [STATE ] State set to: RUNNING [2025-09-28T03:21:22.133795] [INFO ] [sig ] Generating forecasts for all active symbols [2025-09-28T03:21:22.133893] [INFO ] [LOCAL ] Clearing forecasts directory: ./output/forecasts [2025-09-28T03:21:22.219473] [INFO ] [LOCAL ] Forecasts directory cleared and recreated [2025-09-28T03:21:22.220830] [INFO ] [CACHE ] Retrieved 2074 active symbols from cache [2025-09-28T03:21:22.225038] [DEBUG] [LOCAL ] No files to prune - all symbols are valid [2025-09-28T03:21:22.225124] [INFO ] [sig ] Found 2074 active symbols to forecast [2025-09-28T03:21:22.225559] [INFO ] [sig ] [1/2074] Forecasting A... [2025-09-28T03:21:22.225637] [INFO ] [sig ] Generating forecast for: A [2025-09-28T03:21:22.225749] [DEBUG] [REMOTE ] Fetching historical data for symbol 'A' from 'https://tdm.silogroup.org/data/derivative_storage/A.csv'. [2025-09-28T03:21:22.450418] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'A'. [2025-09-28T03:21:22.450938] [INFO ] [FORECASTER] Starting predict_future for A [2025-09-28T03:21:22.483103] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:22.484014] [DEBUG] [LOCAL ] No optimal features file found for A: ./output/feature-sets/A.txt [2025-09-28T03:21:22.484096] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:22.484172] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:22.484243] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:22.484351] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:22.503963] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:22.504885] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:22.505023] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:22.505103] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:22.552692] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:22.552906] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:22.552958] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:22.552995] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:22.557243] [DEBUG] [FORECASTER] A: Forecast T+1@11:T+2@11: DOWN (p=10.08%) [2025-09-28T03:21:22.557632] [INFO ] [FORECASTER] Completed predict_future for A [2025-09-28T03:21:22.557852] [INFO ] [sig ] A: Forecast for 2025-09-26: DOWN (sign=0.00) [2025-09-28T03:21:22.708044] [INFO ] [LOCAL ] Saved forecast: A 2025-09-29 0 -> ./output/forecasts/individual/2025-09-29/A.txt [2025-09-28T03:21:22.708267] [INFO ] [sig ] [1/2074] Completed A in 0.5s | 2.07 sym/s | Total: 0.5s | ETA: 16.7m [2025-09-28T03:21:22.708348] [INFO ] [sig ] [2/2074] Forecasting AA... [2025-09-28T03:21:22.708421] [INFO ] [sig ] Generating forecast for: AA [2025-09-28T03:21:22.708500] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AA' from 'https://tdm.silogroup.org/data/derivative_storage/AA.csv'. [2025-09-28T03:21:22.720290] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AA'. [2025-09-28T03:21:22.720719] [INFO ] [FORECASTER] Starting predict_future for AA [2025-09-28T03:21:22.748788] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:22.749748] [DEBUG] [LOCAL ] No optimal features file found for AA: ./output/feature-sets/AA.txt [2025-09-28T03:21:22.749830] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:22.749907] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:22.749979] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:22.750086] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:22.769263] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:22.770113] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:22.770244] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:22.770318] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:22.811754] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:22.811929] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:22.811977] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:22.812013] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:22.816181] [DEBUG] [FORECASTER] AA: Forecast T+1@11:T+2@11: DOWN (p=14.69%) [2025-09-28T03:21:22.816522] [INFO ] [FORECASTER] Completed predict_future for AA [2025-09-28T03:21:22.816714] [INFO ] [sig ] AA: Forecast for 2025-09-26: DOWN (sign=0.00) [2025-09-28T03:21:22.981824] [INFO ] [LOCAL ] Saved forecast: AA 2025-09-29 0 -> ./output/forecasts/individual/2025-09-29/AA.txt [2025-09-28T03:21:22.982097] [INFO ] [sig ] [2/2074] Completed AA in 0.3s | 2.64 sym/s | Total: 0.8s | ETA: 13.1m [2025-09-28T03:21:22.982178] [INFO ] [sig ] [3/2074] Forecasting AAP... [2025-09-28T03:21:22.982248] [INFO ] [sig ] Generating forecast for: AAP [2025-09-28T03:21:22.982322] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AAP' from 'https://tdm.silogroup.org/data/derivative_storage/AAP.csv'. [2025-09-28T03:21:22.993492] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AAP'. [2025-09-28T03:21:22.993970] [INFO ] [FORECASTER] Starting predict_future for AAP [2025-09-28T03:21:23.023000] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:23.023962] [DEBUG] [LOCAL ] No optimal features file found for AAP: ./output/feature-sets/AAP.txt [2025-09-28T03:21:23.024047] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:23.024120] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:23.024189] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:23.024293] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:23.044683] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:23.045435] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:23.045557] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:23.045671] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:23.085679] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:23.085880] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:23.085927] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:23.085962] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:23.089768] [DEBUG] [FORECASTER] AAP: Forecast T+1@11:T+2@11: UP (p=94.52%) [2025-09-28T03:21:23.090182] [INFO ] [FORECASTER] Completed predict_future for AAP [2025-09-28T03:21:23.090407] [INFO ] [sig ] AAP: Forecast for 2025-09-26: UP (sign=1.00) [2025-09-28T03:21:23.254429] [INFO ] [LOCAL ] Saved forecast: AAP 2025-09-29 1 -> ./output/forecasts/individual/2025-09-29/AAP.txt [2025-09-28T03:21:23.254715] [INFO ] [sig ] [3/2074] Completed AAP in 0.3s | 2.92 sym/s | Total: 1.0s | ETA: 11.8m [2025-09-28T03:21:23.254800] [INFO ] [sig ] [4/2074] Forecasting AB... [2025-09-28T03:21:23.254870] [INFO ] [sig ] Generating forecast for: AB [2025-09-28T03:21:23.254948] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AB' from 'https://tdm.silogroup.org/data/derivative_storage/AB.csv'. [2025-09-28T03:21:23.266208] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AB'. [2025-09-28T03:21:23.266681] [INFO ] [FORECASTER] Starting predict_future for AB [2025-09-28T03:21:23.295740] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:23.296828] [DEBUG] [LOCAL ] No optimal features file found for AB: ./output/feature-sets/AB.txt [2025-09-28T03:21:23.296915] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:23.296989] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:23.297064] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:23.297170] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:23.316138] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:23.317045] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:23.317162] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:23.317235] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:23.355362] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:23.355548] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:23.355597] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:23.355632] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:23.359426] [DEBUG] [FORECASTER] AB: Forecast T+1@11:T+2@11: UP (p=84.26%) [2025-09-28T03:21:23.359795] [INFO ] [FORECASTER] Completed predict_future for AB [2025-09-28T03:21:23.359967] [INFO ] [sig ] AB: Forecast for 2025-09-26: UP (sign=1.00) [2025-09-28T03:21:23.511610] [INFO ] [LOCAL ] Saved forecast: AB 2025-09-29 1 -> ./output/forecasts/individual/2025-09-29/AB.txt [2025-09-28T03:21:23.511921] [INFO ] [sig ] [4/2074] Completed AB in 0.3s | 3.11 sym/s | Total: 1.3s | ETA: 11.1m [2025-09-28T03:21:23.512005] [INFO ] [sig ] [5/2074] Forecasting ABBV... [2025-09-28T03:21:23.512080] [INFO ] [sig ] Generating forecast for: ABBV [2025-09-28T03:21:23.512157] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ABBV' from 'https://tdm.silogroup.org/data/derivative_storage/ABBV.csv'. [2025-09-28T03:21:23.523912] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ABBV'. [2025-09-28T03:21:23.524410] [INFO ] [FORECASTER] Starting predict_future for ABBV [2025-09-28T03:21:23.555109] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:23.556110] [DEBUG] [LOCAL ] No optimal features file found for ABBV: ./output/feature-sets/ABBV.txt [2025-09-28T03:21:23.556195] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:23.556272] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:23.556341] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:23.556620] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:23.576072] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:23.577075] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:23.577194] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:23.577267] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:23.617077] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:23.617305] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:23.617358] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:23.617393] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:23.621609] [DEBUG] [FORECASTER] ABBV: Forecast T+1@11:T+2@11: DOWN (p=4.74%) [2025-09-28T03:21:23.621975] [INFO ] [FORECASTER] Completed predict_future for ABBV [2025-09-28T03:21:23.622139] [INFO ] [sig ] ABBV: Forecast for 2025-09-26: DOWN (sign=0.00) [2025-09-28T03:21:23.777756] [INFO ] [LOCAL ] Saved forecast: ABBV 2025-09-29 0 -> ./output/forecasts/individual/2025-09-29/ABBV.txt [2025-09-28T03:21:23.778023] [INFO ] [sig ] [5/2074] Completed ABBV in 0.3s | 3.22 sym/s | Total: 1.6s | ETA: 10.7m [2025-09-28T03:21:23.778108] [INFO ] [sig ] [6/2074] Forecasting ABCB... [2025-09-28T03:21:23.778189] [INFO ] [sig ] Generating forecast for: ABCB [2025-09-28T03:21:23.778264] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ABCB' from 'https://tdm.silogroup.org/data/derivative_storage/ABCB.csv'. [2025-09-28T03:21:23.789499] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ABCB'. [2025-09-28T03:21:23.789949] [INFO ] [FORECASTER] Starting predict_future for ABCB [2025-09-28T03:21:23.819116] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:23.820195] [DEBUG] [LOCAL ] No optimal features file found for ABCB: ./output/feature-sets/ABCB.txt [2025-09-28T03:21:23.820284] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:23.820369] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:23.820443] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:23.820550] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:23.839156] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:23.840240] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:23.840367] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:23.840440] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:23.879514] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:23.879750] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:23.879827] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:23.879867] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:23.883821] [DEBUG] [FORECASTER] ABCB: Forecast T+1@11:T+2@11: DOWN (p=6.54%) [2025-09-28T03:21:23.884151] [INFO ] [FORECASTER] Completed predict_future for ABCB [2025-09-28T03:21:23.884314] [INFO ] [sig ] ABCB: Forecast for 2025-09-26: DOWN (sign=0.00) [2025-09-28T03:21:24.033296] [INFO ] [LOCAL ] Saved forecast: ABCB 2025-09-29 0 -> ./output/forecasts/individual/2025-09-29/ABCB.txt [2025-09-28T03:21:24.033616] [INFO ] [sig ] [6/2074] Completed ABCB in 0.3s | 3.32 sym/s | Total: 1.8s | ETA: 10.4m [2025-09-28T03:21:24.033723] [INFO ] [sig ] [7/2074] Forecasting ABEV... [2025-09-28T03:21:24.033796] [INFO ] [sig ] Generating forecast for: ABEV [2025-09-28T03:21:24.033870] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ABEV' from 'https://tdm.silogroup.org/data/derivative_storage/ABEV.csv'. [2025-09-28T03:21:24.045374] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ABEV'. [2025-09-28T03:21:24.045840] [INFO ] [FORECASTER] Starting predict_future for ABEV [2025-09-28T03:21:24.072791] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:24.073922] [DEBUG] [LOCAL ] No optimal features file found for ABEV: ./output/feature-sets/ABEV.txt [2025-09-28T03:21:24.074061] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:24.074148] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:24.074221] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:24.074329] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:24.093488] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:24.094331] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:24.094447] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:24.094522] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:24.134149] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:24.134397] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:24.134463] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:24.134501] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:24.138390] [DEBUG] [FORECASTER] ABEV: Forecast T+1@11:T+2@11: DOWN (p=18.02%) [2025-09-28T03:21:24.138817] [INFO ] [FORECASTER] Completed predict_future for ABEV [2025-09-28T03:21:24.138997] [INFO ] [sig ] ABEV: Forecast for 2025-09-26: DOWN (sign=0.00) [2025-09-28T03:21:24.297337] [INFO ] [LOCAL ] Saved forecast: ABEV 2025-09-29 0 -> ./output/forecasts/individual/2025-09-29/ABEV.txt [2025-09-28T03:21:24.297614] [INFO ] [sig ] [7/2074] Completed ABEV in 0.3s | 3.38 sym/s | Total: 2.1s | ETA: 10.2m [2025-09-28T03:21:24.297714] [INFO ] [sig ] [8/2074] Forecasting ABG... [2025-09-28T03:21:24.297786] [INFO ] [sig ] Generating forecast for: ABG [2025-09-28T03:21:24.297858] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ABG' from 'https://tdm.silogroup.org/data/derivative_storage/ABG.csv'. [2025-09-28T03:21:24.308805] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ABG'. [2025-09-28T03:21:24.309172] [INFO ] [FORECASTER] Starting predict_future for ABG [2025-09-28T03:21:24.336196] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:24.337156] [DEBUG] [LOCAL ] No optimal features file found for ABG: ./output/feature-sets/ABG.txt [2025-09-28T03:21:24.337238] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:24.337314] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:24.337386] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:24.337490] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:24.356953] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:24.357619] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:24.357757] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:24.357829] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:24.401296] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:24.401532] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:24.401595] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:24.401632] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:24.405469] [DEBUG] [FORECASTER] ABG: Forecast T+1@11:T+2@11: DOWN (p=24.82%) [2025-09-28T03:21:24.405831] [INFO ] [FORECASTER] Completed predict_future for ABG [2025-09-28T03:21:24.406005] [INFO ] [sig ] ABG: Forecast for 2025-09-26: DOWN (sign=0.00) [2025-09-28T03:21:24.553032] [INFO ] [LOCAL ] Saved forecast: ABG 2025-09-29 0 -> ./output/forecasts/individual/2025-09-29/ABG.txt [2025-09-28T03:21:24.553301] [INFO ] [sig ] [8/2074] Completed ABG in 0.3s | 3.44 sym/s | Total: 2.3s | ETA: 10.0m [2025-09-28T03:21:24.553381] [INFO ] [sig ] [9/2074] Forecasting ABM... [2025-09-28T03:21:24.553503] [INFO ] [sig ] Generating forecast for: ABM [2025-09-28T03:21:24.553578] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ABM' from 'https://tdm.silogroup.org/data/derivative_storage/ABM.csv'. [2025-09-28T03:21:24.565196] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ABM'. [2025-09-28T03:21:24.565556] [INFO ] [FORECASTER] Starting predict_future for ABM [2025-09-28T03:21:24.591769] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:24.592627] [DEBUG] [LOCAL ] No optimal features file found for ABM: ./output/feature-sets/ABM.txt [2025-09-28T03:21:24.592729] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:24.592803] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:24.592871] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:24.593032] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:24.611465] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:24.612165] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:24.612289] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:24.612361] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:24.652842] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:24.653032] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:24.653079] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:24.653114] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:24.656785] [DEBUG] [FORECASTER] ABM: Forecast T+1@11:T+2@11: UP (p=82.81%) [2025-09-28T03:21:24.657109] [INFO ] [FORECASTER] Completed predict_future for ABM [2025-09-28T03:21:24.657267] [INFO ] [sig ] ABM: Forecast for 2025-09-26: UP (sign=1.00) [2025-09-28T03:21:24.804731] [INFO ] [LOCAL ] Saved forecast: ABM 2025-09-29 1 -> ./output/forecasts/individual/2025-09-29/ABM.txt [2025-09-28T03:21:24.805016] [INFO ] [sig ] [9/2074] Completed ABM in 0.3s | 3.49 sym/s | Total: 2.6s | ETA: 9.9m [2025-09-28T03:21:24.805099] [INFO ] [sig ] [10/2074] Forecasting ACA... [2025-09-28T03:21:24.805172] [INFO ] [sig ] Generating forecast for: ACA [2025-09-28T03:21:24.805247] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ACA' from 'https://tdm.silogroup.org/data/derivative_storage/ACA.csv'. [2025-09-28T03:21:24.816415] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ACA'. [2025-09-28T03:21:24.816836] [INFO ] [FORECASTER] Starting predict_future for ACA [2025-09-28T03:21:24.843578] [DEBUG] [FEATURES ] Trimmed daily data from 140 to 90 rows (keeping most recent 90 days) [2025-09-28T03:21:24.844468] [DEBUG] [LOCAL ] No optimal features file found for ACA: ./output/feature-sets/ACA.txt [2025-09-28T03:21:24.844548] [DEBUG] [FEATURES ] DataBuilder: No feature methods specified and no optimal features found, returning after step 3. [2025-09-28T03:21:24.844621] [DEBUG] [FORECASTER] Starting train method [2025-09-28T03:21:24.844713] [DEBUG] [FORECASTER] Extracting feature columns [2025-09-28T03:21:24.844816] [DEBUG] [FORECASTER] Creating target_sign column [2025-09-28T03:21:24.863848] [DEBUG] [FORECASTER] Completed target_sign creation [2025-09-28T03:21:24.864524] [DEBUG] [FORECASTER] Creating XGBClassifier [2025-09-28T03:21:24.864637] [DEBUG] [FORECASTER] XGBClassifier created [2025-09-28T03:21:24.864734] [DEBUG] [FORECASTER] Starting model.fit [2025-09-28T03:21:24.903419] [DEBUG] [FORECASTER] Completed model.fit [2025-09-28T03:21:24.903559] [INFO ] [FORECASTER] Trained on 88 historical samples with 26 features [2025-09-28T03:21:24.903601] [INFO ] [FORECASTER] Stored all 90 rows including last two days with critical feature signal for forecasting [2025-09-28T03:21:24.903634] [INFO ] [FORECASTER] Training complete [2025-09-28T03:21:24.907034] [DEBUG] [FORECASTER] ACA: Forecast T+1@11:T+2@11: DOWN (p=0.87%) [2025-09-28T03:21:24.907330] [INFO ] [FORECASTER] Completed predict_future for ACA [2025-09-28T03:21:24.907475] [INFO ] [sig ] ACA: Forecast for 2025-09-26: DOWN (sign=0.00) [2025-09-28T03:21:24.939039] [WARN ] [STATE ] Received SIGINT signal. Initiating graceful shutdown... [2025-09-28T03:21:24.939247] [WARN ] [STATE ] Operation was interrupted, setting state to COMPLETED_ERROR [2025-09-28T03:21:24.939534] [WARN ] [STATE ] State set to: COMPLETED_ERROR [2025-09-28T03:21:24.939755] [INFO ] [STATE ] Last completion updated: 2025-09-28T03:21:24.939609 [2025-09-28T03:21:25.057750] [INFO ] [LOCAL ] Saved forecast: ACA 2025-09-29 0 -> ./output/forecasts/individual/2025-09-29/ACA.txt [2025-09-28T03:21:25.058007] [INFO ] [sig ] [10/2074] Completed ACA in 0.3s | 3.53 sym/s | Total: 2.8s | ETA: 9.7m [2025-09-28T03:21:25.058093] [FATAL] [sig ] Shutdown requested, stopping forecasts... [2025-09-28T03:21:25.058167] [INFO ] [sig ] ================================================== [2025-09-28T03:21:25.058239] [INFO ] [sig ] Forecasts interrupted: 10/2074 symbols completed before shutdown [2025-09-28T03:21:25.058315] [INFO ] [sig ] Automatically generating consolidated reports... [2025-09-28T03:21:25.058385] [INFO ] [sig ] Generating consolidated forecast reports [2025-09-28T03:21:25.058491] [INFO ] [sig ] Found 1 forecast dates to process [2025-09-28T03:21:25.058561] [INFO ] [sig ] [1/1] Processing report for 2025-09-29... [2025-09-28T03:21:25.059243] [DEBUG] [LOCAL ] Loaded configuration for ABEV: 0 features, 80.0% accuracy [2025-09-28T03:21:25.059426] [DEBUG] [LOCAL ] Loaded configuration for ABG: 1 features, 70.0% accuracy [2025-09-28T03:21:25.059578] [DEBUG] [LOCAL ] Loaded configuration for AB: 0 features, 70.0% accuracy [2025-09-28T03:21:25.060161] [DEBUG] [LOCAL ] Loaded configuration for AAP: 1 features, 80.0% accuracy [2025-09-28T03:21:25.060500] [DEBUG] [LOCAL ] Loaded configuration for AA: 5 features, 100.0% accuracy [2025-09-28T03:21:25.060639] [DEBUG] [LOCAL ] Loaded configuration for ABCB: 6 features, 80.0% accuracy [2025-09-28T03:21:25.061022] [DEBUG] [LOCAL ] Loaded configuration for A: 3 features, 70.0% accuracy [2025-09-28T03:21:25.061187] [DEBUG] [LOCAL ] Loaded configuration for ABM: 0 features, 50.0% accuracy [2025-09-28T03:21:25.061322] [DEBUG] [LOCAL ] Loaded configuration for ACA: 1 features, 70.0% accuracy [2025-09-28T03:21:25.061494] [DEBUG] [LOCAL ] Loaded configuration for ABBV: 2 features, 80.0% accuracy [2025-09-28T03:21:25.061812] [INFO ] [LOCAL ] Saved consolidated report: 10 forecasts -> ./output/forecasts/full/2025-09-29.txt [2025-09-28T03:21:25.061889] [INFO ] [sig ] [1/1] Successfully generated report for 2025-09-29: 10 entries [2025-09-28T03:21:25.061961] [INFO ] [sig ] ================================================== [2025-09-28T03:21:25.062037] [INFO ] [sig ] Report generation complete: 1/1 reports succeeded [2025-09-28T03:21:25.194571] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:21:25.364240] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:21:45.659053] [WARN ] [STATE ] State set to: RUNNING [2025-09-28T03:21:45.659183] [INFO ] [CACHE ] Starting cache update [2025-09-28T03:21:45.659295] [DEBUG] [REMOTE ] Fetching current symbols from directory listing at 'https://tdm.silogroup.org/data/derivative_storage'. [2025-09-28T03:21:45.740671] [DEBUG] [REMOTE ] Fetched 2211 unique symbols from directory listing. [2025-09-28T03:21:45.744602] [DEBUG] [LOCAL ] Cached 2211 symbols [2025-09-28T03:21:45.744769] [DEBUG] [REMOTE ] Fetching unscheduled blackout dates from 'https://tdm.silogroup.org/cache/unscheduled_blackouts.txt'. [2025-09-28T03:21:45.750365] [DEBUG] [REMOTE ] Fetched 1 unscheduled blackout dates. [2025-09-28T03:21:45.750816] [DEBUG] [LOCAL ] Cached 1 unscheduled blackout dates [2025-09-28T03:21:45.750896] [INFO ] [CACHE ] Cache update completed successfully [2025-09-28T03:21:45.752444] [INFO ] [sig ] Resuming configuration (only processing symbols without existing configuration) [2025-09-28T03:21:45.753035] [INFO ] [CACHE ] Retrieved 2211 active symbols from cache [2025-09-28T03:21:45.754784] [DEBUG] [LOCAL ] No files to prune - all symbols are valid [2025-09-28T03:21:45.756617] [INFO ] [sig ] Skipping 2072 symbols with existing configuration [2025-09-28T03:21:45.756797] [INFO ] [sig ] Found 139 active symbols to configure [2025-09-28T03:21:45.756993] [INFO ] [sig ] [1/139] Configuring AAT... [2025-09-28T03:21:45.757097] [INFO ] [CONFIGURE ] AAT: Configurate test run. [2025-09-28T03:21:45.757195] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AAT' from 'https://tdm.silogroup.org/data/derivative_storage/AAT.csv'. [2025-09-28T03:21:45.771290] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AAT'. [2025-09-28T03:21:45.771903] [INFO ] [CONFIGURE ] AAT: Testing with 29 available features [2025-09-28T03:21:45.771991] [INFO ] [CONFIGURE ] AAT: Establishing baseline with no features... [2025-09-28T03:21:45.891341] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:21:45.998738] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:21:46.105932] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:21:46.213796] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:21:46.335290] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:21:46.446358] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:21:46.556990] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:21:46.669405] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:21:46.798960] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:21:46.914324] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:21:46.914577] [INFO ] [CONFIGURE ] AAT: Baseline score (no features): 40.00% [2025-09-28T03:21:46.914689] [INFO ] [CONFIGURE ] AAT: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:21:46.914764] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:21:47.065982] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:21:47.193928] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:21:47.323090] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:21:47.446809] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:21:47.573081] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:21:47.720937] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:21:47.871890] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:21:48.000845] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:21:48.126943] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:21:48.254389] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:21:48.254611] [INFO ] [CONFIGURE ] AAT: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:21:48.254748] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.3s/test | Remaining: 4030 tests [2025-09-28T03:21:48.254830] [INFO ] [CONFIGURE ] AAT: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:21:48.254906] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:21:48.386246] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:21:48.527383] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:21:48.670617] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:21:48.805848] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:21:48.939537] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:21:49.066188] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:21:49.194510] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:21:49.332966] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:21:49.465797] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:21:49.595841] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:21:49.596317] [INFO ] [CONFIGURE ] AAT: KEPT add_cumulative_delta (score: 50.00%) [2025-09-28T03:21:49.596400] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.3s/test | Remaining: 4029 tests [2025-09-28T03:21:49.596475] [INFO ] [CONFIGURE ] AAT: Testing feature 3/29: add_daily_returns [2025-09-28T03:21:49.596548] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:21:49.732399] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:21:49.868548] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:21:50.005204] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:21:50.146077] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:21:50.282985] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:21:50.419334] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:21:50.565136] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:21:50.754948] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:21:50.960284] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:21:51.134892] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:21:51.135163] [INFO ] [CONFIGURE ] AAT: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T03:21:51.135268] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.4s/test | Remaining: 4028 tests [2025-09-28T03:21:51.135359] [INFO ] [CONFIGURE ] AAT: Testing feature 4/29: add_ema [2025-09-28T03:21:51.135443] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T03:21:51.339244] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:21:51.531104] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:21:51.704526] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:21:51.861601] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:21:52.024331] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:21:52.183756] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:21:52.335403] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:21:52.502212] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:21:52.658493] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:21:52.813309] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:21:52.813534] [INFO ] [CONFIGURE ] AAT: DISCARDED add_ema (score: 40.00%) [2025-09-28T03:21:52.813618] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 4027 tests [2025-09-28T03:21:52.813717] [INFO ] [CONFIGURE ] AAT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:21:52.813793] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:21:52.975056] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:21:53.135193] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:21:53.298177] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:21:53.459007] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:21:53.620962] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:21:53.783960] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:21:53.953060] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:21:54.116601] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:21:54.285135] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:21:54.458635] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:21:54.458883] [INFO ] [CONFIGURE ] AAT: KEPT add_exhaustion_signals (score: 70.00%) [2025-09-28T03:21:54.458966] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 4026 tests [2025-09-28T03:21:54.459052] [INFO ] [CONFIGURE ] AAT: Testing feature 6/29: add_failed_moves [2025-09-28T03:21:54.459125] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T03:21:54.624548] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:21:54.788522] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:21:54.950119] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:21:55.114138] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:21:55.280086] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:21:55.442969] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:21:55.617796] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:21:55.792196] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:21:55.963301] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:21:56.143138] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:21:56.143398] [INFO ] [CONFIGURE ] AAT: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T03:21:56.143484] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 4025 tests [2025-09-28T03:21:56.143563] [INFO ] [CONFIGURE ] AAT: Testing feature 7/29: add_lag_shelf [2025-09-28T03:21:56.143661] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T03:21:56.310349] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:21:56.473603] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:21:56.638599] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:21:56.804075] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:21:56.970847] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:21:57.149574] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:21:57.328175] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:21:57.510357] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:21:57.695154] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:21:57.893020] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:21:57.893843] [INFO ] [CONFIGURE ] AAT: KEPT add_lag_shelf (score: 80.00%) [2025-09-28T03:21:57.893990] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 4024 tests [2025-09-28T03:21:57.894076] [INFO ] [CONFIGURE ] AAT: Testing feature 8/29: add_macd [2025-09-28T03:21:57.894186] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_macd'] [2025-09-28T03:21:58.101756] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:21:58.300359] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:21:58.524719] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:21:58.716110] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:21:58.904826] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:21:59.096058] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:21:59.291658] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:21:59.485143] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:21:59.798813] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:00.010091] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:00.010373] [INFO ] [CONFIGURE ] AAT: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:22:00.010471] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 4023 tests [2025-09-28T03:22:00.010554] [INFO ] [CONFIGURE ] AAT: Testing feature 9/29: add_mfi [2025-09-28T03:22:00.010636] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_mfi'] [2025-09-28T03:22:00.202998] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:00.385335] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:00.565923] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:00.745709] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:22:00.940023] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:01.131819] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:01.310847] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:01.491229] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:01.682322] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:22:01.874342] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:01.874612] [INFO ] [CONFIGURE ] AAT: DISCARDED add_mfi (score: 70.00%) [2025-09-28T03:22:01.874721] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4022 tests [2025-09-28T03:22:01.874799] [INFO ] [CONFIGURE ] AAT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:22:01.874876] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:22:02.074005] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:02.273011] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:22:02.474717] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:02.661676] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:02.852951] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:03.055463] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:03.259747] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:03.459631] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:03.664908] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:03.866455] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:03.866754] [INFO ] [CONFIGURE ] AAT: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:22:03.866841] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4021 tests [2025-09-28T03:22:03.866920] [INFO ] [CONFIGURE ] AAT: Testing feature 11/29: add_obv_daily [2025-09-28T03:22:03.866996] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_obv_daily'] [2025-09-28T03:22:04.048846] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:04.214599] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:04.378110] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:04.544042] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:04.711861] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:04.879155] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:05.041202] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:05.206447] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:05.377257] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:05.555171] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:05.555418] [INFO ] [CONFIGURE ] AAT: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:22:05.555520] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4020 tests [2025-09-28T03:22:05.555600] [INFO ] [CONFIGURE ] AAT: Testing feature 12/29: add_obv_interval [2025-09-28T03:22:05.555698] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_obv_interval'] [2025-09-28T03:22:05.722722] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:22:05.903350] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:06.073323] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:06.242617] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:06.405864] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:06.569982] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:06.738963] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:06.912197] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:07.098630] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:07.270965] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:07.271188] [INFO ] [CONFIGURE ] AAT: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:22:07.271271] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4019 tests [2025-09-28T03:22:07.271347] [INFO ] [CONFIGURE ] AAT: Testing feature 13/29: add_opening_strength [2025-09-28T03:22:07.271420] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:22:07.444782] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:07.621538] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:07.801512] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:07.980775] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:08.161117] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:08.339833] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:08.517909] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:08.701561] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:22:08.887898] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:09.072862] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:09.073138] [INFO ] [CONFIGURE ] AAT: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T03:22:09.073221] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4018 tests [2025-09-28T03:22:09.073297] [INFO ] [CONFIGURE ] AAT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:22:09.073372] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_order_flow_imbalance'] [2025-09-28T03:22:09.252153] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:22:09.433036] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:09.615246] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:09.811041] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:10.013536] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:10.216047] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:10.411160] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:10.616595] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:10.808285] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:11.004823] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:11.005104] [INFO ] [CONFIGURE ] AAT: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T03:22:11.005189] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4017 tests [2025-09-28T03:22:11.005273] [INFO ] [CONFIGURE ] AAT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:22:11.005350] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_morning_momentum'] [2025-09-28T03:22:11.174906] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:11.343002] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:22:11.516620] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:11.704620] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:11.876130] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:12.047134] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:12.227637] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:12.398766] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:12.569776] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:12.741057] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:12.741356] [INFO ] [CONFIGURE ] AAT: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:22:12.741447] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4016 tests [2025-09-28T03:22:12.741528] [INFO ] [CONFIGURE ] AAT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:22:12.741603] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_overnight_gap'] [2025-09-28T03:22:12.921143] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:13.106549] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:13.293886] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:13.474128] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:13.648055] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:13.831881] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:14.010636] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:14.193510] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:14.376138] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:14.570240] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:14.570776] [INFO ] [CONFIGURE ] AAT: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:22:14.570875] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4015 tests [2025-09-28T03:22:14.570953] [INFO ] [CONFIGURE ] AAT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:22:14.571027] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_return_2d'] [2025-09-28T03:22:14.750270] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:14.936900] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:15.119088] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:15.316338] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:22:15.499598] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:15.678218] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:15.857562] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:16.047153] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:16.231962] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:16.420453] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:16.420723] [INFO ] [CONFIGURE ] AAT: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:22:16.420820] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4014 tests [2025-09-28T03:22:16.420908] [INFO ] [CONFIGURE ] AAT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:22:16.420988] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_volatility_5d'] [2025-09-28T03:22:16.590300] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:16.762019] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:16.926902] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:17.090706] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:17.258868] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:17.428367] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:17.599482] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:17.766905] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:17.938555] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:18.109029] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:18.109267] [INFO ] [CONFIGURE ] AAT: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:22:18.109379] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4013 tests [2025-09-28T03:22:18.109456] [INFO ] [CONFIGURE ] AAT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:22:18.109530] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_vs_sma_5'] [2025-09-28T03:22:18.271801] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:18.437110] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:18.607442] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:18.773129] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:18.947022] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:19.128162] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:19.303458] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:19.471383] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:19.637547] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:22:19.813587] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:19.813914] [INFO ] [CONFIGURE ] AAT: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:22:19.814003] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4012 tests [2025-09-28T03:22:19.814081] [INFO ] [CONFIGURE ] AAT: Testing feature 20/29: add_price_rejection [2025-09-28T03:22:19.814159] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_price_rejection'] [2025-09-28T03:22:19.989991] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:20.168460] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:20.366862] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:20.550542] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:20.727893] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:20.911066] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:21.087806] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:21.279038] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:21.465917] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:22:21.652232] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:21.652481] [INFO ] [CONFIGURE ] AAT: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T03:22:21.652589] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4011 tests [2025-09-28T03:22:21.652705] [INFO ] [CONFIGURE ] AAT: Testing feature 21/29: add_range_position [2025-09-28T03:22:21.652785] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_range_position'] [2025-09-28T03:22:21.845259] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:22:22.044152] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:22.240677] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:22.431387] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:22.631154] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:22.844203] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:23.042161] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:23.232766] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:22:23.419500] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:22:23.618799] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:23.620429] [INFO ] [CONFIGURE ] AAT: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:22:23.620519] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 4010 tests [2025-09-28T03:22:23.620597] [INFO ] [CONFIGURE ] AAT: Testing feature 22/29: add_realized_volatility [2025-09-28T03:22:23.620698] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_realized_volatility'] [2025-09-28T03:22:23.823021] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:24.030909] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:24.244890] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:24.452146] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:22:24.658997] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:24.862282] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:25.070366] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:25.284777] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:25.502327] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:25.714533] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:25.714862] [INFO ] [CONFIGURE ] AAT: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:22:25.714951] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4009 tests [2025-09-28T03:22:25.715029] [INFO ] [CONFIGURE ] AAT: Testing feature 23/29: add_recent_range_context [2025-09-28T03:22:25.715110] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_recent_range_context'] [2025-09-28T03:22:25.901025] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:26.078305] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:26.255953] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:26.431033] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:26.617127] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:26.804433] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:26.986456] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:27.168410] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:27.352264] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:27.531956] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:27.532176] [INFO ] [CONFIGURE ] AAT: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:22:27.532264] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4008 tests [2025-09-28T03:22:27.532347] [INFO ] [CONFIGURE ] AAT: Testing feature 24/29: add_rsi [2025-09-28T03:22:27.532433] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_ema', 'add_rsi'] [2025-09-28T03:22:27.728424] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:22:27.926847] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:28.132577] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:28.345061] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:22:28.551272] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:28.764411] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:28.985912] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:29.196987] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:22:29.414303] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:22:29.634222] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:29.634442] [INFO ] [CONFIGURE ] AAT: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:22:29.634527] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4007 tests [2025-09-28T03:22:29.634605] [INFO ] [CONFIGURE ] AAT: Testing feature 25/29: add_tick_distribution [2025-09-28T03:22:29.634712] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_tick_distribution'] [2025-09-28T03:22:29.817033] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:30.010914] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:30.206192] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:30.400394] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:22:30.572005] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:30.746189] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:30.926614] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:31.104439] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:22:31.293081] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:22:31.489934] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:31.490152] [INFO ] [CONFIGURE ] AAT: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:22:31.490235] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4006 tests [2025-09-28T03:22:31.490322] [INFO ] [CONFIGURE ] AAT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:22:31.490399] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_volume_momentum_confirmation'] [2025-09-28T03:22:31.676471] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:31.879383] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:32.069557] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:32.250345] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:22:32.425969] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:32.623395] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:32.816624] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:33.003918] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:33.191927] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:33.397519] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:33.397776] [INFO ] [CONFIGURE ] AAT: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T03:22:33.397862] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4005 tests [2025-09-28T03:22:33.397939] [INFO ] [CONFIGURE ] AAT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:22:33.398014] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_volume_price_divergence'] [2025-09-28T03:22:33.593927] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:22:33.789087] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:33.983754] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:34.181627] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:34.379231] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:34.586928] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:34.776152] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:34.975214] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:35.163420] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:35.354093] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:35.354329] [INFO ] [CONFIGURE ] AAT: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T03:22:35.354411] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4004 tests [2025-09-28T03:22:35.354487] [INFO ] [CONFIGURE ] AAT: Testing feature 28/29: add_volume_profile [2025-09-28T03:22:35.354633] [INFO ] [CONFIGURE ] AAT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_volume_profile'] [2025-09-28T03:22:35.532525] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:22:35.714852] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:35.892859] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:36.064180] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:22:36.235447] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:36.415933] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:22:36.600889] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:36.784394] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:22:36.967868] [DEBUG] [FORECASTER] AAT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:22:37.157378] [DEBUG] [FORECASTER] AAT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:37.157669] [INFO ] [CONFIGURE ] AAT: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T03:22:37.157781] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4003 tests [2025-09-28T03:22:37.157952] [INFO ] [CONFIGURE ] AAT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:22:37.158045] [INFO ] [CONFIGURE ] AAT: Best accuracy: 80.00% [2025-09-28T03:22:37.158144] [INFO ] [CONFIGURE ] AAT: Best feature set (4 features): ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T03:22:37.158219] [INFO ] [CONFIGURE ] AAT: Improvement over baseline: 40.00% [2025-09-28T03:22:37.158288] [INFO ] [CONFIGURE ] AAT: Total time: 50.2 seconds [2025-09-28T03:22:37.158359] [INFO ] [CONFIGURE ] AAT: Average time per feature: 1.8 seconds [2025-09-28T03:22:37.158431] [INFO ] [CONFIGURE ] AAT: Average speed: 0.58 features/sec [2025-09-28T03:22:37.160062] [INFO ] [LOCAL ] Saved configuration for AAT: 4 features, 80.00% accuracy -> ./output/feature-sets/AAT.json [2025-09-28T03:22:37.160177] [INFO ] [CONFIGURE ] AAT: Configuration saved successfully: 4 features, 80.00% accuracy. [2025-09-28T03:22:37.160337] [INFO ] [sig ] [1/139] Successfully configured AAT | 0.02 sym/s | Total: 51s | ETA: 2.0h [2025-09-28T03:22:37.160484] [INFO ] [sig ] [2/139] Configuring ABR... [2025-09-28T03:22:37.160597] [INFO ] [CONFIGURE ] ABR: Configurate test run. [2025-09-28T03:22:37.160808] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ABR' from 'https://tdm.silogroup.org/data/derivative_storage/ABR.csv'. [2025-09-28T03:22:37.395687] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ABR'. [2025-09-28T03:22:37.396488] [INFO ] [CONFIGURE ] ABR: Testing with 29 available features [2025-09-28T03:22:37.396596] [INFO ] [CONFIGURE ] ABR: Establishing baseline with no features... [2025-09-28T03:22:37.524791] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:37.641167] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:22:37.758285] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:37.876390] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:37.998255] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:38.115959] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:22:38.236396] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:38.358242] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:38.481209] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:38.603297] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:38.603583] [INFO ] [CONFIGURE ] ABR: Baseline score (no features): 20.00% [2025-09-28T03:22:38.603715] [INFO ] [CONFIGURE ] ABR: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:22:38.603797] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:22:38.740432] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:38.877157] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:39.015990] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:39.149188] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:39.294995] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:39.442297] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:22:39.571629] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:39.700815] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:39.829725] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:39.961069] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:39.961335] [INFO ] [CONFIGURE ] ABR: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T03:22:39.961442] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4002 tests [2025-09-28T03:22:39.961521] [INFO ] [CONFIGURE ] ABR: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:22:39.961596] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:22:40.104633] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:40.252484] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:22:40.396164] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:22:40.544882] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:40.695448] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:40.841667] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:22:40.999771] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:41.154217] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:41.306891] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:41.455124] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:41.455333] [INFO ] [CONFIGURE ] ABR: DISCARDED add_cumulative_delta (score: 10.00%) [2025-09-28T03:22:41.455414] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4001 tests [2025-09-28T03:22:41.455489] [INFO ] [CONFIGURE ] ABR: Testing feature 3/29: add_daily_returns [2025-09-28T03:22:41.455564] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:22:41.584961] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:41.726322] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:41.869051] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:41.996203] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:42.128673] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:42.260060] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:22:42.391385] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:42.522343] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:42.653704] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:42.787294] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:42.787514] [INFO ] [CONFIGURE ] ABR: KEPT add_daily_returns (score: 60.00%) [2025-09-28T03:22:42.787599] [INFO ] [CONFIGURE ] JOB ETA: 2.0h | Avg: 1.8s/test | Remaining: 4000 tests [2025-09-28T03:22:42.787699] [INFO ] [CONFIGURE ] ABR: Testing feature 4/29: add_ema [2025-09-28T03:22:42.787755] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema'] [2025-09-28T03:22:42.937335] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:43.083550] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:43.232255] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:43.403875] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:43.578108] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:43.742550] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:22:43.943980] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:44.142825] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:44.343065] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:44.509863] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:44.510110] [INFO ] [CONFIGURE ] ABR: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:22:44.510193] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.8s/test | Remaining: 3999 tests [2025-09-28T03:22:44.510273] [INFO ] [CONFIGURE ] ABR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:22:44.510332] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:22:44.681096] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:44.853003] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:45.017371] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:45.181679] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:45.346088] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:45.511823] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:22:45.681028] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:45.854108] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:46.028222] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:46.198894] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:46.199168] [INFO ] [CONFIGURE ] ABR: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T03:22:46.199249] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.8s/test | Remaining: 3998 tests [2025-09-28T03:22:46.199340] [INFO ] [CONFIGURE ] ABR: Testing feature 6/29: add_failed_moves [2025-09-28T03:22:46.199389] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T03:22:46.339160] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:46.485440] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:46.634339] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:46.784504] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:46.937545] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:47.092530] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:22:47.250224] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:47.407180] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:47.563754] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:47.720073] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:47.720285] [INFO ] [CONFIGURE ] ABR: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:22:47.720552] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3997 tests [2025-09-28T03:22:47.720627] [INFO ] [CONFIGURE ] ABR: Testing feature 7/29: add_lag_shelf [2025-09-28T03:22:47.720731] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:22:47.863469] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:48.003276] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:48.139526] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:48.272094] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:48.408427] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:48.545202] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:22:48.684119] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:48.822992] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:48.959310] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:49.098214] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:49.098439] [INFO ] [CONFIGURE ] ABR: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:22:49.098523] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3996 tests [2025-09-28T03:22:49.098600] [INFO ] [CONFIGURE ] ABR: Testing feature 8/29: add_macd [2025-09-28T03:22:49.098699] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:22:49.273132] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:49.449392] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:22:49.623519] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:49.794554] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:49.973616] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:50.146673] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:22:50.322225] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:50.498443] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:50.672608] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:50.855077] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:50.855295] [INFO ] [CONFIGURE ] ABR: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:22:50.855378] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3995 tests [2025-09-28T03:22:50.855451] [INFO ] [CONFIGURE ] ABR: Testing feature 9/29: add_mfi [2025-09-28T03:22:50.855500] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_mfi'] [2025-09-28T03:22:51.005957] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:51.149205] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:51.293197] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:51.442024] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:51.594292] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:51.741660] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:22:51.898264] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:52.058573] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:52.224540] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:52.390922] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:52.391209] [INFO ] [CONFIGURE ] ABR: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:22:52.391292] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3994 tests [2025-09-28T03:22:52.391369] [INFO ] [CONFIGURE ] ABR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:22:52.391445] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:22:52.557477] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:52.730164] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:52.896715] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:53.062343] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:53.233018] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:53.403737] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:22:53.568449] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:53.740140] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:53.909681] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:54.107814] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:54.108102] [INFO ] [CONFIGURE ] ABR: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T03:22:54.108207] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3993 tests [2025-09-28T03:22:54.108303] [INFO ] [CONFIGURE ] ABR: Testing feature 11/29: add_obv_daily [2025-09-28T03:22:54.108376] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_daily'] [2025-09-28T03:22:54.257314] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:22:54.405979] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:54.552947] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:54.697360] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:22:54.842637] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:54.984352] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:22:55.129887] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:55.280801] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:55.424843] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:55.575840] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:55.576078] [INFO ] [CONFIGURE ] ABR: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:22:55.576169] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3992 tests [2025-09-28T03:22:55.576246] [INFO ] [CONFIGURE ] ABR: Testing feature 12/29: add_obv_interval [2025-09-28T03:22:55.576295] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_interval'] [2025-09-28T03:22:55.722362] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:55.875781] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:56.023506] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:56.169671] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:56.308186] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:22:56.449682] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:22:56.591899] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:56.735049] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:56.884526] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:57.033114] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:22:57.033350] [INFO ] [CONFIGURE ] ABR: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T03:22:57.033445] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3991 tests [2025-09-28T03:22:57.033520] [INFO ] [CONFIGURE ] ABR: Testing feature 13/29: add_opening_strength [2025-09-28T03:22:57.033570] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:22:57.172500] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:57.310485] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:57.458725] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:57.596404] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:57.750267] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:57.900954] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:22:58.079830] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:22:58.226056] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:22:58.374437] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:22:58.519789] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:22:58.519981] [INFO ] [CONFIGURE ] ABR: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T03:22:58.520064] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3990 tests [2025-09-28T03:22:58.520145] [INFO ] [CONFIGURE ] ABR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:22:58.520227] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T03:22:58.671611] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:22:58.829744] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:22:58.986189] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:22:59.143945] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:22:59.335038] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:22:59.531929] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:22:59.730233] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:22:59.930229] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:00.086544] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:00.239379] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:23:00.239673] [INFO ] [CONFIGURE ] ABR: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T03:23:00.239759] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3989 tests [2025-09-28T03:23:00.239836] [INFO ] [CONFIGURE ] ABR: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:23:00.239908] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T03:23:00.377880] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:00.516004] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:00.685706] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:00.818120] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:00.954496] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:01.090010] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:01.227179] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:01.369876] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:01.504283] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:01.641213] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:01.641456] [INFO ] [CONFIGURE ] ABR: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:23:01.641540] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3988 tests [2025-09-28T03:23:01.641616] [INFO ] [CONFIGURE ] ABR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:23:01.641710] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T03:23:01.778418] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:01.921048] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:02.058307] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:02.196625] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:02.334934] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:02.478047] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:02.626831] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:02.773280] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:02.920237] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:03.066776] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:03.067004] [INFO ] [CONFIGURE ] ABR: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T03:23:03.067090] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3987 tests [2025-09-28T03:23:03.067171] [INFO ] [CONFIGURE ] ABR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:23:03.067222] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T03:23:03.212380] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:03.363091] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:03.515047] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:03.661321] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:03.812836] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:03.996208] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:04.151050] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:23:04.293119] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:04.435952] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:04.581154] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:04.581358] [INFO ] [CONFIGURE ] ABR: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:23:04.581469] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3986 tests [2025-09-28T03:23:04.581549] [INFO ] [CONFIGURE ] ABR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:23:04.581622] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T03:23:04.713086] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:04.854468] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:05.001678] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:05.141467] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:05.271126] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:05.403793] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:05.534503] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:05.662414] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:05.791872] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:05.925948] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:23:05.926162] [INFO ] [CONFIGURE ] ABR: DISCARDED add_pbf_volatility_5d (score: 30.00%) [2025-09-28T03:23:05.926245] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3985 tests [2025-09-28T03:23:05.926320] [INFO ] [CONFIGURE ] ABR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:23:05.926393] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T03:23:06.057912] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:06.213400] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:06.372887] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:06.502825] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:06.634157] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:06.765888] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:06.900296] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:07.036277] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:07.169632] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:07.303051] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:07.303286] [INFO ] [CONFIGURE ] ABR: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T03:23:07.303398] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3984 tests [2025-09-28T03:23:07.303477] [INFO ] [CONFIGURE ] ABR: Testing feature 20/29: add_price_rejection [2025-09-28T03:23:07.303525] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_price_rejection'] [2025-09-28T03:23:07.445363] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:07.587836] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:07.729893] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:07.878215] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:08.020468] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:08.160999] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:08.307071] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:08.453370] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:08.602485] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:08.750051] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:08.750275] [INFO ] [CONFIGURE ] ABR: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:23:08.750358] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3983 tests [2025-09-28T03:23:08.750436] [INFO ] [CONFIGURE ] ABR: Testing feature 21/29: add_range_position [2025-09-28T03:23:08.750485] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_range_position'] [2025-09-28T03:23:08.906589] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:09.065399] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:09.221903] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:09.385327] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:09.548300] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:09.706738] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:09.864161] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:10.029707] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:10.178717] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:10.331063] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:10.331298] [INFO ] [CONFIGURE ] ABR: DISCARDED add_range_position (score: 40.00%) [2025-09-28T03:23:10.331378] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3982 tests [2025-09-28T03:23:10.331436] [INFO ] [CONFIGURE ] ABR: Testing feature 22/29: add_realized_volatility [2025-09-28T03:23:10.331508] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_realized_volatility'] [2025-09-28T03:23:10.496461] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:10.666538] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:23:10.848714] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:11.018457] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:11.192826] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:11.373714] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:11.550777] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:11.735830] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:11.939726] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:12.147256] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:23:12.147482] [INFO ] [CONFIGURE ] ABR: DISCARDED add_realized_volatility (score: 30.00%) [2025-09-28T03:23:12.147576] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3981 tests [2025-09-28T03:23:12.147683] [INFO ] [CONFIGURE ] ABR: Testing feature 23/29: add_recent_range_context [2025-09-28T03:23:12.147769] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_recent_range_context'] [2025-09-28T03:23:12.292479] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:12.442591] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:12.589680] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:23:12.738316] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:12.883467] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:13.026987] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:13.171620] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:13.323305] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:13.472809] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:13.623065] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:13.623250] [INFO ] [CONFIGURE ] ABR: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T03:23:13.623402] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3980 tests [2025-09-28T03:23:13.623478] [INFO ] [CONFIGURE ] ABR: Testing feature 24/29: add_rsi [2025-09-28T03:23:13.623526] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T03:23:13.797974] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:13.972013] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:14.144246] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:14.316456] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:14.491145] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:14.675011] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:14.905173] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:15.105478] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:15.274898] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:15.607387] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:15.607600] [INFO ] [CONFIGURE ] ABR: DISCARDED add_rsi (score: 40.00%) [2025-09-28T03:23:15.607706] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3979 tests [2025-09-28T03:23:15.607784] [INFO ] [CONFIGURE ] ABR: Testing feature 25/29: add_tick_distribution [2025-09-28T03:23:15.607860] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_tick_distribution'] [2025-09-28T03:23:15.748196] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:15.890837] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:16.041564] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:16.194322] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:16.349048] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:16.494216] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:16.642368] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:16.797321] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:16.944534] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:17.093544] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:17.093775] [INFO ] [CONFIGURE ] ABR: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T03:23:17.093890] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3978 tests [2025-09-28T03:23:17.093966] [INFO ] [CONFIGURE ] ABR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:23:17.094214] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T03:23:17.240453] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:17.377914] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:23:17.522494] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:17.667574] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:23:17.810908] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:17.959776] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:18.110398] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:18.257470] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:18.406048] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:18.548157] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:18.548373] [INFO ] [CONFIGURE ] ABR: DISCARDED add_volume_momentum_confirmation (score: 20.00%) [2025-09-28T03:23:18.548456] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3977 tests [2025-09-28T03:23:18.548555] [INFO ] [CONFIGURE ] ABR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:23:18.548633] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T03:23:18.699210] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:18.856146] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:19.015940] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:19.175411] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:19.341572] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:19.511613] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:19.683628] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:19.841307] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:20.007562] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:20.169163] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:23:20.169379] [INFO ] [CONFIGURE ] ABR: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T03:23:20.169462] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3976 tests [2025-09-28T03:23:20.169536] [INFO ] [CONFIGURE ] ABR: Testing feature 28/29: add_volume_profile [2025-09-28T03:23:20.169610] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_profile'] [2025-09-28T03:23:20.313598] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:20.468993] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:20.636483] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:20.811846] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:20.962904] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:21.122608] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:21.280754] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:21.432419] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:21.581146] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:21.730550] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:23:21.730789] [INFO ] [CONFIGURE ] ABR: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T03:23:21.730873] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3975 tests [2025-09-28T03:23:21.730998] [INFO ] [CONFIGURE ] ABR: Testing feature 29/29: add_vwap [2025-09-28T03:23:21.731073] [INFO ] [CONFIGURE ] ABR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap'] [2025-09-28T03:23:21.871515] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:22.016891] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:23:22.160091] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:22.320196] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:22.480018] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:22.636909] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:22.794057] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:23:22.955685] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:23.115252] [DEBUG] [FORECASTER] ABR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:23:23.280826] [DEBUG] [FORECASTER] ABR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:23.281157] [INFO ] [CONFIGURE ] ABR: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:23:23.281250] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3974 tests [2025-09-28T03:23:23.281581] [INFO ] [CONFIGURE ] ABR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:23:23.282034] [INFO ] [CONFIGURE ] ABR: Best accuracy: 60.00% [2025-09-28T03:23:23.282124] [INFO ] [CONFIGURE ] ABR: Best feature set (2 features): ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:23:23.282204] [INFO ] [CONFIGURE ] ABR: Improvement over baseline: 40.00% [2025-09-28T03:23:23.282277] [INFO ] [CONFIGURE ] ABR: Total time: 44.7 seconds [2025-09-28T03:23:23.282351] [INFO ] [CONFIGURE ] ABR: Average time per feature: 1.5 seconds [2025-09-28T03:23:23.282424] [INFO ] [CONFIGURE ] ABR: Average speed: 0.65 features/sec [2025-09-28T03:23:23.283957] [INFO ] [LOCAL ] Saved configuration for ABR: 2 features, 60.00% accuracy -> ./output/feature-sets/ABR.json [2025-09-28T03:23:23.284057] [INFO ] [CONFIGURE ] ABR: Configuration saved successfully: 2 features, 60.00% accuracy. [2025-09-28T03:23:23.284196] [INFO ] [sig ] [2/139] Successfully configured ABR | 0.02 sym/s | Total: 1.6m | ETA: 1.9h [2025-09-28T03:23:23.284324] [INFO ] [sig ] [3/139] Configuring ABT... [2025-09-28T03:23:23.284418] [INFO ] [CONFIGURE ] ABT: Configurate test run. [2025-09-28T03:23:23.284546] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ABT' from 'https://tdm.silogroup.org/data/derivative_storage/ABT.csv'. [2025-09-28T03:23:23.318127] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ABT'. [2025-09-28T03:23:23.318824] [INFO ] [CONFIGURE ] ABT: Testing with 29 available features [2025-09-28T03:23:23.318906] [INFO ] [CONFIGURE ] ABT: Establishing baseline with no features... [2025-09-28T03:23:23.434800] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:23.558219] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:23.683883] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:23:23.813565] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:23.949589] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:23:24.074121] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:24.197875] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:24.327197] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:24.454383] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:24.580590] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:23:24.580853] [INFO ] [CONFIGURE ] ABT: Baseline score (no features): 50.00% [2025-09-28T03:23:24.580969] [INFO ] [CONFIGURE ] ABT: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:23:24.581055] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:23:24.712962] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:24.843506] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:24.975273] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:25.101178] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:25.242482] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:25.384466] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:25.520519] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:25.756390] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:25.886230] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:26.012596] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:26.012849] [INFO ] [CONFIGURE ] ABT: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T03:23:26.012931] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3973 tests [2025-09-28T03:23:26.013005] [INFO ] [CONFIGURE ] ABT: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:23:26.013078] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:23:26.154529] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:26.297012] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:26.442711] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:26.588898] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:23:26.737509] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:26.885212] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:27.030160] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:27.184047] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:27.330378] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:27.486133] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:27.486358] [INFO ] [CONFIGURE ] ABT: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:23:27.486443] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3972 tests [2025-09-28T03:23:27.486519] [INFO ] [CONFIGURE ] ABT: Testing feature 3/29: add_daily_returns [2025-09-28T03:23:27.486593] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:23:27.613937] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:27.745079] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:27.883080] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:28.014924] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:28.144718] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:28.274091] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:28.403993] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:28.539113] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:28.676559] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:28.809933] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:28.810132] [INFO ] [CONFIGURE ] ABT: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:23:28.810214] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3971 tests [2025-09-28T03:23:28.810291] [INFO ] [CONFIGURE ] ABT: Testing feature 4/29: add_ema [2025-09-28T03:23:28.810365] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:23:28.953110] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:29.094903] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:29.243115] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:29.394066] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:29.545439] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:29.693675] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:29.838833] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:29.983975] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:30.135613] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:30.283973] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:30.284203] [INFO ] [CONFIGURE ] ABT: DISCARDED add_ema (score: 60.00%) [2025-09-28T03:23:30.284287] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3970 tests [2025-09-28T03:23:30.284364] [INFO ] [CONFIGURE ] ABT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:23:30.284439] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:23:30.438555] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:30.591371] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:30.760997] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:30.921467] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:31.079561] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:31.237165] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:31.395805] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:31.564017] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:31.729427] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:31.901388] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:31.901611] [INFO ] [CONFIGURE ] ABT: KEPT add_exhaustion_signals (score: 80.00%) [2025-09-28T03:23:31.901718] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3969 tests [2025-09-28T03:23:31.901862] [INFO ] [CONFIGURE ] ABT: Testing feature 6/29: add_failed_moves [2025-09-28T03:23:31.901940] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T03:23:32.091360] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:32.291265] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:32.457566] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:32.622039] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:32.791262] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:32.959039] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:33.134394] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:33.304131] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:33.488731] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:33.663099] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:33.663311] [INFO ] [CONFIGURE ] ABT: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:23:33.663394] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3968 tests [2025-09-28T03:23:33.663474] [INFO ] [CONFIGURE ] ABT: Testing feature 7/29: add_lag_shelf [2025-09-28T03:23:33.663671] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T03:23:33.825563] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:33.993369] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:34.152974] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:34.307634] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:34.479223] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:34.654377] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:34.820829] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:34.980355] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:35.139133] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:23:35.298394] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:35.298695] [INFO ] [CONFIGURE ] ABT: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:23:35.298799] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3967 tests [2025-09-28T03:23:35.298868] [INFO ] [CONFIGURE ] ABT: Testing feature 8/29: add_macd [2025-09-28T03:23:35.298917] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T03:23:35.484345] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:35.679165] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:35.868937] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:36.051361] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:36.244842] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:36.435080] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:36.646038] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:36.915313] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:37.139989] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:23:37.350419] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:37.350843] [INFO ] [CONFIGURE ] ABT: DISCARDED add_macd (score: 70.00%) [2025-09-28T03:23:37.350971] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3966 tests [2025-09-28T03:23:37.351104] [INFO ] [CONFIGURE ] ABT: Testing feature 9/29: add_mfi [2025-09-28T03:23:37.351193] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T03:23:37.551309] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:37.735148] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:37.901211] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:38.078872] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:38.254822] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:38.427898] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:38.600911] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:38.778851] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:38.969031] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:39.148949] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:39.149196] [INFO ] [CONFIGURE ] ABT: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:23:39.149282] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3965 tests [2025-09-28T03:23:39.149361] [INFO ] [CONFIGURE ] ABT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:23:39.149467] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:23:39.342594] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:39.540360] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:39.756144] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:40.051096] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:23:40.351980] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:40.646175] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:40.942311] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:41.184085] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:41.384892] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:23:41.582394] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:41.582671] [INFO ] [CONFIGURE ] ABT: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:23:41.582757] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3964 tests [2025-09-28T03:23:41.582835] [INFO ] [CONFIGURE ] ABT: Testing feature 11/29: add_obv_daily [2025-09-28T03:23:41.582960] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T03:23:41.749358] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:41.943105] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:42.111910] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:42.276322] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:42.445736] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:42.612232] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:42.774304] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:42.939943] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:43.120902] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:43.299244] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:43.299491] [INFO ] [CONFIGURE ] ABT: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T03:23:43.299575] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3963 tests [2025-09-28T03:23:43.299764] [INFO ] [CONFIGURE ] ABT: Testing feature 12/29: add_obv_interval [2025-09-28T03:23:43.299855] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T03:23:43.467451] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:43.633126] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:43.806013] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:43.978545] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:44.147130] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:44.313923] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:44.476596] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:44.650553] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:44.815040] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:44.980588] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:44.980860] [INFO ] [CONFIGURE ] ABT: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T03:23:44.980956] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3962 tests [2025-09-28T03:23:44.981122] [INFO ] [CONFIGURE ] ABT: Testing feature 13/29: add_opening_strength [2025-09-28T03:23:44.981198] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:23:45.154010] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:45.327616] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:45.499886] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:45.677574] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:45.856087] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:46.024342] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:46.194134] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:46.362539] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:46.539855] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:46.717916] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:46.718135] [INFO ] [CONFIGURE ] ABT: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:23:46.718216] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3961 tests [2025-09-28T03:23:46.718407] [INFO ] [CONFIGURE ] ABT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:23:46.718489] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T03:23:46.894600] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:47.075493] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:47.256087] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:47.429527] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:23:47.609913] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:47.788998] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:47.976357] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:48.156008] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:48.340511] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:23:48.523755] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:48.523982] [INFO ] [CONFIGURE ] ABT: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T03:23:48.524142] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3960 tests [2025-09-28T03:23:48.524224] [INFO ] [CONFIGURE ] ABT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:23:48.524312] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T03:23:48.678857] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:48.844110] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:49.008413] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:49.174350] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:49.331337] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:49.491246] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:49.648324] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:49.806000] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:49.963424] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:50.119329] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:50.119538] [INFO ] [CONFIGURE ] ABT: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T03:23:50.119621] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3959 tests [2025-09-28T03:23:50.119721] [INFO ] [CONFIGURE ] ABT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:23:50.119840] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T03:23:50.283670] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:50.452046] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:50.622533] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:50.798286] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:23:50.964919] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:23:51.130105] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:23:51.300963] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:51.477825] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:51.646550] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:51.823198] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:51.823412] [INFO ] [CONFIGURE ] ABT: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:23:51.823571] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3958 tests [2025-09-28T03:23:51.823674] [INFO ] [CONFIGURE ] ABT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:23:51.823806] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T03:23:51.991275] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:52.160196] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:52.327594] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:52.499365] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:52.670552] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:52.838835] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:53.007898] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:53.175488] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:53.344726] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:53.518681] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:53.518885] [INFO ] [CONFIGURE ] ABT: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:23:53.518968] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3957 tests [2025-09-28T03:23:53.519046] [INFO ] [CONFIGURE ] ABT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:23:53.519154] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T03:23:53.676437] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:53.830721] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:53.988361] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:54.152323] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:54.308535] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:54.463662] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:54.626785] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:54.786358] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:54.944896] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:55.102077] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:55.102308] [INFO ] [CONFIGURE ] ABT: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T03:23:55.102400] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3956 tests [2025-09-28T03:23:55.102480] [INFO ] [CONFIGURE ] ABT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:23:55.102601] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T03:23:55.255091] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:55.409449] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:55.561993] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:55.720419] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:55.924599] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:56.126111] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:56.332932] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:56.518533] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:23:56.672326] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:56.827362] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:23:56.827608] [INFO ] [CONFIGURE ] ABT: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:23:56.827797] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3955 tests [2025-09-28T03:23:56.827875] [INFO ] [CONFIGURE ] ABT: Testing feature 20/29: add_price_rejection [2025-09-28T03:23:56.827948] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T03:23:56.993978] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:23:57.158532] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:57.324068] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:57.488708] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:57.653001] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:57.816074] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:57.985065] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:23:58.153518] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:23:58.326336] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:23:58.637387] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:23:58.637576] [INFO ] [CONFIGURE ] ABT: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:23:58.637685] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3954 tests [2025-09-28T03:23:58.637763] [INFO ] [CONFIGURE ] ABT: Testing feature 21/29: add_range_position [2025-09-28T03:23:58.637867] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T03:23:58.814429] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:23:58.993357] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:23:59.168948] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:23:59.354570] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:23:59.545376] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:23:59.754447] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:23:59.968594] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:24:00.146306] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:24:00.349245] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:24:00.533909] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:00.534136] [INFO ] [CONFIGURE ] ABT: DISCARDED add_range_position (score: 80.00%) [2025-09-28T03:24:00.534225] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3953 tests [2025-09-28T03:24:00.534304] [INFO ] [CONFIGURE ] ABT: Testing feature 22/29: add_realized_volatility [2025-09-28T03:24:00.534411] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T03:24:00.735631] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:00.936036] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:01.135920] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:01.339395] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:24:01.560489] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:01.858911] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:24:02.063637] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:24:02.330086] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:24:02.566427] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:24:02.768604] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:02.768861] [INFO ] [CONFIGURE ] ABT: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T03:24:02.768994] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3952 tests [2025-09-28T03:24:02.769088] [INFO ] [CONFIGURE ] ABT: Testing feature 23/29: add_recent_range_context [2025-09-28T03:24:02.769181] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T03:24:02.938222] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:03.109065] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:03.274452] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:03.440350] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:24:03.625002] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:03.794734] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:24:03.967101] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:24:04.143496] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:24:04.314200] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:04.488054] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:04.488274] [INFO ] [CONFIGURE ] ABT: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:24:04.488395] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3951 tests [2025-09-28T03:24:04.488600] [INFO ] [CONFIGURE ] ABT: Testing feature 24/29: add_rsi [2025-09-28T03:24:04.488707] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T03:24:04.689298] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:04.899157] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:05.103293] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:05.294207] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:24:05.488320] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:05.679876] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:24:05.870874] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:24:06.067061] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:24:06.261470] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:24:06.453567] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:06.454677] [INFO ] [CONFIGURE ] ABT: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:24:06.454963] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3950 tests [2025-09-28T03:24:06.455052] [INFO ] [CONFIGURE ] ABT: Testing feature 25/29: add_tick_distribution [2025-09-28T03:24:06.455144] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T03:24:06.614732] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:06.772417] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:06.931067] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:07.091438] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:24:07.252092] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:07.413783] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:24:07.574988] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:24:07.741298] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:24:07.908606] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:24:08.074584] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:08.074793] [INFO ] [CONFIGURE ] ABT: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:24:08.074875] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3949 tests [2025-09-28T03:24:08.075043] [INFO ] [CONFIGURE ] ABT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:24:08.075121] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T03:24:08.239960] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:24:08.408371] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:08.602298] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:08.784724] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:24:08.955264] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:09.173624] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:24:09.349887] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:24:09.558459] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:24:09.755245] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:24:09.927843] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:09.928053] [INFO ] [CONFIGURE ] ABT: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T03:24:09.928134] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3948 tests [2025-09-28T03:24:09.928236] [INFO ] [CONFIGURE ] ABT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:24:09.928442] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T03:24:10.101267] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:10.281680] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:10.458143] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:10.668763] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:24:10.854299] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:11.038344] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:24:11.216015] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:24:11.384806] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:24:11.556717] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:24:11.732522] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:11.732753] [INFO ] [CONFIGURE ] ABT: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T03:24:11.732881] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3947 tests [2025-09-28T03:24:11.732964] [INFO ] [CONFIGURE ] ABT: Testing feature 28/29: add_volume_profile [2025-09-28T03:24:11.733038] [INFO ] [CONFIGURE ] ABT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T03:24:11.897602] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:12.064028] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:12.235723] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:12.398789] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:24:12.565602] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:12.728298] [DEBUG] [FORECASTER] ABT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:24:12.891356] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:24:13.058608] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:24:13.224027] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:24:13.389092] [DEBUG] [FORECASTER] ABT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:13.389281] [INFO ] [CONFIGURE ] ABT: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:24:13.389360] [INFO ] [CONFIGURE ] JOB ETA: 1.9h | Avg: 1.7s/test | Remaining: 3946 tests [2025-09-28T03:24:13.389564] [INFO ] [CONFIGURE ] ABT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:24:13.389659] [INFO ] [CONFIGURE ] ABT: Best accuracy: 80.00% [2025-09-28T03:24:13.389736] [INFO ] [CONFIGURE ] ABT: Best feature set (3 features): ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:24:13.389829] [INFO ] [CONFIGURE ] ABT: Improvement over baseline: 30.00% [2025-09-28T03:24:13.389901] [INFO ] [CONFIGURE ] ABT: Total time: 48.8 seconds [2025-09-28T03:24:13.389982] [INFO ] [CONFIGURE ] ABT: Average time per feature: 1.7 seconds [2025-09-28T03:24:13.390063] [INFO ] [CONFIGURE ] ABT: Average speed: 0.59 features/sec [2025-09-28T03:24:13.391325] [INFO ] [LOCAL ] Saved configuration for ABT: 3 features, 80.00% accuracy -> ./output/feature-sets/ABT.json [2025-09-28T03:24:13.391415] [INFO ] [CONFIGURE ] ABT: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T03:24:13.391565] [INFO ] [sig ] [3/139] Successfully configured ABT | 0.02 sym/s | Total: 2.5m | ETA: 1.9h [2025-09-28T03:24:13.391692] [INFO ] [sig ] [4/139] Configuring ACCO... [2025-09-28T03:24:13.391803] [INFO ] [CONFIGURE ] ACCO: Configurate test run. [2025-09-28T03:24:13.391945] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ACCO' from 'https://tdm.silogroup.org/data/derivative_storage/ACCO.csv'. [2025-09-28T03:24:13.618323] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ACCO'. [2025-09-28T03:24:13.618984] [INFO ] [CONFIGURE ] ACCO: Testing with 29 available features [2025-09-28T03:24:13.619066] [INFO ] [CONFIGURE ] ACCO: Establishing baseline with no features... [2025-09-28T03:24:13.732371] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:13.841036] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:13.947918] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:14.055741] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:14.163255] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:14.270237] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:14.379528] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:14.489959] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:14.605857] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:14.717201] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:14.717392] [INFO ] [CONFIGURE ] ACCO: Baseline score (no features): 60.00% [2025-09-28T03:24:14.717495] [INFO ] [CONFIGURE ] ACCO: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:24:14.717573] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:24:14.839504] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:14.962528] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:15.086152] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:15.219254] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:24:15.345628] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:15.474184] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:15.603196] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:15.730711] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:15.861155] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:15.990221] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:15.990436] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T03:24:15.990516] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3945 tests [2025-09-28T03:24:15.990592] [INFO ] [CONFIGURE ] ACCO: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:24:15.990691] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:24:16.120203] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:16.249666] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:16.382866] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:16.514468] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:24:16.649389] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:16.780183] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:16.911044] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:17.046554] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:24:17.180970] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:17.318570] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:17.318816] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T03:24:17.318898] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3944 tests [2025-09-28T03:24:17.318976] [INFO ] [CONFIGURE ] ACCO: Testing feature 3/29: add_daily_returns [2025-09-28T03:24:17.319051] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_daily_returns'] [2025-09-28T03:24:17.436976] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:17.552455] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:17.668891] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:17.784438] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:17.900923] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:18.020158] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:18.138622] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:18.253211] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:18.381871] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:24:18.510521] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:18.510799] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:24:18.510929] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3943 tests [2025-09-28T03:24:18.511037] [INFO ] [CONFIGURE ] ACCO: Testing feature 4/29: add_ema [2025-09-28T03:24:18.511148] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema'] [2025-09-28T03:24:18.646323] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:18.780852] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:18.919520] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:19.076611] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:19.217058] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:19.353579] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:19.500989] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:19.645172] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:19.790207] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:19.930581] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:19.930875] [INFO ] [CONFIGURE ] ACCO: KEPT add_ema (score: 80.00%) [2025-09-28T03:24:19.930960] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3942 tests [2025-09-28T03:24:19.931040] [INFO ] [CONFIGURE ] ACCO: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:24:19.931118] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:24:20.096230] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:20.269124] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:20.434021] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:20.600507] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:24:20.765145] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:20.928298] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:21.098631] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:24:21.274823] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:21.449532] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:21.616523] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:21.616820] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T03:24:21.616906] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3941 tests [2025-09-28T03:24:21.616985] [INFO ] [CONFIGURE ] ACCO: Testing feature 6/29: add_failed_moves [2025-09-28T03:24:21.617059] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_failed_moves'] [2025-09-28T03:24:21.763147] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:21.908301] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:22.052069] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:22.196307] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:22.340530] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:22.493397] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:22.641534] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:22.787193] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:22.939725] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:23.092544] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:23.092810] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:24:23.092898] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3940 tests [2025-09-28T03:24:23.092977] [INFO ] [CONFIGURE ] ACCO: Testing feature 7/29: add_lag_shelf [2025-09-28T03:24:23.093053] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_lag_shelf'] [2025-09-28T03:24:23.224980] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:23.364231] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:23.498047] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:23.634515] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:23.773396] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:23.907743] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:24.046007] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:24.180584] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:24.314094] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:24.446913] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:24.447118] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T03:24:24.447199] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3939 tests [2025-09-28T03:24:24.447301] [INFO ] [CONFIGURE ] ACCO: Testing feature 8/29: add_macd [2025-09-28T03:24:24.447400] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_vwap', 'add_macd'] [2025-09-28T03:24:24.621977] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:24.809196] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:24.976686] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:25.143512] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:25.309626] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:25.488019] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:25.665140] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:25.848478] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:26.026884] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:26.200336] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:26.200572] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:24:26.200703] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3938 tests [2025-09-28T03:24:26.200799] [INFO ] [CONFIGURE ] ACCO: Testing feature 9/29: add_mfi [2025-09-28T03:24:26.200886] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_mfi'] [2025-09-28T03:24:26.353728] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:26.507208] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:26.658715] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:26.809316] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:26.962331] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:27.126816] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:27.279858] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:27.439267] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:27.594116] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:27.750858] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:27.751128] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:24:27.751214] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3937 tests [2025-09-28T03:24:27.751294] [INFO ] [CONFIGURE ] ACCO: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:24:27.751369] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:24:27.915217] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:28.080421] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:28.246101] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:28.410890] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:28.575987] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:28.752318] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:28.951975] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:29.158724] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:29.383129] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:29.635712] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:29.636014] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T03:24:29.636105] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3936 tests [2025-09-28T03:24:29.636186] [INFO ] [CONFIGURE ] ACCO: Testing feature 11/29: add_obv_daily [2025-09-28T03:24:29.636263] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_obv_daily'] [2025-09-28T03:24:29.847435] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:30.043941] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:30.192035] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:30.351978] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:30.489712] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:30.633179] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:30.782581] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:30.943000] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:31.098582] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:31.351228] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:31.351498] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:24:31.351612] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3935 tests [2025-09-28T03:24:31.351823] [INFO ] [CONFIGURE ] ACCO: Testing feature 12/29: add_obv_interval [2025-09-28T03:24:31.351909] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_obv_interval'] [2025-09-28T03:24:31.497064] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:31.645191] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:31.793838] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:31.947689] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:32.100604] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:32.252520] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:32.402047] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:32.561420] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:32.719383] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:32.878079] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:32.878313] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T03:24:32.878424] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3934 tests [2025-09-28T03:24:32.878520] [INFO ] [CONFIGURE ] ACCO: Testing feature 13/29: add_opening_strength [2025-09-28T03:24:32.878623] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:24:33.040455] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:33.201805] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:33.352464] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:33.503167] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:33.654360] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:33.800572] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:24:33.946625] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:34.094956] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:34.244965] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:34.399221] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:34.399436] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:24:34.399520] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3933 tests [2025-09-28T03:24:34.399596] [INFO ] [CONFIGURE ] ACCO: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:24:34.399692] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_order_flow_imbalance'] [2025-09-28T03:24:34.548985] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:34.717799] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:34.876780] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:35.033417] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:24:35.202449] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:35.360227] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:35.519135] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:24:35.671753] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:24:35.826009] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:35.990458] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:35.990748] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T03:24:35.990833] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3932 tests [2025-09-28T03:24:35.990910] [INFO ] [CONFIGURE ] ACCO: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:24:35.990997] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_pbf_morning_momentum'] [2025-09-28T03:24:36.131198] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:36.263560] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:36.397381] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:36.530187] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:24:36.663480] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:36.801094] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:36.937021] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:37.075509] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:37.215473] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:37.356511] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:37.356795] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:24:37.356896] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3931 tests [2025-09-28T03:24:37.356977] [INFO ] [CONFIGURE ] ACCO: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:24:37.357051] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_pbf_overnight_gap'] [2025-09-28T03:24:37.498993] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:37.642566] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:37.785129] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:37.925526] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:38.064989] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:38.209103] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:38.353096] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:38.498502] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:38.645494] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:38.797304] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:38.797535] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:24:38.797618] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3930 tests [2025-09-28T03:24:38.797720] [INFO ] [CONFIGURE ] ACCO: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:24:38.797799] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_pbf_return_2d'] [2025-09-28T03:24:38.944299] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:39.093431] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:39.248134] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:39.405056] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:24:39.550462] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:39.700699] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:24:39.847639] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:40.001682] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:24:40.151284] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:40.306874] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:40.307128] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:24:40.307216] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3929 tests [2025-09-28T03:24:40.307298] [INFO ] [CONFIGURE ] ACCO: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:24:40.307374] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_pbf_volatility_5d'] [2025-09-28T03:24:40.444595] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:40.578345] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:40.711556] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:40.844937] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:40.990431] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:41.138698] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:41.272217] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:41.405056] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:24:41.541911] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:41.681067] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:41.681257] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:24:41.681339] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3928 tests [2025-09-28T03:24:41.681416] [INFO ] [CONFIGURE ] ACCO: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:24:41.681491] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T03:24:41.816780] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:41.949885] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:42.080243] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:42.219327] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:42.361183] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:42.507230] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:42.652782] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:42.798609] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:42.945150] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:43.092890] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:43.093099] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:24:43.093183] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3927 tests [2025-09-28T03:24:43.093338] [INFO ] [CONFIGURE ] ACCO: Testing feature 20/29: add_price_rejection [2025-09-28T03:24:43.093413] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_price_rejection'] [2025-09-28T03:24:43.249371] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:43.403213] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:43.560369] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:43.714493] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:43.865153] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:44.010296] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:44.154483] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:24:44.303517] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:44.452035] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:44.605142] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:44.605357] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T03:24:44.605440] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3926 tests [2025-09-28T03:24:44.605607] [INFO ] [CONFIGURE ] ACCO: Testing feature 21/29: add_range_position [2025-09-28T03:24:44.605706] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_range_position'] [2025-09-28T03:24:44.759570] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:44.913281] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:45.064809] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:45.223425] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:45.378491] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:45.536160] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:45.701746] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:24:45.884901] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:46.043999] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:46.201163] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:46.201404] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_range_position (score: 50.00%) [2025-09-28T03:24:46.201506] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3925 tests [2025-09-28T03:24:46.201596] [INFO ] [CONFIGURE ] ACCO: Testing feature 22/29: add_realized_volatility [2025-09-28T03:24:46.201709] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_realized_volatility'] [2025-09-28T03:24:46.368362] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:24:46.537273] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:46.722342] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:46.904770] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:24:47.093037] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:47.277222] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:47.452938] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:47.633401] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:24:47.813529] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:48.002608] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:48.002852] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_realized_volatility (score: 30.00%) [2025-09-28T03:24:48.002986] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3924 tests [2025-09-28T03:24:48.003078] [INFO ] [CONFIGURE ] ACCO: Testing feature 23/29: add_recent_range_context [2025-09-28T03:24:48.003177] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_recent_range_context'] [2025-09-28T03:24:48.143963] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:48.287300] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:48.426397] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:48.578505] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:48.728069] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:48.880620] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:49.034438] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:49.188411] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:49.337194] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:49.499575] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:49.499809] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:24:49.499893] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3923 tests [2025-09-28T03:24:49.500066] [INFO ] [CONFIGURE ] ACCO: Testing feature 24/29: add_rsi [2025-09-28T03:24:49.500139] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T03:24:49.640430] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:49.780451] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:49.924791] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:24:50.073150] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:50.220733] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:50.365134] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:50.510388] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:50.668033] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:50.818926] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:24:50.967062] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:50.967283] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_rsi (score: 80.00%) [2025-09-28T03:24:50.967366] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.7s/test | Remaining: 3922 tests [2025-09-28T03:24:50.967532] [INFO ] [CONFIGURE ] ACCO: Testing feature 25/29: add_tick_distribution [2025-09-28T03:24:50.967610] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_tick_distribution'] [2025-09-28T03:24:51.107678] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:51.243800] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:51.380222] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:51.517017] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:51.651239] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:51.787438] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:51.923100] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:52.060325] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:52.202131] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:52.338379] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:52.338593] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T03:24:52.338715] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3921 tests [2025-09-28T03:24:52.338804] [INFO ] [CONFIGURE ] ACCO: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:24:52.338892] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_volume_momentum_confirmation'] [2025-09-28T03:24:52.478278] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:52.617105] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:52.756162] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:52.896431] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:53.036718] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:53.183057] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:53.328777] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:24:53.483819] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:53.640334] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:53.798759] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:53.799006] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T03:24:53.799111] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3920 tests [2025-09-28T03:24:53.799253] [INFO ] [CONFIGURE ] ACCO: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:24:53.799361] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_volume_price_divergence'] [2025-09-28T03:24:53.960226] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:24:54.116182] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:54.272394] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:54.429929] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:54.594069] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:54.760858] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:54.924979] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:24:55.096494] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:55.266351] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:55.431473] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:55.431722] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:24:55.431807] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3919 tests [2025-09-28T03:24:55.431885] [INFO ] [CONFIGURE ] ACCO: Testing feature 28/29: add_volume_profile [2025-09-28T03:24:55.432006] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_volume_profile'] [2025-09-28T03:24:55.584847] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:55.737731] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:24:55.882992] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:56.033196] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:24:56.187415] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:56.326051] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:56.464477] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:56.604669] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:56.749197] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:56.890535] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:56.890786] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:24:56.890913] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3918 tests [2025-09-28T03:24:56.891054] [INFO ] [CONFIGURE ] ACCO: Testing feature 29/29: add_vwap [2025-09-28T03:24:56.891132] [INFO ] [CONFIGURE ] ACCO: Testing with features: ['add_ema', 'add_vwap'] [2025-09-28T03:24:57.032546] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:24:57.173104] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:24:57.315218] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:57.465745] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:24:57.609766] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:24:57.750688] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:57.893759] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:24:58.040057] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:24:58.190759] [DEBUG] [FORECASTER] ACCO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:58.345880] [DEBUG] [FORECASTER] ACCO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:24:58.346131] [INFO ] [CONFIGURE ] ACCO: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:24:58.346259] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3917 tests [2025-09-28T03:24:58.346370] [INFO ] [CONFIGURE ] ACCO: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:24:58.346455] [INFO ] [CONFIGURE ] ACCO: Best accuracy: 80.00% [2025-09-28T03:24:58.346540] [INFO ] [CONFIGURE ] ACCO: Best feature set (1 features): ['add_ema'] [2025-09-28T03:24:58.346674] [INFO ] [CONFIGURE ] ACCO: Improvement over baseline: 20.00% [2025-09-28T03:24:58.346775] [INFO ] [CONFIGURE ] ACCO: Total time: 43.6 seconds [2025-09-28T03:24:58.346856] [INFO ] [CONFIGURE ] ACCO: Average time per feature: 1.5 seconds [2025-09-28T03:24:58.346936] [INFO ] [CONFIGURE ] ACCO: Average speed: 0.66 features/sec [2025-09-28T03:24:58.347699] [INFO ] [LOCAL ] Saved configuration for ACCO: 1 features, 80.00% accuracy -> ./output/feature-sets/ACCO.json [2025-09-28T03:24:58.347778] [INFO ] [CONFIGURE ] ACCO: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T03:24:58.347857] [INFO ] [sig ] [4/139] Successfully configured ACCO | 0.02 sym/s | Total: 3.2m | ETA: 1.8h [2025-09-28T03:24:58.347943] [INFO ] [sig ] [5/139] Configuring ACHR... [2025-09-28T03:24:58.348027] [INFO ] [CONFIGURE ] ACHR: Configurate test run. [2025-09-28T03:24:58.348187] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ACHR' from 'https://tdm.silogroup.org/data/derivative_storage/ACHR.csv'. [2025-09-28T03:24:58.368054] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ACHR'. [2025-09-28T03:24:58.368663] [INFO ] [CONFIGURE ] ACHR: Testing with 29 available features [2025-09-28T03:24:58.368746] [INFO ] [CONFIGURE ] ACHR: Establishing baseline with no features... [2025-09-28T03:24:58.429728] [WARN ] [STATE ] Received SIGINT signal. Initiating graceful shutdown... [2025-09-28T03:24:58.430246] [WARN ] [STATE ] Operation was interrupted, setting state to COMPLETED_ERROR [2025-09-28T03:24:58.430799] [WARN ] [STATE ] State set to: COMPLETED_ERROR [2025-09-28T03:24:58.431105] [INFO ] [STATE ] Last completion updated: 2025-09-28T03:24:58.430879 [2025-09-28T03:24:58.479358] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:24:58.589411] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:24:58.699327] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:24:58.835792] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:24:58.948911] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:24:59.064353] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:24:59.176022] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:24:59.292780] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:24:59.411247] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:24:59.525037] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:24:59.525222] [INFO ] [CONFIGURE ] ACHR: Baseline score (no features): 40.00% [2025-09-28T03:24:59.525328] [INFO ] [CONFIGURE ] ACHR: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:24:59.525405] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:24:59.652580] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:24:59.785289] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:24:59.924738] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:00.063004] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:00.203486] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:00.341466] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:00.479842] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:00.622609] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:00.764670] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:00.906546] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:00.906793] [INFO ] [CONFIGURE ] ACHR: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T03:25:00.906887] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3916 tests [2025-09-28T03:25:00.906994] [INFO ] [CONFIGURE ] ACHR: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:25:00.907096] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:25:01.062900] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:01.224625] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:01.287568] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:01.373838] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:01.526899] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:01.677121] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:01.824973] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:01.968148] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:01.979996] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:02.003965] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.043694] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.090692] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.112681] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.138633] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:02.152697] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.196734] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.235131] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.276440] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.305324] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:02.316149] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.359424] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.397104] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.440910] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.469439] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:02.469633] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:25:02.469757] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3915 tests [2025-09-28T03:25:02.469853] [INFO ] [CONFIGURE ] ACHR: Testing feature 3/29: add_daily_returns [2025-09-28T03:25:02.469950] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:25:02.479578] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.521017] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.560664] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.602005] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.611983] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:02.640391] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.691078] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.722696] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.761061] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:25:02.770781] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.804343] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.845959] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.885097] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.893505] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:02.925931] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:02.970058] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.009069] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.024207] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:03.052522] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.092503] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.133889] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.155851] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:03.176298] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.217287] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.258129] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.294256] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:03.303932] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.339532] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.361300] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.401389] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.435115] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:03.446112] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.490077] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.525687] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.567325] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.577870] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:03.610578] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.651402] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.694127] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.718147] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:03.733767] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.775028] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.818698] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.855550] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:03.855771] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T03:25:03.855856] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3914 tests [2025-09-28T03:25:03.855931] [INFO ] [CONFIGURE ] ACHR: Testing feature 4/29: add_ema [2025-09-28T03:25:03.856004] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:25:03.865366] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.894906] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.937814] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:03.977740] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.003153] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:04.018750] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.059307] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.100325] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.140933] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.156380] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:04.181933] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.232824] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.264183] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.305014] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.320764] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:04.344108] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.391377] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.426184] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.467766] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.484614] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:04.509402] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.547700] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.569265] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.628092] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.652173] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.653806] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:04.690496] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.732243] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.772280] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.810725] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:04.820435] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.853361] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.893435] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.937339] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:04.962830] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:04.973336] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.014883] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.057702] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.099003] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.116946] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:05.141192] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.186932] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.225227] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.266883] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.268224] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:05.308527] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.349085] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.369962] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.409060] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.421742] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:05.421999] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:25:05.422086] [INFO ] [CONFIGURE ] JOB ETA: 1.8h | Avg: 1.6s/test | Remaining: 3913 tests [2025-09-28T03:25:05.422179] [INFO ] [CONFIGURE ] ACHR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:25:05.422260] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:25:05.450783] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.494679] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.534497] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.581300] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.584174] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:05.617997] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.665118] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.701751] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.742135] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.748871] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:05.784723] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.827173] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.866162] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.907821] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.915544] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:05.949999] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:05.992070] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:06.010917] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:06.052721] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:06.082757] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:06.093777] [WARN ] [STATE ] Already shutting down, please wait... [2025-09-28T03:25:09.850384] [WARN ] [STATE ] State set to: RUNNING [2025-09-28T03:25:09.850515] [INFO ] [CACHE ] Starting cache update [2025-09-28T03:25:09.850594] [DEBUG] [REMOTE ] Fetching current symbols from directory listing at 'https://tdm.silogroup.org/data/derivative_storage'. [2025-09-28T03:25:09.941083] [DEBUG] [REMOTE ] Fetched 2211 unique symbols from directory listing. [2025-09-28T03:25:09.945265] [DEBUG] [LOCAL ] Cached 2211 symbols [2025-09-28T03:25:09.945391] [DEBUG] [REMOTE ] Fetching unscheduled blackout dates from 'https://tdm.silogroup.org/cache/unscheduled_blackouts.txt'. [2025-09-28T03:25:09.950879] [DEBUG] [REMOTE ] Fetched 1 unscheduled blackout dates. [2025-09-28T03:25:09.951334] [DEBUG] [LOCAL ] Cached 1 unscheduled blackout dates [2025-09-28T03:25:09.951469] [INFO ] [CACHE ] Cache update completed successfully [2025-09-28T03:25:09.952352] [INFO ] [sig ] Resuming configuration (only processing symbols without existing configuration) [2025-09-28T03:25:09.953030] [INFO ] [CACHE ] Retrieved 2211 active symbols from cache [2025-09-28T03:25:09.954970] [DEBUG] [LOCAL ] No files to prune - all symbols are valid [2025-09-28T03:25:09.956790] [INFO ] [sig ] Skipping 2076 symbols with existing configuration [2025-09-28T03:25:09.956915] [INFO ] [sig ] Found 135 active symbols to configure [2025-09-28T03:25:09.957095] [INFO ] [sig ] [1/135] Configuring ACHR... [2025-09-28T03:25:09.957174] [INFO ] [CONFIGURE ] ACHR: Configurate test run. [2025-09-28T03:25:09.957246] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ACHR' from 'https://tdm.silogroup.org/data/derivative_storage/ACHR.csv'. [2025-09-28T03:25:09.967429] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ACHR'. [2025-09-28T03:25:09.967808] [INFO ] [CONFIGURE ] ACHR: Testing with 29 available features [2025-09-28T03:25:09.967896] [INFO ] [CONFIGURE ] ACHR: Establishing baseline with no features... [2025-09-28T03:25:10.085059] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:10.187220] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:10.295464] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:10.407778] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:10.519200] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:10.643209] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:10.760149] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:10.868823] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:10.979603] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:11.097985] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:11.098207] [INFO ] [CONFIGURE ] ACHR: Baseline score (no features): 40.00% [2025-09-28T03:25:11.098293] [INFO ] [CONFIGURE ] ACHR: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:25:11.098368] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:25:11.222295] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:11.349330] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:11.473289] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:11.596865] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:11.719107] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:11.845068] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:11.973775] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:12.104145] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:12.236627] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:12.370114] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:12.370320] [INFO ] [CONFIGURE ] ACHR: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T03:25:12.370401] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.3s/test | Remaining: 3914 tests [2025-09-28T03:25:12.370487] [INFO ] [CONFIGURE ] ACHR: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:25:12.370538] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:25:12.519297] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:12.665361] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:12.813293] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:12.959439] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:13.104397] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:13.256927] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:13.404859] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:13.551271] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:13.695483] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:13.844729] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:13.844932] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:25:13.845016] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.4s/test | Remaining: 3913 tests [2025-09-28T03:25:13.845092] [INFO ] [CONFIGURE ] ACHR: Testing feature 3/29: add_daily_returns [2025-09-28T03:25:13.845166] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:25:13.972913] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:14.106434] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:25:14.235859] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:14.363692] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:14.491249] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:14.619296] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:14.744586] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:14.872161] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:15.004448] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:15.136119] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:15.136347] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T03:25:15.136431] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.3s/test | Remaining: 3912 tests [2025-09-28T03:25:15.136506] [INFO ] [CONFIGURE ] ACHR: Testing feature 4/29: add_ema [2025-09-28T03:25:15.136555] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:25:15.279639] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:15.425289] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:15.573837] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:15.726812] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:15.870883] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:16.018198] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:16.169232] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:16.318165] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:16.468444] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:16.618005] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:16.618309] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:25:16.618391] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.4s/test | Remaining: 3911 tests [2025-09-28T03:25:16.618467] [INFO ] [CONFIGURE ] ACHR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:25:16.618540] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:25:16.777123] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:16.938188] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:17.100912] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:17.255914] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:17.409018] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:17.572948] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:17.737235] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:17.900990] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:18.074000] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:18.239244] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:18.239459] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_exhaustion_signals (score: 30.00%) [2025-09-28T03:25:18.239543] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.4s/test | Remaining: 3910 tests [2025-09-28T03:25:18.239618] [INFO ] [CONFIGURE ] ACHR: Testing feature 6/29: add_failed_moves [2025-09-28T03:25:18.239714] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T03:25:18.376542] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:18.518327] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:18.654875] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:18.790785] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:18.925583] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:19.062515] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:19.208414] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:19.346192] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:19.483779] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:19.622516] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:19.622721] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:25:19.622808] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.4s/test | Remaining: 3909 tests [2025-09-28T03:25:19.622882] [INFO ] [CONFIGURE ] ACHR: Testing feature 7/29: add_lag_shelf [2025-09-28T03:25:19.622955] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T03:25:19.747007] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:19.872893] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:25:20.004435] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:20.131799] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:20.266545] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:20.399569] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:20.532475] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:20.661368] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:20.790485] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:20.919560] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:20.919786] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_lag_shelf (score: 30.00%) [2025-09-28T03:25:20.919866] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.4s/test | Remaining: 3908 tests [2025-09-28T03:25:20.919941] [INFO ] [CONFIGURE ] ACHR: Testing feature 8/29: add_macd [2025-09-28T03:25:20.920012] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T03:25:21.082744] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:21.252093] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:25:21.416777] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:21.593404] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:21.761256] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:21.936003] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:22.105364] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:25:22.278267] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:22.458166] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:22.634005] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:22.634226] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:25:22.634313] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.4s/test | Remaining: 3907 tests [2025-09-28T03:25:22.634394] [INFO ] [CONFIGURE ] ACHR: Testing feature 9/29: add_mfi [2025-09-28T03:25:22.634469] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T03:25:22.777850] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:22.921220] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:23.076150] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:23.219463] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:23.427534] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:23.574184] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:23.719309] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:23.866518] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:24.013727] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:24.158051] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:24.158276] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:25:24.158359] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3906 tests [2025-09-28T03:25:24.158449] [INFO ] [CONFIGURE ] ACHR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:25:24.158580] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:25:24.315002] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:24.488842] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:25:24.650320] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:24.810205] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:24.976008] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:25.138969] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:25.303416] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:25.467314] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:25.633169] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:25.799957] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:25.800165] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_momentum_acceleration (score: 20.00%) [2025-09-28T03:25:25.800248] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3905 tests [2025-09-28T03:25:25.800327] [INFO ] [CONFIGURE ] ACHR: Testing feature 11/29: add_obv_daily [2025-09-28T03:25:25.800413] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T03:25:25.937783] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:26.071853] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:26.205143] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:26.341273] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:26.478208] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:26.614855] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:26.754802] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:25:26.890339] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:27.026039] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:27.164319] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:27.164513] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:25:27.164602] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3904 tests [2025-09-28T03:25:27.164703] [INFO ] [CONFIGURE ] ACHR: Testing feature 12/29: add_obv_interval [2025-09-28T03:25:27.164777] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T03:25:27.298857] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:27.436317] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:27.572225] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:27.709940] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:27.849042] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:27.982253] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:28.124238] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:28.269261] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:28.406468] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:28.547294] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:28.547510] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T03:25:28.547595] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3903 tests [2025-09-28T03:25:28.547697] [INFO ] [CONFIGURE ] ACHR: Testing feature 13/29: add_opening_strength [2025-09-28T03:25:28.547755] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:25:28.691412] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:28.831608] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:28.979760] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:29.122250] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:29.262466] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:29.401252] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:29.549174] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:29.693534] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:29.842872] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:25:29.984725] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:29.984935] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T03:25:29.985017] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3902 tests [2025-09-28T03:25:29.985091] [INFO ] [CONFIGURE ] ACHR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:25:29.985162] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T03:25:30.130356] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:30.278890] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:25:30.433889] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:30.585735] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:30.738630] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:30.898690] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:31.054725] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:31.205513] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:31.370934] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:31.528906] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:31.529112] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T03:25:31.529195] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3901 tests [2025-09-28T03:25:31.529274] [INFO ] [CONFIGURE ] ACHR: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:25:31.529324] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T03:25:31.657292] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:31.789785] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:31.931139] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:32.073962] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:32.209791] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:32.342873] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:32.480209] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:32.615320] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:32.756212] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:32.894615] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:32.894857] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:25:32.894941] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3900 tests [2025-09-28T03:25:32.895017] [INFO ] [CONFIGURE ] ACHR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:25:32.895103] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T03:25:33.082209] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:33.245511] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:33.393566] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:33.539850] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:33.680881] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:33.820612] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:33.961598] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:34.108255] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:34.255254] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:34.397780] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:34.397982] [INFO ] [CONFIGURE ] ACHR: KEPT add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:25:34.398065] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3899 tests [2025-09-28T03:25:34.398143] [INFO ] [CONFIGURE ] ACHR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:25:34.398218] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_return_2d'] [2025-09-28T03:25:34.557297] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:34.713307] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:34.868539] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:35.027263] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:35.182505] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:35.340919] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:35.501400] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:35.660522] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:35.824151] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:35.984803] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:35.985020] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:25:35.985101] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3898 tests [2025-09-28T03:25:35.985185] [INFO ] [CONFIGURE ] ACHR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:25:35.985239] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_volatility_5d'] [2025-09-28T03:25:36.144896] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:36.298729] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:36.447724] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:36.601090] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:36.751150] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:36.897178] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:37.041659] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:37.189825] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:37.337127] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:37.484000] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:37.484226] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:25:37.484307] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3897 tests [2025-09-28T03:25:37.484383] [INFO ] [CONFIGURE ] ACHR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:25:37.484455] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5'] [2025-09-28T03:25:37.625215] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:37.772995] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:37.918183] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:38.065911] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:38.205693] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:38.356985] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:38.507486] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:38.655508] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:38.800633] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:38.946858] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:38.947146] [INFO ] [CONFIGURE ] ACHR: KEPT add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:25:38.947231] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3896 tests [2025-09-28T03:25:38.947310] [INFO ] [CONFIGURE ] ACHR: Testing feature 20/29: add_price_rejection [2025-09-28T03:25:38.947385] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_price_rejection'] [2025-09-28T03:25:39.114702] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:39.279039] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:39.442612] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:39.602560] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:39.772837] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:39.955503] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:40.139852] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:25:40.350287] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:40.552960] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:40.762624] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:40.762873] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T03:25:40.762959] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3895 tests [2025-09-28T03:25:40.763036] [INFO ] [CONFIGURE ] ACHR: Testing feature 21/29: add_range_position [2025-09-28T03:25:40.763108] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_range_position'] [2025-09-28T03:25:40.951838] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:41.135718] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:41.302742] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:41.480460] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:41.656186] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:41.850683] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:42.024307] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:42.195363] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:42.368429] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:42.535200] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:42.535393] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_range_position (score: 80.00%) [2025-09-28T03:25:42.535474] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3894 tests [2025-09-28T03:25:42.535550] [INFO ] [CONFIGURE ] ACHR: Testing feature 22/29: add_realized_volatility [2025-09-28T03:25:42.535622] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_realized_volatility'] [2025-09-28T03:25:42.716881] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:42.912934] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:25:43.097197] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:43.277488] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:43.459778] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:43.649848] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:43.840569] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:44.026956] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:44.218520] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:44.430633] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:44.431184] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T03:25:44.431298] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3893 tests [2025-09-28T03:25:44.431397] [INFO ] [CONFIGURE ] ACHR: Testing feature 23/29: add_recent_range_context [2025-09-28T03:25:44.431505] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_recent_range_context'] [2025-09-28T03:25:44.597756] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:44.758084] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:44.921459] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:45.090671] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:45.249924] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:45.409556] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:45.601486] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:45.835677] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:45.999634] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:46.161662] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:46.161865] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:25:46.161946] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3892 tests [2025-09-28T03:25:46.162021] [INFO ] [CONFIGURE ] ACHR: Testing feature 24/29: add_rsi [2025-09-28T03:25:46.162098] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_ema', 'add_rsi'] [2025-09-28T03:25:46.337996] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:46.514850] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:46.696548] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:46.871515] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:47.053320] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:47.234130] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:47.417010] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:47.603793] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:47.792038] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:47.978102] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:47.978344] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:25:47.978426] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3891 tests [2025-09-28T03:25:47.978505] [INFO ] [CONFIGURE ] ACHR: Testing feature 25/29: add_tick_distribution [2025-09-28T03:25:47.978583] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_tick_distribution'] [2025-09-28T03:25:48.132712] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:48.288169] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:48.446915] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:48.633405] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:48.792697] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:48.952223] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:49.116486] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:49.277573] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:49.436061] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:49.597866] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:49.598069] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:25:49.598151] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3890 tests [2025-09-28T03:25:49.598228] [INFO ] [CONFIGURE ] ACHR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:25:49.598303] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_volume_momentum_confirmation'] [2025-09-28T03:25:49.746016] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:49.895285] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:50.048509] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:50.200265] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:50.353268] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:50.505881] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:50.666133] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:50.850317] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:51.039074] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:51.209908] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:25:51.210172] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T03:25:51.210259] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3889 tests [2025-09-28T03:25:51.210339] [INFO ] [CONFIGURE ] ACHR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:25:51.210414] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_volume_price_divergence'] [2025-09-28T03:25:51.382018] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:51.549956] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:51.722631] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:51.889559] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:52.059235] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:52.236930] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:25:52.402294] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:52.568376] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:52.744900] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:52.914289] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:52.914504] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:25:52.914584] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3888 tests [2025-09-28T03:25:52.914711] [INFO ] [CONFIGURE ] ACHR: Testing feature 28/29: add_volume_profile [2025-09-28T03:25:52.914789] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_volume_profile'] [2025-09-28T03:25:53.066520] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:53.220543] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:53.377529] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:53.548809] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:53.730918] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:53.891479] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:54.048881] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:25:54.211958] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:54.376568] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:54.536636] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:54.536916] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T03:25:54.537002] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3887 tests [2025-09-28T03:25:54.537080] [INFO ] [CONFIGURE ] ACHR: Testing feature 29/29: add_vwap [2025-09-28T03:25:54.537154] [INFO ] [CONFIGURE ] ACHR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5', 'add_vwap'] [2025-09-28T03:25:54.701221] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:54.867522] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:55.038178] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:55.202553] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:25:55.365170] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:55.529063] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:25:55.694025] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:25:55.855749] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:56.020019] [DEBUG] [FORECASTER] ACHR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:56.193884] [DEBUG] [FORECASTER] ACHR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:56.194124] [INFO ] [CONFIGURE ] ACHR: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:25:56.194209] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3886 tests [2025-09-28T03:25:56.194321] [INFO ] [CONFIGURE ] ACHR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:25:56.194398] [INFO ] [CONFIGURE ] ACHR: Best accuracy: 80.00% [2025-09-28T03:25:56.194473] [INFO ] [CONFIGURE ] ACHR: Best feature set (3 features): ['add_bollinger_bands', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5'] [2025-09-28T03:25:56.194546] [INFO ] [CONFIGURE ] ACHR: Improvement over baseline: 40.00% [2025-09-28T03:25:56.194614] [INFO ] [CONFIGURE ] ACHR: Total time: 45.1 seconds [2025-09-28T03:25:56.194738] [INFO ] [CONFIGURE ] ACHR: Average time per feature: 1.6 seconds [2025-09-28T03:25:56.194834] [INFO ] [CONFIGURE ] ACHR: Average speed: 0.64 features/sec [2025-09-28T03:25:56.195791] [INFO ] [LOCAL ] Saved configuration for ACHR: 3 features, 80.00% accuracy -> ./output/feature-sets/ACHR.json [2025-09-28T03:25:56.195874] [INFO ] [CONFIGURE ] ACHR: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T03:25:56.195956] [INFO ] [sig ] [1/135] Successfully configured ACHR | 0.02 sym/s | Total: 46s | ETA: 1.7h [2025-09-28T03:25:56.196032] [INFO ] [sig ] [2/135] Configuring AEM... [2025-09-28T03:25:56.196106] [INFO ] [CONFIGURE ] AEM: Configurate test run. [2025-09-28T03:25:56.196182] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AEM' from 'https://tdm.silogroup.org/data/derivative_storage/AEM.csv'. [2025-09-28T03:25:56.510014] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AEM'. [2025-09-28T03:25:56.510522] [INFO ] [CONFIGURE ] AEM: Testing with 29 available features [2025-09-28T03:25:56.510605] [INFO ] [CONFIGURE ] AEM: Establishing baseline with no features... [2025-09-28T03:25:56.617380] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:25:56.723760] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:56.831050] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:56.940128] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:57.049024] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:57.158477] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:25:57.266969] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:25:57.376064] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:25:57.483633] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:57.593424] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:57.593614] [INFO ] [CONFIGURE ] AEM: Baseline score (no features): 40.00% [2025-09-28T03:25:57.593751] [INFO ] [CONFIGURE ] AEM: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:25:57.593834] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:25:57.713150] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:57.830809] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:57.949763] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:25:58.070547] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:58.189562] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:25:58.309260] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:25:58.435336] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:25:58.595716] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:25:58.784834] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:25:58.933260] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:25:58.933470] [INFO ] [CONFIGURE ] AEM: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:25:58.933551] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3885 tests [2025-09-28T03:25:58.933628] [INFO ] [CONFIGURE ] AEM: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:25:58.933827] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:25:59.092234] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:25:59.225122] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:25:59.396831] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:25:59.581383] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:25:59.761582] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:25:59.940956] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:00.087714] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:00.226155] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:00.369229] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:00.522394] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:00.522621] [INFO ] [CONFIGURE ] AEM: KEPT add_cumulative_delta (score: 50.00%) [2025-09-28T03:26:00.522730] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3884 tests [2025-09-28T03:26:00.522810] [INFO ] [CONFIGURE ] AEM: Testing feature 3/29: add_daily_returns [2025-09-28T03:26:00.522931] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:26:00.672989] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:00.817510] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:00.958584] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:01.101729] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:01.247496] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:01.388126] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:01.527673] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:01.667877] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:01.817921] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:01.955252] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:01.955464] [INFO ] [CONFIGURE ] AEM: KEPT add_daily_returns (score: 60.00%) [2025-09-28T03:26:01.955547] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3883 tests [2025-09-28T03:26:01.955626] [INFO ] [CONFIGURE ] AEM: Testing feature 4/29: add_ema [2025-09-28T03:26:01.955754] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_ema'] [2025-09-28T03:26:02.107295] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:02.260470] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:02.415454] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:02.572255] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:02.729958] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:02.888352] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:03.048418] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:03.208373] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:03.366746] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:03.523732] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:03.523944] [INFO ] [CONFIGURE ] AEM: DISCARDED add_ema (score: 60.00%) [2025-09-28T03:26:03.524027] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3882 tests [2025-09-28T03:26:03.524104] [INFO ] [CONFIGURE ] AEM: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:26:03.524179] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:26:03.691405] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:03.859481] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:04.037831] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:04.225474] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:04.389170] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:26:04.552534] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:04.724952] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:04.894393] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:05.068323] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:05.239560] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:26:05.239812] [INFO ] [CONFIGURE ] AEM: DISCARDED add_exhaustion_signals (score: 30.00%) [2025-09-28T03:26:05.239895] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3881 tests [2025-09-28T03:26:05.239970] [INFO ] [CONFIGURE ] AEM: Testing feature 6/29: add_failed_moves [2025-09-28T03:26:05.240044] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T03:26:05.381457] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:05.524874] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:05.664698] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:05.809047] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:05.956998] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:06.103138] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:06.250390] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:06.407904] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:06.561328] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:06.717383] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:06.717622] [INFO ] [CONFIGURE ] AEM: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:26:06.717743] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3880 tests [2025-09-28T03:26:06.717824] [INFO ] [CONFIGURE ] AEM: Testing feature 7/29: add_lag_shelf [2025-09-28T03:26:06.717910] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:26:06.856509] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:06.990117] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:07.129541] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:07.263928] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:07.395172] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:07.530857] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:07.669029] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:07.812456] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:07.958462] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:08.185187] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:08.185385] [INFO ] [CONFIGURE ] AEM: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:26:08.185466] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3879 tests [2025-09-28T03:26:08.185543] [INFO ] [CONFIGURE ] AEM: Testing feature 8/29: add_macd [2025-09-28T03:26:08.185617] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:26:08.359285] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:08.540594] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:08.736908] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:08.926061] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:09.113512] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:26:09.294735] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:09.480890] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:09.672376] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:09.859442] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:10.049180] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:26:10.049407] [INFO ] [CONFIGURE ] AEM: DISCARDED add_macd (score: 40.00%) [2025-09-28T03:26:10.049492] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3878 tests [2025-09-28T03:26:10.049570] [INFO ] [CONFIGURE ] AEM: Testing feature 9/29: add_mfi [2025-09-28T03:26:10.049666] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_mfi'] [2025-09-28T03:26:10.210933] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:10.366812] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:10.524552] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:10.691245] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:10.851813] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:11.014047] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:11.173942] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:11.336322] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:11.503667] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:11.662391] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:11.662625] [INFO ] [CONFIGURE ] AEM: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:26:11.662735] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3877 tests [2025-09-28T03:26:11.662819] [INFO ] [CONFIGURE ] AEM: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:26:11.662902] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:26:11.836302] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:12.013042] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:12.271305] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:12.532427] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:12.793425] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:13.051485] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:13.314092] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:13.562965] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:13.827156] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:14.021435] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:14.021682] [INFO ] [CONFIGURE ] AEM: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:26:14.021768] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3876 tests [2025-09-28T03:26:14.021845] [INFO ] [CONFIGURE ] AEM: Testing feature 11/29: add_obv_daily [2025-09-28T03:26:14.021918] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_obv_daily'] [2025-09-28T03:26:14.163124] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:14.306381] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:14.454841] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:14.602638] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:14.772269] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:14.964005] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:15.125025] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:15.275381] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:15.426443] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:15.600025] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:15.600215] [INFO ] [CONFIGURE ] AEM: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:26:15.600295] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3875 tests [2025-09-28T03:26:15.600370] [INFO ] [CONFIGURE ] AEM: Testing feature 12/29: add_obv_interval [2025-09-28T03:26:15.600444] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_obv_interval'] [2025-09-28T03:26:15.790522] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:16.007958] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:16.225398] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:16.447525] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:16.671613] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:16.893902] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:17.096989] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:17.255153] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:17.400487] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:17.546502] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:17.546735] [INFO ] [CONFIGURE ] AEM: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:26:17.546838] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3874 tests [2025-09-28T03:26:17.546943] [INFO ] [CONFIGURE ] AEM: Testing feature 13/29: add_opening_strength [2025-09-28T03:26:17.547021] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:26:17.698214] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:17.849435] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:18.006179] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:18.167583] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:18.325355] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:18.481454] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:18.640128] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:18.793148] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:18.954107] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:19.111237] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:19.111500] [INFO ] [CONFIGURE ] AEM: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:26:19.111584] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3873 tests [2025-09-28T03:26:19.111684] [INFO ] [CONFIGURE ] AEM: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:26:19.111760] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T03:26:19.267943] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:19.427183] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:19.587362] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:26:19.744788] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:19.903821] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:26:20.065786] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:20.222780] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:20.377341] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:20.532390] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:20.689351] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:20.689567] [INFO ] [CONFIGURE ] AEM: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T03:26:20.689712] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3872 tests [2025-09-28T03:26:20.689791] [INFO ] [CONFIGURE ] AEM: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:26:20.689865] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T03:26:20.835909] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:20.975035] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:21.113991] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:21.254357] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:21.394409] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:21.553172] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:21.725223] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:21.872973] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:22.021173] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:22.167811] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:22.168082] [INFO ] [CONFIGURE ] AEM: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:26:22.168168] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3871 tests [2025-09-28T03:26:22.168256] [INFO ] [CONFIGURE ] AEM: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:26:22.168335] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T03:26:22.314638] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:22.465202] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:22.616117] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:26:22.767057] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:22.913693] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:23.064671] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:23.219448] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:23.400761] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:23.554314] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:23.708172] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:23.708392] [INFO ] [CONFIGURE ] AEM: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T03:26:23.708479] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3870 tests [2025-09-28T03:26:23.708554] [INFO ] [CONFIGURE ] AEM: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:26:23.708628] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T03:26:23.864131] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:24.025883] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:24.185512] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:26:24.346875] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:24.502245] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:24.681456] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:24.841845] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:25.001737] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:25.169956] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:25.331381] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:25.331690] [INFO ] [CONFIGURE ] AEM: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:26:25.331780] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3869 tests [2025-09-28T03:26:25.331870] [INFO ] [CONFIGURE ] AEM: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:26:25.331949] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T03:26:25.481109] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:25.623196] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:25.760902] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:25.898925] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:26.045027] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:26.190039] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:26.343618] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:26.490711] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:26.644852] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:26.791153] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:26.791376] [INFO ] [CONFIGURE ] AEM: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:26:26.791459] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3868 tests [2025-09-28T03:26:26.791535] [INFO ] [CONFIGURE ] AEM: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:26:26.791609] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T03:26:26.931698] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:27.075411] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:27.213152] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:27.350589] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:27.496024] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:27.655508] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:27.809523] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:27.962452] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:28.122556] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:28.270294] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:28.270494] [INFO ] [CONFIGURE ] AEM: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:26:28.270584] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3867 tests [2025-09-28T03:26:28.270684] [INFO ] [CONFIGURE ] AEM: Testing feature 20/29: add_price_rejection [2025-09-28T03:26:28.270779] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_price_rejection'] [2025-09-28T03:26:28.422366] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:28.575085] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:28.732852] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:28.883589] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:29.038440] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:29.193841] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:29.350801] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:29.510524] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:29.667941] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:29.820052] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:26:29.820255] [INFO ] [CONFIGURE ] AEM: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:26:29.820337] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3866 tests [2025-09-28T03:26:29.820412] [INFO ] [CONFIGURE ] AEM: Testing feature 21/29: add_range_position [2025-09-28T03:26:29.820486] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_range_position'] [2025-09-28T03:26:29.978913] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:30.155130] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:30.326330] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:30.485919] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:30.664141] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:30.826706] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:30.993589] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:31.159779] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:31.329769] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:31.491997] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:31.492192] [INFO ] [CONFIGURE ] AEM: DISCARDED add_range_position (score: 60.00%) [2025-09-28T03:26:31.492272] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3865 tests [2025-09-28T03:26:31.492347] [INFO ] [CONFIGURE ] AEM: Testing feature 22/29: add_realized_volatility [2025-09-28T03:26:31.492419] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_realized_volatility'] [2025-09-28T03:26:31.664987] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:31.849803] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:32.028240] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:26:32.230137] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:32.419474] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:32.614241] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:32.797136] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:32.981588] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:33.176675] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:33.372790] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:33.373024] [INFO ] [CONFIGURE ] AEM: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:26:33.373106] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3864 tests [2025-09-28T03:26:33.373180] [INFO ] [CONFIGURE ] AEM: Testing feature 23/29: add_recent_range_context [2025-09-28T03:26:33.373257] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_recent_range_context'] [2025-09-28T03:26:33.553301] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:33.732101] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:33.962420] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:26:34.146042] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:34.341891] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:34.524538] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:34.692926] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:34.846770] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:35.002219] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:35.158070] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:26:35.158282] [INFO ] [CONFIGURE ] AEM: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T03:26:35.158364] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3863 tests [2025-09-28T03:26:35.158474] [INFO ] [CONFIGURE ] AEM: Testing feature 24/29: add_rsi [2025-09-28T03:26:35.158557] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T03:26:35.324361] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:35.490595] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:35.658266] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:35.826533] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:36.000567] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:36.174675] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:36.352715] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:36.533708] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:36.712366] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:36.888266] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:36.888518] [INFO ] [CONFIGURE ] AEM: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:26:36.888614] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3862 tests [2025-09-28T03:26:36.888742] [INFO ] [CONFIGURE ] AEM: Testing feature 25/29: add_tick_distribution [2025-09-28T03:26:36.888820] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_tick_distribution'] [2025-09-28T03:26:37.035455] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:37.184622] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:37.332832] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:37.476728] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:37.628355] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:37.788152] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:37.941524] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:38.091631] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:38.250075] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:38.395589] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:38.395831] [INFO ] [CONFIGURE ] AEM: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T03:26:38.395917] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3861 tests [2025-09-28T03:26:38.395994] [INFO ] [CONFIGURE ] AEM: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:26:38.396069] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T03:26:38.545430] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:38.697924] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:38.850865] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:38.999089] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:39.149294] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:39.299570] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:39.451959] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:39.604877] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:39.756459] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:39.908716] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:39.908961] [INFO ] [CONFIGURE ] AEM: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:26:39.909047] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3860 tests [2025-09-28T03:26:39.909152] [INFO ] [CONFIGURE ] AEM: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:26:39.909264] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T03:26:40.073540] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:40.238310] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:40.401855] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:26:40.566606] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:40.730032] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:40.895334] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:41.058108] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:41.222376] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:41.390051] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:41.554904] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:26:41.555138] [INFO ] [CONFIGURE ] AEM: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T03:26:41.555224] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3859 tests [2025-09-28T03:26:41.555299] [INFO ] [CONFIGURE ] AEM: Testing feature 28/29: add_volume_profile [2025-09-28T03:26:41.555374] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_volume_profile'] [2025-09-28T03:26:41.707668] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:41.856703] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:42.009940] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:42.160322] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:42.315919] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:42.468716] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:42.617164] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:42.768461] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:42.921474] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:43.083367] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:43.083553] [INFO ] [CONFIGURE ] AEM: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T03:26:43.083685] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3858 tests [2025-09-28T03:26:43.083777] [INFO ] [CONFIGURE ] AEM: Testing feature 29/29: add_vwap [2025-09-28T03:26:43.083854] [INFO ] [CONFIGURE ] AEM: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap'] [2025-09-28T03:26:43.243103] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:26:43.404362] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:26:43.558986] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:43.710283] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:26:43.862975] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:26:44.019617] [DEBUG] [FORECASTER] AEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:44.173203] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:44.329370] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:44.484100] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:44.642446] [DEBUG] [FORECASTER] AEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:26:44.642682] [INFO ] [CONFIGURE ] AEM: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:26:44.642769] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3857 tests [2025-09-28T03:26:44.642900] [INFO ] [CONFIGURE ] AEM: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:26:44.642976] [INFO ] [CONFIGURE ] AEM: Best accuracy: 60.00% [2025-09-28T03:26:44.643050] [INFO ] [CONFIGURE ] AEM: Best feature set (2 features): ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:26:44.643123] [INFO ] [CONFIGURE ] AEM: Improvement over baseline: 20.00% [2025-09-28T03:26:44.643211] [INFO ] [CONFIGURE ] AEM: Total time: 47.0 seconds [2025-09-28T03:26:44.643281] [INFO ] [CONFIGURE ] AEM: Average time per feature: 1.6 seconds [2025-09-28T03:26:44.643352] [INFO ] [CONFIGURE ] AEM: Average speed: 0.62 features/sec [2025-09-28T03:26:44.644014] [INFO ] [LOCAL ] Saved configuration for AEM: 2 features, 60.00% accuracy -> ./output/feature-sets/AEM.json [2025-09-28T03:26:44.644111] [INFO ] [CONFIGURE ] AEM: Configuration saved successfully: 2 features, 60.00% accuracy. [2025-09-28T03:26:44.644220] [INFO ] [sig ] [2/135] Successfully configured AEM | 0.02 sym/s | Total: 1.6m | ETA: 1.7h [2025-09-28T03:26:44.644311] [INFO ] [sig ] [3/135] Configuring AER... [2025-09-28T03:26:44.644396] [INFO ] [CONFIGURE ] AER: Configurate test run. [2025-09-28T03:26:44.644530] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AER' from 'https://tdm.silogroup.org/data/derivative_storage/AER.csv'. [2025-09-28T03:26:44.665001] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AER'. [2025-09-28T03:26:44.665445] [INFO ] [CONFIGURE ] AER: Testing with 29 available features [2025-09-28T03:26:44.665526] [INFO ] [CONFIGURE ] AER: Establishing baseline with no features... [2025-09-28T03:26:44.778976] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:26:44.899813] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:45.014449] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:45.128624] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:26:45.243407] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:26:45.361926] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:45.479714] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:26:45.609749] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:45.724084] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:45.852798] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:45.853016] [INFO ] [CONFIGURE ] AER: Baseline score (no features): 70.00% [2025-09-28T03:26:45.853101] [INFO ] [CONFIGURE ] AER: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:26:45.853175] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:26:45.976921] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:26:46.108226] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:46.233622] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:26:46.358978] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:26:46.484018] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:26:46.610030] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:46.741702] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:46.868878] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:46.995937] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:47.126151] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:47.126394] [INFO ] [CONFIGURE ] AER: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T03:26:47.126484] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3856 tests [2025-09-28T03:26:47.126569] [INFO ] [CONFIGURE ] AER: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:26:47.126696] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:26:47.263197] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:26:47.394909] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:47.529071] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:26:47.682663] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:26:47.873228] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:26:48.056080] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:26:48.194569] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:48.326771] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:26:48.458205] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:48.594268] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:48.594470] [INFO ] [CONFIGURE ] AER: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T03:26:48.594551] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3855 tests [2025-09-28T03:26:48.594628] [INFO ] [CONFIGURE ] AER: Testing feature 3/29: add_daily_returns [2025-09-28T03:26:48.594734] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns'] [2025-09-28T03:26:48.712811] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:26:48.830305] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:48.944538] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:49.064965] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:26:49.183269] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:26:49.303355] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:49.424389] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:26:49.543620] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:49.669174] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:49.789166] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:49.789361] [INFO ] [CONFIGURE ] AER: KEPT add_daily_returns (score: 80.00%) [2025-09-28T03:26:49.789441] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3854 tests [2025-09-28T03:26:49.789517] [INFO ] [CONFIGURE ] AER: Testing feature 4/29: add_ema [2025-09-28T03:26:49.789591] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T03:26:49.926240] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:26:50.059132] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:50.196136] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:50.336347] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:26:50.478741] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:26:50.621532] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:50.764585] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:26:50.918767] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:51.059575] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:51.199981] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:51.200184] [INFO ] [CONFIGURE ] AER: DISCARDED add_ema (score: 70.00%) [2025-09-28T03:26:51.200266] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3853 tests [2025-09-28T03:26:51.200342] [INFO ] [CONFIGURE ] AER: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:26:51.200415] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:26:51.346459] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:26:51.490790] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:51.636916] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:51.784460] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:26:51.932123] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:26:52.082144] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:52.235374] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:26:52.386842] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:52.538231] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:52.688355] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:52.688594] [INFO ] [CONFIGURE ] AER: DISCARDED add_exhaustion_signals (score: 80.00%) [2025-09-28T03:26:52.688701] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3852 tests [2025-09-28T03:26:52.688777] [INFO ] [CONFIGURE ] AER: Testing feature 6/29: add_failed_moves [2025-09-28T03:26:52.688850] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T03:26:52.812121] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:26:52.936282] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:53.060313] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:53.192376] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:26:53.322420] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:26:53.448566] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:53.577349] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:26:53.708055] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:53.849936] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:53.988332] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:53.988532] [INFO ] [CONFIGURE ] AER: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:26:53.988631] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3851 tests [2025-09-28T03:26:53.988747] [INFO ] [CONFIGURE ] AER: Testing feature 7/29: add_lag_shelf [2025-09-28T03:26:53.988842] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:26:54.111036] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:26:54.233804] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:54.356605] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:54.482701] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:26:54.608301] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:26:54.735953] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:54.861490] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:26:54.989033] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:55.122005] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:55.252364] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:55.252560] [INFO ] [CONFIGURE ] AER: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T03:26:55.252681] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3850 tests [2025-09-28T03:26:55.252780] [INFO ] [CONFIGURE ] AER: Testing feature 8/29: add_macd [2025-09-28T03:26:55.252880] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:26:55.422164] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:26:55.595475] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:55.763353] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:55.933124] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:26:56.104813] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:26:56.272759] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:56.450463] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:26:56.619318] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:56.792398] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:26:56.956376] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:56.956698] [INFO ] [CONFIGURE ] AER: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:26:56.956806] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3849 tests [2025-09-28T03:26:56.956882] [INFO ] [CONFIGURE ] AER: Testing feature 9/29: add_mfi [2025-09-28T03:26:56.956954] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T03:26:57.084886] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:26:57.214500] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:57.346036] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:57.484504] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:26:57.626410] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:26:57.766203] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:57.900495] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:26:58.030627] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:58.160146] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:58.294843] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:58.295062] [INFO ] [CONFIGURE ] AER: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:26:58.295145] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3848 tests [2025-09-28T03:26:58.295380] [INFO ] [CONFIGURE ] AER: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:26:58.295456] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:26:58.452102] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:26:58.621502] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:26:58.776880] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:26:58.940424] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:26:59.092414] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:26:59.243471] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:26:59.395081] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:26:59.545242] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:26:59.699675] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:26:59.855943] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:26:59.856182] [INFO ] [CONFIGURE ] AER: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T03:26:59.856265] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3847 tests [2025-09-28T03:26:59.856348] [INFO ] [CONFIGURE ] AER: Testing feature 11/29: add_obv_daily [2025-09-28T03:26:59.856427] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T03:26:59.983087] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:00.112707] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:00.247635] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:00.381788] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:00.514929] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:00.646929] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:00.784294] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:00.913146] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:01.040724] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:01.170400] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:01.170609] [INFO ] [CONFIGURE ] AER: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T03:27:01.170718] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3846 tests [2025-09-28T03:27:01.170803] [INFO ] [CONFIGURE ] AER: Testing feature 12/29: add_obv_interval [2025-09-28T03:27:01.170886] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T03:27:01.300480] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:01.424798] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:01.554719] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:01.687138] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:01.825344] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:01.954298] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:02.089516] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:02.227490] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:02.356583] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:02.490484] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:02.490717] [INFO ] [CONFIGURE ] AER: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T03:27:02.490800] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3845 tests [2025-09-28T03:27:02.490876] [INFO ] [CONFIGURE ] AER: Testing feature 13/29: add_opening_strength [2025-09-28T03:27:02.490951] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:27:02.622287] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:27:02.759342] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:02.892444] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:03.027364] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:03.161776] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:03.294215] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:03.425368] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:27:03.555741] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:03.693251] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:03.823712] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:03.823920] [INFO ] [CONFIGURE ] AER: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:27:03.824002] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.6s/test | Remaining: 3844 tests [2025-09-28T03:27:03.824077] [INFO ] [CONFIGURE ] AER: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:27:03.824151] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T03:27:03.960242] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:27:04.100871] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:04.239868] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:27:04.380558] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:04.529340] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:04.675790] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:04.816065] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:27:04.958562] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:05.104225] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:27:05.256602] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:05.257167] [INFO ] [CONFIGURE ] AER: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T03:27:05.257336] [INFO ] [CONFIGURE ] JOB ETA: 1.7h | Avg: 1.5s/test | Remaining: 3843 tests [2025-09-28T03:27:05.257419] [INFO ] [CONFIGURE ] AER: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:27:05.257497] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T03:27:05.377674] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:27:05.499043] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:05.627839] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:05.764362] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:05.884024] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:27:06.001599] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:06.121151] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:06.239077] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:06.359588] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:06.477958] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:06.478167] [INFO ] [CONFIGURE ] AER: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:27:06.478250] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3842 tests [2025-09-28T03:27:06.478326] [INFO ] [CONFIGURE ] AER: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:27:06.478401] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T03:27:06.601271] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:06.725495] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:06.852838] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:27:06.977528] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:27:07.105531] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:27:07.247813] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:07.383812] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:07.516468] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:07.651577] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:07.783375] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:07.783571] [INFO ] [CONFIGURE ] AER: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:27:07.783674] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3841 tests [2025-09-28T03:27:07.783751] [INFO ] [CONFIGURE ] AER: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:27:07.783825] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T03:27:07.918676] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:08.056660] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:08.196447] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:08.347827] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:08.478243] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:08.613179] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:08.745374] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:08.878209] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:09.016177] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:09.153852] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:09.154047] [INFO ] [CONFIGURE ] AER: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T03:27:09.154127] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3840 tests [2025-09-28T03:27:09.154208] [INFO ] [CONFIGURE ] AER: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:27:09.154288] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T03:27:09.271394] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:27:09.389728] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:09.509560] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:09.627917] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:09.747205] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:09.868881] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:09.992333] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:10.114345] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:10.239024] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:10.362689] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:10.362901] [INFO ] [CONFIGURE ] AER: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:27:10.362983] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3839 tests [2025-09-28T03:27:10.363058] [INFO ] [CONFIGURE ] AER: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:27:10.363131] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T03:27:10.483992] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:10.601845] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:10.721038] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:10.844033] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:10.964177] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:11.087630] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:11.207703] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:11.326928] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:11.447142] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:11.574026] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:11.574364] [INFO ] [CONFIGURE ] AER: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:27:11.574448] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3838 tests [2025-09-28T03:27:11.574524] [INFO ] [CONFIGURE ] AER: Testing feature 20/29: add_price_rejection [2025-09-28T03:27:11.574603] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_price_rejection'] [2025-09-28T03:27:11.704317] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:11.833912] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:11.963460] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:12.096317] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:12.227065] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:27:12.356116] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:12.485826] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:12.616196] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:12.749755] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:12.884465] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:12.884684] [INFO ] [CONFIGURE ] AER: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:27:12.884769] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3837 tests [2025-09-28T03:27:12.884847] [INFO ] [CONFIGURE ] AER: Testing feature 21/29: add_range_position [2025-09-28T03:27:12.884920] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_range_position'] [2025-09-28T03:27:13.023748] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:27:13.175545] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:13.326476] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:13.466899] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:27:13.616337] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:13.753182] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:13.896392] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:14.037785] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:27:14.184752] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:14.336490] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:14.336733] [INFO ] [CONFIGURE ] AER: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:27:14.336881] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3836 tests [2025-09-28T03:27:14.336959] [INFO ] [CONFIGURE ] AER: Testing feature 22/29: add_realized_volatility [2025-09-28T03:27:14.337034] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_realized_volatility'] [2025-09-28T03:27:14.493230] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:27:14.652604] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:14.804756] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:14.959394] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:27:15.116896] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:15.276594] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:15.432449] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:27:15.590524] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:15.744158] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:27:15.906814] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:15.907053] [INFO ] [CONFIGURE ] AER: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:27:15.907189] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3835 tests [2025-09-28T03:27:15.907275] [INFO ] [CONFIGURE ] AER: Testing feature 23/29: add_recent_range_context [2025-09-28T03:27:15.907352] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_recent_range_context'] [2025-09-28T03:27:16.035525] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:27:16.164283] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:16.304791] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:16.443101] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:27:16.598745] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:16.733977] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:16.863001] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:16.992536] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:17.125428] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:17.258383] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:17.258593] [INFO ] [CONFIGURE ] AER: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T03:27:17.258697] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3834 tests [2025-09-28T03:27:17.258792] [INFO ] [CONFIGURE ] AER: Testing feature 24/29: add_rsi [2025-09-28T03:27:17.258866] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T03:27:17.404776] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:27:17.556335] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:17.707027] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:17.854011] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:18.005841] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:18.158805] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:18.306922] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:18.453478] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:18.602331] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:27:18.755805] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:18.756023] [INFO ] [CONFIGURE ] AER: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:27:18.756108] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3833 tests [2025-09-28T03:27:18.756185] [INFO ] [CONFIGURE ] AER: Testing feature 25/29: add_tick_distribution [2025-09-28T03:27:18.756259] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_tick_distribution'] [2025-09-28T03:27:18.884583] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:19.008735] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:19.136312] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:19.262002] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:19.390898] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:19.523731] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:19.655954] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:27:19.780944] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:19.911341] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:20.035624] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:20.035859] [INFO ] [CONFIGURE ] AER: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:27:20.035940] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3832 tests [2025-09-28T03:27:20.036014] [INFO ] [CONFIGURE ] AER: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:27:20.036086] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T03:27:20.162535] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:27:20.291528] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:20.423612] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:20.552053] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:20.681364] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:20.808388] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:20.935535] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:27:21.067149] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:21.205206] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:21.340514] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:21.340750] [INFO ] [CONFIGURE ] AER: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:27:21.340834] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3831 tests [2025-09-28T03:27:21.340911] [INFO ] [CONFIGURE ] AER: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:27:21.340986] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T03:27:21.482256] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:21.619838] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:21.772305] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:21.933507] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:22.074571] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:22.240434] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:22.376370] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:22.512513] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:22.654345] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:22.793700] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:22.793932] [INFO ] [CONFIGURE ] AER: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T03:27:22.794017] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3830 tests [2025-09-28T03:27:22.794098] [INFO ] [CONFIGURE ] AER: Testing feature 28/29: add_volume_profile [2025-09-28T03:27:22.794175] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_volume_profile'] [2025-09-28T03:27:22.923910] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:23.051796] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:23.179356] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:23.306356] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:27:23.441366] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:23.571527] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:23.703102] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:23.834338] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:23.968519] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:27:24.107293] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:24.107556] [INFO ] [CONFIGURE ] AER: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:27:24.107664] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3829 tests [2025-09-28T03:27:24.107747] [INFO ] [CONFIGURE ] AER: Testing feature 29/29: add_vwap [2025-09-28T03:27:24.107823] [INFO ] [CONFIGURE ] AER: Testing with features: ['add_daily_returns', 'add_vwap'] [2025-09-28T03:27:24.242498] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:27:24.377413] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:27:24.513919] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:24.650245] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:27:24.781485] [DEBUG] [FORECASTER] AER: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:27:24.919295] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:25.053044] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:25.185515] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:25.317332] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:25.451023] [DEBUG] [FORECASTER] AER: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:25.451268] [INFO ] [CONFIGURE ] AER: DISCARDED add_vwap (score: 80.00%) [2025-09-28T03:27:25.451383] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3828 tests [2025-09-28T03:27:25.451463] [INFO ] [CONFIGURE ] AER: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:27:25.451533] [INFO ] [CONFIGURE ] AER: Best accuracy: 80.00% [2025-09-28T03:27:25.451605] [INFO ] [CONFIGURE ] AER: Best feature set (1 features): ['add_daily_returns'] [2025-09-28T03:27:25.451698] [INFO ] [CONFIGURE ] AER: Improvement over baseline: 10.00% [2025-09-28T03:27:25.451767] [INFO ] [CONFIGURE ] AER: Total time: 39.6 seconds [2025-09-28T03:27:25.451836] [INFO ] [CONFIGURE ] AER: Average time per feature: 1.4 seconds [2025-09-28T03:27:25.451905] [INFO ] [CONFIGURE ] AER: Average speed: 0.73 features/sec [2025-09-28T03:27:25.452964] [INFO ] [LOCAL ] Saved configuration for AER: 1 features, 80.00% accuracy -> ./output/feature-sets/AER.json [2025-09-28T03:27:25.453044] [INFO ] [CONFIGURE ] AER: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T03:27:25.453175] [INFO ] [sig ] [3/135] Successfully configured AER | 0.02 sym/s | Total: 2.3m | ETA: 1.7h [2025-09-28T03:27:25.453268] [INFO ] [sig ] [4/135] Configuring AESI... [2025-09-28T03:27:25.453341] [INFO ] [CONFIGURE ] AESI: Configurate test run. [2025-09-28T03:27:25.453430] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AESI' from 'https://tdm.silogroup.org/data/derivative_storage/AESI.csv'. [2025-09-28T03:27:25.769269] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AESI'. [2025-09-28T03:27:25.769943] [INFO ] [CONFIGURE ] AESI: Testing with 29 available features [2025-09-28T03:27:25.770026] [INFO ] [CONFIGURE ] AESI: Establishing baseline with no features... [2025-09-28T03:27:25.886030] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:25.998829] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:26.113312] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:26.233044] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:27:26.357331] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:26.494808] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:26.655565] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:26.808267] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:27:26.959634] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:27:27.091420] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:27.091684] [INFO ] [CONFIGURE ] AESI: Baseline score (no features): 50.00% [2025-09-28T03:27:27.091772] [INFO ] [CONFIGURE ] AESI: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:27:27.091847] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:27:27.232479] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:27.372300] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:27.500810] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:27.628411] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:27.754616] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:27.880893] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:28.005497] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:28.152984] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:28.279518] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:28.403749] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:28.403957] [INFO ] [CONFIGURE ] AESI: KEPT add_bollinger_bands (score: 80.00%) [2025-09-28T03:27:28.404037] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3827 tests [2025-09-28T03:27:28.404113] [INFO ] [CONFIGURE ] AESI: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:27:28.404188] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:27:28.550606] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:28.708762] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:28.868047] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:29.028096] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:29.182270] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:29.338159] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:29.495262] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:29.650544] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:29.807546] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:29.962415] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:29.962633] [INFO ] [CONFIGURE ] AESI: DISCARDED add_cumulative_delta (score: 80.00%) [2025-09-28T03:27:29.962739] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3826 tests [2025-09-28T03:27:29.962818] [INFO ] [CONFIGURE ] AESI: Testing feature 3/29: add_daily_returns [2025-09-28T03:27:29.962893] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:27:30.098242] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:30.230505] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:30.358185] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:30.489214] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:30.625288] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:30.753943] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:30.884210] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:31.015703] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:31.150840] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:31.283892] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:31.284098] [INFO ] [CONFIGURE ] AESI: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:27:31.284181] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3825 tests [2025-09-28T03:27:31.284256] [INFO ] [CONFIGURE ] AESI: Testing feature 4/29: add_ema [2025-09-28T03:27:31.284331] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:27:31.425752] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:31.579527] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:31.730365] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:31.876086] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:32.023493] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:32.169263] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:32.321199] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:32.467811] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:32.619269] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:32.773265] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:32.773511] [INFO ] [CONFIGURE ] AESI: DISCARDED add_ema (score: 80.00%) [2025-09-28T03:27:32.773594] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3824 tests [2025-09-28T03:27:32.773697] [INFO ] [CONFIGURE ] AESI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:27:32.773772] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:27:32.922041] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:33.077747] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:33.233798] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:33.385460] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:33.542837] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:33.701522] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:33.857099] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:34.014237] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:34.173132] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:34.327869] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:27:34.328077] [INFO ] [CONFIGURE ] AESI: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T03:27:34.328161] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3823 tests [2025-09-28T03:27:34.328241] [INFO ] [CONFIGURE ] AESI: Testing feature 6/29: add_failed_moves [2025-09-28T03:27:34.328317] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T03:27:34.459495] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:34.591218] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:34.722751] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:34.858262] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:34.991424] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:35.124970] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:35.268848] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:35.411089] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:35.542715] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:35.687802] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:35.688002] [INFO ] [CONFIGURE ] AESI: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:27:35.688085] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3822 tests [2025-09-28T03:27:35.688162] [INFO ] [CONFIGURE ] AESI: Testing feature 7/29: add_lag_shelf [2025-09-28T03:27:35.688237] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T03:27:35.808183] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:35.932058] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:36.056145] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:36.182451] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:36.307355] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:36.431939] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:36.555086] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:36.678008] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:27:36.804021] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:36.929846] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:36.930031] [INFO ] [CONFIGURE ] AESI: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:27:36.930121] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3821 tests [2025-09-28T03:27:36.930196] [INFO ] [CONFIGURE ] AESI: Testing feature 8/29: add_macd [2025-09-28T03:27:36.930270] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T03:27:37.090727] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:37.252846] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:37.409828] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:37.573981] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:37.741868] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:37.908072] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:38.070473] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:38.236014] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:38.401778] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:38.568835] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:27:38.569030] [INFO ] [CONFIGURE ] AESI: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:27:38.569110] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3820 tests [2025-09-28T03:27:38.569251] [INFO ] [CONFIGURE ] AESI: Testing feature 9/29: add_mfi [2025-09-28T03:27:38.569326] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T03:27:38.703064] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:38.837333] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:38.972148] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:39.109041] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:39.246784] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:39.381574] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:39.517937] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:39.661478] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:39.806101] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:39.946896] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:39.947112] [INFO ] [CONFIGURE ] AESI: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:27:39.947202] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3819 tests [2025-09-28T03:27:39.947285] [INFO ] [CONFIGURE ] AESI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:27:39.947365] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:27:40.100332] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:40.262184] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:40.438826] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:40.608144] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:40.758479] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:40.918109] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:41.075026] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:41.241085] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:41.405533] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:41.559895] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:41.560080] [INFO ] [CONFIGURE ] AESI: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:27:41.560159] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3818 tests [2025-09-28T03:27:41.560234] [INFO ] [CONFIGURE ] AESI: Testing feature 11/29: add_obv_daily [2025-09-28T03:27:41.560307] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T03:27:41.688600] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:41.816521] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:41.943443] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:42.069735] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:42.196586] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:42.326962] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:42.458609] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:42.588673] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:27:42.718392] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:27:42.846982] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:42.847186] [INFO ] [CONFIGURE ] AESI: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:27:42.847266] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3817 tests [2025-09-28T03:27:42.847341] [INFO ] [CONFIGURE ] AESI: Testing feature 12/29: add_obv_interval [2025-09-28T03:27:42.847413] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T03:27:42.974081] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:43.103256] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:43.235072] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:43.370531] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:43.504019] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:43.636720] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:43.771283] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:43.900260] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:44.029306] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:44.159443] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:27:44.159706] [INFO ] [CONFIGURE ] AESI: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:27:44.159789] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3816 tests [2025-09-28T03:27:44.159865] [INFO ] [CONFIGURE ] AESI: Testing feature 13/29: add_opening_strength [2025-09-28T03:27:44.159939] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:27:44.293271] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:44.428785] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:44.563531] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:44.702755] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:44.841271] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:44.982636] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:45.125969] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:45.276843] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:45.419551] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:45.556955] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:45.557151] [INFO ] [CONFIGURE ] AESI: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T03:27:45.557231] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3815 tests [2025-09-28T03:27:45.557306] [INFO ] [CONFIGURE ] AESI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:27:45.557379] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T03:27:45.702725] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:45.843064] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:45.985990] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:46.129536] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:46.272215] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:46.420993] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:46.565512] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:46.710221] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:46.928523] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:47.079281] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:47.079514] [INFO ] [CONFIGURE ] AESI: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:27:47.079599] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3814 tests [2025-09-28T03:27:47.079700] [INFO ] [CONFIGURE ] AESI: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:27:47.079775] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T03:27:47.203592] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:47.329582] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:47.456287] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:47.577631] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:47.701933] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:47.825160] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:47.950586] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:48.076097] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:27:48.207957] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:48.339443] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:48.339681] [INFO ] [CONFIGURE ] AESI: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:27:48.339766] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3813 tests [2025-09-28T03:27:48.339844] [INFO ] [CONFIGURE ] AESI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:27:48.339919] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T03:27:48.479731] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:48.614762] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:48.747732] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:48.882856] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:49.026871] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:49.168334] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:49.311061] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:49.461636] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:49.613881] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:49.764708] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:49.764961] [INFO ] [CONFIGURE ] AESI: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:27:49.765046] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3812 tests [2025-09-28T03:27:49.765124] [INFO ] [CONFIGURE ] AESI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:27:49.765200] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T03:27:49.912925] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:50.058850] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:27:50.211598] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:50.354137] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:50.495720] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:50.638164] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:50.785487] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:50.933474] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:51.081096] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:51.229300] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:51.229527] [INFO ] [CONFIGURE ] AESI: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:27:51.229611] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3811 tests [2025-09-28T03:27:51.229727] [INFO ] [CONFIGURE ] AESI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:27:51.229801] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T03:27:51.360931] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:51.491569] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:51.628445] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:51.765793] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:51.909210] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:52.047146] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:52.185238] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:52.313364] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:52.439945] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:52.570171] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:52.570380] [INFO ] [CONFIGURE ] AESI: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:27:52.570463] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3810 tests [2025-09-28T03:27:52.570539] [INFO ] [CONFIGURE ] AESI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:27:52.570613] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T03:27:52.697338] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:52.825438] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:52.955257] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:53.091114] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:53.226822] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:53.359491] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:27:53.494952] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:53.627064] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:53.757941] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:53.884483] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:27:53.884695] [INFO ] [CONFIGURE ] AESI: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:27:53.884806] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3809 tests [2025-09-28T03:27:53.884885] [INFO ] [CONFIGURE ] AESI: Testing feature 20/29: add_price_rejection [2025-09-28T03:27:53.884958] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T03:27:54.015411] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:54.146931] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:54.287601] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:54.425368] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:54.568298] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:54.714236] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:54.855810] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:54.992171] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:55.132848] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:55.277060] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:55.277274] [INFO ] [CONFIGURE ] AESI: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:27:55.277358] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3808 tests [2025-09-28T03:27:55.277435] [INFO ] [CONFIGURE ] AESI: Testing feature 21/29: add_range_position [2025-09-28T03:27:55.277509] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T03:27:55.427793] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:55.595437] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:55.763492] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:55.913910] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:27:56.057519] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:56.208874] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:56.355137] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:56.500115] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:27:56.645017] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:56.790441] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:56.790747] [INFO ] [CONFIGURE ] AESI: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:27:56.790834] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3807 tests [2025-09-28T03:27:56.790909] [INFO ] [CONFIGURE ] AESI: Testing feature 22/29: add_realized_volatility [2025-09-28T03:27:56.790982] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T03:27:56.958334] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:57.123852] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:57.287119] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:57.455897] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:57.629789] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:57.802367] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:57.968247] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:58.137072] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:58.303626] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:58.471629] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:58.471934] [INFO ] [CONFIGURE ] AESI: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T03:27:58.472023] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3806 tests [2025-09-28T03:27:58.472112] [INFO ] [CONFIGURE ] AESI: Testing feature 23/29: add_recent_range_context [2025-09-28T03:27:58.472190] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T03:27:58.607766] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:27:58.742478] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:27:58.879285] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:27:59.008675] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:27:59.150822] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:27:59.285103] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:27:59.422861] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:27:59.563341] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:27:59.703622] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:27:59.863790] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:27:59.864089] [INFO ] [CONFIGURE ] AESI: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:27:59.864190] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3805 tests [2025-09-28T03:27:59.864278] [INFO ] [CONFIGURE ] AESI: Testing feature 24/29: add_rsi [2025-09-28T03:27:59.864363] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T03:28:00.065831] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:00.268786] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:00.427348] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:00.602448] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:28:00.768143] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:00.926093] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:01.095011] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:01.266005] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:01.430750] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:28:01.606351] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:01.606630] [INFO ] [CONFIGURE ] AESI: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:28:01.606747] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3804 tests [2025-09-28T03:28:01.606892] [INFO ] [CONFIGURE ] AESI: Testing feature 25/29: add_tick_distribution [2025-09-28T03:28:01.606981] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T03:28:01.747199] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:01.884221] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:02.039502] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:02.189623] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:28:02.332369] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:02.466601] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:02.601803] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:02.733753] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:28:02.872205] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:28:03.003424] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:03.003676] [INFO ] [CONFIGURE ] AESI: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:28:03.003819] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3803 tests [2025-09-28T03:28:03.003900] [INFO ] [CONFIGURE ] AESI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:28:03.003974] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T03:28:03.137980] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:03.268784] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:03.403947] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:03.539040] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:28:03.691675] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:03.837609] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:03.982082] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:04.120164] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:04.257874] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:28:04.394385] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:04.394617] [INFO ] [CONFIGURE ] AESI: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T03:28:04.394727] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3802 tests [2025-09-28T03:28:04.394815] [INFO ] [CONFIGURE ] AESI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:28:04.394894] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T03:28:04.540168] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:04.685061] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:04.828038] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:04.975451] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:28:05.120429] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:05.265508] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:05.405608] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:05.558169] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:05.705449] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:28:05.852071] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:05.852287] [INFO ] [CONFIGURE ] AESI: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:28:05.852373] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3801 tests [2025-09-28T03:28:05.852460] [INFO ] [CONFIGURE ] AESI: Testing feature 28/29: add_volume_profile [2025-09-28T03:28:05.852537] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T03:28:05.981827] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:06.113255] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:06.243962] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:06.385069] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:28:06.525978] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:06.664012] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:06.831177] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:06.968166] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:07.118808] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:28:07.259149] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:07.259389] [INFO ] [CONFIGURE ] AESI: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:28:07.259474] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3800 tests [2025-09-28T03:28:07.259582] [INFO ] [CONFIGURE ] AESI: Testing feature 29/29: add_vwap [2025-09-28T03:28:07.259684] [INFO ] [CONFIGURE ] AESI: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T03:28:07.397058] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:07.532848] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:07.670567] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:07.812818] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:28:07.948509] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:08.085028] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:08.225339] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:08.368997] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:08.507900] [DEBUG] [FORECASTER] AESI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:28:08.649579] [DEBUG] [FORECASTER] AESI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:28:08.649820] [INFO ] [CONFIGURE ] AESI: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:28:08.649903] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3799 tests [2025-09-28T03:28:08.650022] [INFO ] [CONFIGURE ] AESI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:28:08.650100] [INFO ] [CONFIGURE ] AESI: Best accuracy: 80.00% [2025-09-28T03:28:08.650172] [INFO ] [CONFIGURE ] AESI: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T03:28:08.650242] [INFO ] [CONFIGURE ] AESI: Improvement over baseline: 30.00% [2025-09-28T03:28:08.650311] [INFO ] [CONFIGURE ] AESI: Total time: 41.6 seconds [2025-09-28T03:28:08.650380] [INFO ] [CONFIGURE ] AESI: Average time per feature: 1.4 seconds [2025-09-28T03:28:08.650451] [INFO ] [CONFIGURE ] AESI: Average speed: 0.70 features/sec [2025-09-28T03:28:08.651857] [INFO ] [LOCAL ] Saved configuration for AESI: 1 features, 80.00% accuracy -> ./output/feature-sets/AESI.json [2025-09-28T03:28:08.651950] [INFO ] [CONFIGURE ] AESI: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T03:28:08.652121] [INFO ] [sig ] [4/135] Successfully configured AESI | 0.02 sym/s | Total: 3.0m | ETA: 1.6h [2025-09-28T03:28:08.652224] [INFO ] [sig ] [5/135] Configuring AFGE... [2025-09-28T03:28:08.652315] [INFO ] [CONFIGURE ] AFGE: Configurate test run. [2025-09-28T03:28:08.652444] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AFGE' from 'https://tdm.silogroup.org/data/derivative_storage/AFGE.csv'. [2025-09-28T03:28:08.679840] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AFGE'. [2025-09-28T03:28:08.680443] [INFO ] [CONFIGURE ] AFGE: Testing with 29 available features [2025-09-28T03:28:08.680522] [INFO ] [CONFIGURE ] AFGE: Establishing baseline with no features... [2025-09-28T03:28:08.796751] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:08.921540] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:09.032295] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:09.144663] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:09.262164] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:09.373540] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:09.486234] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:09.613423] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:09.728618] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:09.844170] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:09.844385] [INFO ] [CONFIGURE ] AFGE: Baseline score (no features): 80.00% [2025-09-28T03:28:09.844494] [INFO ] [CONFIGURE ] AFGE: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:28:09.844574] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:28:09.968446] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:10.091579] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:10.224768] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:28:10.346068] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:10.471125] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:10.594753] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:10.721891] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:10.845008] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:10.974118] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:11.104467] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:11.104749] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_bollinger_bands (score: 70.00%) [2025-09-28T03:28:11.104834] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3798 tests [2025-09-28T03:28:11.104909] [INFO ] [CONFIGURE ] AFGE: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:28:11.104982] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:28:11.239204] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:11.373615] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:11.518578] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:11.675584] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:11.819755] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:11.962946] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:12.102637] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:12.259855] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:28:12.434592] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:12.614455] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:12.614751] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T03:28:12.614847] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3797 tests [2025-09-28T03:28:12.614933] [INFO ] [CONFIGURE ] AFGE: Testing feature 3/29: add_daily_returns [2025-09-28T03:28:12.615018] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_daily_returns'] [2025-09-28T03:28:12.761070] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:12.879748] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:12.995716] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:13.112846] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:13.234017] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:13.354734] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:13.474441] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:13.601489] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:13.723164] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:13.839550] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:13.839781] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:28:13.839882] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3796 tests [2025-09-28T03:28:13.839957] [INFO ] [CONFIGURE ] AFGE: Testing feature 4/29: add_ema [2025-09-28T03:28:13.840028] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_ema'] [2025-09-28T03:28:13.971136] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:14.104138] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:14.241416] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:14.375994] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:14.512003] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:14.650418] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:14.791252] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:14.928885] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:15.079187] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:15.213531] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:15.213757] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_ema (score: 70.00%) [2025-09-28T03:28:15.213839] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3795 tests [2025-09-28T03:28:15.213914] [INFO ] [CONFIGURE ] AFGE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:28:15.213986] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:28:15.349724] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:15.490181] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:15.634854] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:15.771606] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:15.912249] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:16.054167] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:16.195673] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:16.335045] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:28:16.473999] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:16.618808] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:16.619040] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:28:16.619122] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3794 tests [2025-09-28T03:28:16.619196] [INFO ] [CONFIGURE ] AFGE: Testing feature 6/29: add_failed_moves [2025-09-28T03:28:16.619269] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_failed_moves'] [2025-09-28T03:28:16.735879] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:16.851274] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:16.968612] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:17.086970] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:17.206542] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:17.324740] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:17.446929] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:17.568887] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:17.691029] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:17.815301] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:17.815493] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:28:17.815575] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3793 tests [2025-09-28T03:28:17.815671] [INFO ] [CONFIGURE ] AFGE: Testing feature 7/29: add_lag_shelf [2025-09-28T03:28:17.815749] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_lag_shelf'] [2025-09-28T03:28:17.926249] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:18.039671] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:18.149553] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:18.261039] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:18.371725] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:18.485271] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:18.597002] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:18.716112] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:18.842798] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:18.991160] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:18.991455] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T03:28:18.991614] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3792 tests [2025-09-28T03:28:18.991744] [INFO ] [CONFIGURE ] AFGE: Testing feature 8/29: add_macd [2025-09-28T03:28:18.991842] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:28:19.198836] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:19.399525] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:19.601173] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:19.803837] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:19.978353] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:20.141945] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:20.298603] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:20.454260] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:20.616548] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:20.781028] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:20.781265] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_macd (score: 80.00%) [2025-09-28T03:28:20.781351] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3791 tests [2025-09-28T03:28:20.781429] [INFO ] [CONFIGURE ] AFGE: Testing feature 9/29: add_mfi [2025-09-28T03:28:20.781501] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_mfi'] [2025-09-28T03:28:20.904626] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:21.028248] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:21.152967] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:21.278131] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:21.405000] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:21.532487] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:21.663431] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:21.791416] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:21.922936] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:22.048563] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:22.048814] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:28:22.048908] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3790 tests [2025-09-28T03:28:22.048985] [INFO ] [CONFIGURE ] AFGE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:28:22.049059] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:28:22.209398] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:22.352815] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:22.492945] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:22.638533] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:22.790078] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:22.933841] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:23.081732] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:23.233861] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:23.384189] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:23.530968] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:23.531171] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T03:28:23.531254] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3789 tests [2025-09-28T03:28:23.531331] [INFO ] [CONFIGURE ] AFGE: Testing feature 11/29: add_obv_daily [2025-09-28T03:28:23.531406] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_obv_daily'] [2025-09-28T03:28:23.650032] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:23.771182] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:23.889662] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:24.013759] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:24.138621] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:24.260824] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:24.381197] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:24.502590] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:24.629836] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:24.756489] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:24.756730] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:28:24.756836] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3788 tests [2025-09-28T03:28:24.756918] [INFO ] [CONFIGURE ] AFGE: Testing feature 12/29: add_obv_interval [2025-09-28T03:28:24.757004] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_obv_interval'] [2025-09-28T03:28:24.878243] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:24.996701] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:25.116502] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:25.240904] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:25.360327] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:25.483158] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:25.614029] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:25.741246] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:25.863347] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:25.983968] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:25.984176] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T03:28:25.984235] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3787 tests [2025-09-28T03:28:25.984303] [INFO ] [CONFIGURE ] AFGE: Testing feature 13/29: add_opening_strength [2025-09-28T03:28:25.984375] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:28:26.114869] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:26.241844] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:26.372322] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:26.504186] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:26.655602] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:26.787876] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:26.912091] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:27.039753] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:27.170372] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:27.304090] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:27.304384] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T03:28:27.304471] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3786 tests [2025-09-28T03:28:27.304548] [INFO ] [CONFIGURE ] AFGE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:28:27.304622] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T03:28:27.433499] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:27.566670] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:27.725766] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:27.854132] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:27.983253] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:28.122319] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:28.271734] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:28.407357] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:28.538923] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:28.668190] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:28.668399] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:28:28.668507] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3785 tests [2025-09-28T03:28:28.668584] [INFO ] [CONFIGURE ] AFGE: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:28:28.668679] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T03:28:28.777225] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:28.884920] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:28.994332] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:29.110221] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:29.224598] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:29.336997] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:29.449271] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:29.566946] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:29.680726] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:29.797391] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:29.797608] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:28:29.797712] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3784 tests [2025-09-28T03:28:29.797786] [INFO ] [CONFIGURE ] AFGE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:28:29.797859] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T03:28:29.918239] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:30.041840] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:30.167047] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:30.289918] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:30.411305] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:30.537686] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:30.674323] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:30.807478] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:30.939484] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:31.077901] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:31.078087] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:28:31.078166] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3783 tests [2025-09-28T03:28:31.078240] [INFO ] [CONFIGURE ] AFGE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:28:31.078312] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_pbf_return_2d'] [2025-09-28T03:28:31.208969] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:31.335994] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:31.465570] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:31.590427] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:31.719194] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:31.845195] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:31.969620] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:32.094506] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:32.225638] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:32.371828] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:32.372069] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:28:32.372154] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3782 tests [2025-09-28T03:28:32.372231] [INFO ] [CONFIGURE ] AFGE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:28:32.372306] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T03:28:32.495203] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:32.643529] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:32.788294] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:32.933819] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:28:33.085073] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:33.220298] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:33.362712] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:33.513198] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:33.673603] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:33.816285] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:33.816524] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:28:33.816606] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3781 tests [2025-09-28T03:28:33.816704] [INFO ] [CONFIGURE ] AFGE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:28:33.816799] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T03:28:33.931028] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:34.044830] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:34.168805] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:34.280572] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:34.392664] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:34.509820] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:34.624554] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:34.740737] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:34.857502] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:34.980420] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:34.980710] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:28:34.980794] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3780 tests [2025-09-28T03:28:34.980883] [INFO ] [CONFIGURE ] AFGE: Testing feature 20/29: add_price_rejection [2025-09-28T03:28:34.980961] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_price_rejection'] [2025-09-28T03:28:35.115191] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:35.246287] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:35.375310] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:35.497357] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:35.619496] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:35.743946] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:35.870914] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:35.995592] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:36.125433] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:36.251231] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:36.251490] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:28:36.251574] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3779 tests [2025-09-28T03:28:36.251732] [INFO ] [CONFIGURE ] AFGE: Testing feature 21/29: add_range_position [2025-09-28T03:28:36.251807] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_range_position'] [2025-09-28T03:28:36.385920] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:36.516810] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:36.650951] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:36.785412] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:36.919631] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:37.056014] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:37.200776] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:37.348058] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:37.491289] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:37.627999] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:37.628277] [INFO ] [CONFIGURE ] AFGE: KEPT add_range_position (score: 90.00%) [2025-09-28T03:28:37.628360] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3778 tests [2025-09-28T03:28:37.628435] [INFO ] [CONFIGURE ] AFGE: Testing feature 22/29: add_realized_volatility [2025-09-28T03:28:37.628507] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_range_position', 'add_realized_volatility'] [2025-09-28T03:28:37.810593] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:37.994218] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:38.171161] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:38.346173] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:38.516499] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:38.696935] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:38.876126] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:39.058248] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:39.237334] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:39.424471] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:39.424726] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_realized_volatility (score: 90.00%) [2025-09-28T03:28:39.424811] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3777 tests [2025-09-28T03:28:39.424890] [INFO ] [CONFIGURE ] AFGE: Testing feature 23/29: add_recent_range_context [2025-09-28T03:28:39.424964] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_range_position', 'add_recent_range_context'] [2025-09-28T03:28:39.572986] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:39.716469] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:39.858559] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:28:40.001375] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:40.142557] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:40.283169] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:40.428727] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:40.589073] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:40.738300] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:40.888696] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:40.888930] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T03:28:40.889015] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3776 tests [2025-09-28T03:28:40.889093] [INFO ] [CONFIGURE ] AFGE: Testing feature 24/29: add_rsi [2025-09-28T03:28:40.889169] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_range_position', 'add_ema', 'add_rsi'] [2025-09-28T03:28:41.052761] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:41.213423] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:28:41.378745] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:28:41.552941] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:41.723397] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:41.890418] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:42.060874] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:42.224457] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:42.394964] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:42.569231] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:42.569526] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:28:42.569615] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3775 tests [2025-09-28T03:28:42.569729] [INFO ] [CONFIGURE ] AFGE: Testing feature 25/29: add_tick_distribution [2025-09-28T03:28:42.569805] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_range_position', 'add_tick_distribution'] [2025-09-28T03:28:42.712246] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:42.849992] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:42.990289] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:43.136019] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:43.279577] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:43.421015] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:43.563149] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:43.706468] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:43.853215] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:43.999599] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:43.999836] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T03:28:43.999919] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3774 tests [2025-09-28T03:28:43.999993] [INFO ] [CONFIGURE ] AFGE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:28:44.000067] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_range_position', 'add_volume_momentum_confirmation'] [2025-09-28T03:28:44.148218] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:44.292059] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:44.445180] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:44.592538] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:44.743095] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:44.890714] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:45.046344] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:45.201825] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:45.354132] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:45.508363] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:45.508587] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T03:28:45.508697] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3773 tests [2025-09-28T03:28:45.508775] [INFO ] [CONFIGURE ] AFGE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:28:45.508849] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_range_position', 'add_volume_price_divergence'] [2025-09-28T03:28:45.661638] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:28:45.813541] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:45.965354] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:46.118882] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:46.271759] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:46.428577] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:46.583554] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:28:46.740294] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:46.896214] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:47.051201] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:47.051404] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T03:28:47.051484] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3772 tests [2025-09-28T03:28:47.051538] [INFO ] [CONFIGURE ] AFGE: Testing feature 28/29: add_volume_profile [2025-09-28T03:28:47.051604] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_range_position', 'add_volume_profile'] [2025-09-28T03:28:47.193610] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:47.335928] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:47.477412] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:28:47.622604] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:28:47.782891] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:47.935200] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:28:48.100245] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:48.262432] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:48.420103] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:48.575927] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:48.576148] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T03:28:48.576232] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3771 tests [2025-09-28T03:28:48.576329] [INFO ] [CONFIGURE ] AFGE: Testing feature 29/29: add_vwap [2025-09-28T03:28:48.576412] [INFO ] [CONFIGURE ] AFGE: Testing with features: ['add_range_position', 'add_vwap'] [2025-09-28T03:28:48.724925] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:28:48.880615] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:28:49.034790] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:49.185139] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:28:49.336285] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:28:49.489108] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:28:49.639451] [DEBUG] [FORECASTER] AFGE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:28:49.786145] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:28:49.939768] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:50.088823] [DEBUG] [FORECASTER] AFGE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:50.089055] [INFO ] [CONFIGURE ] AFGE: DISCARDED add_vwap (score: 80.00%) [2025-09-28T03:28:50.089142] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3770 tests [2025-09-28T03:28:50.089255] [INFO ] [CONFIGURE ] AFGE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:28:50.089332] [INFO ] [CONFIGURE ] AFGE: Best accuracy: 90.00% [2025-09-28T03:28:50.089405] [INFO ] [CONFIGURE ] AFGE: Best feature set (1 features): ['add_range_position'] [2025-09-28T03:28:50.089476] [INFO ] [CONFIGURE ] AFGE: Improvement over baseline: 10.00% [2025-09-28T03:28:50.089544] [INFO ] [CONFIGURE ] AFGE: Total time: 40.2 seconds [2025-09-28T03:28:50.089614] [INFO ] [CONFIGURE ] AFGE: Average time per feature: 1.4 seconds [2025-09-28T03:28:50.089706] [INFO ] [CONFIGURE ] AFGE: Average speed: 0.72 features/sec [2025-09-28T03:28:50.090367] [INFO ] [LOCAL ] Saved configuration for AFGE: 1 features, 90.00% accuracy -> ./output/feature-sets/AFGE.json [2025-09-28T03:28:50.090448] [INFO ] [CONFIGURE ] AFGE: Configuration saved successfully: 1 features, 90.00% accuracy. [2025-09-28T03:28:50.090569] [INFO ] [sig ] [5/135] Successfully configured AFGE | 0.02 sym/s | Total: 3.7m | ETA: 1.6h [2025-09-28T03:28:50.090668] [INFO ] [sig ] [6/135] Configuring AFL... [2025-09-28T03:28:50.090742] [INFO ] [CONFIGURE ] AFL: Configurate test run. [2025-09-28T03:28:50.090816] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AFL' from 'https://tdm.silogroup.org/data/derivative_storage/AFL.csv'. [2025-09-28T03:28:50.311127] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AFL'. [2025-09-28T03:28:50.311773] [INFO ] [CONFIGURE ] AFL: Testing with 29 available features [2025-09-28T03:28:50.311853] [INFO ] [CONFIGURE ] AFL: Establishing baseline with no features... [2025-09-28T03:28:50.422573] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:28:50.531499] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:28:50.641861] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:50.751084] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:28:50.862189] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:50.975304] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:28:51.087422] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:51.199018] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:28:51.310455] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:28:51.424288] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:51.424500] [INFO ] [CONFIGURE ] AFL: Baseline score (no features): 70.00% [2025-09-28T03:28:51.424608] [INFO ] [CONFIGURE ] AFL: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:28:51.424726] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:28:51.547552] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:28:51.669835] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:28:51.790626] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:52.046853] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:28:52.169842] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:52.290522] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:28:52.411232] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:52.533599] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:52.661341] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:28:52.786235] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:52.786486] [INFO ] [CONFIGURE ] AFL: KEPT add_bollinger_bands (score: 80.00%) [2025-09-28T03:28:52.786604] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3769 tests [2025-09-28T03:28:52.786706] [INFO ] [CONFIGURE ] AFL: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:28:52.786819] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:28:52.919766] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:28:53.055356] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:28:53.192917] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:53.332355] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:28:53.475784] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:53.611019] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:28:53.746393] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:53.885348] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:54.021589] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:54.162823] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:54.163043] [INFO ] [CONFIGURE ] AFL: DISCARDED add_cumulative_delta (score: 80.00%) [2025-09-28T03:28:54.163143] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3768 tests [2025-09-28T03:28:54.163236] [INFO ] [CONFIGURE ] AFL: Testing feature 3/29: add_daily_returns [2025-09-28T03:28:54.163323] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:28:54.288955] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:28:54.414505] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:28:54.539124] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:54.664078] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:28:54.790085] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:54.917285] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:28:55.044668] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:55.173886] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:55.302436] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:55.429319] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:55.429509] [INFO ] [CONFIGURE ] AFL: KEPT add_daily_returns (score: 90.00%) [2025-09-28T03:28:55.429589] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3767 tests [2025-09-28T03:28:55.429740] [INFO ] [CONFIGURE ] AFL: Testing feature 4/29: add_ema [2025-09-28T03:28:55.429825] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema'] [2025-09-28T03:28:55.581326] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:28:55.728445] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:28:55.872035] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:56.013719] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:28:56.155842] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:56.301466] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:28:56.453791] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:56.605296] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:56.754054] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:28:56.901962] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:56.902183] [INFO ] [CONFIGURE ] AFL: DISCARDED add_ema (score: 70.00%) [2025-09-28T03:28:56.902285] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3766 tests [2025-09-28T03:28:56.902376] [INFO ] [CONFIGURE ] AFL: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:28:56.902466] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:28:57.053470] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:28:57.209112] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:28:57.359929] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:57.519523] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:28:57.673318] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:57.828873] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:28:57.980624] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:58.137811] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:58.295966] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:28:58.449906] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:58.450138] [INFO ] [CONFIGURE ] AFL: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:28:58.450243] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3765 tests [2025-09-28T03:28:58.450344] [INFO ] [CONFIGURE ] AFL: Testing feature 6/29: add_failed_moves [2025-09-28T03:28:58.450431] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T03:28:58.581176] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:28:58.715503] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:28:58.847382] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:28:58.979520] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:28:59.112272] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:28:59.247954] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:28:59.387677] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:28:59.526239] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:28:59.662058] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:28:59.806988] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:28:59.807219] [INFO ] [CONFIGURE ] AFL: DISCARDED add_failed_moves (score: 90.00%) [2025-09-28T03:28:59.807313] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3764 tests [2025-09-28T03:28:59.807468] [INFO ] [CONFIGURE ] AFL: Testing feature 7/29: add_lag_shelf [2025-09-28T03:28:59.807541] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:28:59.936333] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:00.067183] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:29:00.198730] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:00.329191] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:00.460058] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:00.586970] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:00.715397] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:00.843372] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:00.974951] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:01.105165] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:01.105377] [INFO ] [CONFIGURE ] AFL: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T03:29:01.105479] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3763 tests [2025-09-28T03:29:01.105635] [INFO ] [CONFIGURE ] AFL: Testing feature 8/29: add_macd [2025-09-28T03:29:01.105749] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:29:01.276342] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:01.447855] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:29:01.616215] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:01.788339] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:29:01.961229] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:29:02.136032] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:02.321385] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:02.515118] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:29:02.710264] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:02.888825] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:02.889091] [INFO ] [CONFIGURE ] AFL: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:29:02.889176] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3762 tests [2025-09-28T03:29:02.889357] [INFO ] [CONFIGURE ] AFL: Testing feature 9/29: add_mfi [2025-09-28T03:29:02.889434] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_mfi'] [2025-09-28T03:29:03.032265] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:03.179106] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:03.327626] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:03.477838] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:03.627842] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:03.775970] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:03.924519] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:04.086983] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:04.298226] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:04.452490] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:04.452793] [INFO ] [CONFIGURE ] AFL: DISCARDED add_mfi (score: 90.00%) [2025-09-28T03:29:04.452905] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3761 tests [2025-09-28T03:29:04.452995] [INFO ] [CONFIGURE ] AFL: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:29:04.453083] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:29:04.617419] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:04.781580] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:04.945551] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:05.104903] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:29:05.273815] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:05.438444] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:05.598727] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:05.764008] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:05.926949] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:06.089870] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:06.090081] [INFO ] [CONFIGURE ] AFL: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T03:29:06.090341] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3760 tests [2025-09-28T03:29:06.090420] [INFO ] [CONFIGURE ] AFL: Testing feature 11/29: add_obv_daily [2025-09-28T03:29:06.090513] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_daily'] [2025-09-28T03:29:06.228616] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:06.366355] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:06.506236] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:06.644179] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:29:06.778537] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:06.941800] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:07.089366] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:07.232608] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:07.377811] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:07.524264] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:07.524451] [INFO ] [CONFIGURE ] AFL: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T03:29:07.524532] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3759 tests [2025-09-28T03:29:07.524609] [INFO ] [CONFIGURE ] AFL: Testing feature 12/29: add_obv_interval [2025-09-28T03:29:07.524748] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_interval'] [2025-09-28T03:29:07.658879] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:07.798297] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:29:07.932906] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:08.065831] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:08.204185] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:29:08.342606] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:08.483155] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:08.622580] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:29:08.760855] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:08.899851] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:08.900059] [INFO ] [CONFIGURE ] AFL: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:29:08.900144] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3758 tests [2025-09-28T03:29:08.900300] [INFO ] [CONFIGURE ] AFL: Testing feature 13/29: add_opening_strength [2025-09-28T03:29:08.900410] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:29:09.041867] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:09.182286] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:29:09.324170] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:09.467453] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:09.611916] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:09.755448] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:09.935040] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:10.082876] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:10.223578] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:29:10.366931] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:10.367144] [INFO ] [CONFIGURE ] AFL: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T03:29:10.367247] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3757 tests [2025-09-28T03:29:10.367337] [INFO ] [CONFIGURE ] AFL: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:29:10.367410] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T03:29:10.519999] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:10.675872] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:10.827903] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:10.982497] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:29:11.134769] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:11.284082] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:11.432561] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:11.591026] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:11.749363] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:11.906360] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:11.906559] [INFO ] [CONFIGURE ] AFL: DISCARDED add_order_flow_imbalance (score: 90.00%) [2025-09-28T03:29:11.906664] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3756 tests [2025-09-28T03:29:11.906745] [INFO ] [CONFIGURE ] AFL: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:29:11.906895] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T03:29:12.038204] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:12.165792] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:12.299485] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:12.431398] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:29:12.565853] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:12.716490] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:12.855536] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:12.991834] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:29:13.126539] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:13.261573] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:13.261803] [INFO ] [CONFIGURE ] AFL: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:29:13.261911] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3755 tests [2025-09-28T03:29:13.262003] [INFO ] [CONFIGURE ] AFL: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:29:13.262324] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T03:29:13.404665] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:13.545999] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:13.684732] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:13.829827] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:13.970106] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:29:14.108562] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:14.246937] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:14.387535] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:14.531572] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:29:14.677936] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:14.678133] [INFO ] [CONFIGURE ] AFL: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:29:14.678216] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3754 tests [2025-09-28T03:29:14.678374] [INFO ] [CONFIGURE ] AFL: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:29:14.678472] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T03:29:14.827420] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:14.972268] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:15.119555] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:15.265020] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:15.413636] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:29:15.561637] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:29:15.712447] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:15.868577] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:29:16.016595] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:16.161970] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:16.162156] [INFO ] [CONFIGURE ] AFL: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:29:16.162235] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3753 tests [2025-09-28T03:29:16.162382] [INFO ] [CONFIGURE ] AFL: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:29:16.162453] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T03:29:16.289041] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:16.419029] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:16.551310] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:16.685528] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:16.818080] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:16.952427] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:17.087083] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:17.225790] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:17.366626] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:29:17.503726] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:17.503915] [INFO ] [CONFIGURE ] AFL: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T03:29:17.503994] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3752 tests [2025-09-28T03:29:17.504152] [INFO ] [CONFIGURE ] AFL: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:29:17.504226] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T03:29:17.634847] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:17.767206] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:17.902589] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:18.038770] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:18.170988] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:18.300869] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:29:18.435327] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:18.568289] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:18.709530] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:18.843269] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:18.843455] [INFO ] [CONFIGURE ] AFL: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:29:18.843534] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3751 tests [2025-09-28T03:29:18.843609] [INFO ] [CONFIGURE ] AFL: Testing feature 20/29: add_price_rejection [2025-09-28T03:29:18.843737] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_price_rejection'] [2025-09-28T03:29:18.982941] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:19.126539] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:19.268601] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:19.407110] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:29:19.545615] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:19.692036] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:19.835778] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:19.985772] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:20.136223] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:20.284255] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:20.284469] [INFO ] [CONFIGURE ] AFL: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T03:29:20.284686] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3750 tests [2025-09-28T03:29:20.284766] [INFO ] [CONFIGURE ] AFL: Testing feature 21/29: add_range_position [2025-09-28T03:29:20.284840] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_range_position'] [2025-09-28T03:29:20.438865] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:20.588021] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:20.741010] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:20.894891] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:29:21.047143] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:21.198962] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:21.349084] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:21.508326] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:21.672021] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:21.820345] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:21.820574] [INFO ] [CONFIGURE ] AFL: DISCARDED add_range_position (score: 80.00%) [2025-09-28T03:29:21.820678] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3749 tests [2025-09-28T03:29:21.820756] [INFO ] [CONFIGURE ] AFL: Testing feature 22/29: add_realized_volatility [2025-09-28T03:29:21.820856] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_realized_volatility'] [2025-09-28T03:29:21.984254] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:22.148217] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:22.312175] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:22.475928] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:22.645870] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:22.814132] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:22.988708] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:23.160543] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:29:23.331122] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:23.501496] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:23.501736] [INFO ] [CONFIGURE ] AFL: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T03:29:23.501819] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3748 tests [2025-09-28T03:29:23.501981] [INFO ] [CONFIGURE ] AFL: Testing feature 23/29: add_recent_range_context [2025-09-28T03:29:23.502088] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_recent_range_context'] [2025-09-28T03:29:23.641342] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:23.784212] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:23.932077] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:24.080784] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:24.233366] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:24.378381] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:29:24.533894] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:24.688605] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:24.836810] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:24.984050] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:24.984245] [INFO ] [CONFIGURE ] AFL: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:29:24.984331] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3747 tests [2025-09-28T03:29:24.984491] [INFO ] [CONFIGURE ] AFL: Testing feature 24/29: add_rsi [2025-09-28T03:29:24.984579] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T03:29:25.149336] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:25.315517] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:25.483219] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:25.653597] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:25.819115] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:25.990179] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:26.154789] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:26.324636] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:26.490599] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:29:26.661691] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:26.661887] [INFO ] [CONFIGURE ] AFL: DISCARDED add_rsi (score: 80.00%) [2025-09-28T03:29:26.661967] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3746 tests [2025-09-28T03:29:26.662043] [INFO ] [CONFIGURE ] AFL: Testing feature 25/29: add_tick_distribution [2025-09-28T03:29:26.662148] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_tick_distribution'] [2025-09-28T03:29:26.794145] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:26.928945] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:27.065473] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:27.200152] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:27.344823] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:27.480107] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:27.614631] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:27.749284] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:27.890972] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:28.034730] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:28.034986] [INFO ] [CONFIGURE ] AFL: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T03:29:28.035182] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3745 tests [2025-09-28T03:29:28.035285] [INFO ] [CONFIGURE ] AFL: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:29:28.035390] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T03:29:28.173118] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:28.312281] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:29:28.455257] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:28.596715] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:28.737896] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:28.880130] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:29.021041] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:29.164275] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:29:29.309479] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:29:29.457413] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:29.457632] [INFO ] [CONFIGURE ] AFL: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:29:29.457738] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3744 tests [2025-09-28T03:29:29.457828] [INFO ] [CONFIGURE ] AFL: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:29:29.457944] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T03:29:29.609732] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:29.759597] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:29.931327] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:30.115165] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:30.328438] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:30.546300] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:30.754764] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:30.995003] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:31.190462] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:31.353945] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:31.354186] [INFO ] [CONFIGURE ] AFL: KEPT add_volume_price_divergence (score: 100.00%) [2025-09-28T03:29:31.354344] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3743 tests [2025-09-28T03:29:31.354428] [INFO ] [CONFIGURE ] AFL: Testing feature 28/29: add_volume_profile [2025-09-28T03:29:31.354505] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_price_divergence', 'add_volume_profile'] [2025-09-28T03:29:31.518745] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:31.683160] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:31.845201] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:32.009204] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:32.169759] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:29:32.335785] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:32.508506] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:32.672750] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:32.835778] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:29:33.010823] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:33.011042] [INFO ] [CONFIGURE ] AFL: DISCARDED add_volume_profile (score: 90.00%) [2025-09-28T03:29:33.011198] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3742 tests [2025-09-28T03:29:33.011282] [INFO ] [CONFIGURE ] AFL: Testing feature 29/29: add_vwap [2025-09-28T03:29:33.011371] [INFO ] [CONFIGURE ] AFL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_price_divergence', 'add_vwap'] [2025-09-28T03:29:33.190343] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:33.359861] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:29:33.523323] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:33.685053] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:33.852856] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:34.019601] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:34.185899] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:29:34.351583] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:34.520107] [DEBUG] [FORECASTER] AFL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:29:34.690083] [DEBUG] [FORECASTER] AFL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:29:34.690321] [INFO ] [CONFIGURE ] AFL: DISCARDED add_vwap (score: 80.00%) [2025-09-28T03:29:34.690405] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3741 tests [2025-09-28T03:29:34.690520] [INFO ] [CONFIGURE ] AFL: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:29:34.690597] [INFO ] [CONFIGURE ] AFL: Best accuracy: 100.00% [2025-09-28T03:29:34.690703] [INFO ] [CONFIGURE ] AFL: Best feature set (3 features): ['add_bollinger_bands', 'add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T03:29:34.690776] [INFO ] [CONFIGURE ] AFL: Improvement over baseline: 30.00% [2025-09-28T03:29:34.690849] [INFO ] [CONFIGURE ] AFL: Total time: 43.3 seconds [2025-09-28T03:29:34.690918] [INFO ] [CONFIGURE ] AFL: Average time per feature: 1.5 seconds [2025-09-28T03:29:34.690987] [INFO ] [CONFIGURE ] AFL: Average speed: 0.67 features/sec [2025-09-28T03:29:34.691927] [INFO ] [LOCAL ] Saved configuration for AFL: 3 features, 100.00% accuracy -> ./output/feature-sets/AFL.json [2025-09-28T03:29:34.692020] [INFO ] [CONFIGURE ] AFL: Configuration saved successfully: 3 features, 100.00% accuracy. [2025-09-28T03:29:34.692154] [INFO ] [sig ] [6/135] Successfully configured AFL | 0.02 sym/s | Total: 4.4m | ETA: 1.6h [2025-09-28T03:29:34.692255] [INFO ] [sig ] [7/135] Configuring AHH... [2025-09-28T03:29:34.692349] [INFO ] [CONFIGURE ] AHH: Configurate test run. [2025-09-28T03:29:34.692483] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AHH' from 'https://tdm.silogroup.org/data/derivative_storage/AHH.csv'. [2025-09-28T03:29:34.714565] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AHH'. [2025-09-28T03:29:34.715237] [INFO ] [CONFIGURE ] AHH: Testing with 29 available features [2025-09-28T03:29:34.715316] [INFO ] [CONFIGURE ] AHH: Establishing baseline with no features... [2025-09-28T03:29:34.827750] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:34.937435] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:29:35.048609] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:35.159634] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:35.271932] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:35.384817] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:35.497773] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:35.612161] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:35.722441] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:35.833550] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:35.833799] [INFO ] [CONFIGURE ] AHH: Baseline score (no features): 70.00% [2025-09-28T03:29:35.833912] [INFO ] [CONFIGURE ] AHH: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:29:35.834002] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:29:35.956637] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:36.080396] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:36.204803] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:36.334356] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:36.457219] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:36.583853] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:36.710285] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:36.837219] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:29:36.960082] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:37.085628] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:37.085890] [INFO ] [CONFIGURE ] AHH: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T03:29:37.086001] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3740 tests [2025-09-28T03:29:37.086095] [INFO ] [CONFIGURE ] AHH: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:29:37.086186] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:29:37.215505] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:37.342450] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:37.467431] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:37.593901] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:37.725158] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:37.856054] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:37.991304] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:38.122202] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:38.253387] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:38.383839] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:29:38.384043] [INFO ] [CONFIGURE ] AHH: KEPT add_cumulative_delta (score: 80.00%) [2025-09-28T03:29:38.384124] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3739 tests [2025-09-28T03:29:38.384354] [INFO ] [CONFIGURE ] AHH: Testing feature 3/29: add_daily_returns [2025-09-28T03:29:38.384433] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:29:38.517141] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:38.651563] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:38.786625] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:38.923116] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:39.057975] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:39.189668] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:39.322037] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:39.461432] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:29:39.597829] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:39.739460] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:39.739706] [INFO ] [CONFIGURE ] AHH: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:29:39.739790] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3738 tests [2025-09-28T03:29:39.739866] [INFO ] [CONFIGURE ] AHH: Testing feature 4/29: add_ema [2025-09-28T03:29:39.739948] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T03:29:39.893497] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:29:40.044342] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:40.196123] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:40.346110] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:40.492537] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:40.641007] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:40.797398] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:40.957975] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:41.116252] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:29:41.273304] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:41.273561] [INFO ] [CONFIGURE ] AHH: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:29:41.273669] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3737 tests [2025-09-28T03:29:41.273752] [INFO ] [CONFIGURE ] AHH: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:29:41.273826] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:29:41.433672] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:41.587991] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:41.746456] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:41.927752] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:42.088663] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:42.247102] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:42.402517] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:42.568853] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:42.735104] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:42.897860] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:42.898069] [INFO ] [CONFIGURE ] AHH: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:29:42.898151] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3736 tests [2025-09-28T03:29:42.898227] [INFO ] [CONFIGURE ] AHH: Testing feature 6/29: add_failed_moves [2025-09-28T03:29:42.898300] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T03:29:43.034304] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:43.173258] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:43.320386] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:43.457250] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:43.591550] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:43.727638] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:43.864996] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:44.001563] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:44.157937] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:44.297440] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:29:44.297694] [INFO ] [CONFIGURE ] AHH: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:29:44.297779] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3735 tests [2025-09-28T03:29:44.297857] [INFO ] [CONFIGURE ] AHH: Testing feature 7/29: add_lag_shelf [2025-09-28T03:29:44.297933] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T03:29:44.430892] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:44.559380] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:44.708535] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:44.836487] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:44.966944] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:45.099020] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:45.233670] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:45.367122] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:45.497880] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:45.630982] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:29:45.631205] [INFO ] [CONFIGURE ] AHH: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T03:29:45.631287] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3734 tests [2025-09-28T03:29:45.631363] [INFO ] [CONFIGURE ] AHH: Testing feature 8/29: add_macd [2025-09-28T03:29:45.631436] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T03:29:45.801777] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:45.970497] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:46.138615] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:46.316047] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:46.491957] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:46.664588] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:46.837349] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:47.010099] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:29:47.183448] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:47.357263] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:29:47.357476] [INFO ] [CONFIGURE ] AHH: DISCARDED add_macd (score: 70.00%) [2025-09-28T03:29:47.357558] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3733 tests [2025-09-28T03:29:47.357635] [INFO ] [CONFIGURE ] AHH: Testing feature 9/29: add_mfi [2025-09-28T03:29:47.357735] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T03:29:47.504871] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:47.659106] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:47.818117] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:47.966660] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:48.116869] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:48.270137] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:48.418794] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:48.567613] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:48.721250] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:48.888215] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:29:48.888450] [INFO ] [CONFIGURE ] AHH: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:29:48.888530] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3732 tests [2025-09-28T03:29:48.888609] [INFO ] [CONFIGURE ] AHH: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:29:48.888707] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:29:49.066670] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:49.244199] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:49.413452] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:49.575582] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:49.738574] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:49.901969] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:50.064220] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:50.224414] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:50.387980] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:50.559200] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:50.559397] [INFO ] [CONFIGURE ] AHH: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T03:29:50.559481] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3731 tests [2025-09-28T03:29:50.559607] [INFO ] [CONFIGURE ] AHH: Testing feature 11/29: add_obv_daily [2025-09-28T03:29:50.559730] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T03:29:50.695089] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:50.835300] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:50.976138] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:51.114518] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:51.256619] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:51.401828] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:51.549337] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:51.694301] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:51.837389] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:51.985418] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:51.985631] [INFO ] [CONFIGURE ] AHH: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:29:51.985756] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3730 tests [2025-09-28T03:29:51.985835] [INFO ] [CONFIGURE ] AHH: Testing feature 12/29: add_obv_interval [2025-09-28T03:29:51.985908] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T03:29:52.118822] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:52.253948] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:52.386210] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:52.521561] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:52.658350] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:52.798538] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:52.934521] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:53.071152] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:53.208923] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:53.347930] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:29:53.348112] [INFO ] [CONFIGURE ] AHH: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T03:29:53.348191] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3729 tests [2025-09-28T03:29:53.348265] [INFO ] [CONFIGURE ] AHH: Testing feature 13/29: add_opening_strength [2025-09-28T03:29:53.348318] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:29:53.493957] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:53.639943] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:53.792592] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:53.941449] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:54.089351] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:54.241585] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:54.394591] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:54.557168] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:54.706519] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:29:54.853796] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:54.853978] [INFO ] [CONFIGURE ] AHH: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:29:54.854059] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3728 tests [2025-09-28T03:29:54.854134] [INFO ] [CONFIGURE ] AHH: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:29:54.854206] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T03:29:55.001800] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:55.157542] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:55.308849] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:55.457311] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:55.615297] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:55.770840] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:55.921745] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:56.071778] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:56.222382] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:56.372971] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:29:56.373153] [INFO ] [CONFIGURE ] AHH: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T03:29:56.373232] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3727 tests [2025-09-28T03:29:56.373307] [INFO ] [CONFIGURE ] AHH: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:29:56.373379] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T03:29:56.509001] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:56.642283] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:56.775968] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:56.959180] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:57.096135] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:57.230847] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:57.363348] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:57.495193] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:57.638113] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:57.776038] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:57.776263] [INFO ] [CONFIGURE ] AHH: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:29:57.776345] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3726 tests [2025-09-28T03:29:57.776422] [INFO ] [CONFIGURE ] AHH: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:29:57.776480] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T03:29:57.918486] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:58.056269] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:58.199392] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:58.339105] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:29:58.480330] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:29:58.618629] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:29:58.757723] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:29:58.897364] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:29:59.037820] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:29:59.180202] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:29:59.180417] [INFO ] [CONFIGURE ] AHH: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:29:59.180498] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3725 tests [2025-09-28T03:29:59.180573] [INFO ] [CONFIGURE ] AHH: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:29:59.180630] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T03:29:59.320183] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:29:59.462616] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:29:59.605484] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:29:59.749474] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:29:59.891623] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:00.038720] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:00.191022] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:00.344114] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:30:00.490237] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:30:00.640342] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:30:00.640571] [INFO ] [CONFIGURE ] AHH: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:30:00.640717] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3724 tests [2025-09-28T03:30:00.640796] [INFO ] [CONFIGURE ] AHH: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:30:00.640869] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T03:30:00.774527] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:00.907604] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:30:01.041939] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:01.178104] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:01.332288] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:01.475407] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:30:01.646503] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:01.838378] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:01.993813] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:30:02.153320] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:30:02.153586] [INFO ] [CONFIGURE ] AHH: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:30:02.153697] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3723 tests [2025-09-28T03:30:02.153782] [INFO ] [CONFIGURE ] AHH: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:30:02.153859] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_pbf_vs_sma_5'] [2025-09-28T03:30:02.288140] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:02.421790] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:30:02.560959] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:02.693261] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:02.828603] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:02.965690] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:03.102516] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:03.239597] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:03.375398] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:30:03.511335] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:30:03.511582] [INFO ] [CONFIGURE ] AHH: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:30:03.511690] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3722 tests [2025-09-28T03:30:03.511768] [INFO ] [CONFIGURE ] AHH: Testing feature 20/29: add_price_rejection [2025-09-28T03:30:03.511841] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_price_rejection'] [2025-09-28T03:30:03.658166] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:03.807797] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:30:03.953902] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:04.098470] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:04.248969] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:04.412779] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:04.566850] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:04.716749] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:04.866092] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:30:05.024434] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:30:05.024690] [INFO ] [CONFIGURE ] AHH: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:30:05.024778] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3721 tests [2025-09-28T03:30:05.024858] [INFO ] [CONFIGURE ] AHH: Testing feature 21/29: add_range_position [2025-09-28T03:30:05.024916] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_range_position'] [2025-09-28T03:30:05.179121] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:05.340880] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:30:05.498053] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:05.650675] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:05.809884] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:05.985014] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:06.138456] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:06.296334] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:06.451239] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:30:06.613278] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:30:06.613578] [INFO ] [CONFIGURE ] AHH: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:30:06.613689] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3720 tests [2025-09-28T03:30:06.613768] [INFO ] [CONFIGURE ] AHH: Testing feature 22/29: add_realized_volatility [2025-09-28T03:30:06.613841] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_realized_volatility'] [2025-09-28T03:30:06.786622] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:06.957605] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:07.126357] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:07.296050] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:07.468537] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:07.641203] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:07.814625] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:07.991095] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:08.176205] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:30:08.349125] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:30:08.349318] [INFO ] [CONFIGURE ] AHH: KEPT add_realized_volatility (score: 90.00%) [2025-09-28T03:30:08.349399] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3719 tests [2025-09-28T03:30:08.349475] [INFO ] [CONFIGURE ] AHH: Testing feature 23/29: add_recent_range_context [2025-09-28T03:30:08.349524] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_realized_volatility', 'add_recent_range_context'] [2025-09-28T03:30:08.529227] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:08.712358] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:08.895804] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:09.093504] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:09.288014] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:09.482410] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:09.682384] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:09.885954] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:10.086864] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:30:10.281614] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:30:10.281886] [INFO ] [CONFIGURE ] AHH: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:30:10.281972] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3718 tests [2025-09-28T03:30:10.282101] [INFO ] [CONFIGURE ] AHH: Testing feature 24/29: add_rsi [2025-09-28T03:30:10.282166] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_realized_volatility', 'add_ema', 'add_rsi'] [2025-09-28T03:30:10.482433] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:10.688121] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:30:10.902576] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:11.111317] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:11.310510] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:11.511708] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:11.711930] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:11.919231] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:12.120911] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:30:12.326018] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:30:12.326215] [INFO ] [CONFIGURE ] AHH: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:30:12.326297] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3717 tests [2025-09-28T03:30:12.326380] [INFO ] [CONFIGURE ] AHH: Testing feature 25/29: add_tick_distribution [2025-09-28T03:30:12.326429] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_realized_volatility', 'add_tick_distribution'] [2025-09-28T03:30:12.512693] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:12.688918] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:30:12.868302] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:13.049174] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:13.248550] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:13.488038] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:13.684205] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:13.882932] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:14.077686] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:30:14.269924] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:30:14.270248] [INFO ] [CONFIGURE ] AHH: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:30:14.270349] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3716 tests [2025-09-28T03:30:14.270485] [INFO ] [CONFIGURE ] AHH: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:30:14.270579] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_realized_volatility', 'add_volume_momentum_confirmation'] [2025-09-28T03:30:14.463861] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:14.659602] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:30:14.854368] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:15.043752] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:30:15.238561] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:15.449836] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:15.639340] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:15.835088] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:16.028370] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:30:16.225399] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:30:16.225722] [INFO ] [CONFIGURE ] AHH: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T03:30:16.225810] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3715 tests [2025-09-28T03:30:16.225932] [INFO ] [CONFIGURE ] AHH: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:30:16.226011] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_realized_volatility', 'add_volume_price_divergence'] [2025-09-28T03:30:16.421010] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:16.619921] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:16.820004] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:17.017212] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:17.232740] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:17.430843] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:17.636579] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:30:17.835070] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:18.040695] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:30:18.246676] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:30:18.246948] [INFO ] [CONFIGURE ] AHH: KEPT add_volume_price_divergence (score: 100.00%) [2025-09-28T03:30:18.247032] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3714 tests [2025-09-28T03:30:18.247109] [INFO ] [CONFIGURE ] AHH: Testing feature 28/29: add_volume_profile [2025-09-28T03:30:18.247182] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_realized_volatility', 'add_volume_price_divergence', 'add_volume_profile'] [2025-09-28T03:30:18.453223] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:18.659830] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:30:18.861844] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:19.060321] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:19.262942] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:19.463579] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:19.666488] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:19.873224] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:30:20.096324] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:30:20.322085] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:30:20.322309] [INFO ] [CONFIGURE ] AHH: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:30:20.322392] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3713 tests [2025-09-28T03:30:20.322468] [INFO ] [CONFIGURE ] AHH: Testing feature 29/29: add_vwap [2025-09-28T03:30:20.322566] [INFO ] [CONFIGURE ] AHH: Testing with features: ['add_cumulative_delta', 'add_realized_volatility', 'add_volume_price_divergence', 'add_vwap'] [2025-09-28T03:30:20.537422] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:30:20.746159] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:20.958847] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:30:21.172440] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:30:21.387796] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:30:21.600484] [DEBUG] [FORECASTER] AHH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:30:21.823210] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:30:22.077392] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:30:22.296525] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:30:22.520357] [DEBUG] [FORECASTER] AHH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:30:22.520576] [INFO ] [CONFIGURE ] AHH: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:30:22.520684] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3712 tests [2025-09-28T03:30:22.520805] [INFO ] [CONFIGURE ] AHH: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:30:22.521080] [INFO ] [CONFIGURE ] AHH: Best accuracy: 100.00% [2025-09-28T03:30:22.521152] [INFO ] [CONFIGURE ] AHH: Best feature set (3 features): ['add_cumulative_delta', 'add_realized_volatility', 'add_volume_price_divergence'] [2025-09-28T03:30:22.521222] [INFO ] [CONFIGURE ] AHH: Improvement over baseline: 30.00% [2025-09-28T03:30:22.521290] [INFO ] [CONFIGURE ] AHH: Total time: 46.7 seconds [2025-09-28T03:30:22.521359] [INFO ] [CONFIGURE ] AHH: Average time per feature: 1.6 seconds [2025-09-28T03:30:22.521434] [INFO ] [CONFIGURE ] AHH: Average speed: 0.62 features/sec [2025-09-28T03:30:22.522379] [INFO ] [LOCAL ] Saved configuration for AHH: 3 features, 100.00% accuracy -> ./output/feature-sets/AHH.json [2025-09-28T03:30:22.522461] [INFO ] [CONFIGURE ] AHH: Configuration saved successfully: 3 features, 100.00% accuracy. [2025-09-28T03:30:22.522590] [INFO ] [sig ] [7/135] Successfully configured AHH | 0.02 sym/s | Total: 5.2m | ETA: 1.6h [2025-09-28T03:30:22.522709] [INFO ] [sig ] [8/135] Configuring AIR... [2025-09-28T03:30:22.522802] [INFO ] [CONFIGURE ] AIR: Configurate test run. [2025-09-28T03:30:22.523085] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AIR' from 'https://tdm.silogroup.org/data/derivative_storage/AIR.csv'. [2025-09-28T03:30:22.656455] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AIR'. [2025-09-28T03:30:22.657214] [INFO ] [CONFIGURE ] AIR: Testing with 29 available features [2025-09-28T03:30:22.657326] [INFO ] [CONFIGURE ] AIR: Establishing baseline with no features... [2025-09-28T03:30:22.770474] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:22.893230] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:23.031793] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:23.174606] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:23.295717] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:23.438621] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:23.563042] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:23.691197] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:30:23.820389] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:23.956463] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:30:23.956682] [INFO ] [CONFIGURE ] AIR: Baseline score (no features): 40.00% [2025-09-28T03:30:23.956832] [INFO ] [CONFIGURE ] AIR: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:30:23.956915] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:30:24.079369] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:30:24.202599] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:24.327404] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:24.453661] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:30:24.576482] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:24.700807] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:24.827311] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:24.947611] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:25.070475] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:25.204752] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:25.204961] [INFO ] [CONFIGURE ] AIR: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:30:25.205043] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3711 tests [2025-09-28T03:30:25.205121] [INFO ] [CONFIGURE ] AIR: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:30:25.205170] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:30:25.338381] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:30:25.468031] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:25.605525] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:25.735610] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:25.867153] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:26.000154] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:30:26.140379] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:26.283739] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:26.419936] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:26.557477] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:26.557747] [INFO ] [CONFIGURE ] AIR: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T03:30:26.557856] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3710 tests [2025-09-28T03:30:26.557957] [INFO ] [CONFIGURE ] AIR: Testing feature 3/29: add_daily_returns [2025-09-28T03:30:26.558034] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns'] [2025-09-28T03:30:26.672359] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:26.792589] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:26.906507] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:27.024327] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:27.144026] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:27.264265] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:27.387200] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:27.519423] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:27.652255] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:27.773000] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:27.773186] [INFO ] [CONFIGURE ] AIR: KEPT add_daily_returns (score: 60.00%) [2025-09-28T03:30:27.773277] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3709 tests [2025-09-28T03:30:27.773369] [INFO ] [CONFIGURE ] AIR: Testing feature 4/29: add_ema [2025-09-28T03:30:27.773431] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T03:30:27.909216] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:30:28.047679] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:28.183690] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:28.319493] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:28.457038] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:28.599759] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:28.786142] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:28.926243] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:29.065150] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:29.207114] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:29.207391] [INFO ] [CONFIGURE ] AIR: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:30:29.207480] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3708 tests [2025-09-28T03:30:29.207557] [INFO ] [CONFIGURE ] AIR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:30:29.207630] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:30:29.360773] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:29.509222] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:29.728676] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:29.876485] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:30.021999] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:30.168716] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:30.316254] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:30.464914] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:30.620299] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:30.767872] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:30.768087] [INFO ] [CONFIGURE ] AIR: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T03:30:30.768169] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3707 tests [2025-09-28T03:30:30.768419] [INFO ] [CONFIGURE ] AIR: Testing feature 6/29: add_failed_moves [2025-09-28T03:30:30.768495] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T03:30:30.893488] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:31.016000] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:31.157281] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:31.291917] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:30:31.424187] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:31.559570] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:31.694682] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:31.839347] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:31.977627] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:32.116486] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:32.116723] [INFO ] [CONFIGURE ] AIR: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:30:32.116851] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3706 tests [2025-09-28T03:30:32.116949] [INFO ] [CONFIGURE ] AIR: Testing feature 7/29: add_lag_shelf [2025-09-28T03:30:32.117051] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:30:32.239994] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:32.366257] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:32.487074] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:32.609952] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:32.733306] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:32.865999] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:32.995414] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:33.123106] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:33.249373] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:33.368470] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:33.368734] [INFO ] [CONFIGURE ] AIR: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:30:33.368825] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3705 tests [2025-09-28T03:30:33.368902] [INFO ] [CONFIGURE ] AIR: Testing feature 8/29: add_macd [2025-09-28T03:30:33.368976] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:30:33.526375] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:33.693741] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:33.856820] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:34.014027] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:34.173428] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:34.342255] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:34.511084] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:30:34.680517] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:34.852143] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:35.017935] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:35.018220] [INFO ] [CONFIGURE ] AIR: KEPT add_macd (score: 70.00%) [2025-09-28T03:30:35.018308] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3704 tests [2025-09-28T03:30:35.018384] [INFO ] [CONFIGURE ] AIR: Testing feature 9/29: add_mfi [2025-09-28T03:30:35.018459] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T03:30:35.205959] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:35.384467] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:35.568123] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:35.734530] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:35.904217] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:36.084316] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:36.262098] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:36.440034] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:36.614155] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:36.792297] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:36.792581] [INFO ] [CONFIGURE ] AIR: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:30:36.792688] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3703 tests [2025-09-28T03:30:36.792769] [INFO ] [CONFIGURE ] AIR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:30:36.792844] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:30:36.977556] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:37.164012] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:37.360618] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:37.561671] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:37.751720] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:37.945115] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:38.135103] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:30:38.324204] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:38.521466] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:38.723421] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:38.723629] [INFO ] [CONFIGURE ] AIR: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T03:30:38.723737] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3702 tests [2025-09-28T03:30:38.723815] [INFO ] [CONFIGURE ] AIR: Testing feature 11/29: add_obv_daily [2025-09-28T03:30:38.723891] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T03:30:38.882249] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:39.045145] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:39.218358] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:30:39.382144] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:39.545308] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:30:39.709054] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:39.882933] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:30:40.057532] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:40.230976] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:40.408499] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:40.408723] [INFO ] [CONFIGURE ] AIR: KEPT add_obv_daily (score: 90.00%) [2025-09-28T03:30:40.408818] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3701 tests [2025-09-28T03:30:40.408898] [INFO ] [CONFIGURE ] AIR: Testing feature 12/29: add_obv_interval [2025-09-28T03:30:40.408974] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_obv_interval'] [2025-09-28T03:30:40.609845] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:40.781860] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:40.952590] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:41.127072] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:41.295125] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:41.464923] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:41.695202] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:41.912545] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:42.090131] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:42.274484] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:42.274898] [INFO ] [CONFIGURE ] AIR: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:30:42.274984] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3700 tests [2025-09-28T03:30:42.275063] [INFO ] [CONFIGURE ] AIR: Testing feature 13/29: add_opening_strength [2025-09-28T03:30:42.275150] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_opening_strength'] [2025-09-28T03:30:42.449542] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:30:42.626960] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:42.802703] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:30:42.990249] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:43.177532] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:43.357363] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:43.545137] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:43.729193] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:43.926932] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:44.119602] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:44.119857] [INFO ] [CONFIGURE ] AIR: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:30:44.119945] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3699 tests [2025-09-28T03:30:44.120113] [INFO ] [CONFIGURE ] AIR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:30:44.120189] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T03:30:44.306190] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:44.494814] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:44.689572] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:30:44.883046] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:45.072120] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:30:45.261742] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:45.458866] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:30:45.649030] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:45.837986] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:46.025844] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:46.026065] [INFO ] [CONFIGURE ] AIR: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T03:30:46.026223] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3698 tests [2025-09-28T03:30:46.026304] [INFO ] [CONFIGURE ] AIR: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:30:46.026378] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_pbf_morning_momentum'] [2025-09-28T03:30:46.192670] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:46.359407] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:46.529502] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:30:46.705541] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:46.895778] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:30:47.084909] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:47.264137] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:30:47.432396] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:47.607008] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:47.783537] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:47.783775] [INFO ] [CONFIGURE ] AIR: DISCARDED add_pbf_morning_momentum (score: 90.00%) [2025-09-28T03:30:47.783878] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3697 tests [2025-09-28T03:30:47.783971] [INFO ] [CONFIGURE ] AIR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:30:47.784060] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T03:30:47.959149] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:48.135615] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:48.308071] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:30:48.479153] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:48.652940] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:30:48.831982] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:49.007165] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:30:49.181489] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:49.359965] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:49.541892] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:49.542098] [INFO ] [CONFIGURE ] AIR: DISCARDED add_pbf_overnight_gap (score: 90.00%) [2025-09-28T03:30:49.542183] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3696 tests [2025-09-28T03:30:49.542351] [INFO ] [CONFIGURE ] AIR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:30:49.542437] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T03:30:49.721268] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:49.903507] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:50.082316] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:30:50.262413] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:50.442370] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:30:50.626946] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:50.810556] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:30:50.992263] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:51.174266] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:51.359743] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:51.359988] [INFO ] [CONFIGURE ] AIR: DISCARDED add_pbf_return_2d (score: 90.00%) [2025-09-28T03:30:51.360073] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3695 tests [2025-09-28T03:30:51.360149] [INFO ] [CONFIGURE ] AIR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:30:51.360262] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T03:30:51.528630] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:51.702566] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:51.877070] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:30:52.051353] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:52.225031] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:30:52.395211] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:52.564458] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:30:52.755537] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:52.938216] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:53.111958] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:53.112296] [INFO ] [CONFIGURE ] AIR: DISCARDED add_pbf_volatility_5d (score: 90.00%) [2025-09-28T03:30:53.112383] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3694 tests [2025-09-28T03:30:53.112474] [INFO ] [CONFIGURE ] AIR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:30:53.112564] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T03:30:53.286578] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:53.467844] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:53.663464] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:30:53.838343] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:54.015794] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:30:54.206390] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:54.384963] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:30:54.563096] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:54.748943] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:54.924306] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:54.924519] [INFO ] [CONFIGURE ] AIR: DISCARDED add_pbf_vs_sma_5 (score: 90.00%) [2025-09-28T03:30:54.924602] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3693 tests [2025-09-28T03:30:54.924784] [INFO ] [CONFIGURE ] AIR: Testing feature 20/29: add_price_rejection [2025-09-28T03:30:54.924837] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_price_rejection'] [2025-09-28T03:30:55.103989] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:55.283455] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:55.463435] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:55.642686] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:55.829808] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:30:56.013198] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:56.194116] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:56.375860] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:56.564817] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:56.754296] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:56.754531] [INFO ] [CONFIGURE ] AIR: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:30:56.754614] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3692 tests [2025-09-28T03:30:56.754787] [INFO ] [CONFIGURE ] AIR: Testing feature 21/29: add_range_position [2025-09-28T03:30:56.754837] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_range_position'] [2025-09-28T03:30:56.936567] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:57.123232] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:57.314544] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:57.512446] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:57.703079] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:30:57.893482] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:30:58.091839] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:30:58.293942] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:30:58.494046] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:30:58.695806] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:30:58.696100] [INFO ] [CONFIGURE ] AIR: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:30:58.696186] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3691 tests [2025-09-28T03:30:58.696338] [INFO ] [CONFIGURE ] AIR: Testing feature 22/29: add_realized_volatility [2025-09-28T03:30:58.696416] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_realized_volatility'] [2025-09-28T03:30:58.903924] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:30:59.120067] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:30:59.341841] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:30:59.559709] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:30:59.778602] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:00.005162] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:31:00.225871] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:31:00.464363] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:00.698718] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:00.919260] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:31:00.919547] [INFO ] [CONFIGURE ] AIR: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T03:31:00.919635] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3690 tests [2025-09-28T03:31:00.919748] [INFO ] [CONFIGURE ] AIR: Testing feature 23/29: add_recent_range_context [2025-09-28T03:31:00.919827] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_recent_range_context'] [2025-09-28T03:31:01.103129] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:31:01.304744] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:01.488639] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:31:01.677666] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:31:01.867128] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:02.059304] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:31:02.242482] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:31:02.428663] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:02.621837] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:02.810148] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:31:02.810432] [INFO ] [CONFIGURE ] AIR: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:31:02.810580] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3689 tests [2025-09-28T03:31:02.810702] [INFO ] [CONFIGURE ] AIR: Testing feature 24/29: add_rsi [2025-09-28T03:31:02.810771] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_ema', 'add_rsi'] [2025-09-28T03:31:03.035574] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:31:03.295385] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:03.562028] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:31:03.765723] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:31:03.964514] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:04.169038] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:31:04.393202] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:31:04.671581] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:04.889010] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:05.094345] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:31:05.094600] [INFO ] [CONFIGURE ] AIR: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:31:05.094820] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3688 tests [2025-09-28T03:31:05.094900] [INFO ] [CONFIGURE ] AIR: Testing feature 25/29: add_tick_distribution [2025-09-28T03:31:05.094975] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_tick_distribution'] [2025-09-28T03:31:05.269958] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:31:05.451418] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:05.633011] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:31:05.810391] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:31:06.007940] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:06.181252] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:31:06.355135] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:31:06.532441] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:06.710998] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:06.888527] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:31:06.888769] [INFO ] [CONFIGURE ] AIR: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T03:31:06.888928] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3687 tests [2025-09-28T03:31:06.889015] [INFO ] [CONFIGURE ] AIR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:31:06.889089] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T03:31:07.063175] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:31:07.238713] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:07.407140] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:31:07.578185] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:31:07.750886] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:07.925417] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:31:08.095460] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:31:08.269181] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:08.446560] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:08.619414] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:31:08.619725] [INFO ] [CONFIGURE ] AIR: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T03:31:08.619925] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3686 tests [2025-09-28T03:31:08.620021] [INFO ] [CONFIGURE ] AIR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:31:08.620113] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T03:31:08.808835] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:31:08.988409] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:09.169565] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:31:09.347320] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:31:09.530434] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:09.719531] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:31:09.902210] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:31:10.084862] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:10.283534] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:10.476670] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:31:10.476945] [INFO ] [CONFIGURE ] AIR: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T03:31:10.477163] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3685 tests [2025-09-28T03:31:10.477249] [INFO ] [CONFIGURE ] AIR: Testing feature 28/29: add_volume_profile [2025-09-28T03:31:10.477341] [INFO ] [CONFIGURE ] AIR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily', 'add_volume_profile'] [2025-09-28T03:31:10.673454] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:31:10.863344] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:11.041018] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:31:11.215451] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:31:11.397366] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:11.575366] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:31:11.755789] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:31:11.940096] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:12.155670] [DEBUG] [FORECASTER] AIR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:12.363080] [DEBUG] [FORECASTER] AIR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:31:12.363319] [INFO ] [CONFIGURE ] AIR: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T03:31:12.363406] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3684 tests [2025-09-28T03:31:12.363696] [INFO ] [CONFIGURE ] AIR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:31:12.363775] [INFO ] [CONFIGURE ] AIR: Best accuracy: 90.00% [2025-09-28T03:31:12.363849] [INFO ] [CONFIGURE ] AIR: Best feature set (4 features): ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T03:31:12.363922] [INFO ] [CONFIGURE ] AIR: Improvement over baseline: 50.00% [2025-09-28T03:31:12.363990] [INFO ] [CONFIGURE ] AIR: Total time: 48.4 seconds [2025-09-28T03:31:12.364059] [INFO ] [CONFIGURE ] AIR: Average time per feature: 1.7 seconds [2025-09-28T03:31:12.364129] [INFO ] [CONFIGURE ] AIR: Average speed: 0.60 features/sec [2025-09-28T03:31:12.365468] [INFO ] [LOCAL ] Saved configuration for AIR: 4 features, 90.00% accuracy -> ./output/feature-sets/AIR.json [2025-09-28T03:31:12.365562] [INFO ] [CONFIGURE ] AIR: Configuration saved successfully: 4 features, 90.00% accuracy. [2025-09-28T03:31:12.365767] [INFO ] [sig ] [8/135] Successfully configured AIR | 0.02 sym/s | Total: 6.0m | ETA: 1.6h [2025-09-28T03:31:12.365872] [INFO ] [sig ] [9/135] Configuring AMPY... [2025-09-28T03:31:12.365964] [INFO ] [CONFIGURE ] AMPY: Configurate test run. [2025-09-28T03:31:12.366092] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AMPY' from 'https://tdm.silogroup.org/data/derivative_storage/AMPY.csv'. [2025-09-28T03:31:12.399500] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AMPY'. [2025-09-28T03:31:12.400227] [INFO ] [CONFIGURE ] AMPY: Testing with 29 available features [2025-09-28T03:31:12.400314] [INFO ] [CONFIGURE ] AMPY: Establishing baseline with no features... [2025-09-28T03:31:12.512192] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:12.629592] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:12.744290] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:12.860128] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:12.973329] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:13.087050] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:13.200388] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:31:13.319468] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:13.437327] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:13.555445] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:13.555666] [INFO ] [CONFIGURE ] AMPY: Baseline score (no features): 50.00% [2025-09-28T03:31:13.555773] [INFO ] [CONFIGURE ] AMPY: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:31:13.555850] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:31:13.689547] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:13.822414] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:13.948440] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:14.072088] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:14.198545] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:14.333767] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:14.473746] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:31:14.613729] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:14.750389] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:14.893534] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:14.893843] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:31:14.894042] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3683 tests [2025-09-28T03:31:14.894127] [INFO ] [CONFIGURE ] AMPY: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:31:14.894248] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:31:15.030689] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:15.166777] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:15.299124] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:15.431028] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:15.566388] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:15.704000] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:15.850040] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:15.991976] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:16.129731] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:16.280202] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:16.280449] [INFO ] [CONFIGURE ] AMPY: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T03:31:16.280548] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3682 tests [2025-09-28T03:31:16.280752] [INFO ] [CONFIGURE ] AMPY: Testing feature 3/29: add_daily_returns [2025-09-28T03:31:16.280864] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:31:16.426144] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:16.581285] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:16.771801] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:16.964772] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:17.148691] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:17.348760] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:17.521860] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:17.677140] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:17.829479] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:17.984112] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:17.984387] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T03:31:17.984497] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3681 tests [2025-09-28T03:31:17.984586] [INFO ] [CONFIGURE ] AMPY: Testing feature 4/29: add_ema [2025-09-28T03:31:17.984698] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T03:31:18.142488] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:18.298739] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:18.453834] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:18.607368] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:18.762691] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:18.915302] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:19.067996] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:19.225529] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:19.390978] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:19.548977] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:19.549234] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:31:19.549422] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3680 tests [2025-09-28T03:31:19.549523] [INFO ] [CONFIGURE ] AMPY: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:31:19.549613] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:31:19.715956] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:19.876854] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:20.035064] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:20.202420] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:20.361292] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:20.527774] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:20.692353] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:20.862930] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:21.023741] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:21.184680] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:21.184901] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:31:21.185061] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3679 tests [2025-09-28T03:31:21.185141] [INFO ] [CONFIGURE ] AMPY: Testing feature 6/29: add_failed_moves [2025-09-28T03:31:21.185213] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T03:31:21.327282] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:21.476990] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:21.635031] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:21.786605] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:21.936600] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:22.070794] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:22.209666] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:22.349214] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:22.482208] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:22.613023] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:22.613268] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:31:22.613391] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3678 tests [2025-09-28T03:31:22.613470] [INFO ] [CONFIGURE ] AMPY: Testing feature 7/29: add_lag_shelf [2025-09-28T03:31:22.613559] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T03:31:22.732471] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:22.856348] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:22.984903] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:23.108741] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:23.238988] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:23.367286] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:23.498494] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:23.634793] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:23.769608] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:23.903765] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:23.903992] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:31:23.904075] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3677 tests [2025-09-28T03:31:23.904256] [INFO ] [CONFIGURE ] AMPY: Testing feature 8/29: add_macd [2025-09-28T03:31:23.904356] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T03:31:24.076719] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:31:24.254492] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:24.434790] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:24.611410] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:24.784748] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:24.955180] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:25.129535] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:25.305166] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:31:25.481205] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:25.653562] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:25.653797] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_macd (score: 30.00%) [2025-09-28T03:31:25.653901] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3676 tests [2025-09-28T03:31:25.653989] [INFO ] [CONFIGURE ] AMPY: Testing feature 9/29: add_mfi [2025-09-28T03:31:25.654126] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T03:31:25.798479] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:25.941368] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:26.077473] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:26.217031] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:26.362614] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:26.509254] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:26.660377] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:26.808890] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:26.961589] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:27.113470] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:27.113721] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_mfi (score: 50.00%) [2025-09-28T03:31:27.113826] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3675 tests [2025-09-28T03:31:27.113914] [INFO ] [CONFIGURE ] AMPY: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:31:27.114001] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:31:27.274145] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:27.436915] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:27.601526] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:27.781971] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:27.951953] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:28.123298] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:28.299180] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:28.471879] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:31:28.644491] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:28.817626] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:28.817896] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:31:28.817986] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3674 tests [2025-09-28T03:31:28.818126] [INFO ] [CONFIGURE ] AMPY: Testing feature 11/29: add_obv_daily [2025-09-28T03:31:28.818230] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T03:31:28.959976] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:29.111950] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:29.263601] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:29.410750] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:29.552467] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:29.692971] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:29.837841] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:31:29.983509] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:31:30.133130] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:30.287103] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:30.287368] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_obv_daily (score: 30.00%) [2025-09-28T03:31:30.287477] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3673 tests [2025-09-28T03:31:30.287570] [INFO ] [CONFIGURE ] AMPY: Testing feature 12/29: add_obv_interval [2025-09-28T03:31:30.287732] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T03:31:30.425962] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:30.571843] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:30.717450] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:30.861311] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:31.004817] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:31.148337] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:31.291632] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:31.446364] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:31.591127] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:31.734735] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:31.734956] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:31:31.735063] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3672 tests [2025-09-28T03:31:31.735142] [INFO ] [CONFIGURE ] AMPY: Testing feature 13/29: add_opening_strength [2025-09-28T03:31:31.735247] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:31:31.891239] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:32.040995] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:32.191031] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:31:32.338221] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:32.486293] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:32.642462] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:32.798267] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:32.950471] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:33.110105] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:33.270251] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:33.270517] [INFO ] [CONFIGURE ] AMPY: KEPT add_opening_strength (score: 70.00%) [2025-09-28T03:31:33.270629] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3671 tests [2025-09-28T03:31:33.270748] [INFO ] [CONFIGURE ] AMPY: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:31:33.270837] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_order_flow_imbalance'] [2025-09-28T03:31:33.442727] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:33.618441] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:33.791387] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:33.969463] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:34.149147] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:34.323787] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:34.510313] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:34.692455] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:31:34.873748] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:35.051002] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:35.051268] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T03:31:35.051383] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3670 tests [2025-09-28T03:31:35.051475] [INFO ] [CONFIGURE ] AMPY: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:31:35.051551] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_morning_momentum'] [2025-09-28T03:31:35.222100] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:35.376376] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:35.523903] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:35.680300] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:35.846874] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:36.032501] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:31:36.191607] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:36.360881] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:36.520200] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:36.699970] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:36.700192] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:31:36.700274] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3669 tests [2025-09-28T03:31:36.700451] [INFO ] [CONFIGURE ] AMPY: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:31:36.700526] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap'] [2025-09-28T03:31:36.867582] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:37.035297] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:37.209042] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:37.377533] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:37.555743] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:37.732475] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:31:37.897418] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:38.068776] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:31:38.240999] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:38.413154] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:38.413389] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_pbf_overnight_gap (score: 30.00%) [2025-09-28T03:31:38.413473] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3668 tests [2025-09-28T03:31:38.413553] [INFO ] [CONFIGURE ] AMPY: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:31:38.413629] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_return_2d'] [2025-09-28T03:31:38.596715] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:38.779677] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:38.949754] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:39.124804] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:39.310906] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:39.483393] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:39.657345] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:39.828563] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:40.002551] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:40.177896] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:40.178142] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:31:40.178225] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3667 tests [2025-09-28T03:31:40.178302] [INFO ] [CONFIGURE ] AMPY: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:31:40.178377] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_volatility_5d'] [2025-09-28T03:31:40.333539] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:31:40.494827] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:40.650056] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:40.826980] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:40.991405] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:41.150467] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:31:41.308842] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:41.463586] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:41.621947] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:41.778694] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:41.778921] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:31:41.779006] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3666 tests [2025-09-28T03:31:41.779084] [INFO ] [CONFIGURE ] AMPY: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:31:41.779185] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_vs_sma_5'] [2025-09-28T03:31:41.945593] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:42.099016] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:42.249160] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:31:42.403106] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:42.559366] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:42.724832] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:42.888375] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:43.047953] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:43.204526] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:43.364467] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:43.364749] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:31:43.364834] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3665 tests [2025-09-28T03:31:43.364910] [INFO ] [CONFIGURE ] AMPY: Testing feature 20/29: add_price_rejection [2025-09-28T03:31:43.364984] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_price_rejection'] [2025-09-28T03:31:43.525947] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:43.691997] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:43.857629] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:44.018900] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:44.183366] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:44.363211] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:31:44.530613] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:31:44.697732] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:31:44.868668] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:45.041976] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:45.042209] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_price_rejection (score: 30.00%) [2025-09-28T03:31:45.042303] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3664 tests [2025-09-28T03:31:45.042383] [INFO ] [CONFIGURE ] AMPY: Testing feature 21/29: add_range_position [2025-09-28T03:31:45.042458] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_range_position'] [2025-09-28T03:31:45.223182] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:45.405930] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:45.588185] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:45.765940] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:45.943855] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:46.115782] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:46.293512] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:46.498885] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:31:46.706896] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:46.874493] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:31:46.874733] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:31:46.874816] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3663 tests [2025-09-28T03:31:46.874890] [INFO ] [CONFIGURE ] AMPY: Testing feature 22/29: add_realized_volatility [2025-09-28T03:31:46.874962] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_realized_volatility'] [2025-09-28T03:31:47.059879] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:47.245262] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:47.432058] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:47.617418] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:47.810290] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:48.011278] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:48.201210] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:48.389981] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:48.579292] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:48.774039] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:48.774286] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:31:48.774369] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3662 tests [2025-09-28T03:31:48.774446] [INFO ] [CONFIGURE ] AMPY: Testing feature 23/29: add_recent_range_context [2025-09-28T03:31:48.774520] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_recent_range_context'] [2025-09-28T03:31:48.933327] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:49.088231] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:49.245513] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:49.397335] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:49.546192] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:49.700870] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:49.856240] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:50.014226] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:50.172994] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:50.333259] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:50.333493] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T03:31:50.333578] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3661 tests [2025-09-28T03:31:50.333679] [INFO ] [CONFIGURE ] AMPY: Testing feature 24/29: add_rsi [2025-09-28T03:31:50.333758] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_ema', 'add_rsi'] [2025-09-28T03:31:50.517398] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:50.699275] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:50.895327] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:51.081995] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:51.260878] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:51.442192] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:51.630264] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:31:51.814316] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:51.997319] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:52.188543] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:52.188806] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_rsi (score: 30.00%) [2025-09-28T03:31:52.188891] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3660 tests [2025-09-28T03:31:52.188966] [INFO ] [CONFIGURE ] AMPY: Testing feature 25/29: add_tick_distribution [2025-09-28T03:31:52.189041] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_tick_distribution'] [2025-09-28T03:31:52.349420] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:52.535734] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:52.715529] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:52.882893] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:53.043166] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:53.203125] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:53.362153] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:53.522605] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:53.682276] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:53.842720] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:53.842938] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T03:31:53.843020] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3659 tests [2025-09-28T03:31:53.843094] [INFO ] [CONFIGURE ] AMPY: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:31:53.843166] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_volume_momentum_confirmation'] [2025-09-28T03:31:53.998339] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:54.152632] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:54.308711] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:54.471857] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:54.636216] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:54.800119] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:54.959616] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:55.116958] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:31:55.275185] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:55.435253] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:55.435456] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T03:31:55.435535] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3658 tests [2025-09-28T03:31:55.435612] [INFO ] [CONFIGURE ] AMPY: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:31:55.435757] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_volume_price_divergence'] [2025-09-28T03:31:55.602985] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:55.767390] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:31:55.934035] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:31:56.102953] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:56.268749] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:31:56.445995] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:56.621473] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:56.799591] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:56.986670] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:31:57.160843] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:57.161098] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T03:31:57.161193] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3657 tests [2025-09-28T03:31:57.161263] [INFO ] [CONFIGURE ] AMPY: Testing feature 28/29: add_volume_profile [2025-09-28T03:31:57.161342] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_volume_profile'] [2025-09-28T03:31:57.325589] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:57.489463] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:57.651110] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:57.816455] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:31:57.978042] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:58.140291] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:31:58.305142] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:31:58.474185] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:31:58.642182] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:31:58.816686] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:31:58.816950] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T03:31:58.817054] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3656 tests [2025-09-28T03:31:58.817143] [INFO ] [CONFIGURE ] AMPY: Testing feature 29/29: add_vwap [2025-09-28T03:31:58.817253] [INFO ] [CONFIGURE ] AMPY: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_vwap'] [2025-09-28T03:31:58.981104] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:31:59.143345] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:31:59.306303] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:31:59.473871] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:31:59.639485] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:31:59.827232] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:31:59.993425] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:00.167360] [DEBUG] [FORECASTER] AMPY: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:32:00.337232] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:32:00.503954] [DEBUG] [FORECASTER] AMPY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:00.504192] [INFO ] [CONFIGURE ] AMPY: DISCARDED add_vwap (score: 40.00%) [2025-09-28T03:32:00.504279] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3655 tests [2025-09-28T03:32:00.504383] [INFO ] [CONFIGURE ] AMPY: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:32:00.504459] [INFO ] [CONFIGURE ] AMPY: Best accuracy: 70.00% [2025-09-28T03:32:00.504560] [INFO ] [CONFIGURE ] AMPY: Best feature set (3 features): ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:32:00.504662] [INFO ] [CONFIGURE ] AMPY: Improvement over baseline: 20.00% [2025-09-28T03:32:00.504737] [INFO ] [CONFIGURE ] AMPY: Total time: 46.9 seconds [2025-09-28T03:32:00.504808] [INFO ] [CONFIGURE ] AMPY: Average time per feature: 1.6 seconds [2025-09-28T03:32:00.504878] [INFO ] [CONFIGURE ] AMPY: Average speed: 0.62 features/sec [2025-09-28T03:32:00.505714] [INFO ] [LOCAL ] Saved configuration for AMPY: 3 features, 70.00% accuracy -> ./output/feature-sets/AMPY.json [2025-09-28T03:32:00.505807] [INFO ] [CONFIGURE ] AMPY: Configuration saved successfully: 3 features, 70.00% accuracy. [2025-09-28T03:32:00.505952] [INFO ] [sig ] [9/135] Successfully configured AMPY | 0.02 sym/s | Total: 6.8m | ETA: 1.6h [2025-09-28T03:32:00.506046] [INFO ] [sig ] [10/135] Configuring AP... [2025-09-28T03:32:00.506139] [INFO ] [CONFIGURE ] AP: Configurate test run. [2025-09-28T03:32:00.506257] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AP' from 'https://tdm.silogroup.org/data/derivative_storage/AP.csv'. [2025-09-28T03:32:00.729400] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AP'. [2025-09-28T03:32:00.730063] [INFO ] [CONFIGURE ] AP: Testing with 29 available features [2025-09-28T03:32:00.730154] [INFO ] [CONFIGURE ] AP: Establishing baseline with no features... [2025-09-28T03:32:00.851290] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:00.974500] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:01.095393] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:01.213818] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:01.333623] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:01.454312] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:01.574192] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:01.694223] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:01.819283] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:01.948802] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:32:01.948997] [INFO ] [CONFIGURE ] AP: Baseline score (no features): 50.00% [2025-09-28T03:32:01.949108] [INFO ] [CONFIGURE ] AP: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:32:01.949204] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:32:02.083319] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:02.214429] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:02.349180] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:02.485142] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:02.621423] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:02.759411] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:32:02.894981] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:03.029848] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:32:03.167213] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:03.303311] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:03.303516] [INFO ] [CONFIGURE ] AP: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:32:03.303664] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3654 tests [2025-09-28T03:32:03.303762] [INFO ] [CONFIGURE ] AP: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:32:03.303862] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:32:03.440906] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:03.579234] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:03.728040] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:03.866044] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:04.006535] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:04.144199] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:04.284093] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:04.427195] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:32:04.571672] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:04.726004] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:04.726279] [INFO ] [CONFIGURE ] AP: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T03:32:04.726366] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3653 tests [2025-09-28T03:32:04.726445] [INFO ] [CONFIGURE ] AP: Testing feature 3/29: add_daily_returns [2025-09-28T03:32:04.726522] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_daily_returns'] [2025-09-28T03:32:04.854203] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:04.975947] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:05.101072] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:05.225232] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:05.345433] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:05.468275] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:32:05.593581] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:05.731889] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:05.866524] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:06.022330] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:06.022578] [INFO ] [CONFIGURE ] AP: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T03:32:06.022691] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3652 tests [2025-09-28T03:32:06.022812] [INFO ] [CONFIGURE ] AP: Testing feature 4/29: add_ema [2025-09-28T03:32:06.022889] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_ema'] [2025-09-28T03:32:06.162146] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:06.300291] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:06.608242] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:06.761263] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:06.909477] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:07.096192] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:07.231181] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:07.367103] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:07.503874] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:07.647210] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:07.647430] [INFO ] [CONFIGURE ] AP: DISCARDED add_ema (score: 40.00%) [2025-09-28T03:32:07.647551] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3651 tests [2025-09-28T03:32:07.647671] [INFO ] [CONFIGURE ] AP: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:32:07.647762] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:32:07.792109] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:07.935582] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:08.080376] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:08.226675] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:32:08.377009] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:08.528970] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:32:08.678764] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:08.827611] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:32:08.977179] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:09.129958] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:09.130199] [INFO ] [CONFIGURE ] AP: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T03:32:09.130282] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3650 tests [2025-09-28T03:32:09.130445] [INFO ] [CONFIGURE ] AP: Testing feature 6/29: add_failed_moves [2025-09-28T03:32:09.130555] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_failed_moves'] [2025-09-28T03:32:09.266244] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:09.410939] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:09.560145] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:09.729904] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:09.885854] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:10.059359] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:10.221521] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:10.383741] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:10.520520] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:10.657282] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:32:10.657501] [INFO ] [CONFIGURE ] AP: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:32:10.657585] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3649 tests [2025-09-28T03:32:10.657765] [INFO ] [CONFIGURE ] AP: Testing feature 7/29: add_lag_shelf [2025-09-28T03:32:10.657819] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_lag_shelf'] [2025-09-28T03:32:10.775715] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:10.894475] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:11.014619] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:11.136625] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:11.254961] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:11.376099] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:11.492516] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:11.609362] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:11.729417] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:11.852298] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:32:11.852526] [INFO ] [CONFIGURE ] AP: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:32:11.852666] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3648 tests [2025-09-28T03:32:11.852761] [INFO ] [CONFIGURE ] AP: Testing feature 8/29: add_macd [2025-09-28T03:32:11.852852] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:32:12.010592] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:12.166278] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:12.321786] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:12.484301] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:32:12.645297] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:12.804568] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:12.983627] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:13.146933] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:32:13.316204] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:13.481347] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:13.481575] [INFO ] [CONFIGURE ] AP: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:32:13.481720] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3647 tests [2025-09-28T03:32:13.481817] [INFO ] [CONFIGURE ] AP: Testing feature 9/29: add_mfi [2025-09-28T03:32:13.481907] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_mfi'] [2025-09-28T03:32:13.615315] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:13.748335] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:13.881812] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:14.015262] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:14.146259] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:14.290223] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:14.434145] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:14.582284] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:14.722883] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:14.860982] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:32:14.861248] [INFO ] [CONFIGURE ] AP: DISCARDED add_mfi (score: 50.00%) [2025-09-28T03:32:14.861357] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3646 tests [2025-09-28T03:32:14.861448] [INFO ] [CONFIGURE ] AP: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:32:14.861538] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:32:15.015214] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:15.160411] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:15.309753] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:15.455544] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:15.609729] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:15.760880] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:15.916660] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:16.062461] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:16.212270] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:16.364350] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:16.364555] [INFO ] [CONFIGURE ] AP: KEPT add_momentum_acceleration (score: 60.00%) [2025-09-28T03:32:16.364747] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3645 tests [2025-09-28T03:32:16.364830] [INFO ] [CONFIGURE ] AP: Testing feature 11/29: add_obv_daily [2025-09-28T03:32:16.364904] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T03:32:16.515736] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:16.668636] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:16.830273] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:16.987954] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:17.145523] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:17.309786] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:17.471502] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:17.667139] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:17.838552] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:18.014700] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:18.014927] [INFO ] [CONFIGURE ] AP: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T03:32:18.015029] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3644 tests [2025-09-28T03:32:18.015108] [INFO ] [CONFIGURE ] AP: Testing feature 12/29: add_obv_interval [2025-09-28T03:32:18.015185] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T03:32:18.176307] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:18.336877] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:18.504184] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:18.665144] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:32:18.834203] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:19.011838] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:19.173441] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:19.333476] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:19.498190] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:32:19.660209] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:19.660457] [INFO ] [CONFIGURE ] AP: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T03:32:19.660542] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3643 tests [2025-09-28T03:32:19.660731] [INFO ] [CONFIGURE ] AP: Testing feature 13/29: add_opening_strength [2025-09-28T03:32:19.660807] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:32:19.826730] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:32:20.006254] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:20.175616] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:32:20.347439] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:32:20.512972] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:20.679255] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:32:20.843566] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:21.006300] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:21.172417] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:21.343249] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:21.343481] [INFO ] [CONFIGURE ] AP: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T03:32:21.343566] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3642 tests [2025-09-28T03:32:21.343746] [INFO ] [CONFIGURE ] AP: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:32:21.343820] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T03:32:21.516605] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:32:21.682259] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:21.846240] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:22.025460] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:32:22.205412] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:22.391072] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:22.571582] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:22.755688] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:22.935892] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:23.118798] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:23.119106] [INFO ] [CONFIGURE ] AP: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:32:23.119292] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3641 tests [2025-09-28T03:32:23.119391] [INFO ] [CONFIGURE ] AP: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:32:23.119481] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T03:32:23.278069] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:23.448636] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:23.637216] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:23.802139] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:23.968870] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:24.135452] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:24.296951] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:24.461498] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:24.622791] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:24.785008] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:24.785213] [INFO ] [CONFIGURE ] AP: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T03:32:24.785309] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3640 tests [2025-09-28T03:32:24.785483] [INFO ] [CONFIGURE ] AP: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:32:24.785581] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T03:32:24.948017] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:25.120142] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:25.289400] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:25.465590] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:25.640912] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:25.810501] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:25.981557] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:26.152119] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:26.320031] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:26.487130] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:26.487324] [INFO ] [CONFIGURE ] AP: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:32:26.487433] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3639 tests [2025-09-28T03:32:26.487533] [INFO ] [CONFIGURE ] AP: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:32:26.487781] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T03:32:26.640805] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:26.796437] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:26.946803] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:32:27.100403] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:32:27.261036] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:27.418730] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:27.578136] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:27.734798] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:32:27.892336] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:28.059389] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:28.059695] [INFO ] [CONFIGURE ] AP: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:32:28.059800] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3638 tests [2025-09-28T03:32:28.059974] [INFO ] [CONFIGURE ] AP: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:32:28.060036] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T03:32:28.220175] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:28.375011] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:28.526618] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:28.698629] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:28.866524] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:29.014933] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:29.171228] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:29.324638] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:29.479140] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:29.640443] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:29.640727] [INFO ] [CONFIGURE ] AP: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:32:29.640813] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3637 tests [2025-09-28T03:32:29.640983] [INFO ] [CONFIGURE ] AP: Testing feature 20/29: add_price_rejection [2025-09-28T03:32:29.641061] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T03:32:29.808849] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:32:29.970203] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:30.130399] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:30.296612] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:32:30.464357] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:30.634996] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:30.801852] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:30.977915] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:31.160398] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:31.333912] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:31.334118] [INFO ] [CONFIGURE ] AP: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:32:31.334202] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3636 tests [2025-09-28T03:32:31.334279] [INFO ] [CONFIGURE ] AP: Testing feature 21/29: add_range_position [2025-09-28T03:32:31.334379] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T03:32:31.522445] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:31.697558] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:31.883867] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:32.064366] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:32.256515] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:32.426890] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:32.612739] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:32.804686] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:32:32.990688] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:33.183962] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:33.184187] [INFO ] [CONFIGURE ] AP: KEPT add_range_position (score: 70.00%) [2025-09-28T03:32:33.184327] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3635 tests [2025-09-28T03:32:33.184502] [INFO ] [CONFIGURE ] AP: Testing feature 22/29: add_realized_volatility [2025-09-28T03:32:33.184583] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position', 'add_realized_volatility'] [2025-09-28T03:32:33.408865] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:32:33.641335] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:33.866487] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:34.102956] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:34.338240] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:34.566346] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:34.792358] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:35.016486] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:35.244017] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:35.466107] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:32:35.466317] [INFO ] [CONFIGURE ] AP: KEPT add_realized_volatility (score: 90.00%) [2025-09-28T03:32:35.466401] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3634 tests [2025-09-28T03:32:35.466479] [INFO ] [CONFIGURE ] AP: Testing feature 23/29: add_recent_range_context [2025-09-28T03:32:35.466553] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position', 'add_realized_volatility', 'add_recent_range_context'] [2025-09-28T03:32:35.692451] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:35.919355] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:36.146688] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:36.380508] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:36.603501] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:36.822514] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:37.048742] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:37.279289] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:37.520191] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:37.773302] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:32:37.773554] [INFO ] [CONFIGURE ] AP: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T03:32:37.773639] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3633 tests [2025-09-28T03:32:37.773787] [INFO ] [CONFIGURE ] AP: Testing feature 24/29: add_rsi [2025-09-28T03:32:37.773880] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position', 'add_realized_volatility', 'add_ema', 'add_rsi'] [2025-09-28T03:32:38.027985] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:38.278486] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:38.519818] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:38.761339] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:39.026875] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:39.267761] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:39.509286] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:39.751889] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:40.005092] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:40.261587] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:32:40.261881] [INFO ] [CONFIGURE ] AP: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:32:40.261966] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3632 tests [2025-09-28T03:32:40.262132] [INFO ] [CONFIGURE ] AP: Testing feature 25/29: add_tick_distribution [2025-09-28T03:32:40.262207] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position', 'add_realized_volatility', 'add_tick_distribution'] [2025-09-28T03:32:40.491826] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:40.722737] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:40.948911] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:41.168692] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:41.400129] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:41.638132] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:41.908987] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:42.134792] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:42.356521] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:42.576945] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:32:42.577150] [INFO ] [CONFIGURE ] AP: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T03:32:42.577232] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3631 tests [2025-09-28T03:32:42.577397] [INFO ] [CONFIGURE ] AP: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:32:42.577478] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position', 'add_realized_volatility', 'add_volume_momentum_confirmation'] [2025-09-28T03:32:42.794871] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:43.012585] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:43.241504] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:32:43.461137] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:43.684568] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:43.908372] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:44.136228] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:44.364840] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:32:44.586353] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:44.820515] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:44.820840] [INFO ] [CONFIGURE ] AP: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:32:44.820951] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.5s/test | Remaining: 3630 tests [2025-09-28T03:32:44.821052] [INFO ] [CONFIGURE ] AP: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:32:44.821146] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position', 'add_realized_volatility', 'add_volume_price_divergence'] [2025-09-28T03:32:45.047484] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:45.278324] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:45.511676] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:45.740783] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:45.970637] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:46.202910] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:46.447788] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:32:46.680305] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:46.935814] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:47.190892] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:47.191132] [INFO ] [CONFIGURE ] AP: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T03:32:47.191261] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3629 tests [2025-09-28T03:32:47.191385] [INFO ] [CONFIGURE ] AP: Testing feature 28/29: add_volume_profile [2025-09-28T03:32:47.191499] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position', 'add_realized_volatility', 'add_volume_profile'] [2025-09-28T03:32:47.418836] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:47.653472] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:47.885001] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:48.124186] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:48.349300] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:48.575846] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:48.804172] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:49.033577] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:49.273567] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:49.502031] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:49.502479] [INFO ] [CONFIGURE ] AP: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:32:49.502569] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3628 tests [2025-09-28T03:32:49.502676] [INFO ] [CONFIGURE ] AP: Testing feature 29/29: add_vwap [2025-09-28T03:32:49.502756] [INFO ] [CONFIGURE ] AP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position', 'add_realized_volatility', 'add_vwap'] [2025-09-28T03:32:49.738104] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:32:49.985069] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:50.214938] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:50.446743] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:32:50.677250] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:32:50.911298] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:51.163471] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:32:51.394474] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:32:51.637288] [DEBUG] [FORECASTER] AP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:32:51.877239] [DEBUG] [FORECASTER] AP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:32:51.877605] [INFO ] [CONFIGURE ] AP: DISCARDED add_vwap (score: 70.00%) [2025-09-28T03:32:51.877749] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3627 tests [2025-09-28T03:32:51.877839] [INFO ] [CONFIGURE ] AP: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:32:51.877929] [INFO ] [CONFIGURE ] AP: Best accuracy: 90.00% [2025-09-28T03:32:51.878022] [INFO ] [CONFIGURE ] AP: Best feature set (4 features): ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position', 'add_realized_volatility'] [2025-09-28T03:32:51.878114] [INFO ] [CONFIGURE ] AP: Improvement over baseline: 40.00% [2025-09-28T03:32:51.878202] [INFO ] [CONFIGURE ] AP: Total time: 49.9 seconds [2025-09-28T03:32:51.878286] [INFO ] [CONFIGURE ] AP: Average time per feature: 1.8 seconds [2025-09-28T03:32:51.878371] [INFO ] [CONFIGURE ] AP: Average speed: 0.58 features/sec [2025-09-28T03:32:51.879499] [INFO ] [LOCAL ] Saved configuration for AP: 4 features, 90.00% accuracy -> ./output/feature-sets/AP.json [2025-09-28T03:32:51.879585] [INFO ] [CONFIGURE ] AP: Configuration saved successfully: 4 features, 90.00% accuracy. [2025-09-28T03:32:51.879759] [INFO ] [sig ] [10/135] Successfully configured AP | 0.02 sym/s | Total: 7.7m | ETA: 1.6h [2025-09-28T03:32:51.879920] [INFO ] [sig ] [11/135] Configuring APD... [2025-09-28T03:32:51.880000] [INFO ] [CONFIGURE ] APD: Configurate test run. [2025-09-28T03:32:51.880115] [DEBUG] [REMOTE ] Fetching historical data for symbol 'APD' from 'https://tdm.silogroup.org/data/derivative_storage/APD.csv'. [2025-09-28T03:32:51.903719] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'APD'. [2025-09-28T03:32:51.904504] [INFO ] [CONFIGURE ] APD: Testing with 29 available features [2025-09-28T03:32:51.904617] [INFO ] [CONFIGURE ] APD: Establishing baseline with no features... [2025-09-28T03:32:52.020199] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:32:52.142919] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:52.263855] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:52.390485] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:32:52.514762] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:52.645012] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:52.780554] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:32:52.906596] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:53.018164] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:32:53.128316] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:32:53.128535] [INFO ] [CONFIGURE ] APD: Baseline score (no features): 50.00% [2025-09-28T03:32:53.128621] [INFO ] [CONFIGURE ] APD: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:32:53.128811] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:32:53.255928] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:32:53.384385] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:53.523514] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:53.652976] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:32:53.782767] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:53.908882] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:32:54.042128] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:32:54.160774] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:54.310845] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:32:54.461739] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:32:54.462031] [INFO ] [CONFIGURE ] APD: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T03:32:54.462117] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3626 tests [2025-09-28T03:32:54.462223] [INFO ] [CONFIGURE ] APD: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:32:54.462302] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:32:54.599493] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:32:54.728788] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:54.868013] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:54.995168] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:32:55.127280] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:55.261124] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:55.390538] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:32:55.523248] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:55.670131] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:32:55.812928] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:32:55.813150] [INFO ] [CONFIGURE ] APD: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T03:32:55.813233] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3625 tests [2025-09-28T03:32:55.813311] [INFO ] [CONFIGURE ] APD: Testing feature 3/29: add_daily_returns [2025-09-28T03:32:55.813386] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:32:55.948847] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:32:56.083454] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:56.214927] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:56.345937] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:32:56.478174] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:56.610465] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:56.740236] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:32:56.879828] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:57.015112] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:32:57.152805] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:32:57.153007] [INFO ] [CONFIGURE ] APD: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:32:57.153089] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3624 tests [2025-09-28T03:32:57.153164] [INFO ] [CONFIGURE ] APD: Testing feature 4/29: add_ema [2025-09-28T03:32:57.153236] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T03:32:57.303852] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:32:57.451120] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:32:57.597854] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:57.747894] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:32:57.908865] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:58.055397] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:58.203082] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:32:58.353356] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:32:58.504373] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:32:58.655309] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:32:58.655637] [INFO ] [CONFIGURE ] APD: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:32:58.655752] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3623 tests [2025-09-28T03:32:58.655848] [INFO ] [CONFIGURE ] APD: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:32:58.655955] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:32:58.811324] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:32:58.964636] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:32:59.116731] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:32:59.271986] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:32:59.428286] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:32:59.584298] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:32:59.757310] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:32:59.929719] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:00.099423] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:00.268896] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:00.269095] [INFO ] [CONFIGURE ] APD: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T03:33:00.269206] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3622 tests [2025-09-28T03:33:00.269287] [INFO ] [CONFIGURE ] APD: Testing feature 6/29: add_failed_moves [2025-09-28T03:33:00.269386] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T03:33:00.420262] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:33:00.564889] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:00.707300] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:00.854334] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:01.000665] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:01.148500] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:01.297547] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:01.448084] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:01.591968] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:01.739321] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:01.739563] [INFO ] [CONFIGURE ] APD: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:33:01.739679] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3621 tests [2025-09-28T03:33:01.739762] [INFO ] [CONFIGURE ] APD: Testing feature 7/29: add_lag_shelf [2025-09-28T03:33:01.739836] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T03:33:01.876333] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:33:02.005989] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:02.135681] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:02.268256] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:02.403183] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:02.537280] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:02.673928] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:02.807033] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:02.939368] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:03.084166] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:03.084440] [INFO ] [CONFIGURE ] APD: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:33:03.084525] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3620 tests [2025-09-28T03:33:03.084613] [INFO ] [CONFIGURE ] APD: Testing feature 8/29: add_macd [2025-09-28T03:33:03.084714] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T03:33:03.254892] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:03.422041] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:03.596331] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:03.758558] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:03.922813] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:04.091137] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:04.257327] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:04.427742] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:04.599803] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:04.774678] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:04.774927] [INFO ] [CONFIGURE ] APD: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:33:04.775012] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3619 tests [2025-09-28T03:33:04.775068] [INFO ] [CONFIGURE ] APD: Testing feature 9/29: add_mfi [2025-09-28T03:33:04.775139] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T03:33:04.920396] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:05.068610] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:05.224219] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:05.373135] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:05.528677] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:05.674936] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:05.826615] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:05.975786] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:06.125089] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:06.273261] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:06.273532] [INFO ] [CONFIGURE ] APD: KEPT add_mfi (score: 70.00%) [2025-09-28T03:33:06.273618] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3618 tests [2025-09-28T03:33:06.273742] [INFO ] [CONFIGURE ] APD: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:33:06.273821] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:33:06.447036] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:33:06.616599] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:06.786515] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:06.960398] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:07.136062] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:07.318927] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:07.496460] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:07.694097] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:07.879411] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:08.062728] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:08.062954] [INFO ] [CONFIGURE ] APD: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:33:08.063048] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3617 tests [2025-09-28T03:33:08.063126] [INFO ] [CONFIGURE ] APD: Testing feature 11/29: add_obv_daily [2025-09-28T03:33:08.063200] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_obv_daily'] [2025-09-28T03:33:08.214725] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:08.394963] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:08.602549] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:08.764341] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:08.925784] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:09.085752] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:09.243482] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:09.401638] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:09.558917] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:09.717825] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:09.718032] [INFO ] [CONFIGURE ] APD: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:33:09.718111] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3616 tests [2025-09-28T03:33:09.718190] [INFO ] [CONFIGURE ] APD: Testing feature 12/29: add_obv_interval [2025-09-28T03:33:09.718265] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_obv_interval'] [2025-09-28T03:33:09.870673] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:10.033634] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:10.190982] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:10.344600] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:10.498874] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:10.654975] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:10.814902] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:10.972426] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:11.128933] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:11.287264] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:11.287549] [INFO ] [CONFIGURE ] APD: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T03:33:11.287664] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3615 tests [2025-09-28T03:33:11.287745] [INFO ] [CONFIGURE ] APD: Testing feature 13/29: add_opening_strength [2025-09-28T03:33:11.287818] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:33:11.577143] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:11.743865] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:11.905332] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:12.094323] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:12.278863] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:12.448560] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:12.611690] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:12.777753] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:12.947143] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:13.115265] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:13.115500] [INFO ] [CONFIGURE ] APD: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T03:33:13.115585] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3614 tests [2025-09-28T03:33:13.115683] [INFO ] [CONFIGURE ] APD: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:33:13.115764] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_order_flow_imbalance'] [2025-09-28T03:33:13.279160] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:33:13.457733] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:13.625635] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:13.793783] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:13.977309] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:14.155062] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:14.344401] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:14.518242] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:14.687165] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:14.869264] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:14.869506] [INFO ] [CONFIGURE ] APD: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T03:33:14.869590] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3613 tests [2025-09-28T03:33:14.869693] [INFO ] [CONFIGURE ] APD: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:33:14.869769] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_morning_momentum'] [2025-09-28T03:33:15.025153] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:15.173819] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:15.323633] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:15.479685] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:15.636327] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:15.788972] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:15.945710] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:16.106441] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:16.262510] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:33:16.412132] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:16.412329] [INFO ] [CONFIGURE ] APD: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:33:16.412410] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3612 tests [2025-09-28T03:33:16.412484] [INFO ] [CONFIGURE ] APD: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:33:16.412557] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_overnight_gap'] [2025-09-28T03:33:16.566367] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:33:16.722367] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:16.880398] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:17.040926] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:17.202063] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:17.363317] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:17.532291] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:17.723112] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:17.890086] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:18.053159] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:18.053367] [INFO ] [CONFIGURE ] APD: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:33:18.053448] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3611 tests [2025-09-28T03:33:18.053523] [INFO ] [CONFIGURE ] APD: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:33:18.053623] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_return_2d'] [2025-09-28T03:33:18.210568] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:18.371619] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:18.532049] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:18.695572] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:18.861349] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:19.034493] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:19.202062] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:19.367184] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:19.530958] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:19.701631] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:19.701897] [INFO ] [CONFIGURE ] APD: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:33:19.702000] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3610 tests [2025-09-28T03:33:19.702101] [INFO ] [CONFIGURE ] APD: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:33:19.702178] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_volatility_5d'] [2025-09-28T03:33:19.853119] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:20.005483] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:20.155253] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:20.306832] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:20.463679] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:20.616616] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:20.787410] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:20.954143] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:21.144198] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:21.360774] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:21.361116] [INFO ] [CONFIGURE ] APD: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:33:21.361227] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3609 tests [2025-09-28T03:33:21.361298] [INFO ] [CONFIGURE ] APD: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:33:21.361385] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_vs_sma_5'] [2025-09-28T03:33:21.545022] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:21.721260] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:21.887639] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:22.065342] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:22.218696] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:22.374243] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:22.533058] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:22.688026] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:22.844361] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:22.998869] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:22.999088] [INFO ] [CONFIGURE ] APD: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:33:22.999171] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3608 tests [2025-09-28T03:33:22.999245] [INFO ] [CONFIGURE ] APD: Testing feature 20/29: add_price_rejection [2025-09-28T03:33:22.999350] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_price_rejection'] [2025-09-28T03:33:23.157934] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:33:23.316577] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:23.479888] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:23.682034] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:23.852734] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:24.011447] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:24.176048] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:24.340424] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:24.502360] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:24.680508] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:24.680771] [INFO ] [CONFIGURE ] APD: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:33:24.680861] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3607 tests [2025-09-28T03:33:24.680959] [INFO ] [CONFIGURE ] APD: Testing feature 21/29: add_range_position [2025-09-28T03:33:24.681036] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_range_position'] [2025-09-28T03:33:24.851164] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:33:25.024762] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:25.194195] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:25.364716] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:25.537846] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:25.702556] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:33:25.867352] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:26.038451] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:26.215826] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:26.402998] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:26.404053] [INFO ] [CONFIGURE ] APD: DISCARDED add_range_position (score: 40.00%) [2025-09-28T03:33:26.404141] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3606 tests [2025-09-28T03:33:26.404218] [INFO ] [CONFIGURE ] APD: Testing feature 22/29: add_realized_volatility [2025-09-28T03:33:26.404291] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_realized_volatility'] [2025-09-28T03:33:26.594447] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:26.781222] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:26.966732] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:27.148244] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:27.333339] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:27.523016] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:27.717463] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:27.910626] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:28.105595] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:28.298560] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:28.298824] [INFO ] [CONFIGURE ] APD: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T03:33:28.298907] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3605 tests [2025-09-28T03:33:28.298984] [INFO ] [CONFIGURE ] APD: Testing feature 23/29: add_recent_range_context [2025-09-28T03:33:28.299064] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_recent_range_context'] [2025-09-28T03:33:28.458837] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:28.623383] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:28.786357] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:28.944845] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:29.139494] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:29.316308] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:29.475126] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:29.634204] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:29.801194] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:29.957396] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:29.957615] [INFO ] [CONFIGURE ] APD: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:33:29.957719] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3604 tests [2025-09-28T03:33:29.957794] [INFO ] [CONFIGURE ] APD: Testing feature 24/29: add_rsi [2025-09-28T03:33:29.957867] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_ema', 'add_rsi'] [2025-09-28T03:33:30.135493] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:30.318579] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:30.506091] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:30.684263] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:30.864933] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:33:31.042672] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:33:31.225165] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:31.407394] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:31.588329] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:31.773968] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:31.774176] [INFO ] [CONFIGURE ] APD: DISCARDED add_rsi (score: 40.00%) [2025-09-28T03:33:31.774256] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3603 tests [2025-09-28T03:33:31.774331] [INFO ] [CONFIGURE ] APD: Testing feature 25/29: add_tick_distribution [2025-09-28T03:33:31.774403] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_tick_distribution'] [2025-09-28T03:33:31.923016] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:32.071305] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:32.226925] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:32.384043] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:32.548894] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:32.714157] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:32.872161] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:33.028597] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:33.186451] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:33.340213] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:33.340410] [INFO ] [CONFIGURE ] APD: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T03:33:33.340489] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3602 tests [2025-09-28T03:33:33.340563] [INFO ] [CONFIGURE ] APD: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:33:33.340634] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_volume_momentum_confirmation'] [2025-09-28T03:33:33.496334] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:33.649984] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:33.804463] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:33.962568] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:34.116467] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:34.273145] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:34.433268] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:34.602134] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:34.768038] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:34.930129] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:34.930350] [INFO ] [CONFIGURE ] APD: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T03:33:34.930432] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3601 tests [2025-09-28T03:33:34.930506] [INFO ] [CONFIGURE ] APD: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:33:34.930627] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_volume_price_divergence'] [2025-09-28T03:33:35.096903] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:33:35.264247] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:35.434470] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:35.606559] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:35.775548] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:35.949441] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:36.124664] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:36.297294] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:36.470940] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:36.646972] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:36.647180] [INFO ] [CONFIGURE ] APD: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:33:36.647264] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3600 tests [2025-09-28T03:33:36.647340] [INFO ] [CONFIGURE ] APD: Testing feature 28/29: add_volume_profile [2025-09-28T03:33:36.647414] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_volume_profile'] [2025-09-28T03:33:36.831817] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:33:36.990470] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:37.145172] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:37.307134] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:37.465250] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:37.625832] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:37.783307] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:37.947107] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:38.106542] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:38.266117] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:38.266329] [INFO ] [CONFIGURE ] APD: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T03:33:38.266409] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3599 tests [2025-09-28T03:33:38.266484] [INFO ] [CONFIGURE ] APD: Testing feature 29/29: add_vwap [2025-09-28T03:33:38.266557] [INFO ] [CONFIGURE ] APD: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_vwap'] [2025-09-28T03:33:38.429322] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:33:38.591228] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:38.755900] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:33:38.919904] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:33:39.082930] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:33:39.242478] [DEBUG] [FORECASTER] APD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:39.400538] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:33:39.560541] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:39.721214] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:39.886307] [DEBUG] [FORECASTER] APD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:33:39.886509] [INFO ] [CONFIGURE ] APD: DISCARDED add_vwap (score: 40.00%) [2025-09-28T03:33:39.886593] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3598 tests [2025-09-28T03:33:39.886744] [INFO ] [CONFIGURE ] APD: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:33:39.886863] [INFO ] [CONFIGURE ] APD: Best accuracy: 70.00% [2025-09-28T03:33:39.886938] [INFO ] [CONFIGURE ] APD: Best feature set (2 features): ['add_cumulative_delta', 'add_mfi'] [2025-09-28T03:33:39.887008] [INFO ] [CONFIGURE ] APD: Improvement over baseline: 20.00% [2025-09-28T03:33:39.887077] [INFO ] [CONFIGURE ] APD: Total time: 46.8 seconds [2025-09-28T03:33:39.887147] [INFO ] [CONFIGURE ] APD: Average time per feature: 1.6 seconds [2025-09-28T03:33:39.887217] [INFO ] [CONFIGURE ] APD: Average speed: 0.62 features/sec [2025-09-28T03:33:39.888292] [INFO ] [LOCAL ] Saved configuration for APD: 2 features, 70.00% accuracy -> ./output/feature-sets/APD.json [2025-09-28T03:33:39.888385] [INFO ] [CONFIGURE ] APD: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T03:33:39.888519] [INFO ] [sig ] [11/135] Successfully configured APD | 0.02 sym/s | Total: 8.5m | ETA: 1.6h [2025-09-28T03:33:39.888630] [INFO ] [sig ] [12/135] Configuring APG... [2025-09-28T03:33:39.888745] [INFO ] [CONFIGURE ] APG: Configurate test run. [2025-09-28T03:33:39.888870] [DEBUG] [REMOTE ] Fetching historical data for symbol 'APG' from 'https://tdm.silogroup.org/data/derivative_storage/APG.csv'. [2025-09-28T03:33:40.217873] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'APG'. [2025-09-28T03:33:40.218709] [INFO ] [CONFIGURE ] APG: Testing with 29 available features [2025-09-28T03:33:40.218791] [INFO ] [CONFIGURE ] APG: Establishing baseline with no features... [2025-09-28T03:33:40.328752] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:40.442250] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:40.553088] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:40.664584] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:40.778066] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:33:40.897155] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:41.015981] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:41.132051] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:41.244343] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:41.356870] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:41.357042] [INFO ] [CONFIGURE ] APG: Baseline score (no features): 60.00% [2025-09-28T03:33:41.357120] [INFO ] [CONFIGURE ] APG: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:33:41.357193] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:33:41.478545] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:41.597875] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:41.717836] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:41.839502] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:41.965911] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:33:42.088239] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:33:42.210218] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:42.334564] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:42.460370] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:42.589209] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:42.589416] [INFO ] [CONFIGURE ] APG: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T03:33:42.589494] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3597 tests [2025-09-28T03:33:42.589568] [INFO ] [CONFIGURE ] APG: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:33:42.589639] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:33:42.718412] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:42.855869] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:42.992442] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:43.129182] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:33:43.271355] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:33:43.408684] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:43.544816] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:43.685481] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:33:43.824141] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:43.976095] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:43.976301] [INFO ] [CONFIGURE ] APG: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:33:43.976382] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3596 tests [2025-09-28T03:33:43.976457] [INFO ] [CONFIGURE ] APG: Testing feature 3/29: add_daily_returns [2025-09-28T03:33:43.976532] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_daily_returns'] [2025-09-28T03:33:44.103178] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:44.230130] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:44.357965] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:44.491390] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:33:44.631246] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:33:44.760352] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:44.879440] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:45.009743] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:45.129338] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:45.251223] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:45.251444] [INFO ] [CONFIGURE ] APG: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T03:33:45.251527] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3595 tests [2025-09-28T03:33:45.251604] [INFO ] [CONFIGURE ] APG: Testing feature 4/29: add_ema [2025-09-28T03:33:45.251725] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_ema'] [2025-09-28T03:33:45.379616] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:45.509157] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:45.636948] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:45.767174] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:33:45.894956] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:33:46.038385] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:33:46.175545] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:46.314923] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:46.455245] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:46.594457] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:46.594733] [INFO ] [CONFIGURE ] APG: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:33:46.594820] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3594 tests [2025-09-28T03:33:46.594897] [INFO ] [CONFIGURE ] APG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:33:46.594972] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:33:46.736878] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:46.882973] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:47.024091] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:33:47.159758] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:33:47.297661] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:33:47.440798] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:47.578026] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:47.720194] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:33:47.867357] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:48.004491] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:48.004730] [INFO ] [CONFIGURE ] APG: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:33:48.004846] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3593 tests [2025-09-28T03:33:48.004942] [INFO ] [CONFIGURE ] APG: Testing feature 6/29: add_failed_moves [2025-09-28T03:33:48.005037] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_failed_moves'] [2025-09-28T03:33:48.118380] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:48.231281] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:48.347359] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:48.464566] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:48.583881] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:33:48.699614] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:48.827527] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:48.947375] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:49.072043] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:49.194393] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:49.194621] [INFO ] [CONFIGURE ] APG: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:33:49.194832] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3592 tests [2025-09-28T03:33:49.194918] [INFO ] [CONFIGURE ] APG: Testing feature 7/29: add_lag_shelf [2025-09-28T03:33:49.194993] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_lag_shelf'] [2025-09-28T03:33:49.311123] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:49.423115] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:49.562419] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:49.682070] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:49.797838] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:33:49.911994] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:50.026684] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:50.151733] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:50.271179] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:50.382611] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:50.382848] [INFO ] [CONFIGURE ] APG: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:33:50.383049] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3591 tests [2025-09-28T03:33:50.383128] [INFO ] [CONFIGURE ] APG: Testing feature 8/29: add_macd [2025-09-28T03:33:50.383216] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:33:50.528590] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:50.675692] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:50.834191] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:33:50.985280] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:51.134240] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:33:51.283262] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:33:51.445433] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:51.612696] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:51.767020] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:51.924282] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:51.924507] [INFO ] [CONFIGURE ] APG: DISCARDED add_macd (score: 30.00%) [2025-09-28T03:33:51.924591] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3590 tests [2025-09-28T03:33:51.924769] [INFO ] [CONFIGURE ] APG: Testing feature 9/29: add_mfi [2025-09-28T03:33:51.924891] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_mfi'] [2025-09-28T03:33:52.055084] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:52.214689] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:52.351536] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:52.484755] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:52.617334] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:33:52.756541] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:52.900071] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:53.036813] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:33:53.169905] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:53.295062] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:53.295273] [INFO ] [CONFIGURE ] APG: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:33:53.295354] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3589 tests [2025-09-28T03:33:53.295449] [INFO ] [CONFIGURE ] APG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:33:53.295589] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:33:53.436020] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:33:53.589171] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:53.730186] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:33:53.875759] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:33:54.024597] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:33:54.170561] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:33:54.316479] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:54.463752] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:33:54.613285] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:54.759494] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:54.759737] [INFO ] [CONFIGURE ] APG: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:33:54.759821] [INFO ] [CONFIGURE ] JOB ETA: 1.6h | Avg: 1.6s/test | Remaining: 3588 tests [2025-09-28T03:33:54.759904] [INFO ] [CONFIGURE ] APG: Testing feature 11/29: add_obv_daily [2025-09-28T03:33:54.760008] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily'] [2025-09-28T03:33:54.879165] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:33:54.999794] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:55.119788] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:55.238069] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:55.356454] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:33:55.474093] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:33:55.595784] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:55.717786] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:33:55.838789] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:33:55.958852] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:55.959116] [INFO ] [CONFIGURE ] APG: KEPT add_obv_daily (score: 90.00%) [2025-09-28T03:33:55.959260] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3587 tests [2025-09-28T03:33:55.959355] [INFO ] [CONFIGURE ] APG: Testing feature 12/29: add_obv_interval [2025-09-28T03:33:55.959444] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_obv_interval'] [2025-09-28T03:33:56.081351] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:56.205422] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:33:56.333443] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:56.462001] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:56.588170] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:33:56.714618] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:33:56.844418] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:56.974706] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:33:57.108593] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:33:57.238125] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:57.238331] [INFO ] [CONFIGURE ] APG: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T03:33:57.238486] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3586 tests [2025-09-28T03:33:57.238567] [INFO ] [CONFIGURE ] APG: Testing feature 13/29: add_opening_strength [2025-09-28T03:33:57.238661] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:33:57.374627] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:57.521762] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:57.665980] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:57.806983] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:57.944382] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:33:58.086359] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:33:58.229720] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:58.372154] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:33:58.521590] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:33:58.668239] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:33:58.668491] [INFO ] [CONFIGURE ] APG: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T03:33:58.668577] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3585 tests [2025-09-28T03:33:58.668679] [INFO ] [CONFIGURE ] APG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:33:58.668754] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T03:33:58.812066] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:33:58.975679] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:33:59.147595] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:33:59.290067] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:33:59.431029] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:33:59.572987] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:33:59.715823] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:33:59.862257] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:34:00.004163] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:00.150239] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:00.150500] [INFO ] [CONFIGURE ] APG: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T03:34:00.150596] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3584 tests [2025-09-28T03:34:00.150727] [INFO ] [CONFIGURE ] APG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:34:00.150831] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_pbf_morning_momentum'] [2025-09-28T03:34:00.281240] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:00.408278] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:00.539401] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:00.667252] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:00.804608] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:00.948156] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:01.075319] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:01.208794] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:01.335783] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:01.464488] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:01.464717] [INFO ] [CONFIGURE ] APG: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T03:34:01.464798] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3583 tests [2025-09-28T03:34:01.464873] [INFO ] [CONFIGURE ] APG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:34:01.464973] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T03:34:01.627419] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:01.763500] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:01.900445] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:02.045714] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:02.171208] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:02.296215] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:02.423979] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:02.557394] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:34:02.687355] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:02.822731] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:02.822940] [INFO ] [CONFIGURE ] APG: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:34:02.823022] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3582 tests [2025-09-28T03:34:02.823095] [INFO ] [CONFIGURE ] APG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:34:02.823168] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T03:34:02.955480] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:03.088731] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:03.225223] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:03.358780] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:03.493101] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:03.627553] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:03.764462] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:03.901219] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:34:04.042560] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:04.175866] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:04.176085] [INFO ] [CONFIGURE ] APG: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:34:04.176167] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3581 tests [2025-09-28T03:34:04.176241] [INFO ] [CONFIGURE ] APG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:34:04.176315] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T03:34:04.295806] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:34:04.418142] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:04.541587] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:04.663197] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:04.786494] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:04.908673] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:05.033219] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:05.156234] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:05.286665] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:05.419243] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:05.419466] [INFO ] [CONFIGURE ] APG: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T03:34:05.419550] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3580 tests [2025-09-28T03:34:05.419627] [INFO ] [CONFIGURE ] APG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:34:05.419723] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T03:34:05.542514] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:34:05.668052] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:05.793326] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:05.919246] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:06.045600] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:06.173393] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:06.311728] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:06.450946] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:06.583487] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:06.721857] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:06.722050] [INFO ] [CONFIGURE ] APG: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:34:06.722130] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3579 tests [2025-09-28T03:34:06.722205] [INFO ] [CONFIGURE ] APG: Testing feature 20/29: add_price_rejection [2025-09-28T03:34:06.722256] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_price_rejection'] [2025-09-28T03:34:06.866327] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:07.007341] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:34:07.152432] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:07.297216] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:07.440150] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:07.582068] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:07.727606] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:07.875426] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:34:08.018042] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:08.158165] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:08.158391] [INFO ] [CONFIGURE ] APG: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:34:08.158476] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3578 tests [2025-09-28T03:34:08.158623] [INFO ] [CONFIGURE ] APG: Testing feature 21/29: add_range_position [2025-09-28T03:34:08.158731] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_range_position'] [2025-09-28T03:34:08.313905] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:08.473581] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:34:08.627067] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:08.781417] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:08.936239] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:09.096234] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:09.256716] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:09.417964] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:34:09.578225] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:09.735921] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:09.736120] [INFO ] [CONFIGURE ] APG: DISCARDED add_range_position (score: 40.00%) [2025-09-28T03:34:09.736203] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3577 tests [2025-09-28T03:34:09.736281] [INFO ] [CONFIGURE ] APG: Testing feature 22/29: add_realized_volatility [2025-09-28T03:34:09.736337] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_realized_volatility'] [2025-09-28T03:34:09.904433] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:10.072988] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:10.240878] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:10.410714] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:10.579807] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:10.746719] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:10.914494] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:11.081869] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:34:11.252499] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:11.424351] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:11.424581] [INFO ] [CONFIGURE ] APG: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:34:11.424696] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3576 tests [2025-09-28T03:34:11.424808] [INFO ] [CONFIGURE ] APG: Testing feature 23/29: add_recent_range_context [2025-09-28T03:34:11.424886] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_recent_range_context'] [2025-09-28T03:34:11.559984] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:11.694219] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:11.831227] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:11.965493] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:12.101821] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:12.237603] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:12.373548] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:12.515464] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:12.661350] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:12.803461] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:12.803726] [INFO ] [CONFIGURE ] APG: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:34:12.803809] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3575 tests [2025-09-28T03:34:12.803901] [INFO ] [CONFIGURE ] APG: Testing feature 24/29: add_rsi [2025-09-28T03:34:12.803986] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_ema', 'add_rsi'] [2025-09-28T03:34:12.961822] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:13.121386] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:13.281617] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:13.450844] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:13.638176] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:13.847142] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:14.075860] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:14.276595] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:14.462755] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:14.646997] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:14.647215] [INFO ] [CONFIGURE ] APG: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:34:14.647297] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3574 tests [2025-09-28T03:34:14.647372] [INFO ] [CONFIGURE ] APG: Testing feature 25/29: add_tick_distribution [2025-09-28T03:34:14.647446] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_tick_distribution'] [2025-09-28T03:34:14.786746] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:14.924426] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:15.067430] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:15.202847] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:15.339165] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:15.479170] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:15.617224] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:15.753963] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:15.891475] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:16.071619] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:16.071859] [INFO ] [CONFIGURE ] APG: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T03:34:16.071953] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.6s/test | Remaining: 3573 tests [2025-09-28T03:34:16.072027] [INFO ] [CONFIGURE ] APG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:34:16.072074] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T03:34:16.212212] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:16.355214] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:16.496317] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:16.634478] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:16.771932] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:16.907256] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:17.044370] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:17.185367] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:17.327454] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:17.466734] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:17.467022] [INFO ] [CONFIGURE ] APG: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:34:17.467116] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3572 tests [2025-09-28T03:34:17.467203] [INFO ] [CONFIGURE ] APG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:34:17.467280] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T03:34:17.615686] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:17.773324] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:17.915793] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:18.072320] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:18.234493] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:18.396338] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:18.552731] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:18.711896] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:34:18.866542] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:19.023805] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:19.024056] [INFO ] [CONFIGURE ] APG: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T03:34:19.024184] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3571 tests [2025-09-28T03:34:19.024290] [INFO ] [CONFIGURE ] APG: Testing feature 28/29: add_volume_profile [2025-09-28T03:34:19.024402] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_volume_profile'] [2025-09-28T03:34:19.166440] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:19.311564] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:34:19.449018] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:19.580635] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:19.712836] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:19.843582] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:19.974480] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:20.110208] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:34:20.251152] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:20.399633] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:20.399945] [INFO ] [CONFIGURE ] APG: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T03:34:20.400044] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3570 tests [2025-09-28T03:34:20.400135] [INFO ] [CONFIGURE ] APG: Testing feature 29/29: add_vwap [2025-09-28T03:34:20.400233] [INFO ] [CONFIGURE ] APG: Testing with features: ['add_obv_daily', 'add_vwap'] [2025-09-28T03:34:20.546274] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:34:20.691403] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:20.843176] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:34:20.980357] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:21.120801] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:21.262345] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:34:21.406567] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:21.552620] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:21.702343] [DEBUG] [FORECASTER] APG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:21.852129] [DEBUG] [FORECASTER] APG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:34:21.852364] [INFO ] [CONFIGURE ] APG: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:34:21.852458] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3569 tests [2025-09-28T03:34:21.852589] [INFO ] [CONFIGURE ] APG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:34:21.852693] [INFO ] [CONFIGURE ] APG: Best accuracy: 90.00% [2025-09-28T03:34:21.852770] [INFO ] [CONFIGURE ] APG: Best feature set (1 features): ['add_obv_daily'] [2025-09-28T03:34:21.852846] [INFO ] [CONFIGURE ] APG: Improvement over baseline: 30.00% [2025-09-28T03:34:21.852917] [INFO ] [CONFIGURE ] APG: Total time: 40.5 seconds [2025-09-28T03:34:21.852988] [INFO ] [CONFIGURE ] APG: Average time per feature: 1.4 seconds [2025-09-28T03:34:21.853065] [INFO ] [CONFIGURE ] APG: Average speed: 0.72 features/sec [2025-09-28T03:34:21.853861] [INFO ] [LOCAL ] Saved configuration for APG: 1 features, 90.00% accuracy -> ./output/feature-sets/APG.json [2025-09-28T03:34:21.853955] [INFO ] [CONFIGURE ] APG: Configuration saved successfully: 1 features, 90.00% accuracy. [2025-09-28T03:34:21.854093] [INFO ] [sig ] [12/135] Successfully configured APG | 0.02 sym/s | Total: 9.2m | ETA: 1.6h [2025-09-28T03:34:21.854193] [INFO ] [sig ] [13/135] Configuring APLE... [2025-09-28T03:34:21.854291] [INFO ] [CONFIGURE ] APLE: Configurate test run. [2025-09-28T03:34:21.854415] [DEBUG] [REMOTE ] Fetching historical data for symbol 'APLE' from 'https://tdm.silogroup.org/data/derivative_storage/APLE.csv'. [2025-09-28T03:34:21.879895] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'APLE'. [2025-09-28T03:34:21.880420] [INFO ] [CONFIGURE ] APLE: Testing with 29 available features [2025-09-28T03:34:21.880502] [INFO ] [CONFIGURE ] APLE: Establishing baseline with no features... [2025-09-28T03:34:22.000210] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:34:22.114342] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:22.232677] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:22.345472] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:22.465193] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:22.584979] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:22.700498] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:22.816549] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:22.931958] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:23.051865] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:23.052077] [INFO ] [CONFIGURE ] APLE: Baseline score (no features): 70.00% [2025-09-28T03:34:23.052160] [INFO ] [CONFIGURE ] APLE: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:34:23.052234] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:34:23.189427] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:23.319966] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:23.449125] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:23.579875] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:23.707566] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:23.835943] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:23.965708] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:34:24.094863] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:24.227184] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:24.366238] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:24.366452] [INFO ] [CONFIGURE ] APLE: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T03:34:24.366569] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3568 tests [2025-09-28T03:34:24.366675] [INFO ] [CONFIGURE ] APLE: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:34:24.366751] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:34:24.516673] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:24.650346] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:24.792196] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:24.925581] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:25.062841] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:25.207814] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:25.350139] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:34:25.495830] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:25.632463] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:25.787836] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:25.788440] [INFO ] [CONFIGURE ] APLE: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T03:34:25.788537] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3567 tests [2025-09-28T03:34:25.788614] [INFO ] [CONFIGURE ] APLE: Testing feature 3/29: add_daily_returns [2025-09-28T03:34:25.788717] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns'] [2025-09-28T03:34:25.905428] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:26.017415] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:26.154520] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:26.272060] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:26.390133] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:26.510991] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:26.632592] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:26.755063] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:26.872968] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:26.991297] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:26.991496] [INFO ] [CONFIGURE ] APLE: KEPT add_daily_returns (score: 80.00%) [2025-09-28T03:34:26.991575] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3566 tests [2025-09-28T03:34:26.991672] [INFO ] [CONFIGURE ] APLE: Testing feature 4/29: add_ema [2025-09-28T03:34:26.991748] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T03:34:27.127261] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:34:27.261819] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:34:27.394137] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:27.535134] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:27.678979] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:27.817780] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:27.956600] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:34:28.093154] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:28.232853] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:28.368947] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:34:28.369160] [INFO ] [CONFIGURE ] APLE: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:34:28.369255] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3565 tests [2025-09-28T03:34:28.369362] [INFO ] [CONFIGURE ] APLE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:34:28.369441] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:34:28.513908] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:28.651835] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:34:28.789232] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:28.929066] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:29.070810] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:29.217036] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:29.366365] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:34:29.509509] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:29.663907] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:29.809187] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:29.809400] [INFO ] [CONFIGURE ] APLE: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:34:29.809482] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3564 tests [2025-09-28T03:34:29.809558] [INFO ] [CONFIGURE ] APLE: Testing feature 6/29: add_failed_moves [2025-09-28T03:34:29.809731] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T03:34:29.936605] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:30.059809] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:30.183490] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:30.308529] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:30.437315] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:30.560191] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:30.686350] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:30.811437] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:30.937211] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:31.063568] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:31.063780] [INFO ] [CONFIGURE ] APLE: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:34:31.063861] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3563 tests [2025-09-28T03:34:31.063937] [INFO ] [CONFIGURE ] APLE: Testing feature 7/29: add_lag_shelf [2025-09-28T03:34:31.064011] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:34:31.179308] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:31.301742] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:31.418474] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:31.534379] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:31.648136] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:31.762840] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:31.883157] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:31.997683] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:32.112358] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:32.233307] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:32.233535] [INFO ] [CONFIGURE ] APLE: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T03:34:32.233618] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3562 tests [2025-09-28T03:34:32.233718] [INFO ] [CONFIGURE ] APLE: Testing feature 8/29: add_macd [2025-09-28T03:34:32.233792] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:34:32.385739] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:34:32.542245] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:34:32.696089] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:32.857612] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:33.020954] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:33.183181] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:33.340054] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:34:33.497580] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:33.657009] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:33.818022] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:34:33.818279] [INFO ] [CONFIGURE ] APLE: DISCARDED add_macd (score: 30.00%) [2025-09-28T03:34:33.818361] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3561 tests [2025-09-28T03:34:33.818434] [INFO ] [CONFIGURE ] APLE: Testing feature 9/29: add_mfi [2025-09-28T03:34:33.818503] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T03:34:33.970197] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:34.101824] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:34.230599] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:34.361804] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:34.501738] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:34.648790] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:34.783414] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:34.918950] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:35.053746] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:35.192895] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:35.193120] [INFO ] [CONFIGURE ] APLE: DISCARDED add_mfi (score: 70.00%) [2025-09-28T03:34:35.193202] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3560 tests [2025-09-28T03:34:35.193280] [INFO ] [CONFIGURE ] APLE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:34:35.193354] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:34:35.368526] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:35.537130] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:35.703362] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:35.864242] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:36.034542] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:36.201974] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:36.369894] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:34:36.532530] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:36.698773] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:36.862822] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:36.863176] [INFO ] [CONFIGURE ] APLE: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:34:36.863265] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3559 tests [2025-09-28T03:34:36.863399] [INFO ] [CONFIGURE ] APLE: Testing feature 11/29: add_obv_daily [2025-09-28T03:34:36.863481] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T03:34:37.000339] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:37.130169] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:34:37.258769] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:37.393208] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:37.528560] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:37.658979] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:37.797559] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:37.935319] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:38.083702] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:38.214452] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:38.214745] [INFO ] [CONFIGURE ] APLE: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:34:38.214831] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3558 tests [2025-09-28T03:34:38.214908] [INFO ] [CONFIGURE ] APLE: Testing feature 12/29: add_obv_interval [2025-09-28T03:34:38.214982] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T03:34:38.338661] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:38.462595] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:38.585809] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:38.714727] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:38.841183] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:38.967885] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:39.097540] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:39.220209] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:39.344451] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:39.482430] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:39.482709] [INFO ] [CONFIGURE ] APLE: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:34:39.482792] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3557 tests [2025-09-28T03:34:39.482867] [INFO ] [CONFIGURE ] APLE: Testing feature 13/29: add_opening_strength [2025-09-28T03:34:39.482940] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:34:39.610293] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:39.737369] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:39.862587] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:39.988505] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:40.120301] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:40.251821] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:40.382530] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:34:40.515182] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:40.655223] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:40.795220] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:34:40.795501] [INFO ] [CONFIGURE ] APLE: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:34:40.795591] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3556 tests [2025-09-28T03:34:40.795700] [INFO ] [CONFIGURE ] APLE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:34:40.795854] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T03:34:40.931444] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:41.069365] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:41.209932] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:41.345878] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:41.486829] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:41.626306] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:41.777064] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:41.927545] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:34:42.066037] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:42.211272] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:42.211547] [INFO ] [CONFIGURE ] APLE: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:34:42.211637] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3555 tests [2025-09-28T03:34:42.211744] [INFO ] [CONFIGURE ] APLE: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:34:42.211820] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T03:34:42.330284] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:42.446862] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:42.560963] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:42.674940] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:42.793812] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:42.910671] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:43.027766] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:43.146405] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:43.262721] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:43.380317] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:43.380532] [INFO ] [CONFIGURE ] APLE: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:34:43.380613] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3554 tests [2025-09-28T03:34:43.380709] [INFO ] [CONFIGURE ] APLE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:34:43.380781] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T03:34:43.506952] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:43.631496] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:34:43.756017] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:43.877772] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:44.007763] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:44.135515] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:44.282638] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:34:44.416949] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:44.549578] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:44.678958] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:44.679173] [INFO ] [CONFIGURE ] APLE: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:34:44.679277] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3553 tests [2025-09-28T03:34:44.679355] [INFO ] [CONFIGURE ] APLE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:34:44.679457] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T03:34:44.809029] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:44.946838] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:45.080129] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:45.215949] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:45.353035] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:45.488382] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:45.632392] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:45.771859] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:45.912316] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:34:46.045322] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:34:46.045518] [INFO ] [CONFIGURE ] APLE: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:34:46.045600] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3552 tests [2025-09-28T03:34:46.045699] [INFO ] [CONFIGURE ] APLE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:34:46.045775] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T03:34:46.159407] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:46.285189] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:46.401196] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:46.518090] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:46.638073] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:46.758120] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:46.875676] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:47.002105] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:47.126302] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:47.253108] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:47.253311] [INFO ] [CONFIGURE ] APLE: KEPT add_pbf_volatility_5d (score: 90.00%) [2025-09-28T03:34:47.253393] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3551 tests [2025-09-28T03:34:47.253468] [INFO ] [CONFIGURE ] APLE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:34:47.253541] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_pbf_vs_sma_5'] [2025-09-28T03:34:47.375920] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:47.498191] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:47.625254] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:47.752911] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:47.875951] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:48.006266] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:48.125736] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:48.314288] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:48.438634] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:48.560913] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:48.561157] [INFO ] [CONFIGURE ] APLE: DISCARDED add_pbf_vs_sma_5 (score: 90.00%) [2025-09-28T03:34:48.561271] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3550 tests [2025-09-28T03:34:48.561364] [INFO ] [CONFIGURE ] APLE: Testing feature 20/29: add_price_rejection [2025-09-28T03:34:48.561451] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_price_rejection'] [2025-09-28T03:34:48.690988] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:48.823206] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:48.952779] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:49.082065] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:49.227036] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:49.362811] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:49.497869] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:49.635635] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:49.768273] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:49.900763] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:49.900970] [INFO ] [CONFIGURE ] APLE: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:34:49.901050] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3549 tests [2025-09-28T03:34:49.901206] [INFO ] [CONFIGURE ] APLE: Testing feature 21/29: add_range_position [2025-09-28T03:34:49.901293] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_range_position'] [2025-09-28T03:34:50.040664] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:50.181151] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:50.330518] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:50.475838] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:50.616470] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:50.758073] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:50.902266] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:51.045301] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:51.186330] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:51.326665] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:51.326939] [INFO ] [CONFIGURE ] APLE: DISCARDED add_range_position (score: 90.00%) [2025-09-28T03:34:51.327042] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3548 tests [2025-09-28T03:34:51.327132] [INFO ] [CONFIGURE ] APLE: Testing feature 22/29: add_realized_volatility [2025-09-28T03:34:51.327218] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_realized_volatility'] [2025-09-28T03:34:51.479935] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:51.631143] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:51.782418] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:51.956879] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:52.136487] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:52.336674] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:52.504016] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:52.660174] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:52.816254] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:52.972912] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:52.973176] [INFO ] [CONFIGURE ] APLE: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T03:34:52.973283] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3547 tests [2025-09-28T03:34:52.973374] [INFO ] [CONFIGURE ] APLE: Testing feature 23/29: add_recent_range_context [2025-09-28T03:34:52.973447] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_recent_range_context'] [2025-09-28T03:34:53.100514] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:53.227449] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:53.353970] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:53.480926] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:53.650581] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:53.784231] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:53.917881] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:54.072865] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:54.212808] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:54.346297] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:34:54.346480] [INFO ] [CONFIGURE ] APLE: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:34:54.346559] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3546 tests [2025-09-28T03:34:54.346633] [INFO ] [CONFIGURE ] APLE: Testing feature 24/29: add_rsi [2025-09-28T03:34:54.346722] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_ema', 'add_rsi'] [2025-09-28T03:34:54.497730] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:54.647553] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:34:54.795758] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:34:54.941318] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:55.085820] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:55.231922] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:55.379489] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:55.530395] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:55.685381] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:55.839541] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:55.839784] [INFO ] [CONFIGURE ] APLE: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:34:55.839889] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3545 tests [2025-09-28T03:34:55.839982] [INFO ] [CONFIGURE ] APLE: Testing feature 25/29: add_tick_distribution [2025-09-28T03:34:55.840070] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_tick_distribution'] [2025-09-28T03:34:55.974401] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:56.106096] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:56.234074] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:56.365046] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:56.503230] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:56.636043] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:56.766417] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:34:56.893824] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:57.018664] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:57.148037] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:34:57.148240] [INFO ] [CONFIGURE ] APLE: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T03:34:57.148320] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3544 tests [2025-09-28T03:34:57.148490] [INFO ] [CONFIGURE ] APLE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:34:57.148562] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_volume_momentum_confirmation'] [2025-09-28T03:34:57.277014] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:57.405810] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:57.533244] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:57.663200] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:34:57.793250] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:34:57.929199] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:58.060817] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:58.189226] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:58.318965] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:58.448125] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:58.448327] [INFO ] [CONFIGURE ] APLE: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T03:34:58.448408] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3543 tests [2025-09-28T03:34:58.448482] [INFO ] [CONFIGURE ] APLE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:34:58.448583] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_volume_price_divergence'] [2025-09-28T03:34:58.586276] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:34:58.726876] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:34:58.863420] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:34:59.002095] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:34:59.140982] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:34:59.282017] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:34:59.437866] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:34:59.580071] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:34:59.727342] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:34:59.870952] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:34:59.871240] [INFO ] [CONFIGURE ] APLE: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T03:34:59.871352] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3542 tests [2025-09-28T03:34:59.871453] [INFO ] [CONFIGURE ] APLE: Testing feature 28/29: add_volume_profile [2025-09-28T03:34:59.871545] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_volume_profile'] [2025-09-28T03:34:59.999126] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:00.127630] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:35:00.255754] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:00.385890] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:35:00.514303] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:00.642038] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:35:00.770401] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:35:00.901902] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:35:01.033490] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:01.167539] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:01.167855] [INFO ] [CONFIGURE ] APLE: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:35:01.167965] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3541 tests [2025-09-28T03:35:01.168069] [INFO ] [CONFIGURE ] APLE: Testing feature 29/29: add_vwap [2025-09-28T03:35:01.168160] [INFO ] [CONFIGURE ] APLE: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_vwap'] [2025-09-28T03:35:01.304016] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:01.439914] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:35:01.573169] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:35:01.729094] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:35:01.887359] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:02.025125] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:35:02.171606] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:02.309836] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:35:02.449187] [DEBUG] [FORECASTER] APLE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:02.586213] [DEBUG] [FORECASTER] APLE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:02.586423] [INFO ] [CONFIGURE ] APLE: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:35:02.586505] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3540 tests [2025-09-28T03:35:02.586624] [INFO ] [CONFIGURE ] APLE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:35:02.586830] [INFO ] [CONFIGURE ] APLE: Best accuracy: 90.00% [2025-09-28T03:35:02.586912] [INFO ] [CONFIGURE ] APLE: Best feature set (2 features): ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T03:35:02.587011] [INFO ] [CONFIGURE ] APLE: Improvement over baseline: 20.00% [2025-09-28T03:35:02.587083] [INFO ] [CONFIGURE ] APLE: Total time: 39.5 seconds [2025-09-28T03:35:02.587164] [INFO ] [CONFIGURE ] APLE: Average time per feature: 1.4 seconds [2025-09-28T03:35:02.587247] [INFO ] [CONFIGURE ] APLE: Average speed: 0.73 features/sec [2025-09-28T03:35:02.588375] [INFO ] [LOCAL ] Saved configuration for APLE: 2 features, 90.00% accuracy -> ./output/feature-sets/APLE.json [2025-09-28T03:35:02.588495] [INFO ] [CONFIGURE ] APLE: Configuration saved successfully: 2 features, 90.00% accuracy. [2025-09-28T03:35:02.588684] [INFO ] [sig ] [13/135] Successfully configured APLE | 0.02 sym/s | Total: 9.9m | ETA: 1.5h [2025-09-28T03:35:02.588785] [INFO ] [sig ] [14/135] Configuring APOS... [2025-09-28T03:35:02.588890] [INFO ] [CONFIGURE ] APOS: Configurate test run. [2025-09-28T03:35:02.589055] [DEBUG] [REMOTE ] Fetching historical data for symbol 'APOS' from 'https://tdm.silogroup.org/data/derivative_storage/APOS.csv'. [2025-09-28T03:35:02.830702] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'APOS'. [2025-09-28T03:35:02.831304] [INFO ] [CONFIGURE ] APOS: Testing with 29 available features [2025-09-28T03:35:02.831386] [INFO ] [CONFIGURE ] APOS: Establishing baseline with no features... [2025-09-28T03:35:02.931376] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:03.032423] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:35:03.131237] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:03.232817] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:03.333808] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:03.442783] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:03.552607] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:03.666633] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:03.777998] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:03.887734] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:35:03.887926] [INFO ] [CONFIGURE ] APOS: Baseline score (no features): 50.00% [2025-09-28T03:35:03.888036] [INFO ] [CONFIGURE ] APOS: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:35:03.888113] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:35:04.014243] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:04.136328] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:04.255986] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:04.394054] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:04.521931] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:04.647508] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:04.772452] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:35:04.897336] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:35:05.023495] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:05.153241] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:35:05.153461] [INFO ] [CONFIGURE ] APOS: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T03:35:05.153545] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3539 tests [2025-09-28T03:35:05.153730] [INFO ] [CONFIGURE ] APOS: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:35:05.153807] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:35:05.284158] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:05.415958] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:05.545030] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:05.673004] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:05.806619] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:05.953266] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:06.123560] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:06.309889] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:06.493791] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:06.689745] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:35:06.690060] [INFO ] [CONFIGURE ] APOS: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T03:35:06.690172] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3538 tests [2025-09-28T03:35:06.690286] [INFO ] [CONFIGURE ] APOS: Testing feature 3/29: add_daily_returns [2025-09-28T03:35:06.690398] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_daily_returns'] [2025-09-28T03:35:06.855388] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:06.997927] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:07.123939] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:07.246006] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:07.360673] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:07.493635] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:07.609186] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:07.728442] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:07.849659] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:07.969283] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:07.969488] [INFO ] [CONFIGURE ] APOS: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T03:35:07.969570] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3537 tests [2025-09-28T03:35:07.969692] [INFO ] [CONFIGURE ] APOS: Testing feature 4/29: add_ema [2025-09-28T03:35:07.969784] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_ema'] [2025-09-28T03:35:08.101893] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:08.234301] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:35:08.365596] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:08.504290] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:08.633786] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:08.770001] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:08.905320] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:09.041843] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:09.177636] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:09.311021] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:09.311327] [INFO ] [CONFIGURE ] APOS: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:35:09.311415] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3536 tests [2025-09-28T03:35:09.311495] [INFO ] [CONFIGURE ] APOS: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:35:09.311582] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:35:09.453891] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:09.599832] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:09.742744] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:09.883083] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:10.025135] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:10.168759] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:10.312928] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:10.455001] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:10.600038] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:10.742908] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:10.743204] [INFO ] [CONFIGURE ] APOS: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:35:10.743321] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3535 tests [2025-09-28T03:35:10.743424] [INFO ] [CONFIGURE ] APOS: Testing feature 6/29: add_failed_moves [2025-09-28T03:35:10.743513] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_failed_moves'] [2025-09-28T03:35:10.864098] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:10.985367] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:11.114704] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:11.235883] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:11.361859] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:11.487675] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:11.612285] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:11.742204] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:11.887052] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:12.012320] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:35:12.012511] [INFO ] [CONFIGURE ] APOS: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:35:12.012592] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3534 tests [2025-09-28T03:35:12.012693] [INFO ] [CONFIGURE ] APOS: Testing feature 7/29: add_lag_shelf [2025-09-28T03:35:12.012871] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_lag_shelf'] [2025-09-28T03:35:12.125295] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:12.234416] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:35:12.344958] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:12.459618] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:12.569546] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:12.683914] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:12.795734] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:12.910394] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:13.024511] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:13.138464] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:35:13.138663] [INFO ] [CONFIGURE ] APOS: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:35:13.138738] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3533 tests [2025-09-28T03:35:13.138807] [INFO ] [CONFIGURE ] APOS: Testing feature 8/29: add_macd [2025-09-28T03:35:13.138921] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:35:13.295885] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:13.450279] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:13.607366] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:13.767353] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:13.924488] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:14.080528] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:14.238184] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:14.403315] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:14.559331] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:14.713579] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:14.713806] [INFO ] [CONFIGURE ] APOS: KEPT add_macd (score: 60.00%) [2025-09-28T03:35:14.713891] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3532 tests [2025-09-28T03:35:14.713968] [INFO ] [CONFIGURE ] APOS: Testing feature 9/29: add_mfi [2025-09-28T03:35:14.714071] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T03:35:14.885039] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:15.055381] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:15.233810] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:15.413734] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:15.591271] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:15.762433] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:15.939077] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:16.109924] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:16.282083] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:16.464858] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:16.465228] [INFO ] [CONFIGURE ] APOS: DISCARDED add_mfi (score: 50.00%) [2025-09-28T03:35:16.465325] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3531 tests [2025-09-28T03:35:16.465426] [INFO ] [CONFIGURE ] APOS: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:35:16.465532] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:35:16.652277] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:16.836609] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:17.048953] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:17.266095] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:17.451176] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:17.637072] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:17.827230] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:18.040544] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:35:18.234031] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:18.443924] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:18.444190] [INFO ] [CONFIGURE ] APOS: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:35:18.444304] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3530 tests [2025-09-28T03:35:18.444397] [INFO ] [CONFIGURE ] APOS: Testing feature 11/29: add_obv_daily [2025-09-28T03:35:18.444555] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T03:35:18.609456] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:18.772429] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:18.935309] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:19.099347] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:19.270170] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:19.440781] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:19.601512] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:19.765562] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:19.932674] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:20.104162] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:20.104389] [INFO ] [CONFIGURE ] APOS: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T03:35:20.104499] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3529 tests [2025-09-28T03:35:20.104608] [INFO ] [CONFIGURE ] APOS: Testing feature 12/29: add_obv_interval [2025-09-28T03:35:20.104718] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T03:35:20.262535] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:20.428274] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:20.594074] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:20.757738] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:20.919473] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:21.076880] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:35:21.233626] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:35:21.398922] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:35:21.562527] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:21.731439] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:21.731664] [INFO ] [CONFIGURE ] APOS: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:35:21.731751] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3528 tests [2025-09-28T03:35:21.731840] [INFO ] [CONFIGURE ] APOS: Testing feature 13/29: add_opening_strength [2025-09-28T03:35:21.731955] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:35:21.928092] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:22.110736] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:22.291920] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:22.470898] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:22.651385] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:22.853435] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:23.022712] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:23.194383] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:35:23.373750] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:23.550857] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:23.551072] [INFO ] [CONFIGURE ] APOS: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T03:35:23.551156] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3527 tests [2025-09-28T03:35:23.551374] [INFO ] [CONFIGURE ] APOS: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:35:23.551455] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T03:35:23.734489] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:23.914960] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:24.094970] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:24.277951] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:24.456466] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:24.680690] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:24.880394] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:25.061405] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:25.233229] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:25.411273] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:25.411509] [INFO ] [CONFIGURE ] APOS: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T03:35:25.411593] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3526 tests [2025-09-28T03:35:25.411784] [INFO ] [CONFIGURE ] APOS: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:35:25.411866] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T03:35:25.565524] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:25.722659] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:25.880409] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:26.043725] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:26.205467] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:26.368153] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:26.528091] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:26.689141] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:26.848237] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:27.008039] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:27.008245] [INFO ] [CONFIGURE ] APOS: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:35:27.008324] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3525 tests [2025-09-28T03:35:27.008482] [INFO ] [CONFIGURE ] APOS: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:35:27.008555] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T03:35:27.160635] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:27.320094] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:27.475905] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:27.638953] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:27.809924] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:27.967251] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:28.135607] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:28.299582] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:28.459177] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:28.631297] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:28.631675] [INFO ] [CONFIGURE ] APOS: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:35:28.631761] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3524 tests [2025-09-28T03:35:28.631921] [INFO ] [CONFIGURE ] APOS: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:35:28.632007] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T03:35:28.801139] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:28.964171] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:29.131309] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:29.319798] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:29.492088] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:29.658314] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:29.839105] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:30.019922] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:30.193896] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:30.368176] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:30.368431] [INFO ] [CONFIGURE ] APOS: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:35:30.368594] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3523 tests [2025-09-28T03:35:30.368896] [INFO ] [CONFIGURE ] APOS: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:35:30.368977] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T03:35:30.525333] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:30.680169] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:30.843198] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:31.001222] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:31.157309] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:31.320295] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:31.483086] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:31.645306] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:31.807064] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:31.971601] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:31.971862] [INFO ] [CONFIGURE ] APOS: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:35:31.971945] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3522 tests [2025-09-28T03:35:31.972021] [INFO ] [CONFIGURE ] APOS: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:35:31.972126] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_vs_sma_5'] [2025-09-28T03:35:32.130491] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:32.291584] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:32.457379] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:32.616279] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:32.777385] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:32.933333] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:33.088437] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:33.245205] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:33.405569] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:33.567858] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:33.568068] [INFO ] [CONFIGURE ] APOS: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:35:33.568230] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3521 tests [2025-09-28T03:35:33.568312] [INFO ] [CONFIGURE ] APOS: Testing feature 20/29: add_price_rejection [2025-09-28T03:35:33.568384] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_price_rejection'] [2025-09-28T03:35:33.733778] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:33.900954] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:34.083385] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:34.262489] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:34.446060] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:34.622609] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:34.814056] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:35.002340] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:35:35.181473] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:35.370245] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:35.370502] [INFO ] [CONFIGURE ] APOS: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:35:35.370640] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3520 tests [2025-09-28T03:35:35.370744] [INFO ] [CONFIGURE ] APOS: Testing feature 21/29: add_range_position [2025-09-28T03:35:35.370840] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_range_position'] [2025-09-28T03:35:35.542064] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:35.716355] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:35.888516] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:36.063723] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:36.242500] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:36.407521] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:36.571913] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:36.741761] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:36.905081] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:37.073389] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:37.073600] [INFO ] [CONFIGURE ] APOS: DISCARDED add_range_position (score: 60.00%) [2025-09-28T03:35:37.073703] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3519 tests [2025-09-28T03:35:37.073778] [INFO ] [CONFIGURE ] APOS: Testing feature 22/29: add_realized_volatility [2025-09-28T03:35:37.073880] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_realized_volatility'] [2025-09-28T03:35:37.264662] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:37.459073] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:37.653456] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:37.843278] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:38.031588] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:38.223293] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:38.422416] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:38.618737] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:38.816167] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:39.019226] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:39.019498] [INFO ] [CONFIGURE ] APOS: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:35:39.019596] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3518 tests [2025-09-28T03:35:39.019703] [INFO ] [CONFIGURE ] APOS: Testing feature 23/29: add_recent_range_context [2025-09-28T03:35:39.019854] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_recent_range_context'] [2025-09-28T03:35:39.183336] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:39.344049] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:39.518005] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:39.705758] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:39.875393] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:40.045640] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:40.216507] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:40.387428] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:40.564871] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:40.735891] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:40.736107] [INFO ] [CONFIGURE ] APOS: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:35:40.736287] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3517 tests [2025-09-28T03:35:40.736454] [INFO ] [CONFIGURE ] APOS: Testing feature 24/29: add_rsi [2025-09-28T03:35:40.736556] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_ema', 'add_rsi'] [2025-09-28T03:35:40.915755] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:41.100049] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:41.280075] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:41.459585] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:41.652024] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:41.836098] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:42.017783] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:42.205554] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:42.389171] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:42.580174] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:42.580435] [INFO ] [CONFIGURE ] APOS: DISCARDED add_rsi (score: 50.00%) [2025-09-28T03:35:42.580517] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3516 tests [2025-09-28T03:35:42.580694] [INFO ] [CONFIGURE ] APOS: Testing feature 25/29: add_tick_distribution [2025-09-28T03:35:42.580754] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_tick_distribution'] [2025-09-28T03:35:42.740887] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:42.898835] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:43.050976] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:43.206385] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:43.366111] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:43.525097] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:43.709062] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:43.872703] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:44.026977] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:44.185943] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:44.186149] [INFO ] [CONFIGURE ] APOS: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T03:35:44.186230] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3515 tests [2025-09-28T03:35:44.186389] [INFO ] [CONFIGURE ] APOS: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:35:44.186480] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_volume_momentum_confirmation'] [2025-09-28T03:35:44.350271] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:44.513810] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:44.672994] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:44.837915] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:44.999404] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:35:45.161988] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:45.326130] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:35:45.491600] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:45.660597] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:45.827344] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:45.827541] [INFO ] [CONFIGURE ] APOS: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:35:45.827725] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3514 tests [2025-09-28T03:35:45.827810] [INFO ] [CONFIGURE ] APOS: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:35:45.827915] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_volume_price_divergence'] [2025-09-28T03:35:46.012378] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:35:46.178735] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:46.351611] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:46.526598] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:46.694844] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:46.864336] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:47.039958] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:35:47.212968] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:47.390816] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:47.569183] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:47.569452] [INFO ] [CONFIGURE ] APOS: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:35:47.569563] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3513 tests [2025-09-28T03:35:47.569683] [INFO ] [CONFIGURE ] APOS: Testing feature 28/29: add_volume_profile [2025-09-28T03:35:47.569774] [INFO ] [CONFIGURE ] APOS: Testing with features: ['add_vwap', 'add_macd', 'add_volume_profile'] [2025-09-28T03:35:47.738920] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:35:47.899519] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:35:48.058120] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:48.216138] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:48.375943] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:35:48.535429] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:35:48.695740] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:35:48.870442] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:35:49.039381] [DEBUG] [FORECASTER] APOS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:49.213396] [DEBUG] [FORECASTER] APOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:35:49.213746] [INFO ] [CONFIGURE ] APOS: KEPT add_volume_profile (score: 70.00%) [2025-09-28T03:35:49.213868] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3512 tests [2025-09-28T03:35:49.214062] [INFO ] [CONFIGURE ] APOS: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:35:49.214143] [INFO ] [CONFIGURE ] APOS: Best accuracy: 70.00% [2025-09-28T03:35:49.214220] [INFO ] [CONFIGURE ] APOS: Best feature set (3 features): ['add_vwap', 'add_macd', 'add_volume_profile'] [2025-09-28T03:35:49.214309] [INFO ] [CONFIGURE ] APOS: Improvement over baseline: 20.00% [2025-09-28T03:35:49.214396] [INFO ] [CONFIGURE ] APOS: Total time: 45.3 seconds [2025-09-28T03:35:49.214481] [INFO ] [CONFIGURE ] APOS: Average time per feature: 1.6 seconds [2025-09-28T03:35:49.214571] [INFO ] [CONFIGURE ] APOS: Average speed: 0.64 features/sec [2025-09-28T03:35:49.215753] [INFO ] [LOCAL ] Saved configuration for APOS: 3 features, 70.00% accuracy -> ./output/feature-sets/APOS.json [2025-09-28T03:35:49.215837] [INFO ] [CONFIGURE ] APOS: Configuration saved successfully: 3 features, 70.00% accuracy. [2025-09-28T03:35:49.216061] [INFO ] [sig ] [14/135] Successfully configured APOS | 0.02 sym/s | Total: 10.7m | ETA: 1.5h [2025-09-28T03:35:49.216163] [INFO ] [sig ] [15/135] Configuring ARDT... [2025-09-28T03:35:49.216255] [INFO ] [CONFIGURE ] ARDT: Configurate test run. [2025-09-28T03:35:49.216359] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ARDT' from 'https://tdm.silogroup.org/data/derivative_storage/ARDT.csv'. [2025-09-28T03:35:49.246847] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ARDT'. [2025-09-28T03:35:49.247748] [INFO ] [CONFIGURE ] ARDT: Testing with 29 available features [2025-09-28T03:35:49.247831] [INFO ] [CONFIGURE ] ARDT: Establishing baseline with no features... [2025-09-28T03:35:49.366683] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:35:49.484889] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:35:49.603183] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:35:49.731175] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:49.849620] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:35:49.998457] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:35:50.118393] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:35:50.236586] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:35:50.361873] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:35:50.486233] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:35:50.486494] [INFO ] [CONFIGURE ] ARDT: Baseline score (no features): 40.00% [2025-09-28T03:35:50.486594] [INFO ] [CONFIGURE ] ARDT: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:35:50.486698] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:35:50.617322] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:35:50.747027] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:35:50.877141] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:51.013993] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:51.164522] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:35:51.298353] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:35:51.432162] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:35:51.565692] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:35:51.699896] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:51.836514] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:35:51.836818] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_bollinger_bands (score: 20.00%) [2025-09-28T03:35:51.836905] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3511 tests [2025-09-28T03:35:51.836983] [INFO ] [CONFIGURE ] ARDT: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:35:51.837061] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:35:51.976168] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:35:52.116192] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:35:52.261820] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:35:52.405458] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:52.548122] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:35:52.782067] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:35:52.922111] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:35:53.066916] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:35:53.207232] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:53.346664] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:35:53.346957] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T03:35:53.347044] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3510 tests [2025-09-28T03:35:53.347122] [INFO ] [CONFIGURE ] ARDT: Testing feature 3/29: add_daily_returns [2025-09-28T03:35:53.347308] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns'] [2025-09-28T03:35:53.467832] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:35:53.588404] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:35:53.712182] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:35:53.846974] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:53.977992] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:35:54.108178] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:35:54.235034] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:35:54.361382] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:35:54.485403] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:54.607139] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:35:54.607345] [INFO ] [CONFIGURE ] ARDT: KEPT add_daily_returns (score: 50.00%) [2025-09-28T03:35:54.607426] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3509 tests [2025-09-28T03:35:54.607582] [INFO ] [CONFIGURE ] ARDT: Testing feature 4/29: add_ema [2025-09-28T03:35:54.607676] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T03:35:54.740741] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:35:54.874858] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:35:55.011012] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:35:55.144608] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:55.280830] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:35:55.425275] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:35:55.571193] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:35:55.717414] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:35:55.857676] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:55.996077] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:35:55.996288] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_ema (score: 40.00%) [2025-09-28T03:35:55.996396] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3508 tests [2025-09-28T03:35:55.996484] [INFO ] [CONFIGURE ] ARDT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:35:55.996571] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:35:56.143412] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:35:56.292489] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:35:56.441034] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:35:56.586943] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:56.730927] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:35:56.873239] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:35:57.020391] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:35:57.170929] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:35:57.316123] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:57.460668] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:35:57.460892] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T03:35:57.460983] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3507 tests [2025-09-28T03:35:57.461149] [INFO ] [CONFIGURE ] ARDT: Testing feature 6/29: add_failed_moves [2025-09-28T03:35:57.461263] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T03:35:57.582259] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:35:57.700595] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:35:57.818587] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:35:57.934817] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:58.054254] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:35:58.175149] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:35:58.295663] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:35:58.415783] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:35:58.537977] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:35:58.664100] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:35:58.664312] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:35:58.664478] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3506 tests [2025-09-28T03:35:58.664578] [INFO ] [CONFIGURE ] ARDT: Testing feature 7/29: add_lag_shelf [2025-09-28T03:35:58.664686] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:35:58.775911] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:35:58.894398] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:35:59.017005] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:35:59.141697] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:35:59.313372] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:35:59.497409] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:35:59.663137] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:35:59.829530] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:35:59.976009] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:00.105020] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:00.105345] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:36:00.105454] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3505 tests [2025-09-28T03:36:00.105562] [INFO ] [CONFIGURE ] ARDT: Testing feature 8/29: add_macd [2025-09-28T03:36:00.105638] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:36:00.275528] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:00.436358] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:00.602753] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:00.769484] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:00.934821] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:01.098264] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:01.270639] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:01.444874] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:01.613967] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:01.781102] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:01.781356] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_macd (score: 30.00%) [2025-09-28T03:36:01.781442] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3504 tests [2025-09-28T03:36:01.781522] [INFO ] [CONFIGURE ] ARDT: Testing feature 9/29: add_mfi [2025-09-28T03:36:01.781618] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T03:36:01.920018] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:02.056559] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:02.199075] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:02.335261] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:02.474267] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:02.611397] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:02.748029] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:02.885999] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:03.020748] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:03.157635] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:03.157919] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_mfi (score: 40.00%) [2025-09-28T03:36:03.158006] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3503 tests [2025-09-28T03:36:03.158081] [INFO ] [CONFIGURE ] ARDT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:36:03.158153] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:36:03.307928] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:03.460122] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:03.617756] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:03.768461] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:03.919118] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:04.070451] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:04.222181] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:04.370359] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:04.528319] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:04.685010] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:04.685251] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T03:36:04.685335] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3502 tests [2025-09-28T03:36:04.685442] [INFO ] [CONFIGURE ] ARDT: Testing feature 11/29: add_obv_daily [2025-09-28T03:36:04.685525] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T03:36:04.819851] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:04.942730] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:05.066525] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:05.190032] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:05.318852] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:05.448810] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:05.580843] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:05.717253] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:05.845703] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:05.972627] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:05.972843] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T03:36:05.972924] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3501 tests [2025-09-28T03:36:05.973028] [INFO ] [CONFIGURE ] ARDT: Testing feature 12/29: add_obv_interval [2025-09-28T03:36:05.973103] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T03:36:06.095003] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:06.214310] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:06.334766] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:06.454267] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:06.579597] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:06.704666] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:06.825726] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:06.950127] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:07.072936] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:07.197130] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:07.197393] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:36:07.197492] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3500 tests [2025-09-28T03:36:07.197584] [INFO ] [CONFIGURE ] ARDT: Testing feature 13/29: add_opening_strength [2025-09-28T03:36:07.197683] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:36:07.333314] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:07.466480] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:07.600082] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:07.733435] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:07.879938] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:36:08.039801] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:08.201409] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:08.354718] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:08.495136] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:08.652369] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:08.652672] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T03:36:08.652763] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3499 tests [2025-09-28T03:36:08.652856] [INFO ] [CONFIGURE ] ARDT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:36:08.653143] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T03:36:08.845817] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:08.992022] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:09.137163] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:09.277120] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:09.425173] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:09.572169] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:36:09.706457] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:09.846613] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:09.988246] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:10.128703] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:10.128928] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T03:36:10.129010] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3498 tests [2025-09-28T03:36:10.129084] [INFO ] [CONFIGURE ] ARDT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:36:10.129132] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T03:36:10.245835] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:10.367099] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:10.488444] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:10.607298] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:10.727179] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:10.848758] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:10.971059] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:11.093725] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:11.217272] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:11.352403] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:11.352691] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T03:36:11.352780] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3497 tests [2025-09-28T03:36:11.352871] [INFO ] [CONFIGURE ] ARDT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:36:11.352928] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T03:36:11.484116] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:11.621110] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:11.753006] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:11.881559] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:12.010854] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:12.140421] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:12.273281] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:12.406599] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:12.539144] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:12.674061] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:12.674310] [INFO ] [CONFIGURE ] ARDT: KEPT add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:36:12.674395] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3496 tests [2025-09-28T03:36:12.674469] [INFO ] [CONFIGURE ] ARDT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:36:12.674542] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d'] [2025-09-28T03:36:12.815372] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:12.958114] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:13.121226] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:13.292752] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:13.440609] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:13.588744] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:36:13.740032] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:13.897218] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:14.041195] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:14.186465] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:14.186714] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T03:36:14.186814] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3495 tests [2025-09-28T03:36:14.186888] [INFO ] [CONFIGURE ] ARDT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:36:14.186936] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_volatility_5d'] [2025-09-28T03:36:14.320088] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:14.461506] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:14.595322] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:14.728557] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:14.859788] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:15.005950] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:15.138626] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:15.270252] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:15.403801] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:15.538342] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:15.538573] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:36:15.538696] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3494 tests [2025-09-28T03:36:15.538783] [INFO ] [CONFIGURE ] ARDT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:36:15.538868] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5'] [2025-09-28T03:36:15.671257] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:15.813252] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:15.942415] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:16.072920] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:16.206239] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:16.346668] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:36:16.483062] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:16.637209] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:16.778444] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:16.912612] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:16.912830] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T03:36:16.912912] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3493 tests [2025-09-28T03:36:16.912987] [INFO ] [CONFIGURE ] ARDT: Testing feature 20/29: add_price_rejection [2025-09-28T03:36:16.913060] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_price_rejection'] [2025-09-28T03:36:17.049323] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:17.185400] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:17.322723] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:17.491556] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:17.760094] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:18.041183] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:18.314346] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:18.580255] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:18.850019] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:19.081740] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:19.081982] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:36:19.082072] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3492 tests [2025-09-28T03:36:19.082161] [INFO ] [CONFIGURE ] ARDT: Testing feature 21/29: add_range_position [2025-09-28T03:36:19.082246] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_range_position'] [2025-09-28T03:36:19.248174] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:19.402933] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:19.554827] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:19.715718] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:19.872843] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:20.028991] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:20.189324] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:20.361311] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:20.515265] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:36:20.670472] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:20.670695] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_range_position (score: 40.00%) [2025-09-28T03:36:20.670779] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3491 tests [2025-09-28T03:36:20.670855] [INFO ] [CONFIGURE ] ARDT: Testing feature 22/29: add_realized_volatility [2025-09-28T03:36:20.670905] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_realized_volatility'] [2025-09-28T03:36:20.839483] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:21.003180] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:21.170731] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:21.338272] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:21.508088] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:21.676555] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:21.847241] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:22.024630] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:22.197940] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:22.370658] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:22.370878] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:36:22.370962] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3490 tests [2025-09-28T03:36:22.371039] [INFO ] [CONFIGURE ] ARDT: Testing feature 23/29: add_recent_range_context [2025-09-28T03:36:22.371113] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_recent_range_context'] [2025-09-28T03:36:22.510964] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:22.658170] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:22.810351] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:22.951163] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:23.092738] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:23.234415] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:36:23.378860] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:23.526872] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:23.678280] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:23.826830] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:23.827054] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T03:36:23.827135] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3489 tests [2025-09-28T03:36:23.827213] [INFO ] [CONFIGURE ] ARDT: Testing feature 24/29: add_rsi [2025-09-28T03:36:23.827292] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_ema', 'add_rsi'] [2025-09-28T03:36:23.987930] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:24.159221] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:24.331886] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:24.508280] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:24.682256] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:24.854165] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:36:25.033079] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:25.196243] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:25.361345] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:25.528702] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:25.528973] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_rsi (score: 30.00%) [2025-09-28T03:36:25.529060] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3488 tests [2025-09-28T03:36:25.529140] [INFO ] [CONFIGURE ] ARDT: Testing feature 25/29: add_tick_distribution [2025-09-28T03:36:25.529215] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_tick_distribution'] [2025-09-28T03:36:25.669845] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:25.805366] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:25.945017] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:26.081672] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:26.217460] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:26.359073] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:26.507096] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:26.655619] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:26.803276] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:36:26.951002] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:26.951206] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T03:36:26.951290] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3487 tests [2025-09-28T03:36:26.951365] [INFO ] [CONFIGURE ] ARDT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:36:26.951440] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_volume_momentum_confirmation'] [2025-09-28T03:36:27.098515] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:27.238099] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:27.386510] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:27.536226] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:27.688367] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:27.883813] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:28.028833] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:28.172966] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:28.317267] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:36:28.474306] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:28.474550] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T03:36:28.474674] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3486 tests [2025-09-28T03:36:28.474766] [INFO ] [CONFIGURE ] ARDT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:36:28.474850] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_volume_price_divergence'] [2025-09-28T03:36:28.627907] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:28.779594] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:28.928335] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:29.089615] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:29.237099] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:29.385385] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:36:29.541903] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:29.690158] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:29.840401] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:36:29.988958] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:29.989192] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T03:36:29.989275] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3485 tests [2025-09-28T03:36:29.989350] [INFO ] [CONFIGURE ] ARDT: Testing feature 28/29: add_volume_profile [2025-09-28T03:36:29.989423] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_volume_profile'] [2025-09-28T03:36:30.129952] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:30.273488] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:30.408660] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:30.542604] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:36:30.686542] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:36:30.829559] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:36:30.966080] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:31.104572] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:31.243316] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:31.381914] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:31.382121] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T03:36:31.382200] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3484 tests [2025-09-28T03:36:31.382274] [INFO ] [CONFIGURE ] ARDT: Testing feature 29/29: add_vwap [2025-09-28T03:36:31.382347] [INFO ] [CONFIGURE ] ARDT: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_vwap'] [2025-09-28T03:36:31.520007] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:31.665600] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:31.816037] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:31.961509] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:32.106335] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:36:32.259990] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:36:32.413860] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:32.567531] [DEBUG] [FORECASTER] ARDT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:36:32.712839] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:36:32.863343] [DEBUG] [FORECASTER] ARDT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:32.863569] [INFO ] [CONFIGURE ] ARDT: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:36:32.863706] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3483 tests [2025-09-28T03:36:32.863814] [INFO ] [CONFIGURE ] ARDT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:36:32.863931] [INFO ] [CONFIGURE ] ARDT: Best accuracy: 60.00% [2025-09-28T03:36:32.864009] [INFO ] [CONFIGURE ] ARDT: Best feature set (2 features): ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T03:36:32.864079] [INFO ] [CONFIGURE ] ARDT: Improvement over baseline: 20.00% [2025-09-28T03:36:32.864153] [INFO ] [CONFIGURE ] ARDT: Total time: 42.4 seconds [2025-09-28T03:36:32.864225] [INFO ] [CONFIGURE ] ARDT: Average time per feature: 1.5 seconds [2025-09-28T03:36:32.864295] [INFO ] [CONFIGURE ] ARDT: Average speed: 0.68 features/sec [2025-09-28T03:36:32.865233] [INFO ] [LOCAL ] Saved configuration for ARDT: 2 features, 60.00% accuracy -> ./output/feature-sets/ARDT.json [2025-09-28T03:36:32.865323] [INFO ] [CONFIGURE ] ARDT: Configuration saved successfully: 2 features, 60.00% accuracy. [2025-09-28T03:36:32.865440] [INFO ] [sig ] [15/135] Successfully configured ARDT | 0.02 sym/s | Total: 11.4m | ETA: 1.5h [2025-09-28T03:36:32.865549] [INFO ] [sig ] [16/135] Configuring ARIS... [2025-09-28T03:36:32.865659] [INFO ] [CONFIGURE ] ARIS: Configurate test run. [2025-09-28T03:36:32.865784] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ARIS' from 'https://tdm.silogroup.org/data/derivative_storage/ARIS.csv'. [2025-09-28T03:36:33.208278] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ARIS'. [2025-09-28T03:36:33.208888] [INFO ] [CONFIGURE ] ARIS: Testing with 29 available features [2025-09-28T03:36:33.208968] [INFO ] [CONFIGURE ] ARIS: Establishing baseline with no features... [2025-09-28T03:36:33.319102] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:33.427883] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:33.536480] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:33.645027] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:36:33.753057] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:33.863738] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:33.972637] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:34.081484] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:34.192364] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:34.302204] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:34.302388] [INFO ] [CONFIGURE ] ARIS: Baseline score (no features): 40.00% [2025-09-28T03:36:34.302468] [INFO ] [CONFIGURE ] ARIS: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:36:34.302541] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:36:34.423624] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:34.543577] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:34.666482] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:34.803851] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:36:34.952793] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:35.091220] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:35.214779] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:35.335636] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:35.457987] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:35.582976] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:35.583191] [INFO ] [CONFIGURE ] ARIS: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T03:36:35.583273] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3482 tests [2025-09-28T03:36:35.583345] [INFO ] [CONFIGURE ] ARIS: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:36:35.583392] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:36:35.720944] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:35.861542] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:36.003040] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:36.143370] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:36:36.284636] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:36.431544] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:36:36.578058] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:36.724200] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:36.965401] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:37.210518] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:37.210761] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T03:36:37.210845] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3481 tests [2025-09-28T03:36:37.210921] [INFO ] [CONFIGURE ] ARIS: Testing feature 3/29: add_daily_returns [2025-09-28T03:36:37.210996] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:36:37.337208] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:37.467630] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:37.594767] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:37.724806] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:37.856964] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:37.989099] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:36:38.119593] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:38.246809] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:38.376567] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:38.509632] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:38.509870] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T03:36:38.509953] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3480 tests [2025-09-28T03:36:38.510029] [INFO ] [CONFIGURE ] ARIS: Testing feature 4/29: add_ema [2025-09-28T03:36:38.510102] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:36:38.655116] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:38.804197] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:38.950675] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:39.097606] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:39.244250] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:39.394002] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:39.549693] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:36:39.705179] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:39.858180] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:36:40.008234] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:40.008444] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_ema (score: 40.00%) [2025-09-28T03:36:40.008526] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3479 tests [2025-09-28T03:36:40.008600] [INFO ] [CONFIGURE ] ARIS: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:36:40.008830] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:36:40.161799] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:36:40.310935] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:40.460149] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:40.615467] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:40.769514] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:40.925184] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:36:41.085171] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:41.241241] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:41.403586] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:41.562733] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:41.562959] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:36:41.563041] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3478 tests [2025-09-28T03:36:41.563118] [INFO ] [CONFIGURE ] ARIS: Testing feature 6/29: add_failed_moves [2025-09-28T03:36:41.563239] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T03:36:41.694282] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:41.820715] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:41.948546] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:42.077601] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:36:42.214512] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:42.345905] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:42.480205] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:42.614086] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:42.746437] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:42.889381] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:42.889731] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:36:42.889816] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3477 tests [2025-09-28T03:36:42.889892] [INFO ] [CONFIGURE ] ARIS: Testing feature 7/29: add_lag_shelf [2025-09-28T03:36:42.889965] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T03:36:43.011933] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:43.135676] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:43.257455] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:43.381865] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:43.510883] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:43.641127] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:43.769527] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:43.896547] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:44.027154] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:44.153623] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:44.153834] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_lag_shelf (score: 40.00%) [2025-09-28T03:36:44.153915] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3476 tests [2025-09-28T03:36:44.153989] [INFO ] [CONFIGURE ] ARIS: Testing feature 8/29: add_macd [2025-09-28T03:36:44.154061] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T03:36:44.311438] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:44.468270] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:44.627096] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:44.785144] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:36:44.943766] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:36:45.102735] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:36:45.265618] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:45.435346] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:45.614496] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:45.780139] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:45.780366] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_macd (score: 30.00%) [2025-09-28T03:36:45.780448] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3475 tests [2025-09-28T03:36:45.780525] [INFO ] [CONFIGURE ] ARIS: Testing feature 9/29: add_mfi [2025-09-28T03:36:45.780599] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T03:36:45.922639] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:46.062869] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:46.196542] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:46.330389] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:46.467838] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:46.603404] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:46.738875] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:46.875002] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:47.011858] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:36:47.152126] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:47.152342] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_mfi (score: 30.00%) [2025-09-28T03:36:47.152422] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3474 tests [2025-09-28T03:36:47.152497] [INFO ] [CONFIGURE ] ARIS: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:36:47.152724] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:36:47.308082] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:47.466633] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:47.630827] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:47.792061] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:47.974870] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:48.152765] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:48.345307] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:48.540570] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:48.747991] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:48.910536] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:48.910798] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_momentum_acceleration (score: 30.00%) [2025-09-28T03:36:48.910894] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3473 tests [2025-09-28T03:36:48.910990] [INFO ] [CONFIGURE ] ARIS: Testing feature 11/29: add_obv_daily [2025-09-28T03:36:48.911079] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T03:36:49.038594] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:49.166926] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:49.298211] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:49.435188] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:49.574981] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:49.708931] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:36:49.840306] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:49.975251] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:50.114987] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:50.253858] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:50.254081] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T03:36:50.254164] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3472 tests [2025-09-28T03:36:50.254262] [INFO ] [CONFIGURE ] ARIS: Testing feature 12/29: add_obv_interval [2025-09-28T03:36:50.254361] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T03:36:50.381248] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:50.510233] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:50.638561] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:50.766157] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:36:50.903566] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:51.037940] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:51.169806] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:51.300038] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:51.431408] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:51.564536] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:51.564744] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:36:51.564824] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3471 tests [2025-09-28T03:36:51.564899] [INFO ] [CONFIGURE ] ARIS: Testing feature 13/29: add_opening_strength [2025-09-28T03:36:51.564971] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:36:51.699435] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:51.835365] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:51.972206] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:52.121159] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:52.257363] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:52.401745] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:52.545946] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:52.689957] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:52.833780] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:52.978921] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:52.979136] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_opening_strength (score: 20.00%) [2025-09-28T03:36:52.979220] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3470 tests [2025-09-28T03:36:52.979295] [INFO ] [CONFIGURE ] ARIS: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:36:52.979368] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T03:36:53.124009] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:53.270192] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:53.418484] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:53.568487] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:36:53.714591] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:53.860440] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:36:54.011881] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:54.161119] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:54.307040] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:54.457166] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:54.457376] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T03:36:54.457456] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3469 tests [2025-09-28T03:36:54.457538] [INFO ] [CONFIGURE ] ARIS: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:36:54.457618] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T03:36:54.579333] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:54.698612] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:54.819274] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:54.940097] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:55.062116] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:55.192449] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:55.324089] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:55.455423] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:55.587560] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:55.725495] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:55.725716] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_pbf_morning_momentum (score: 30.00%) [2025-09-28T03:36:55.725798] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3468 tests [2025-09-28T03:36:55.725875] [INFO ] [CONFIGURE ] ARIS: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:36:55.725947] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T03:36:55.861556] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:55.997875] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:56.136146] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:56.275924] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:56.408419] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:56.575213] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:36:56.751036] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:56.893350] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:57.029856] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:36:57.167987] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:36:57.168200] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_pbf_overnight_gap (score: 30.00%) [2025-09-28T03:36:57.168309] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3467 tests [2025-09-28T03:36:57.168391] [INFO ] [CONFIGURE ] ARIS: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:36:57.168466] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T03:36:57.306481] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:57.444537] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:36:57.589864] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:57.729044] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:57.868147] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:58.011733] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:36:58.150112] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:58.289434] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:58.435503] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:36:58.591703] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:58.591993] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_pbf_return_2d (score: 20.00%) [2025-09-28T03:36:58.592084] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3466 tests [2025-09-28T03:36:58.592163] [INFO ] [CONFIGURE ] ARIS: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:36:58.592288] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T03:36:58.721527] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:36:58.852012] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:36:58.979572] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:36:59.106700] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:36:59.234291] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:36:59.360584] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:36:59.486203] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:36:59.612513] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:36:59.745285] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:36:59.879302] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:36:59.879502] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:36:59.879581] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3465 tests [2025-09-28T03:36:59.879680] [INFO ] [CONFIGURE ] ARIS: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:36:59.879863] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T03:37:00.004583] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:00.127972] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:37:00.256933] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:00.388485] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:00.519754] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:00.651829] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:37:00.785972] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:37:00.923289] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:01.057237] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:37:01.193473] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:01.193733] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_pbf_vs_sma_5 (score: 30.00%) [2025-09-28T03:37:01.193819] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3464 tests [2025-09-28T03:37:01.193898] [INFO ] [CONFIGURE ] ARIS: Testing feature 20/29: add_price_rejection [2025-09-28T03:37:01.193973] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T03:37:01.338090] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:01.476453] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:37:01.623299] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:01.769866] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:01.912906] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:02.051494] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:37:02.228069] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:37:02.369739] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:02.509009] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:37:02.645831] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:02.646046] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_price_rejection (score: 30.00%) [2025-09-28T03:37:02.646127] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3463 tests [2025-09-28T03:37:02.646201] [INFO ] [CONFIGURE ] ARIS: Testing feature 21/29: add_range_position [2025-09-28T03:37:02.646274] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T03:37:02.794446] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:02.941294] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:37:03.092197] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:03.244990] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:03.408477] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:03.568840] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:37:03.729255] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:37:03.884327] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:04.035864] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:37:04.193632] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:04.193901] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_range_position (score: 30.00%) [2025-09-28T03:37:04.193989] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3462 tests [2025-09-28T03:37:04.194067] [INFO ] [CONFIGURE ] ARIS: Testing feature 22/29: add_realized_volatility [2025-09-28T03:37:04.194183] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T03:37:04.364591] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:04.529734] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:37:04.697426] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:04.865474] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:05.036225] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:05.206073] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:37:05.374943] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:37:05.541600] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:05.712472] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:37:05.881752] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:05.881973] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T03:37:05.882058] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3461 tests [2025-09-28T03:37:05.882226] [INFO ] [CONFIGURE ] ARIS: Testing feature 23/29: add_recent_range_context [2025-09-28T03:37:05.882314] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T03:37:06.025244] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:06.204503] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:37:06.388489] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:06.571486] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:06.751183] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:06.893944] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:37:07.033548] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:37:07.174968] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:07.313905] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:37:07.450832] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:07.451023] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_recent_range_context (score: 30.00%) [2025-09-28T03:37:07.451103] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3460 tests [2025-09-28T03:37:07.451263] [INFO ] [CONFIGURE ] ARIS: Testing feature 24/29: add_rsi [2025-09-28T03:37:07.451334] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T03:37:07.603977] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:07.761389] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:37:07.923905] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:08.081400] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:08.239496] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:08.398726] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:37:08.559883] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:37:08.723617] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:08.883841] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:37:09.053982] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:09.054182] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_rsi (score: 40.00%) [2025-09-28T03:37:09.054280] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3459 tests [2025-09-28T03:37:09.054458] [INFO ] [CONFIGURE ] ARIS: Testing feature 25/29: add_tick_distribution [2025-09-28T03:37:09.054558] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T03:37:09.194176] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:09.338253] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:37:09.488736] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:09.645761] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:37:09.812784] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:10.006737] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:37:10.188894] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:37:10.369679] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:10.553913] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:37:10.702980] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:10.703233] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T03:37:10.703366] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3458 tests [2025-09-28T03:37:10.703446] [INFO ] [CONFIGURE ] ARIS: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:37:10.703533] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T03:37:10.846638] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:10.975674] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:37:11.107698] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:11.241077] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:37:11.374439] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:11.514926] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:37:11.654216] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:37:11.787928] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:11.924664] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:37:12.058240] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:12.058452] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T03:37:12.058531] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3457 tests [2025-09-28T03:37:12.058704] [INFO ] [CONFIGURE ] ARIS: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:37:12.058774] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T03:37:12.207395] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:12.360932] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:37:12.500926] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:12.643583] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:37:12.789203] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:12.941520] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:37:13.081588] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:37:13.221089] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:13.365937] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:37:13.515066] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:37:13.515318] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_volume_price_divergence (score: 30.00%) [2025-09-28T03:37:13.515435] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3456 tests [2025-09-28T03:37:13.515536] [INFO ] [CONFIGURE ] ARIS: Testing feature 28/29: add_volume_profile [2025-09-28T03:37:13.515627] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T03:37:13.647861] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:13.782008] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:37:13.916097] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:14.053441] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:14.189736] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:14.328145] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:37:14.468305] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:37:14.612810] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:14.747520] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:37:14.885827] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:14.886015] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_volume_profile (score: 30.00%) [2025-09-28T03:37:14.886117] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3455 tests [2025-09-28T03:37:14.886252] [INFO ] [CONFIGURE ] ARIS: Testing feature 29/29: add_vwap [2025-09-28T03:37:14.886331] [INFO ] [CONFIGURE ] ARIS: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T03:37:15.022528] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:37:15.159001] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:37:15.300949] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:15.437418] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:37:15.577026] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:37:15.713989] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:37:15.850314] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:37:15.988077] [DEBUG] [FORECASTER] ARIS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:37:16.126161] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:37:16.269379] [DEBUG] [FORECASTER] ARIS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:37:16.269596] [INFO ] [CONFIGURE ] ARIS: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:37:16.269723] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3454 tests [2025-09-28T03:37:16.269925] [INFO ] [CONFIGURE ] ARIS: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:37:16.270022] [INFO ] [CONFIGURE ] ARIS: Best accuracy: 50.00% [2025-09-28T03:37:16.270112] [INFO ] [CONFIGURE ] ARIS: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T03:37:16.270199] [INFO ] [CONFIGURE ] ARIS: Improvement over baseline: 10.00% [2025-09-28T03:37:16.270287] [INFO ] [CONFIGURE ] ARIS: Total time: 42.0 seconds [2025-09-28T03:37:16.270383] [INFO ] [CONFIGURE ] ARIS: Average time per feature: 1.4 seconds [2025-09-28T03:37:16.270478] [INFO ] [CONFIGURE ] ARIS: Average speed: 0.69 features/sec [2025-09-28T03:37:16.271230] [INFO ] [LOCAL ] Saved configuration for ARIS: 1 features, 50.00% accuracy -> ./output/feature-sets/ARIS.json [2025-09-28T03:37:16.271321] [INFO ] [CONFIGURE ] ARIS: Configuration saved successfully: 1 features, 50.00% accuracy. [2025-09-28T03:37:16.271454] [INFO ] [sig ] [16/135] Successfully configured ARIS | 0.02 sym/s | Total: 12.1m | ETA: 1.5h [2025-09-28T03:37:16.271554] [INFO ] [sig ] [17/135] Configuring ASC... [2025-09-28T03:37:16.271676] [INFO ] [CONFIGURE ] ASC: Configurate test run. [2025-09-28T03:37:16.271811] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ASC' from 'https://tdm.silogroup.org/data/derivative_storage/ASC.csv'. [2025-09-28T03:37:16.291944] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ASC'. [2025-09-28T03:37:16.292448] [INFO ] [CONFIGURE ] ASC: Testing with 29 available features [2025-09-28T03:37:16.292529] [INFO ] [CONFIGURE ] ASC: Establishing baseline with no features... [2025-09-28T03:37:16.403381] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:16.514165] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:16.620271] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:16.731045] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:16.840127] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:16.950311] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:17.062791] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:37:17.176040] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:17.288219] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:17.401262] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:17.401466] [INFO ] [CONFIGURE ] ASC: Baseline score (no features): 50.00% [2025-09-28T03:37:17.401609] [INFO ] [CONFIGURE ] ASC: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:37:17.401713] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:37:17.523155] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:37:17.652382] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:17.774599] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:17.899320] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:18.027979] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:18.155337] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:18.278439] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:37:18.408120] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:18.535564] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:18.665947] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:18.666152] [INFO ] [CONFIGURE ] ASC: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T03:37:18.666234] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3453 tests [2025-09-28T03:37:18.666399] [INFO ] [CONFIGURE ] ASC: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:37:18.666472] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:37:18.799638] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:18.934087] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:19.074210] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:19.219878] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:19.346855] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:19.479026] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:19.608391] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:19.740972] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:19.878461] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:20.011674] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:37:20.011910] [INFO ] [CONFIGURE ] ASC: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T03:37:20.012007] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3452 tests [2025-09-28T03:37:20.012085] [INFO ] [CONFIGURE ] ASC: Testing feature 3/29: add_daily_returns [2025-09-28T03:37:20.012196] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:37:20.141766] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:20.278440] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:20.416992] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:20.571678] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:20.710021] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:20.847579] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:20.982497] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:21.126096] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:21.269951] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:21.411073] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:21.411267] [INFO ] [CONFIGURE ] ASC: DISCARDED add_daily_returns (score: 20.00%) [2025-09-28T03:37:21.411350] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3451 tests [2025-09-28T03:37:21.411507] [INFO ] [CONFIGURE ] ASC: Testing feature 4/29: add_ema [2025-09-28T03:37:21.411585] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T03:37:21.566306] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:21.722518] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:21.877137] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:22.027465] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:22.178490] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:22.332513] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:22.490422] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:22.647122] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:22.802024] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:22.960863] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:22.961095] [INFO ] [CONFIGURE ] ASC: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:37:22.961178] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3450 tests [2025-09-28T03:37:22.961364] [INFO ] [CONFIGURE ] ASC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:37:22.961441] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:37:23.116252] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:23.270116] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:23.425543] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:23.582568] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:23.740118] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:23.901822] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:24.061082] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:24.239521] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:24.401784] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:24.565206] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:24.565434] [INFO ] [CONFIGURE ] ASC: DISCARDED add_exhaustion_signals (score: 20.00%) [2025-09-28T03:37:24.565543] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3449 tests [2025-09-28T03:37:24.565639] [INFO ] [CONFIGURE ] ASC: Testing feature 6/29: add_failed_moves [2025-09-28T03:37:24.565810] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T03:37:24.707026] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:24.848375] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:24.987310] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:25.129190] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:25.268866] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:25.409101] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:25.546145] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:25.698960] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:25.939056] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:26.182723] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:37:26.182973] [INFO ] [CONFIGURE ] ASC: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:37:26.183130] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3448 tests [2025-09-28T03:37:26.183230] [INFO ] [CONFIGURE ] ASC: Testing feature 7/29: add_lag_shelf [2025-09-28T03:37:26.183339] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T03:37:26.347607] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:26.536884] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:26.679537] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:26.815196] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:26.941055] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:27.074560] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:27.209377] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:27.351134] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:27.490609] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:27.621858] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:37:27.622045] [INFO ] [CONFIGURE ] ASC: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:37:27.622124] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3447 tests [2025-09-28T03:37:27.622198] [INFO ] [CONFIGURE ] ASC: Testing feature 8/29: add_macd [2025-09-28T03:37:27.622296] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T03:37:27.789228] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:37:27.958636] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:28.127518] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:28.303922] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:28.473050] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:28.656208] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:28.841037] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:29.024042] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:29.218600] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:29.404250] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:29.404488] [INFO ] [CONFIGURE ] ASC: DISCARDED add_macd (score: 20.00%) [2025-09-28T03:37:29.404574] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3446 tests [2025-09-28T03:37:29.404770] [INFO ] [CONFIGURE ] ASC: Testing feature 9/29: add_mfi [2025-09-28T03:37:29.404849] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T03:37:29.626506] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:29.778789] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:29.929167] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:30.082971] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:30.241302] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:30.393445] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:30.557542] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:30.709101] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:30.863039] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:31.015076] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:31.015350] [INFO ] [CONFIGURE ] ASC: DISCARDED add_mfi (score: 30.00%) [2025-09-28T03:37:31.015438] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3445 tests [2025-09-28T03:37:31.015527] [INFO ] [CONFIGURE ] ASC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:37:31.015615] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:37:31.180276] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:31.337262] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:31.497439] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:31.665449] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:37:31.832229] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:31.997137] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:32.161619] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:32.336114] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:32.505903] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:32.674890] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:32.675112] [INFO ] [CONFIGURE ] ASC: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T03:37:32.675196] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3444 tests [2025-09-28T03:37:32.675358] [INFO ] [CONFIGURE ] ASC: Testing feature 11/29: add_obv_daily [2025-09-28T03:37:32.675432] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T03:37:32.816142] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:32.956896] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:33.096145] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:33.236942] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:33.384082] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:33.534119] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:33.678185] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:33.820568] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:33.962747] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:34.110838] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:34.111050] [INFO ] [CONFIGURE ] ASC: DISCARDED add_obv_daily (score: 30.00%) [2025-09-28T03:37:34.111129] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3443 tests [2025-09-28T03:37:34.111304] [INFO ] [CONFIGURE ] ASC: Testing feature 12/29: add_obv_interval [2025-09-28T03:37:34.111380] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T03:37:34.249062] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:34.384188] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:34.526131] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:34.663250] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:34.937281] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:35.076231] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:35.217778] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:35.361807] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:35.515877] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:35.682761] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:35.683012] [INFO ] [CONFIGURE ] ASC: DISCARDED add_obv_interval (score: 30.00%) [2025-09-28T03:37:35.683143] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3442 tests [2025-09-28T03:37:35.683235] [INFO ] [CONFIGURE ] ASC: Testing feature 13/29: add_opening_strength [2025-09-28T03:37:35.683323] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:37:35.836448] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:35.982370] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:36.134473] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:36.295621] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:36.456468] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:36.619513] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:36.777076] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:36.936479] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:37.099489] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:37.263522] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:37.263759] [INFO ] [CONFIGURE ] ASC: DISCARDED add_opening_strength (score: 20.00%) [2025-09-28T03:37:37.263927] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3441 tests [2025-09-28T03:37:37.264025] [INFO ] [CONFIGURE ] ASC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:37:37.264123] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T03:37:37.421362] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:37:37.583068] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:37.740288] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:37.899420] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:38.058049] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:38.216980] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:38.377892] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:38.542876] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:38.704631] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:38.866204] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:37:38.866420] [INFO ] [CONFIGURE ] ASC: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T03:37:38.866512] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3440 tests [2025-09-28T03:37:38.866591] [INFO ] [CONFIGURE ] ASC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:37:38.866799] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T03:37:39.001945] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:39.136575] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:39.273224] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:39.408781] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:39.549452] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:39.684028] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:39.821083] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:39.957447] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:40.099975] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:40.241153] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:37:40.241364] [INFO ] [CONFIGURE ] ASC: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:37:40.241445] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3439 tests [2025-09-28T03:37:40.241602] [INFO ] [CONFIGURE ] ASC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:37:40.241699] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T03:37:40.382872] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:40.521325] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:40.660780] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:40.804483] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:40.948193] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:41.093424] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:41.239766] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:41.389235] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:41.531977] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:41.671932] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:41.672141] [INFO ] [CONFIGURE ] ASC: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T03:37:41.672221] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3438 tests [2025-09-28T03:37:41.672371] [INFO ] [CONFIGURE ] ASC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:37:41.672444] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T03:37:41.811798] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:41.954633] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:42.098758] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:42.246967] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:42.396758] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:42.546993] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:42.695757] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:42.843622] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:42.992950] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:43.139257] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:43.139465] [INFO ] [CONFIGURE ] ASC: DISCARDED add_pbf_return_2d (score: 20.00%) [2025-09-28T03:37:43.139546] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3437 tests [2025-09-28T03:37:43.139621] [INFO ] [CONFIGURE ] ASC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:37:43.139751] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T03:37:43.276178] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:43.410482] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:43.543053] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:43.677400] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:43.811699] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:43.950704] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:44.094932] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:44.243478] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:44.380965] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:44.520413] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:44.520620] [INFO ] [CONFIGURE ] ASC: DISCARDED add_pbf_volatility_5d (score: 30.00%) [2025-09-28T03:37:44.520729] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3436 tests [2025-09-28T03:37:44.520848] [INFO ] [CONFIGURE ] ASC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:37:44.520941] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_pbf_vs_sma_5'] [2025-09-28T03:37:44.657186] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:44.806053] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:44.944483] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:45.078588] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:45.215057] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:45.351077] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:45.489240] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:45.630914] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:45.767191] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:45.904618] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:37:45.904874] [INFO ] [CONFIGURE ] ASC: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:37:45.904978] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3435 tests [2025-09-28T03:37:45.905066] [INFO ] [CONFIGURE ] ASC: Testing feature 20/29: add_price_rejection [2025-09-28T03:37:45.905152] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_price_rejection'] [2025-09-28T03:37:46.052671] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:46.209017] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:46.359347] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:46.506599] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:46.658980] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:46.808999] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:46.955451] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:47.100400] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:47.252902] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:47.405925] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:47.406123] [INFO ] [CONFIGURE ] ASC: DISCARDED add_price_rejection (score: 30.00%) [2025-09-28T03:37:47.406291] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3434 tests [2025-09-28T03:37:47.406374] [INFO ] [CONFIGURE ] ASC: Testing feature 21/29: add_range_position [2025-09-28T03:37:47.406448] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_range_position'] [2025-09-28T03:37:47.558244] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:47.714540] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:47.871406] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:48.027208] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:48.183138] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:48.338679] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:48.493620] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:48.647858] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:48.802108] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:48.955903] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:48.956107] [INFO ] [CONFIGURE ] ASC: DISCARDED add_range_position (score: 40.00%) [2025-09-28T03:37:48.956188] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3433 tests [2025-09-28T03:37:48.956350] [INFO ] [CONFIGURE ] ASC: Testing feature 22/29: add_realized_volatility [2025-09-28T03:37:48.956439] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_realized_volatility'] [2025-09-28T03:37:49.117562] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:49.284323] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:49.447615] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:49.625951] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:49.803595] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:49.979231] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:50.152908] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:50.326167] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:50.498484] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:50.671457] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:37:50.671740] [INFO ] [CONFIGURE ] ASC: DISCARDED add_realized_volatility (score: 30.00%) [2025-09-28T03:37:50.671854] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3432 tests [2025-09-28T03:37:50.671951] [INFO ] [CONFIGURE ] ASC: Testing feature 23/29: add_recent_range_context [2025-09-28T03:37:50.672040] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_recent_range_context'] [2025-09-28T03:37:50.835516] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:50.978535] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:51.122374] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:51.268202] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:51.410733] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:51.555576] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:51.700395] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:51.863345] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:52.010275] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:52.154893] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:52.155093] [INFO ] [CONFIGURE ] ASC: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T03:37:52.155179] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3431 tests [2025-09-28T03:37:52.155278] [INFO ] [CONFIGURE ] ASC: Testing feature 24/29: add_rsi [2025-09-28T03:37:52.155367] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_rsi'] [2025-09-28T03:37:52.314751] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:52.471860] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:52.634672] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:52.796354] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:52.959726] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:53.121310] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:53.283204] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:53.446299] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:53.619372] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:53.790175] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:37:53.790413] [INFO ] [CONFIGURE ] ASC: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:37:53.790498] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3430 tests [2025-09-28T03:37:53.790575] [INFO ] [CONFIGURE ] ASC: Testing feature 25/29: add_tick_distribution [2025-09-28T03:37:53.790745] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_tick_distribution'] [2025-09-28T03:37:53.931444] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:54.077110] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:54.221532] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:54.369316] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:54.518849] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:54.664595] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:54.809458] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:54.966466] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:55.115438] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:55.263547] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:55.263772] [INFO ] [CONFIGURE ] ASC: DISCARDED add_tick_distribution (score: 30.00%) [2025-09-28T03:37:55.263877] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3429 tests [2025-09-28T03:37:55.263968] [INFO ] [CONFIGURE ] ASC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:37:55.264058] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_volume_momentum_confirmation'] [2025-09-28T03:37:55.409274] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:55.554448] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:55.703886] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:37:55.848313] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:55.994562] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:56.140772] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:56.287831] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:56.444959] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:56.585894] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:56.729620] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:37:56.729932] [INFO ] [CONFIGURE ] ASC: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T03:37:56.730042] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3428 tests [2025-09-28T03:37:56.730132] [INFO ] [CONFIGURE ] ASC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:37:56.730222] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_volume_price_divergence'] [2025-09-28T03:37:56.878433] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:57.030711] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:37:57.189862] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:57.342513] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:57.495876] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:57.650319] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:57.801533] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:57.957751] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:58.114461] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:37:58.271527] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:58.271792] [INFO ] [CONFIGURE ] ASC: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T03:37:58.271877] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3427 tests [2025-09-28T03:37:58.272028] [INFO ] [CONFIGURE ] ASC: Testing feature 28/29: add_volume_profile [2025-09-28T03:37:58.272103] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_volume_profile'] [2025-09-28T03:37:58.416718] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:37:58.559456] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:37:58.714409] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:37:58.856684] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:37:59.003702] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:37:59.148728] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:37:59.298786] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:37:59.447419] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:37:59.595797] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:37:59.742891] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:37:59.743117] [INFO ] [CONFIGURE ] ASC: DISCARDED add_volume_profile (score: 20.00%) [2025-09-28T03:37:59.743201] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3426 tests [2025-09-28T03:37:59.743276] [INFO ] [CONFIGURE ] ASC: Testing feature 29/29: add_vwap [2025-09-28T03:37:59.743324] [INFO ] [CONFIGURE ] ASC: Testing with features: ['add_cumulative_delta', 'add_vwap'] [2025-09-28T03:37:59.886548] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:00.028250] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:38:00.177087] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:38:00.320833] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:38:00.464756] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:38:00.614702] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:38:00.759998] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:38:00.907891] [DEBUG] [FORECASTER] ASC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:38:01.054085] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:01.226755] [DEBUG] [FORECASTER] ASC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:01.227048] [INFO ] [CONFIGURE ] ASC: DISCARDED add_vwap (score: 20.00%) [2025-09-28T03:38:01.227180] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3425 tests [2025-09-28T03:38:01.227293] [INFO ] [CONFIGURE ] ASC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:38:01.227401] [INFO ] [CONFIGURE ] ASC: Best accuracy: 60.00% [2025-09-28T03:38:01.227499] [INFO ] [CONFIGURE ] ASC: Best feature set (1 features): ['add_cumulative_delta'] [2025-09-28T03:38:01.227583] [INFO ] [CONFIGURE ] ASC: Improvement over baseline: 10.00% [2025-09-28T03:38:01.227751] [INFO ] [CONFIGURE ] ASC: Total time: 43.8 seconds [2025-09-28T03:38:01.227824] [INFO ] [CONFIGURE ] ASC: Average time per feature: 1.5 seconds [2025-09-28T03:38:01.227906] [INFO ] [CONFIGURE ] ASC: Average speed: 0.66 features/sec [2025-09-28T03:38:01.228856] [INFO ] [LOCAL ] Saved configuration for ASC: 1 features, 60.00% accuracy -> ./output/feature-sets/ASC.json [2025-09-28T03:38:01.228937] [INFO ] [CONFIGURE ] ASC: Configuration saved successfully: 1 features, 60.00% accuracy. [2025-09-28T03:38:01.229081] [INFO ] [sig ] [17/135] Successfully configured ASC | 0.02 sym/s | Total: 12.9m | ETA: 1.5h [2025-09-28T03:38:01.229169] [INFO ] [sig ] [18/135] Configuring ASG... [2025-09-28T03:38:01.229259] [INFO ] [CONFIGURE ] ASG: Configurate test run. [2025-09-28T03:38:01.229359] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ASG' from 'https://tdm.silogroup.org/data/derivative_storage/ASG.csv'. [2025-09-28T03:38:01.344759] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ASG'. [2025-09-28T03:38:01.345405] [INFO ] [CONFIGURE ] ASG: Testing with 29 available features [2025-09-28T03:38:01.345514] [INFO ] [CONFIGURE ] ASG: Establishing baseline with no features... [2025-09-28T03:38:01.458217] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:38:01.576461] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:01.696294] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:38:01.821521] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:01.963353] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:38:02.126676] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:38:02.262536] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:02.394089] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:02.543731] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:38:02.664243] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:02.664490] [INFO ] [CONFIGURE ] ASG: Baseline score (no features): 20.00% [2025-09-28T03:38:02.664591] [INFO ] [CONFIGURE ] ASG: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:38:02.664708] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:38:02.803347] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:38:02.917070] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:03.047250] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:03.176071] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:38:03.303540] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:03.426218] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:38:03.548951] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:03.672534] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:03.794432] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:03.920875] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:03.921091] [INFO ] [CONFIGURE ] ASG: KEPT add_bollinger_bands (score: 40.00%) [2025-09-28T03:38:03.921175] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3424 tests [2025-09-28T03:38:03.921273] [INFO ] [CONFIGURE ] ASG: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:38:03.921347] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:38:04.071736] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:04.217289] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:04.358661] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:04.498211] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:04.638794] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:04.786532] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:04.932549] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:05.079408] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:38:05.221554] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:05.367150] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:05.367377] [INFO ] [CONFIGURE ] ASG: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T03:38:05.367475] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3423 tests [2025-09-28T03:38:05.367551] [INFO ] [CONFIGURE ] ASG: Testing feature 3/29: add_daily_returns [2025-09-28T03:38:05.367626] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:38:05.520437] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:05.667304] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:05.816004] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:05.968072] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:06.117026] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:06.271140] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:06.419542] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:06.572278] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:06.719065] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:38:06.865086] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:06.865303] [INFO ] [CONFIGURE ] ASG: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:38:06.865391] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3422 tests [2025-09-28T03:38:06.865467] [INFO ] [CONFIGURE ] ASG: Testing feature 4/29: add_ema [2025-09-28T03:38:06.865516] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_ema'] [2025-09-28T03:38:07.037068] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:07.208640] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:07.375888] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:07.544693] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:07.724148] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:07.893083] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:08.063744] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:08.245701] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:08.415162] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:08.587285] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:08.587593] [INFO ] [CONFIGURE ] ASG: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:38:08.587716] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3421 tests [2025-09-28T03:38:08.587813] [INFO ] [CONFIGURE ] ASG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:38:08.587887] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:38:08.765089] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:08.934709] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:09.109953] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:09.286141] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:09.460314] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:09.632983] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:38:09.801959] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:09.976839] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:10.153949] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:38:10.322547] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:10.322789] [INFO ] [CONFIGURE ] ASG: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:38:10.322873] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3420 tests [2025-09-28T03:38:10.322949] [INFO ] [CONFIGURE ] ASG: Testing feature 6/29: add_failed_moves [2025-09-28T03:38:10.323022] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_failed_moves'] [2025-09-28T03:38:10.470913] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:10.621560] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:10.777092] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:10.928957] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:11.076798] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:11.224434] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:11.376417] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:11.537993] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:38:11.688842] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:11.840292] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:11.840506] [INFO ] [CONFIGURE ] ASG: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:38:11.840591] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3419 tests [2025-09-28T03:38:11.840694] [INFO ] [CONFIGURE ] ASG: Testing feature 7/29: add_lag_shelf [2025-09-28T03:38:11.840750] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T03:38:11.984236] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:12.125125] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:12.274336] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:12.418285] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:12.563156] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:12.706929] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:38:12.849562] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:12.996138] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:38:13.147192] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:13.295209] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:13.295421] [INFO ] [CONFIGURE ] ASG: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:38:13.295506] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3418 tests [2025-09-28T03:38:13.295586] [INFO ] [CONFIGURE ] ASG: Testing feature 8/29: add_macd [2025-09-28T03:38:13.295686] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T03:38:13.481025] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:13.666313] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:13.852075] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:14.038526] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:38:14.232288] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:14.439112] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:38:14.633417] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:14.831202] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:15.023112] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:15.211834] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:15.212091] [INFO ] [CONFIGURE ] ASG: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:38:15.212178] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3417 tests [2025-09-28T03:38:15.212233] [INFO ] [CONFIGURE ] ASG: Testing feature 9/29: add_mfi [2025-09-28T03:38:15.212301] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_mfi'] [2025-09-28T03:38:15.371547] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:15.534394] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:15.699820] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:15.891478] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:16.065135] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:16.228831] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:16.395833] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:16.554689] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:38:16.717207] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:16.881431] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:16.881755] [INFO ] [CONFIGURE ] ASG: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:38:16.881840] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3416 tests [2025-09-28T03:38:16.881920] [INFO ] [CONFIGURE ] ASG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:38:16.881996] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:38:17.059085] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:17.236950] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:17.409621] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:17.585908] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:17.767937] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:17.946239] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:18.126499] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:38:18.307998] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:38:18.491683] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:18.674470] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:18.674738] [INFO ] [CONFIGURE ] ASG: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:38:18.674823] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3415 tests [2025-09-28T03:38:18.674898] [INFO ] [CONFIGURE ] ASG: Testing feature 11/29: add_obv_daily [2025-09-28T03:38:18.674974] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_obv_daily'] [2025-09-28T03:38:18.827310] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:38:18.975612] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:19.128743] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:19.284955] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:19.438137] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:19.589532] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:19.737095] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:19.885791] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:20.038900] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:20.193989] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:20.194188] [INFO ] [CONFIGURE ] ASG: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T03:38:20.194267] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3414 tests [2025-09-28T03:38:20.194339] [INFO ] [CONFIGURE ] ASG: Testing feature 12/29: add_obv_interval [2025-09-28T03:38:20.194434] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_obv_interval'] [2025-09-28T03:38:20.332571] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:20.476448] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:38:20.627188] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:20.784386] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:20.934617] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:21.083745] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:21.236232] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:21.384281] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:21.535059] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:21.693696] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:21.693936] [INFO ] [CONFIGURE ] ASG: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:38:21.694020] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3413 tests [2025-09-28T03:38:21.694096] [INFO ] [CONFIGURE ] ASG: Testing feature 13/29: add_opening_strength [2025-09-28T03:38:21.694171] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:38:21.865416] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:22.032297] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:22.192573] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:22.352107] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:22.511450] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:22.677618] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:22.840885] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:23.004054] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:23.172231] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:38:23.346228] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:23.346472] [INFO ] [CONFIGURE ] ASG: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:38:23.346560] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3412 tests [2025-09-28T03:38:23.346638] [INFO ] [CONFIGURE ] ASG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:38:23.346731] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T03:38:23.513981] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:23.686290] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:23.855253] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:24.021688] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:24.188324] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:24.353774] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:24.523272] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:24.702142] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:24.876720] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:25.053341] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:25.053594] [INFO ] [CONFIGURE ] ASG: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T03:38:25.053705] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3411 tests [2025-09-28T03:38:25.053785] [INFO ] [CONFIGURE ] ASG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:38:25.053861] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T03:38:25.201429] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:25.346164] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:25.492063] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:25.641384] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:25.788227] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:25.935975] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:26.083367] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:26.231372] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:26.377516] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:26.522547] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:26.522749] [INFO ] [CONFIGURE ] ASG: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:38:26.522830] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3410 tests [2025-09-28T03:38:26.522904] [INFO ] [CONFIGURE ] ASG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:38:26.522975] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T03:38:26.679089] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:26.883033] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:38:27.047765] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:27.207607] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:27.360636] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:27.514905] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:27.674550] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:27.835507] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:38:27.997075] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:28.159612] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:28.159828] [INFO ] [CONFIGURE ] ASG: KEPT add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:38:28.159912] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3409 tests [2025-09-28T03:38:28.159991] [INFO ] [CONFIGURE ] ASG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:38:28.160087] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_pbf_return_2d'] [2025-09-28T03:38:28.337461] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:28.513723] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:28.688194] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:28.862538] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:29.034821] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:29.214014] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:38:29.392151] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:29.575957] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:29.752455] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:38:29.925736] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:29.925930] [INFO ] [CONFIGURE ] ASG: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:38:29.926013] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3408 tests [2025-09-28T03:38:29.926092] [INFO ] [CONFIGURE ] ASG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:38:29.926195] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_pbf_volatility_5d'] [2025-09-28T03:38:30.089025] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:30.256819] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:30.420410] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:30.584260] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:30.757469] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:30.922441] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:31.085368] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:31.252865] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:38:31.418869] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:31.585979] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:31.586181] [INFO ] [CONFIGURE ] ASG: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:38:31.586263] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3407 tests [2025-09-28T03:38:31.586338] [INFO ] [CONFIGURE ] ASG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:38:31.586387] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5'] [2025-09-28T03:38:31.746008] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:31.905255] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:38:32.072993] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:32.228308] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:32.386523] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:32.550815] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:32.713265] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:32.882955] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:33.050305] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:33.210901] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:33.211206] [INFO ] [CONFIGURE ] ASG: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:38:33.211290] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3406 tests [2025-09-28T03:38:33.211367] [INFO ] [CONFIGURE ] ASG: Testing feature 20/29: add_price_rejection [2025-09-28T03:38:33.211439] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection'] [2025-09-28T03:38:33.380007] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:33.563706] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:38:33.736571] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:33.909489] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:38:34.137970] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:34.309847] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:34.488081] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:34.687335] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:38:34.862767] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:35.040075] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:35.040286] [INFO ] [CONFIGURE ] ASG: KEPT add_price_rejection (score: 80.00%) [2025-09-28T03:38:35.040370] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3405 tests [2025-09-28T03:38:35.040449] [INFO ] [CONFIGURE ] ASG: Testing feature 21/29: add_range_position [2025-09-28T03:38:35.040552] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection', 'add_range_position'] [2025-09-28T03:38:35.235593] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:35.431706] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:38:35.629011] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:35.820670] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:36.008961] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:36.196947] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:36.389892] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:36.590353] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:36.785339] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:38:36.983713] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:36.983944] [INFO ] [CONFIGURE ] ASG: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:38:36.984028] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3404 tests [2025-09-28T03:38:36.984103] [INFO ] [CONFIGURE ] ASG: Testing feature 22/29: add_realized_volatility [2025-09-28T03:38:36.984184] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection', 'add_realized_volatility'] [2025-09-28T03:38:37.197031] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:38:37.406590] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:37.619748] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:37.855383] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:38:38.067335] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:38.279056] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:38.492589] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:38:38.716470] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:38.936058] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:39.158330] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:39.158556] [INFO ] [CONFIGURE ] ASG: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T03:38:39.158671] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3403 tests [2025-09-28T03:38:39.158750] [INFO ] [CONFIGURE ] ASG: Testing feature 23/29: add_recent_range_context [2025-09-28T03:38:39.158825] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection', 'add_recent_range_context'] [2025-09-28T03:38:39.362910] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:39.554928] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:39.736884] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:39.926451] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:40.112864] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:40.297527] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:40.487400] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:40.677026] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:40.881860] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:41.074362] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:41.074635] [INFO ] [CONFIGURE ] ASG: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T03:38:41.074750] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3402 tests [2025-09-28T03:38:41.074847] [INFO ] [CONFIGURE ] ASG: Testing feature 24/29: add_rsi [2025-09-28T03:38:41.074923] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection', 'add_ema', 'add_rsi'] [2025-09-28T03:38:41.280447] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:41.497155] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:41.732486] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:41.935110] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:42.139242] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:42.335557] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:42.534437] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:42.733837] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:42.941857] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:43.145260] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:43.145542] [INFO ] [CONFIGURE ] ASG: DISCARDED add_rsi (score: 50.00%) [2025-09-28T03:38:43.145629] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3401 tests [2025-09-28T03:38:43.145730] [INFO ] [CONFIGURE ] ASG: Testing feature 25/29: add_tick_distribution [2025-09-28T03:38:43.145804] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection', 'add_tick_distribution'] [2025-09-28T03:38:43.318732] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:38:43.496553] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:43.672362] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:43.845386] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:44.021866] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:44.191826] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:44.368835] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:44.543207] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:44.721806] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:44.907009] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:44.907248] [INFO ] [CONFIGURE ] ASG: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T03:38:44.907335] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3400 tests [2025-09-28T03:38:44.907414] [INFO ] [CONFIGURE ] ASG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:38:44.907489] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection', 'add_volume_momentum_confirmation'] [2025-09-28T03:38:45.117100] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:38:45.313426] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:45.509917] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:45.703303] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:38:45.901704] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:46.084543] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:46.269781] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:46.457523] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:46.641502] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:46.825053] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:46.825278] [INFO ] [CONFIGURE ] ASG: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T03:38:46.825362] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3399 tests [2025-09-28T03:38:46.825452] [INFO ] [CONFIGURE ] ASG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:38:46.825528] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection', 'add_volume_price_divergence'] [2025-09-28T03:38:47.010256] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:38:47.197379] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:47.394769] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:47.585565] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:38:47.789910] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:47.992297] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:48.196083] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:48.401397] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:48.610117] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:48.804943] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:48.805136] [INFO ] [CONFIGURE ] ASG: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T03:38:48.805240] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3398 tests [2025-09-28T03:38:48.805326] [INFO ] [CONFIGURE ] ASG: Testing feature 28/29: add_volume_profile [2025-09-28T03:38:48.805430] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection', 'add_volume_profile'] [2025-09-28T03:38:48.981491] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:49.162233] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:38:49.339498] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:49.519072] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:38:49.694049] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:49.873434] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:50.056184] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:50.253294] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:50.438776] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:50.624942] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:50.625171] [INFO ] [CONFIGURE ] ASG: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:38:50.625292] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3397 tests [2025-09-28T03:38:50.625417] [INFO ] [CONFIGURE ] ASG: Testing feature 29/29: add_vwap [2025-09-28T03:38:50.625499] [INFO ] [CONFIGURE ] ASG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection', 'add_vwap'] [2025-09-28T03:38:50.810329] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:50.989394] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:51.170985] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:51.356603] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:38:51.548108] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:51.737326] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:38:51.934235] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:52.125351] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:52.314940] [DEBUG] [FORECASTER] ASG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:38:52.509920] [DEBUG] [FORECASTER] ASG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:38:52.510137] [INFO ] [CONFIGURE ] ASG: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:38:52.510252] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3396 tests [2025-09-28T03:38:52.510408] [INFO ] [CONFIGURE ] ASG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:38:52.510486] [INFO ] [CONFIGURE ] ASG: Best accuracy: 80.00% [2025-09-28T03:38:52.510573] [INFO ] [CONFIGURE ] ASG: Best feature set (4 features): ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection'] [2025-09-28T03:38:52.510686] [INFO ] [CONFIGURE ] ASG: Improvement over baseline: 60.00% [2025-09-28T03:38:52.510770] [INFO ] [CONFIGURE ] ASG: Total time: 49.8 seconds [2025-09-28T03:38:52.510853] [INFO ] [CONFIGURE ] ASG: Average time per feature: 1.7 seconds [2025-09-28T03:38:52.510941] [INFO ] [CONFIGURE ] ASG: Average speed: 0.58 features/sec [2025-09-28T03:38:52.512544] [INFO ] [LOCAL ] Saved configuration for ASG: 4 features, 80.00% accuracy -> ./output/feature-sets/ASG.json [2025-09-28T03:38:52.512635] [INFO ] [CONFIGURE ] ASG: Configuration saved successfully: 4 features, 80.00% accuracy. [2025-09-28T03:38:52.512796] [INFO ] [sig ] [18/135] Successfully configured ASG | 0.02 sym/s | Total: 13.7m | ETA: 1.5h [2025-09-28T03:38:52.512892] [INFO ] [sig ] [19/135] Configuring AU... [2025-09-28T03:38:52.513008] [INFO ] [CONFIGURE ] AU: Configurate test run. [2025-09-28T03:38:52.513147] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AU' from 'https://tdm.silogroup.org/data/derivative_storage/AU.csv'. [2025-09-28T03:38:52.538153] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AU'. [2025-09-28T03:38:52.538730] [INFO ] [CONFIGURE ] AU: Testing with 29 available features [2025-09-28T03:38:52.538809] [INFO ] [CONFIGURE ] AU: Establishing baseline with no features... [2025-09-28T03:38:52.649599] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:52.759584] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:52.874633] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:52.987498] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:38:53.100279] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:53.209580] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:53.326042] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:53.444221] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:53.559958] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:53.674838] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:38:53.675009] [INFO ] [CONFIGURE ] AU: Baseline score (no features): 60.00% [2025-09-28T03:38:53.675118] [INFO ] [CONFIGURE ] AU: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:38:53.675194] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:38:53.801301] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:53.925611] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:54.048081] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:54.170700] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:38:54.321963] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:54.501375] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:38:54.701571] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:54.874574] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:55.027224] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:55.244825] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:38:55.245118] [INFO ] [CONFIGURE ] AU: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T03:38:55.245223] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3395 tests [2025-09-28T03:38:55.245320] [INFO ] [CONFIGURE ] AU: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:38:55.245408] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:38:55.476685] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:55.689672] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:38:55.826169] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:38:55.960809] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:38:56.096758] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:56.237429] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:56.371208] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:56.507041] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:56.659377] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:56.793932] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:38:56.794136] [INFO ] [CONFIGURE ] AU: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T03:38:56.794217] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3394 tests [2025-09-28T03:38:56.794291] [INFO ] [CONFIGURE ] AU: Testing feature 3/29: add_daily_returns [2025-09-28T03:38:56.794363] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns'] [2025-09-28T03:38:56.908067] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:57.020607] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:38:57.136599] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:57.253661] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:38:57.370612] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:57.489958] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:57.625309] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:57.746349] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:57.864112] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:57.984145] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:38:57.984356] [INFO ] [CONFIGURE ] AU: KEPT add_daily_returns (score: 80.00%) [2025-09-28T03:38:57.984440] [INFO ] [CONFIGURE ] JOB ETA: 1.5h | Avg: 1.5s/test | Remaining: 3393 tests [2025-09-28T03:38:57.984542] [INFO ] [CONFIGURE ] AU: Testing feature 4/29: add_ema [2025-09-28T03:38:57.984616] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T03:38:58.119777] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:38:58.252047] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:38:58.385418] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:58.521610] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:38:58.657378] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:38:58.792997] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:38:58.926669] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:38:59.067566] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:38:59.207132] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:38:59.347529] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:38:59.347812] [INFO ] [CONFIGURE ] AU: DISCARDED add_ema (score: 70.00%) [2025-09-28T03:38:59.347892] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3392 tests [2025-09-28T03:38:59.347965] [INFO ] [CONFIGURE ] AU: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:38:59.348038] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:38:59.491292] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:38:59.637422] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:38:59.780497] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:38:59.921831] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:00.065767] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:00.210462] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:00.357074] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:00.517866] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:00.668889] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:00.816866] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:00.817094] [INFO ] [CONFIGURE ] AU: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T03:39:00.817179] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3391 tests [2025-09-28T03:39:00.817255] [INFO ] [CONFIGURE ] AU: Testing feature 6/29: add_failed_moves [2025-09-28T03:39:00.817303] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T03:39:00.939179] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:01.058280] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:01.187942] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:01.316172] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:01.454660] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:01.582776] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:01.717336] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:01.877675] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:02.011325] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:02.134261] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:02.134517] [INFO ] [CONFIGURE ] AU: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:39:02.134598] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3390 tests [2025-09-28T03:39:02.134698] [INFO ] [CONFIGURE ] AU: Testing feature 7/29: add_lag_shelf [2025-09-28T03:39:02.134813] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:39:02.258106] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:02.381972] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:02.495807] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:02.613134] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:02.731663] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:02.846736] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:02.967454] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:03.087430] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:03.204680] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:03.322795] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:03.322974] [INFO ] [CONFIGURE ] AU: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T03:39:03.323054] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3389 tests [2025-09-28T03:39:03.323127] [INFO ] [CONFIGURE ] AU: Testing feature 8/29: add_macd [2025-09-28T03:39:03.323199] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:39:03.491999] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:03.652316] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:39:03.816502] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:03.979103] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:04.138104] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:04.302612] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:04.468111] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:04.628817] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:04.798001] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:04.965878] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:04.966122] [INFO ] [CONFIGURE ] AU: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:39:04.966206] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3388 tests [2025-09-28T03:39:04.966283] [INFO ] [CONFIGURE ] AU: Testing feature 9/29: add_mfi [2025-09-28T03:39:04.966355] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T03:39:05.099448] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:05.232529] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:05.362119] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:05.495227] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:05.631606] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:05.764950] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:05.898451] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:06.034894] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:06.172490] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:06.307371] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:06.307605] [INFO ] [CONFIGURE ] AU: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:39:06.307711] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3387 tests [2025-09-28T03:39:06.307789] [INFO ] [CONFIGURE ] AU: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:39:06.307862] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:39:06.458607] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:06.602958] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:06.749544] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:06.894915] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:07.043359] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:07.191508] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:07.336916] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:07.486675] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:07.653914] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:07.807917] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:07.808201] [INFO ] [CONFIGURE ] AU: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T03:39:07.809484] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3386 tests [2025-09-28T03:39:07.809566] [INFO ] [CONFIGURE ] AU: Testing feature 11/29: add_obv_daily [2025-09-28T03:39:07.809682] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T03:39:07.945844] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:08.070849] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:08.200360] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:08.326120] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:08.451715] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:08.603568] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:08.745325] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:08.876630] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:09.007597] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:09.143386] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:09.143614] [INFO ] [CONFIGURE ] AU: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:39:09.143721] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3385 tests [2025-09-28T03:39:09.143878] [INFO ] [CONFIGURE ] AU: Testing feature 12/29: add_obv_interval [2025-09-28T03:39:09.143984] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T03:39:09.269472] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:09.394943] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:09.516818] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:09.644956] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:09.769100] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:09.890623] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:10.011193] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:10.132448] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:10.257680] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:10.384206] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:10.384448] [INFO ] [CONFIGURE ] AU: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T03:39:10.384532] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3384 tests [2025-09-28T03:39:10.384729] [INFO ] [CONFIGURE ] AU: Testing feature 13/29: add_opening_strength [2025-09-28T03:39:10.384819] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:39:10.512822] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:10.638930] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:10.768309] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:10.910213] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:11.035572] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:11.164244] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:11.293951] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:11.424335] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:11.556910] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:11.695262] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:11.695463] [INFO ] [CONFIGURE ] AU: DISCARDED add_opening_strength (score: 80.00%) [2025-09-28T03:39:11.695544] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3383 tests [2025-09-28T03:39:11.695691] [INFO ] [CONFIGURE ] AU: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:39:11.695765] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T03:39:11.834681] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:11.969521] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:12.104849] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:12.239880] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:12.379464] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:12.514857] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:12.653051] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:12.791089] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:12.930386] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:13.072387] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:13.072601] [INFO ] [CONFIGURE ] AU: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:39:13.072728] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3382 tests [2025-09-28T03:39:13.072814] [INFO ] [CONFIGURE ] AU: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:39:13.072899] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T03:39:13.188193] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:13.303450] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:13.423603] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:13.557254] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:13.676947] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:13.799458] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:13.920054] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:14.040943] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:14.162811] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:14.293121] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:14.293342] [INFO ] [CONFIGURE ] AU: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:39:14.293425] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3381 tests [2025-09-28T03:39:14.293586] [INFO ] [CONFIGURE ] AU: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:39:14.293662] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T03:39:14.423945] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:14.555281] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:14.685438] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:14.819270] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:14.959366] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:15.089295] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:15.228824] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:15.353882] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:15.484682] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:15.620188] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:15.620393] [INFO ] [CONFIGURE ] AU: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T03:39:15.620476] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3380 tests [2025-09-28T03:39:15.620552] [INFO ] [CONFIGURE ] AU: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:39:15.620677] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T03:39:15.753372] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:15.886491] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:16.018577] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:16.153302] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:16.289972] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:16.433515] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:16.569629] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:16.710128] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:16.845622] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:16.985145] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:16.985383] [INFO ] [CONFIGURE ] AU: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:39:16.985467] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3379 tests [2025-09-28T03:39:16.985542] [INFO ] [CONFIGURE ] AU: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:39:16.985614] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T03:39:17.116335] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:17.239390] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:17.362080] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:17.483883] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:17.605948] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:17.731824] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:17.854901] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:17.974897] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:18.096410] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:18.222823] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:18.223046] [INFO ] [CONFIGURE ] AU: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T03:39:18.223129] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3378 tests [2025-09-28T03:39:18.223204] [INFO ] [CONFIGURE ] AU: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:39:18.223277] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T03:39:18.351377] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:18.481903] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:18.610104] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:18.737264] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:18.866990] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:18.993365] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:19.121639] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:19.247637] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:19.371164] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:19.497318] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:19.497539] [INFO ] [CONFIGURE ] AU: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:39:19.497623] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3377 tests [2025-09-28T03:39:19.497725] [INFO ] [CONFIGURE ] AU: Testing feature 20/29: add_price_rejection [2025-09-28T03:39:19.497853] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_price_rejection'] [2025-09-28T03:39:19.632548] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:19.769527] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:39:19.898267] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:20.032952] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:20.167214] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:20.303465] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:20.438917] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:20.577293] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:20.712474] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:20.847481] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:20.847717] [INFO ] [CONFIGURE ] AU: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T03:39:20.847803] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3376 tests [2025-09-28T03:39:20.847960] [INFO ] [CONFIGURE ] AU: Testing feature 21/29: add_range_position [2025-09-28T03:39:20.848040] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_range_position'] [2025-09-28T03:39:21.000255] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:21.145462] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:21.284530] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:21.429079] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:21.570717] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:21.709337] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:21.849688] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:21.994481] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:22.136145] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:22.277847] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:22.278055] [INFO ] [CONFIGURE ] AU: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:39:22.278138] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3375 tests [2025-09-28T03:39:22.278292] [INFO ] [CONFIGURE ] AU: Testing feature 22/29: add_realized_volatility [2025-09-28T03:39:22.278364] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_realized_volatility'] [2025-09-28T03:39:22.443268] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:22.616393] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:22.778122] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:22.939727] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:23.100494] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:39:23.256331] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:23.407727] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:23.562001] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:23.724169] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:23.883842] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:23.884067] [INFO ] [CONFIGURE ] AU: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:39:23.884177] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3374 tests [2025-09-28T03:39:23.884267] [INFO ] [CONFIGURE ] AU: Testing feature 23/29: add_recent_range_context [2025-09-28T03:39:23.884356] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_recent_range_context'] [2025-09-28T03:39:24.016027] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:24.150576] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:24.278633] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:24.404523] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:24.531772] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:24.670823] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:24.801570] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:24.928927] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:25.060672] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:25.196232] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:25.196421] [INFO ] [CONFIGURE ] AU: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:39:25.196503] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3373 tests [2025-09-28T03:39:25.196678] [INFO ] [CONFIGURE ] AU: Testing feature 24/29: add_rsi [2025-09-28T03:39:25.196766] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T03:39:25.349151] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:25.496101] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:25.649499] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:25.801800] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:25.956061] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:26.105103] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:26.258007] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:26.411100] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:26.561325] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:26.714852] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:26.715067] [INFO ] [CONFIGURE ] AU: DISCARDED add_rsi (score: 80.00%) [2025-09-28T03:39:26.715150] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3372 tests [2025-09-28T03:39:26.715254] [INFO ] [CONFIGURE ] AU: Testing feature 25/29: add_tick_distribution [2025-09-28T03:39:26.715329] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_tick_distribution'] [2025-09-28T03:39:26.840506] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:26.966085] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:27.098876] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:27.225314] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:27.355989] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:27.482209] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:27.608496] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:27.734234] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:27.858854] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:27.993016] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:27.993206] [INFO ] [CONFIGURE ] AU: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:39:27.993332] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3371 tests [2025-09-28T03:39:27.993409] [INFO ] [CONFIGURE ] AU: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:39:27.993463] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T03:39:28.121076] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:28.245630] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:39:28.374198] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:28.501076] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:28.635530] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:28.764077] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:28.897324] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:29.036973] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:29.166563] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:29.297273] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:29.297469] [INFO ] [CONFIGURE ] AU: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:39:29.297550] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3370 tests [2025-09-28T03:39:29.297635] [INFO ] [CONFIGURE ] AU: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:39:29.297755] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T03:39:29.431108] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:29.568034] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:29.709021] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:39:29.852628] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:30.000393] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:30.143563] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:30.283545] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:30.434331] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:30.573539] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:30.711722] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:30.711970] [INFO ] [CONFIGURE ] AU: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:39:30.712057] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3369 tests [2025-09-28T03:39:30.712132] [INFO ] [CONFIGURE ] AU: Testing feature 28/29: add_volume_profile [2025-09-28T03:39:30.712205] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_volume_profile'] [2025-09-28T03:39:30.836200] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:30.959205] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:31.083683] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:31.213922] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:31.341259] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:31.475261] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:31.609224] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:31.742911] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:31.874816] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:32.011381] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:32.011619] [INFO ] [CONFIGURE ] AU: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:39:32.011724] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3368 tests [2025-09-28T03:39:32.011802] [INFO ] [CONFIGURE ] AU: Testing feature 29/29: add_vwap [2025-09-28T03:39:32.011877] [INFO ] [CONFIGURE ] AU: Testing with features: ['add_daily_returns', 'add_vwap'] [2025-09-28T03:39:32.147986] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:39:32.280493] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:39:32.423174] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:39:32.554993] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:32.692512] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:39:32.828396] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:39:32.962070] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:33.094179] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:33.228512] [DEBUG] [FORECASTER] AU: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:33.359319] [DEBUG] [FORECASTER] AU: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:39:33.359575] [INFO ] [CONFIGURE ] AU: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:39:33.359683] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3367 tests [2025-09-28T03:39:33.359772] [INFO ] [CONFIGURE ] AU: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:39:33.359846] [INFO ] [CONFIGURE ] AU: Best accuracy: 80.00% [2025-09-28T03:39:33.359917] [INFO ] [CONFIGURE ] AU: Best feature set (1 features): ['add_daily_returns'] [2025-09-28T03:39:33.359986] [INFO ] [CONFIGURE ] AU: Improvement over baseline: 20.00% [2025-09-28T03:39:33.360030] [INFO ] [CONFIGURE ] AU: Total time: 39.7 seconds [2025-09-28T03:39:33.360075] [INFO ] [CONFIGURE ] AU: Average time per feature: 1.4 seconds [2025-09-28T03:39:33.360138] [INFO ] [CONFIGURE ] AU: Average speed: 0.73 features/sec [2025-09-28T03:39:33.360954] [INFO ] [LOCAL ] Saved configuration for AU: 1 features, 80.00% accuracy -> ./output/feature-sets/AU.json [2025-09-28T03:39:33.361067] [INFO ] [CONFIGURE ] AU: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T03:39:33.361194] [INFO ] [sig ] [19/135] Successfully configured AU | 0.02 sym/s | Total: 14.4m | ETA: 1.5h [2025-09-28T03:39:33.361281] [INFO ] [sig ] [20/135] Configuring AVY... [2025-09-28T03:39:33.361354] [INFO ] [CONFIGURE ] AVY: Configurate test run. [2025-09-28T03:39:33.361445] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AVY' from 'https://tdm.silogroup.org/data/derivative_storage/AVY.csv'. [2025-09-28T03:39:33.483475] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AVY'. [2025-09-28T03:39:33.484212] [INFO ] [CONFIGURE ] AVY: Testing with 29 available features [2025-09-28T03:39:33.484293] [INFO ] [CONFIGURE ] AVY: Establishing baseline with no features... [2025-09-28T03:39:33.596854] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:39:33.704031] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:33.814476] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:33.926316] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:34.037144] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:39:34.151245] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:34.265406] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:39:34.382773] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:34.496019] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:34.610661] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:39:34.610929] [INFO ] [CONFIGURE ] AVY: Baseline score (no features): 50.00% [2025-09-28T03:39:34.611060] [INFO ] [CONFIGURE ] AVY: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:39:34.611141] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:39:34.736031] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:34.857731] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:34.983043] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:35.110059] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:35.237873] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:35.364695] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:35.497811] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:35.639222] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:35.763110] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:35.887360] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:35.887769] [INFO ] [CONFIGURE ] AVY: KEPT add_bollinger_bands (score: 80.00%) [2025-09-28T03:39:35.887859] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3366 tests [2025-09-28T03:39:35.887940] [INFO ] [CONFIGURE ] AVY: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:39:35.888028] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:39:36.041776] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:36.186008] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:36.328591] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:36.467742] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:36.605167] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:39:36.745001] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:39:36.883580] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:37.027777] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:37.174060] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:37.324098] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:37.324373] [INFO ] [CONFIGURE ] AVY: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:39:37.324460] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3365 tests [2025-09-28T03:39:37.324629] [INFO ] [CONFIGURE ] AVY: Testing feature 3/29: add_daily_returns [2025-09-28T03:39:37.324725] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:39:37.455549] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:37.589116] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:37.721933] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:37.855431] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:37.988675] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:39:38.136300] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:38.273407] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:38.411819] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:38.625605] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:38.760338] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:38.760602] [INFO ] [CONFIGURE ] AVY: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:39:38.760709] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3364 tests [2025-09-28T03:39:38.760812] [INFO ] [CONFIGURE ] AVY: Testing feature 4/29: add_ema [2025-09-28T03:39:38.760919] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:39:38.905253] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:39.051923] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:39.197909] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:39.343259] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:39.492869] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:39.657924] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:39.809123] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:39.957976] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:40.109283] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:40.258043] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:40.258262] [INFO ] [CONFIGURE ] AVY: DISCARDED add_ema (score: 80.00%) [2025-09-28T03:39:40.258387] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3363 tests [2025-09-28T03:39:40.258479] [INFO ] [CONFIGURE ] AVY: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:39:40.258571] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:39:40.408986] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:40.560608] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:40.711877] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:39:40.887247] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:41.053520] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:41.226462] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:41.383296] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:41.540345] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:41.699551] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:41.853440] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:41.853664] [INFO ] [CONFIGURE ] AVY: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:39:41.853828] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3362 tests [2025-09-28T03:39:41.853907] [INFO ] [CONFIGURE ] AVY: Testing feature 6/29: add_failed_moves [2025-09-28T03:39:41.853979] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T03:39:41.984071] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:42.113049] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:42.243704] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:42.373006] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:42.509273] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:42.645250] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:42.779175] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:42.916585] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:43.053139] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:43.190231] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:43.190431] [INFO ] [CONFIGURE ] AVY: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:39:43.190606] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3361 tests [2025-09-28T03:39:43.190710] [INFO ] [CONFIGURE ] AVY: Testing feature 7/29: add_lag_shelf [2025-09-28T03:39:43.190784] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T03:39:43.311984] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:43.435146] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:43.564219] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:43.690867] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:43.816969] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:39:43.943473] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:44.070335] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:44.195818] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:44.325714] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:44.452633] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:44.452853] [INFO ] [CONFIGURE ] AVY: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T03:39:44.452958] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3360 tests [2025-09-28T03:39:44.453050] [INFO ] [CONFIGURE ] AVY: Testing feature 8/29: add_macd [2025-09-28T03:39:44.453160] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T03:39:44.625729] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:39:44.789676] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:39:44.955349] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:39:45.121265] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:45.292918] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:39:45.465941] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:45.651733] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:45.829889] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:46.024304] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:46.205007] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:39:46.205251] [INFO ] [CONFIGURE ] AVY: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:39:46.205365] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3359 tests [2025-09-28T03:39:46.205459] [INFO ] [CONFIGURE ] AVY: Testing feature 9/29: add_mfi [2025-09-28T03:39:46.205549] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T03:39:46.345330] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:46.484028] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:46.621535] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:46.758131] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:46.898770] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:47.058442] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:39:47.210083] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:47.369350] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:47.566333] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:47.773456] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:47.773764] [INFO ] [CONFIGURE ] AVY: DISCARDED add_mfi (score: 70.00%) [2025-09-28T03:39:47.773854] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3358 tests [2025-09-28T03:39:47.773908] [INFO ] [CONFIGURE ] AVY: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:39:47.773948] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:39:47.974622] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:48.152973] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:48.321806] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:39:48.490562] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:48.659030] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:48.829425] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:48.998335] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:49.161926] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:49.324836] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:49.483714] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:49.483934] [INFO ] [CONFIGURE ] AVY: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T03:39:49.484014] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3357 tests [2025-09-28T03:39:49.484175] [INFO ] [CONFIGURE ] AVY: Testing feature 11/29: add_obv_daily [2025-09-28T03:39:49.484248] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T03:39:49.616075] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:49.752595] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:49.888059] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:50.034798] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:50.176225] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:50.313800] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:39:50.450852] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:50.587019] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:50.721152] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:50.858267] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:39:50.858546] [INFO ] [CONFIGURE ] AVY: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T03:39:50.858689] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3356 tests [2025-09-28T03:39:50.858791] [INFO ] [CONFIGURE ] AVY: Testing feature 12/29: add_obv_interval [2025-09-28T03:39:50.858883] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T03:39:50.989734] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:51.120173] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:51.247467] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:39:51.378784] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:51.513460] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:51.652628] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:39:51.787966] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:51.925294] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:52.061270] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:52.197862] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:52.198103] [INFO ] [CONFIGURE ] AVY: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T03:39:52.198212] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3355 tests [2025-09-28T03:39:52.198302] [INFO ] [CONFIGURE ] AVY: Testing feature 13/29: add_opening_strength [2025-09-28T03:39:52.198390] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:39:52.342390] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:39:52.490302] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:52.632027] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:52.773833] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:52.917970] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:39:53.064943] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:39:53.208851] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:53.349625] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:53.488582] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:53.630566] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:53.630855] [INFO ] [CONFIGURE ] AVY: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T03:39:53.630966] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3354 tests [2025-09-28T03:39:53.631070] [INFO ] [CONFIGURE ] AVY: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:39:53.631162] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T03:39:53.776512] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:53.933290] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:54.089282] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:39:54.234195] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:54.383785] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:39:54.530420] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:54.683037] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:54.828185] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:54.974778] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:39:55.124171] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:55.124386] [INFO ] [CONFIGURE ] AVY: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T03:39:55.124547] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3353 tests [2025-09-28T03:39:55.124630] [INFO ] [CONFIGURE ] AVY: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:39:55.124751] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T03:39:55.250814] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:55.377849] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:55.505374] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:55.634252] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:55.762294] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:55.893888] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:56.022510] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:56.148452] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:56.276957] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:56.421191] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:56.421435] [INFO ] [CONFIGURE ] AVY: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T03:39:56.421520] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3352 tests [2025-09-28T03:39:56.421713] [INFO ] [CONFIGURE ] AVY: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:39:56.421801] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T03:39:56.570060] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:56.709451] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:39:56.845619] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:56.984900] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:57.131321] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:39:57.267176] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:57.402947] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:57.540474] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:39:57.681988] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:57.823925] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:39:57.824126] [INFO ] [CONFIGURE ] AVY: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:39:57.824209] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3351 tests [2025-09-28T03:39:57.824312] [INFO ] [CONFIGURE ] AVY: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:39:57.824418] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T03:39:57.967454] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:58.108122] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:58.247009] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:58.387116] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:39:58.527623] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:39:58.669314] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:39:58.811379] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:39:58.953961] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:39:59.096074] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:39:59.244612] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:39:59.244879] [INFO ] [CONFIGURE ] AVY: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:39:59.244998] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3350 tests [2025-09-28T03:39:59.245104] [INFO ] [CONFIGURE ] AVY: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:39:59.245183] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T03:39:59.369948] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:39:59.495310] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:39:59.622194] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:39:59.751022] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:39:59.879360] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:40:00.009992] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:40:00.141999] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:00.272639] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:00.403600] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:00.536196] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:00.536382] [INFO ] [CONFIGURE ] AVY: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:40:00.536464] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3349 tests [2025-09-28T03:40:00.536540] [INFO ] [CONFIGURE ] AVY: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:40:00.536679] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T03:40:00.663623] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:00.794129] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:40:00.924557] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:01.054918] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:40:01.194325] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:01.339009] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:40:01.486045] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:01.630461] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:01.784814] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:01.989019] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:01.989257] [INFO ] [CONFIGURE ] AVY: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:40:01.989361] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3348 tests [2025-09-28T03:40:01.989485] [INFO ] [CONFIGURE ] AVY: Testing feature 20/29: add_price_rejection [2025-09-28T03:40:01.989610] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T03:40:02.156231] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:02.305179] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:40:02.444558] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:40:02.587416] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:40:02.746881] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:02.909715] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:40:03.050583] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:03.188093] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:03.326170] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:03.474149] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:03.474345] [INFO ] [CONFIGURE ] AVY: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T03:40:03.474428] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3347 tests [2025-09-28T03:40:03.474525] [INFO ] [CONFIGURE ] AVY: Testing feature 21/29: add_range_position [2025-09-28T03:40:03.474639] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T03:40:03.626008] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:03.772307] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:40:03.921909] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:04.077727] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:04.230824] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:40:04.383735] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:40:04.543244] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:04.710816] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:04.877495] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:05.045415] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:05.045626] [INFO ] [CONFIGURE ] AVY: DISCARDED add_range_position (score: 40.00%) [2025-09-28T03:40:05.045724] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3346 tests [2025-09-28T03:40:05.045804] [INFO ] [CONFIGURE ] AVY: Testing feature 22/29: add_realized_volatility [2025-09-28T03:40:05.045912] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T03:40:05.217175] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:05.388628] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:40:05.558290] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:40:05.760143] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:05.931814] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:06.095249] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:40:06.265267] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:06.438565] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:06.606561] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:06.776632] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:06.776920] [INFO ] [CONFIGURE ] AVY: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T03:40:06.777092] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3345 tests [2025-09-28T03:40:06.777176] [INFO ] [CONFIGURE ] AVY: Testing feature 23/29: add_recent_range_context [2025-09-28T03:40:06.777266] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T03:40:06.910546] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:07.043634] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:40:07.181587] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:07.320541] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:40:07.461516] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:07.603951] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:40:07.751720] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:07.899141] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:40:08.049270] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:08.195398] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:08.195615] [INFO ] [CONFIGURE ] AVY: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:40:08.195826] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3344 tests [2025-09-28T03:40:08.195927] [INFO ] [CONFIGURE ] AVY: Testing feature 24/29: add_rsi [2025-09-28T03:40:08.196040] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T03:40:08.360365] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:08.524334] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:40:08.691473] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:08.847851] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:40:09.011388] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:09.173422] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:40:09.335898] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:09.495410] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:09.656819] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:09.816356] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:09.816607] [INFO ] [CONFIGURE ] AVY: KEPT add_rsi (score: 90.00%) [2025-09-28T03:40:09.816818] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3343 tests [2025-09-28T03:40:09.816899] [INFO ] [CONFIGURE ] AVY: Testing feature 25/29: add_tick_distribution [2025-09-28T03:40:09.816974] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi', 'add_tick_distribution'] [2025-09-28T03:40:09.979275] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:10.153315] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:40:10.320570] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:10.483788] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:40:10.659308] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:10.829282] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:40:11.004638] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:11.172303] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:11.337125] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:11.505909] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:11.506159] [INFO ] [CONFIGURE ] AVY: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T03:40:11.506257] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3342 tests [2025-09-28T03:40:11.506348] [INFO ] [CONFIGURE ] AVY: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:40:11.506457] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi', 'add_volume_momentum_confirmation'] [2025-09-28T03:40:11.679350] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:11.848476] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:40:12.028440] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:12.215811] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:40:12.389348] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:12.570886] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:40:12.744478] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:12.914792] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:13.086342] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:13.259449] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:13.259727] [INFO ] [CONFIGURE ] AVY: DISCARDED add_volume_momentum_confirmation (score: 90.00%) [2025-09-28T03:40:13.259815] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3341 tests [2025-09-28T03:40:13.260034] [INFO ] [CONFIGURE ] AVY: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:40:13.260113] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi', 'add_volume_price_divergence'] [2025-09-28T03:40:13.446262] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:13.636817] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:40:13.820885] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:13.994742] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:14.172522] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:14.347873] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:40:14.524590] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:14.709364] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:14.893624] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:15.082382] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:15.082701] [INFO ] [CONFIGURE ] AVY: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T03:40:15.082787] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3340 tests [2025-09-28T03:40:15.082946] [INFO ] [CONFIGURE ] AVY: Testing feature 28/29: add_volume_profile [2025-09-28T03:40:15.083037] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi', 'add_volume_profile'] [2025-09-28T03:40:15.255610] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:15.431634] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:40:15.615056] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:15.799994] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:40:15.974311] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:16.149178] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:40:16.312247] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:16.481458] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:16.735826] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:16.995271] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:16.996481] [INFO ] [CONFIGURE ] AVY: DISCARDED add_volume_profile (score: 90.00%) [2025-09-28T03:40:16.996590] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3339 tests [2025-09-28T03:40:16.996721] [INFO ] [CONFIGURE ] AVY: Testing feature 29/29: add_vwap [2025-09-28T03:40:16.996856] [INFO ] [CONFIGURE ] AVY: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi', 'add_vwap'] [2025-09-28T03:40:17.241101] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:17.415607] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:40:17.593037] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:17.757471] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:40:17.922082] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:40:18.088111] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:40:18.254734] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:40:18.427638] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:40:18.603170] [DEBUG] [FORECASTER] AVY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:18.775767] [DEBUG] [FORECASTER] AVY: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:18.775965] [INFO ] [CONFIGURE ] AVY: DISCARDED add_vwap (score: 80.00%) [2025-09-28T03:40:18.776051] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3338 tests [2025-09-28T03:40:18.776183] [INFO ] [CONFIGURE ] AVY: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:40:18.776260] [INFO ] [CONFIGURE ] AVY: Best accuracy: 90.00% [2025-09-28T03:40:18.776335] [INFO ] [CONFIGURE ] AVY: Best feature set (3 features): ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T03:40:18.776422] [INFO ] [CONFIGURE ] AVY: Improvement over baseline: 40.00% [2025-09-28T03:40:18.776492] [INFO ] [CONFIGURE ] AVY: Total time: 44.2 seconds [2025-09-28T03:40:18.776575] [INFO ] [CONFIGURE ] AVY: Average time per feature: 1.5 seconds [2025-09-28T03:40:18.776672] [INFO ] [CONFIGURE ] AVY: Average speed: 0.66 features/sec [2025-09-28T03:40:18.777890] [INFO ] [LOCAL ] Saved configuration for AVY: 3 features, 90.00% accuracy -> ./output/feature-sets/AVY.json [2025-09-28T03:40:18.777989] [INFO ] [CONFIGURE ] AVY: Configuration saved successfully: 3 features, 90.00% accuracy. [2025-09-28T03:40:18.778092] [INFO ] [sig ] [20/135] Successfully configured AVY | 0.02 sym/s | Total: 15.1m | ETA: 1.5h [2025-09-28T03:40:18.778194] [INFO ] [sig ] [21/135] Configuring AWR... [2025-09-28T03:40:18.778290] [INFO ] [CONFIGURE ] AWR: Configurate test run. [2025-09-28T03:40:18.778414] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AWR' from 'https://tdm.silogroup.org/data/derivative_storage/AWR.csv'. [2025-09-28T03:40:18.801504] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'AWR'. [2025-09-28T03:40:18.802051] [INFO ] [CONFIGURE ] AWR: Testing with 29 available features [2025-09-28T03:40:18.802132] [INFO ] [CONFIGURE ] AWR: Establishing baseline with no features... [2025-09-28T03:40:18.910354] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:19.016219] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:40:19.124081] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:19.230278] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:19.336565] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:19.447542] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:19.559727] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:19.676931] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:19.830624] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:19.960515] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:19.960769] [INFO ] [CONFIGURE ] AWR: Baseline score (no features): 60.00% [2025-09-28T03:40:19.960882] [INFO ] [CONFIGURE ] AWR: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:40:19.960967] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:40:20.104662] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:20.232841] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:20.357262] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:20.482482] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:20.610754] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:20.742790] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:20.873472] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:21.001050] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:21.129812] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:21.255498] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:21.255760] [INFO ] [CONFIGURE ] AWR: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T03:40:21.255846] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3337 tests [2025-09-28T03:40:21.255923] [INFO ] [CONFIGURE ] AWR: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:40:21.255999] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:40:21.402957] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:21.547688] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:21.699296] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:21.849321] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:22.000972] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:22.152052] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:22.304921] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:22.459171] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:22.606337] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:22.760682] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:22.760930] [INFO ] [CONFIGURE ] AWR: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:40:22.761014] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3336 tests [2025-09-28T03:40:22.761089] [INFO ] [CONFIGURE ] AWR: Testing feature 3/29: add_daily_returns [2025-09-28T03:40:22.761163] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:40:22.888101] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:23.016980] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:23.145112] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:23.271809] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:23.408842] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:23.561168] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:23.703149] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:23.862432] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:24.036342] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:24.189854] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:24.190060] [INFO ] [CONFIGURE ] AWR: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T03:40:24.190141] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3335 tests [2025-09-28T03:40:24.190262] [INFO ] [CONFIGURE ] AWR: Testing feature 4/29: add_ema [2025-09-28T03:40:24.190335] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:40:24.328572] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:24.469976] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:24.616355] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:40:24.760431] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:24.904470] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:25.050617] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:25.191920] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:25.336415] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:25.484331] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:25.636964] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:25.637181] [INFO ] [CONFIGURE ] AWR: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:40:25.637265] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3334 tests [2025-09-28T03:40:25.637340] [INFO ] [CONFIGURE ] AWR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:40:25.637413] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:40:25.787695] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:25.937279] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:26.089301] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:26.252314] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:26.408117] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:26.567347] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:26.730519] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:26.889796] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:27.058218] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:27.219338] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:27.219562] [INFO ] [CONFIGURE ] AWR: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:40:27.219751] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3333 tests [2025-09-28T03:40:27.219834] [INFO ] [CONFIGURE ] AWR: Testing feature 6/29: add_failed_moves [2025-09-28T03:40:27.219907] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T03:40:27.354126] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:27.485955] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:27.618213] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:27.750842] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:27.882586] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:28.020135] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:28.161820] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:28.299122] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:28.436429] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:28.577780] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:28.578000] [INFO ] [CONFIGURE ] AWR: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T03:40:28.578086] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3332 tests [2025-09-28T03:40:28.578246] [INFO ] [CONFIGURE ] AWR: Testing feature 7/29: add_lag_shelf [2025-09-28T03:40:28.578322] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T03:40:28.708116] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:28.833974] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:28.960272] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:29.086359] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:29.208556] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:29.332207] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:29.456876] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:29.584026] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:29.722788] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:29.856212] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:29.856563] [INFO ] [CONFIGURE ] AWR: KEPT add_lag_shelf (score: 80.00%) [2025-09-28T03:40:29.856682] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3331 tests [2025-09-28T03:40:29.856815] [INFO ] [CONFIGURE ] AWR: Testing feature 8/29: add_macd [2025-09-28T03:40:29.856931] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_vwap', 'add_macd'] [2025-09-28T03:40:30.026161] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:40:30.185168] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:30.348352] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:30.509803] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:30.678344] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:30.844182] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:31.011492] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:31.174873] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:31.343156] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:31.526772] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:31.527114] [INFO ] [CONFIGURE ] AWR: DISCARDED add_macd (score: 80.00%) [2025-09-28T03:40:31.527243] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3330 tests [2025-09-28T03:40:31.527355] [INFO ] [CONFIGURE ] AWR: Testing feature 9/29: add_mfi [2025-09-28T03:40:31.527463] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_mfi'] [2025-09-28T03:40:31.682091] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:31.838897] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:31.991674] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:32.143952] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:32.292481] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:32.435484] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:32.578974] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:32.727463] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:32.877975] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:33.022439] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:33.022691] [INFO ] [CONFIGURE ] AWR: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:40:33.022776] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3329 tests [2025-09-28T03:40:33.022933] [INFO ] [CONFIGURE ] AWR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:40:33.023006] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:40:33.177663] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:33.335213] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:33.497009] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:33.660401] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:33.822143] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:33.983593] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:34.144299] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:34.318588] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:34.485133] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:34.643434] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:34.643671] [INFO ] [CONFIGURE ] AWR: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T03:40:34.643755] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3328 tests [2025-09-28T03:40:34.643910] [INFO ] [CONFIGURE ] AWR: Testing feature 11/29: add_obv_daily [2025-09-28T03:40:34.643998] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_obv_daily'] [2025-09-28T03:40:34.774428] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:34.906221] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:35.038661] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:35.173971] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:40:35.309282] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:35.448546] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:35.587704] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:35.726485] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:35.863877] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:36.003870] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:40:36.004068] [INFO ] [CONFIGURE ] AWR: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:40:36.004151] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3327 tests [2025-09-28T03:40:36.004313] [INFO ] [CONFIGURE ] AWR: Testing feature 12/29: add_obv_interval [2025-09-28T03:40:36.004402] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_obv_interval'] [2025-09-28T03:40:36.139196] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:36.270575] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:36.401344] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:36.536246] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:36.670845] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:36.810468] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:36.984610] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:37.158420] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:37.313590] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:37.453437] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:37.453670] [INFO ] [CONFIGURE ] AWR: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:40:37.453754] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3326 tests [2025-09-28T03:40:37.453916] [INFO ] [CONFIGURE ] AWR: Testing feature 13/29: add_opening_strength [2025-09-28T03:40:37.454010] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:40:37.594350] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:37.738379] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:40:37.893922] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:38.038512] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:38.180606] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:38.327522] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:38.472346] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:38.621007] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:38.774159] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:38.922481] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:38.922701] [INFO ] [CONFIGURE ] AWR: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T03:40:38.922784] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3325 tests [2025-09-28T03:40:38.922861] [INFO ] [CONFIGURE ] AWR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:40:38.922969] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_order_flow_imbalance'] [2025-09-28T03:40:39.069631] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:39.214395] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:39.362802] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:39.519333] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:39.672112] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:39.820496] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:39.964926] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:40.108129] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:40.260614] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:40.404754] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:40.404937] [INFO ] [CONFIGURE ] AWR: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:40:40.405018] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3324 tests [2025-09-28T03:40:40.405092] [INFO ] [CONFIGURE ] AWR: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:40:40.405248] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_pbf_morning_momentum'] [2025-09-28T03:40:40.533361] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:40.661780] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:40.797041] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:40.933195] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:41.062992] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:41.188599] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:41.318210] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:41.449153] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:41.580719] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:41.710944] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:41.711202] [INFO ] [CONFIGURE ] AWR: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T03:40:41.711290] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3323 tests [2025-09-28T03:40:41.711367] [INFO ] [CONFIGURE ] AWR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:40:41.711442] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_pbf_overnight_gap'] [2025-09-28T03:40:41.847882] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:41.983857] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:40:42.120117] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:42.254706] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:42.385017] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:42.516931] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:42.655075] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:42.790288] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:42.926869] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:43.066864] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:43.067057] [INFO ] [CONFIGURE ] AWR: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:40:43.067138] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3322 tests [2025-09-28T03:40:43.067300] [INFO ] [CONFIGURE ] AWR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:40:43.067377] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_pbf_return_2d'] [2025-09-28T03:40:43.208344] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:43.349832] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:43.489384] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:43.634318] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:43.782979] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:43.934724] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:44.083663] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:44.233389] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:44.381184] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:44.527977] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:44.528159] [INFO ] [CONFIGURE ] AWR: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:40:44.528241] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3321 tests [2025-09-28T03:40:44.528314] [INFO ] [CONFIGURE ] AWR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:40:44.528418] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_pbf_volatility_5d'] [2025-09-28T03:40:44.668217] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:44.816083] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:40:44.994465] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:45.161785] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:45.334266] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:45.490914] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:45.629623] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:45.770305] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:45.900718] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:46.035047] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:46.035234] [INFO ] [CONFIGURE ] AWR: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:40:46.035316] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3320 tests [2025-09-28T03:40:46.035391] [INFO ] [CONFIGURE ] AWR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:40:46.035498] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_pbf_vs_sma_5'] [2025-09-28T03:40:46.164955] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:46.290355] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:46.416305] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:46.541870] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:46.670719] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:46.799719] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:46.932944] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:47.063133] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:47.199973] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:47.329303] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:47.329511] [INFO ] [CONFIGURE ] AWR: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:40:47.329593] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3319 tests [2025-09-28T03:40:47.329690] [INFO ] [CONFIGURE ] AWR: Testing feature 20/29: add_price_rejection [2025-09-28T03:40:47.329765] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_price_rejection'] [2025-09-28T03:40:47.471243] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:47.617071] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:47.766861] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:47.907481] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:48.051489] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:48.200604] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:48.347530] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:48.493999] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:48.641963] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:48.788844] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:48.789052] [INFO ] [CONFIGURE ] AWR: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T03:40:48.789134] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3318 tests [2025-09-28T03:40:48.789208] [INFO ] [CONFIGURE ] AWR: Testing feature 21/29: add_range_position [2025-09-28T03:40:48.789306] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_range_position'] [2025-09-28T03:40:48.932372] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:49.083121] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:49.231442] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:49.384368] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:49.535398] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:49.686072] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:49.842991] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:50.010983] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:50.168796] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:50.323214] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:50.323501] [INFO ] [CONFIGURE ] AWR: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:40:50.323608] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3317 tests [2025-09-28T03:40:50.323765] [INFO ] [CONFIGURE ] AWR: Testing feature 22/29: add_realized_volatility [2025-09-28T03:40:50.323862] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_realized_volatility'] [2025-09-28T03:40:50.494963] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:50.670590] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:40:50.846524] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:51.022378] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:51.183591] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:51.347843] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:51.521196] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:51.687556] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:51.873863] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:52.064458] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:52.064750] [INFO ] [CONFIGURE ] AWR: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:40:52.064834] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3316 tests [2025-09-28T03:40:52.064914] [INFO ] [CONFIGURE ] AWR: Testing feature 23/29: add_recent_range_context [2025-09-28T03:40:52.064994] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_recent_range_context'] [2025-09-28T03:40:52.202316] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:52.336923] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:52.472292] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:52.612489] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:52.752898] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:52.891458] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:53.031217] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:53.174789] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:53.312763] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:53.451749] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:53.451957] [INFO ] [CONFIGURE ] AWR: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:40:53.452042] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3315 tests [2025-09-28T03:40:53.452131] [INFO ] [CONFIGURE ] AWR: Testing feature 24/29: add_rsi [2025-09-28T03:40:53.452298] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_ema', 'add_rsi'] [2025-09-28T03:40:53.609421] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:53.760608] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:40:53.915629] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:40:54.075250] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:54.230312] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:54.391588] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:54.546868] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:54.699503] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:54.858716] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:55.025129] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:55.025422] [INFO ] [CONFIGURE ] AWR: DISCARDED add_rsi (score: 50.00%) [2025-09-28T03:40:55.025505] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3314 tests [2025-09-28T03:40:55.025583] [INFO ] [CONFIGURE ] AWR: Testing feature 25/29: add_tick_distribution [2025-09-28T03:40:55.025684] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_tick_distribution'] [2025-09-28T03:40:55.160377] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:55.290374] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:55.420775] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:55.552900] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:55.685627] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:55.814043] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:55.946851] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:56.081875] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:56.221266] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:56.358153] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:56.358380] [INFO ] [CONFIGURE ] AWR: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:40:56.358465] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3313 tests [2025-09-28T03:40:56.358632] [INFO ] [CONFIGURE ] AWR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:40:56.358733] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_volume_momentum_confirmation'] [2025-09-28T03:40:56.493296] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:56.627116] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:56.763777] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:56.899258] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:57.047133] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:57.193390] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:40:57.330791] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:57.466266] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:57.605414] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:40:57.742304] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:57.742493] [INFO ] [CONFIGURE ] AWR: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T03:40:57.742574] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3312 tests [2025-09-28T03:40:57.742691] [INFO ] [CONFIGURE ] AWR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:40:57.742860] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_volume_price_divergence'] [2025-09-28T03:40:57.896825] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:58.047274] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:58.202537] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:40:58.351250] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:40:58.512341] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:40:58.665914] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:40:58.830672] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:40:59.010025] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:40:59.166422] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:40:59.340737] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:40:59.340984] [INFO ] [CONFIGURE ] AWR: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T03:40:59.341111] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3311 tests [2025-09-28T03:40:59.341204] [INFO ] [CONFIGURE ] AWR: Testing feature 28/29: add_volume_profile [2025-09-28T03:40:59.341285] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_volume_profile'] [2025-09-28T03:40:59.528531] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:40:59.718537] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:40:59.908196] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:00.102329] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:00.285237] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:41:00.476008] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:41:00.627214] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:41:00.786509] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:41:00.931469] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:01.077399] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:41:01.077609] [INFO ] [CONFIGURE ] AWR: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T03:41:01.077714] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3310 tests [2025-09-28T03:41:01.077791] [INFO ] [CONFIGURE ] AWR: Testing feature 29/29: add_vwap [2025-09-28T03:41:01.077890] [INFO ] [CONFIGURE ] AWR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf', 'add_vwap'] [2025-09-28T03:41:01.215062] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:41:01.352373] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:01.499511] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:01.646739] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:01.807697] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:41:01.948116] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:41:02.094955] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:41:02.239519] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:41:02.382995] [DEBUG] [FORECASTER] AWR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:02.528632] [DEBUG] [FORECASTER] AWR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:41:02.529015] [INFO ] [CONFIGURE ] AWR: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:41:02.529154] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3309 tests [2025-09-28T03:41:02.529259] [INFO ] [CONFIGURE ] AWR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:41:02.529349] [INFO ] [CONFIGURE ] AWR: Best accuracy: 80.00% [2025-09-28T03:41:02.529439] [INFO ] [CONFIGURE ] AWR: Best feature set (2 features): ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T03:41:02.529525] [INFO ] [CONFIGURE ] AWR: Improvement over baseline: 20.00% [2025-09-28T03:41:02.529606] [INFO ] [CONFIGURE ] AWR: Total time: 42.6 seconds [2025-09-28T03:41:02.529709] [INFO ] [CONFIGURE ] AWR: Average time per feature: 1.5 seconds [2025-09-28T03:41:02.529806] [INFO ] [CONFIGURE ] AWR: Average speed: 0.68 features/sec [2025-09-28T03:41:02.530606] [INFO ] [LOCAL ] Saved configuration for AWR: 2 features, 80.00% accuracy -> ./output/feature-sets/AWR.json [2025-09-28T03:41:02.530715] [INFO ] [CONFIGURE ] AWR: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T03:41:02.530859] [INFO ] [sig ] [21/135] Successfully configured AWR | 0.02 sym/s | Total: 15.9m | ETA: 1.4h [2025-09-28T03:41:02.530937] [INFO ] [sig ] [22/135] Configuring AYI... [2025-09-28T03:41:02.531035] [INFO ] [CONFIGURE ] AYI: Configurate test run. [2025-09-28T03:41:02.531122] [DEBUG] [REMOTE ] Fetching historical data for symbol 'AYI' from 'https://tdm.silogroup.org/data/derivative_storage/AYI.csv'. [2025-09-28T03:41:02.649067] [DEBUG] [REMOTE ] Successfully parsed 1819 rows of historical data for symbol 'AYI'. [2025-09-28T03:41:02.649784] [INFO ] [CONFIGURE ] AYI: Testing with 29 available features [2025-09-28T03:41:02.649897] [INFO ] [CONFIGURE ] AYI: Establishing baseline with no features... [2025-09-28T03:41:02.762350] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:02.878009] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:02.990062] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:03.106303] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:41:03.216020] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:03.327412] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:03.439170] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:41:03.556763] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:03.671362] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:03.783952] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:03.784136] [INFO ] [CONFIGURE ] AYI: Baseline score (no features): 30.00% [2025-09-28T03:41:03.784245] [INFO ] [CONFIGURE ] AYI: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:41:03.784335] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:41:03.904865] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:04.029159] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:04.151878] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:04.277088] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:04.406401] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:04.533001] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:04.669504] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:41:04.801374] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:04.933353] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:05.068373] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:05.068590] [INFO ] [CONFIGURE ] AYI: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T03:41:05.068694] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3308 tests [2025-09-28T03:41:05.068805] [INFO ] [CONFIGURE ] AYI: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:41:05.068892] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:41:05.203478] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:05.340435] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:05.475467] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:05.611235] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:41:05.744462] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:05.873616] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:06.001632] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:06.137057] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:06.274598] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:06.418311] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:41:06.418539] [INFO ] [CONFIGURE ] AYI: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T03:41:06.418622] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3307 tests [2025-09-28T03:41:06.418755] [INFO ] [CONFIGURE ] AYI: Testing feature 3/29: add_daily_returns [2025-09-28T03:41:06.418847] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns'] [2025-09-28T03:41:06.539085] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:06.654388] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:06.771822] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:06.887709] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:07.009103] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:07.142369] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:07.260410] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:41:07.390091] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:07.510080] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:07.634231] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:07.634431] [INFO ] [CONFIGURE ] AYI: KEPT add_daily_returns (score: 40.00%) [2025-09-28T03:41:07.634514] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3306 tests [2025-09-28T03:41:07.634589] [INFO ] [CONFIGURE ] AYI: Testing feature 4/29: add_ema [2025-09-28T03:41:07.634687] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T03:41:07.770773] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:07.910623] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:08.048740] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:08.193041] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:08.343983] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:08.489169] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:08.636279] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:41:08.773213] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:08.906614] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:09.038129] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:09.038379] [INFO ] [CONFIGURE ] AYI: DISCARDED add_ema (score: 20.00%) [2025-09-28T03:41:09.038470] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3305 tests [2025-09-28T03:41:09.038592] [INFO ] [CONFIGURE ] AYI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:41:09.038712] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:41:09.178193] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:09.323737] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:09.469488] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:09.622805] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:09.769474] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:09.920955] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:10.076322] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:10.223268] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:10.369805] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:10.526204] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:10.526463] [INFO ] [CONFIGURE ] AYI: KEPT add_exhaustion_signals (score: 50.00%) [2025-09-28T03:41:10.526553] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3304 tests [2025-09-28T03:41:10.526658] [INFO ] [CONFIGURE ] AYI: Testing feature 6/29: add_failed_moves [2025-09-28T03:41:10.526829] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T03:41:10.683397] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:10.845511] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:10.999516] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:11.162951] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:11.320494] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:11.498816] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:11.675985] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:11.861826] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:12.026541] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:12.185247] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:12.185487] [INFO ] [CONFIGURE ] AYI: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:41:12.185571] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3303 tests [2025-09-28T03:41:12.185681] [INFO ] [CONFIGURE ] AYI: Testing feature 7/29: add_lag_shelf [2025-09-28T03:41:12.185762] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T03:41:12.325620] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:12.473083] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:12.625410] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:12.776824] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:12.967054] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:13.120180] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:13.273861] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:13.435443] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:13.594208] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:13.766535] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:13.766875] [INFO ] [CONFIGURE ] AYI: KEPT add_lag_shelf (score: 60.00%) [2025-09-28T03:41:13.766969] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3302 tests [2025-09-28T03:41:13.767122] [INFO ] [CONFIGURE ] AYI: Testing feature 8/29: add_macd [2025-09-28T03:41:13.767200] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_macd'] [2025-09-28T03:41:13.948830] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:41:14.127862] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:14.313474] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:14.488580] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:14.663327] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:14.836985] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:15.016947] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:15.189842] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:15.414630] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:15.588310] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:15.588576] [INFO ] [CONFIGURE ] AYI: DISCARDED add_macd (score: 30.00%) [2025-09-28T03:41:15.588699] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3301 tests [2025-09-28T03:41:15.588777] [INFO ] [CONFIGURE ] AYI: Testing feature 9/29: add_mfi [2025-09-28T03:41:15.588856] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_mfi'] [2025-09-28T03:41:15.750954] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:15.913153] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:16.074865] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:16.245000] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:16.414234] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:16.579028] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:16.744729] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:16.913050] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:17.087814] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:17.259473] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:17.259791] [INFO ] [CONFIGURE ] AYI: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:41:17.259871] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3300 tests [2025-09-28T03:41:17.259957] [INFO ] [CONFIGURE ] AYI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:41:17.260034] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:41:17.452844] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:17.645376] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:17.832937] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:18.015816] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:18.200311] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:18.386144] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:18.574320] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:18.763874] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:18.951227] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:19.141437] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:19.141675] [INFO ] [CONFIGURE ] AYI: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:41:19.141788] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3299 tests [2025-09-28T03:41:19.141871] [INFO ] [CONFIGURE ] AYI: Testing feature 11/29: add_obv_daily [2025-09-28T03:41:19.141919] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_obv_daily'] [2025-09-28T03:41:19.307593] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:19.469932] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:19.625104] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:19.780165] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:19.932949] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:20.085884] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:20.245493] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:20.408545] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:20.577162] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:20.738819] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:20.739020] [INFO ] [CONFIGURE ] AYI: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T03:41:20.739102] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3298 tests [2025-09-28T03:41:20.739178] [INFO ] [CONFIGURE ] AYI: Testing feature 12/29: add_obv_interval [2025-09-28T03:41:20.739253] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_obv_interval'] [2025-09-28T03:41:20.896725] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:21.064127] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:21.235882] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:21.394659] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:21.556443] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:21.716264] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:41:21.895191] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:22.057812] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:22.228959] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:22.392572] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:22.392820] [INFO ] [CONFIGURE ] AYI: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:41:22.392906] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3297 tests [2025-09-28T03:41:22.392984] [INFO ] [CONFIGURE ] AYI: Testing feature 13/29: add_opening_strength [2025-09-28T03:41:22.393078] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_opening_strength'] [2025-09-28T03:41:22.560888] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:22.724210] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:22.893183] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:23.051143] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:23.216464] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:23.381856] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:23.550750] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:23.716400] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:23.880908] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:24.058200] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:24.058421] [INFO ] [CONFIGURE ] AYI: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T03:41:24.058503] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3296 tests [2025-09-28T03:41:24.058578] [INFO ] [CONFIGURE ] AYI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:41:24.058639] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_order_flow_imbalance'] [2025-09-28T03:41:24.230674] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:24.403819] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:24.585559] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:24.761175] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:41:24.931619] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:25.101828] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:25.269225] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:25.439279] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:25.615466] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:25.791376] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:25.791675] [INFO ] [CONFIGURE ] AYI: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:41:25.791786] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3295 tests [2025-09-28T03:41:25.791897] [INFO ] [CONFIGURE ] AYI: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:41:25.792007] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_morning_momentum'] [2025-09-28T03:41:25.940584] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:26.087297] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:26.235162] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:26.384218] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:26.534726] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:26.684178] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:26.833261] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:26.985513] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:27.130956] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:27.276425] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:27.276615] [INFO ] [CONFIGURE ] AYI: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:41:27.276720] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3294 tests [2025-09-28T03:41:27.276824] [INFO ] [CONFIGURE ] AYI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:41:27.276904] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_overnight_gap'] [2025-09-28T03:41:27.431935] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:27.593121] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:27.753615] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:27.912366] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:28.062416] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:28.213984] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:28.364371] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:28.515939] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:28.667684] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:28.828998] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:28.829229] [INFO ] [CONFIGURE ] AYI: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T03:41:28.829311] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3293 tests [2025-09-28T03:41:28.829387] [INFO ] [CONFIGURE ] AYI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:41:28.829460] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_return_2d'] [2025-09-28T03:41:28.987589] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:29.146374] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:29.307449] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:29.465546] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:29.632826] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:29.791143] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:29.948244] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:30.106994] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:30.266077] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:30.433591] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:30.433870] [INFO ] [CONFIGURE ] AYI: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:41:30.433958] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3292 tests [2025-09-28T03:41:30.434035] [INFO ] [CONFIGURE ] AYI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:41:30.434130] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_volatility_5d'] [2025-09-28T03:41:30.588666] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:30.739112] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:30.882665] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:31.030229] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:31.179770] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:31.337321] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:31.489862] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:31.643866] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:31.799621] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:31.962883] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:31.963069] [INFO ] [CONFIGURE ] AYI: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:41:31.963151] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3291 tests [2025-09-28T03:41:31.963226] [INFO ] [CONFIGURE ] AYI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:41:31.963300] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_pbf_vs_sma_5'] [2025-09-28T03:41:32.123265] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:32.274457] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:32.430219] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:32.582068] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:32.732045] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:32.882026] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:33.035438] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:33.193176] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:33.351761] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:33.510434] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:33.510672] [INFO ] [CONFIGURE ] AYI: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:41:33.510765] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3290 tests [2025-09-28T03:41:33.510841] [INFO ] [CONFIGURE ] AYI: Testing feature 20/29: add_price_rejection [2025-09-28T03:41:33.510914] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_price_rejection'] [2025-09-28T03:41:33.675433] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:33.836226] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:33.994693] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:34.155808] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:34.320245] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:34.484906] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:34.652295] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:34.823051] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:34.988716] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:35.153965] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:35.154197] [INFO ] [CONFIGURE ] AYI: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:41:35.154314] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3289 tests [2025-09-28T03:41:35.154397] [INFO ] [CONFIGURE ] AYI: Testing feature 21/29: add_range_position [2025-09-28T03:41:35.154473] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_range_position'] [2025-09-28T03:41:35.331012] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:35.505300] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:35.679142] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:35.850662] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:36.031396] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:36.207348] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:36.381412] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:36.559046] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:36.727632] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:36.895782] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:36.895977] [INFO ] [CONFIGURE ] AYI: DISCARDED add_range_position (score: 40.00%) [2025-09-28T03:41:36.896059] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3288 tests [2025-09-28T03:41:36.896163] [INFO ] [CONFIGURE ] AYI: Testing feature 22/29: add_realized_volatility [2025-09-28T03:41:36.896241] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_realized_volatility'] [2025-09-28T03:41:37.078423] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:37.266367] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:37.458441] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:37.649487] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:37.839477] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:38.032541] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:38.212923] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:38.411339] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:38.605021] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:38.801529] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:38.801831] [INFO ] [CONFIGURE ] AYI: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:41:38.801919] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3287 tests [2025-09-28T03:41:38.801997] [INFO ] [CONFIGURE ] AYI: Testing feature 23/29: add_recent_range_context [2025-09-28T03:41:38.802107] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_recent_range_context'] [2025-09-28T03:41:38.959860] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:39.119230] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:39.272924] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:39.433273] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:39.601350] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:39.762565] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:39.919073] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:40.086104] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:40.247871] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:40.410432] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:40.410637] [INFO ] [CONFIGURE ] AYI: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:41:40.410743] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3286 tests [2025-09-28T03:41:40.410821] [INFO ] [CONFIGURE ] AYI: Testing feature 24/29: add_rsi [2025-09-28T03:41:40.410895] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_ema', 'add_rsi'] [2025-09-28T03:41:40.590936] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:40.781046] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:40.964485] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:41.143392] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:41.321340] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:41.497363] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:41.679288] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:41.867794] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:42.052971] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:42.265867] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:42.266138] [INFO ] [CONFIGURE ] AYI: DISCARDED add_rsi (score: 40.00%) [2025-09-28T03:41:42.266221] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3285 tests [2025-09-28T03:41:42.266297] [INFO ] [CONFIGURE ] AYI: Testing feature 25/29: add_tick_distribution [2025-09-28T03:41:42.266371] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_tick_distribution'] [2025-09-28T03:41:42.423241] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:42.582535] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:42.744312] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:41:42.902799] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:43.063066] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:43.216922] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:41:43.374098] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:43.533149] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:41:43.694729] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:41:43.864955] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:43.865195] [INFO ] [CONFIGURE ] AYI: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T03:41:43.865279] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3284 tests [2025-09-28T03:41:43.865355] [INFO ] [CONFIGURE ] AYI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:41:43.865451] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_volume_momentum_confirmation'] [2025-09-28T03:41:44.027127] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:44.185018] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:44.345321] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:44.506417] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:44.680829] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:44.851445] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:41:45.026117] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:45.190270] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:41:45.343539] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:45.498539] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:45.498743] [INFO ] [CONFIGURE ] AYI: KEPT add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T03:41:45.498824] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3283 tests [2025-09-28T03:41:45.498898] [INFO ] [CONFIGURE ] AYI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:41:45.498971] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_volume_momentum_confirmation', 'add_volume_price_divergence'] [2025-09-28T03:41:45.669871] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:41:45.846957] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:46.022480] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:46.202283] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:46.377372] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:41:46.555192] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:41:46.733462] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:46.918416] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:41:47.114006] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:47.299548] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:41:47.299804] [INFO ] [CONFIGURE ] AYI: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T03:41:47.299889] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3282 tests [2025-09-28T03:41:47.300035] [INFO ] [CONFIGURE ] AYI: Testing feature 28/29: add_volume_profile [2025-09-28T03:41:47.300113] [INFO ] [CONFIGURE ] AYI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_volume_momentum_confirmation', 'add_volume_profile'] [2025-09-28T03:41:47.473384] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:41:47.659484] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:47.829755] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:41:47.997594] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:48.170461] [DEBUG] [FORECASTER] AYI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:48.338540] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:41:48.515980] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:48.692927] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:41:48.865996] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:49.040726] [DEBUG] [FORECASTER] AYI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:41:49.040943] [INFO ] [CONFIGURE ] AYI: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:41:49.041026] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3281 tests [2025-09-28T03:41:49.041141] [INFO ] [CONFIGURE ] AYI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:41:49.041219] [INFO ] [CONFIGURE ] AYI: Best accuracy: 80.00% [2025-09-28T03:41:49.041295] [INFO ] [CONFIGURE ] AYI: Best feature set (5 features): ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf', 'add_volume_momentum_confirmation'] [2025-09-28T03:41:49.041368] [INFO ] [CONFIGURE ] AYI: Improvement over baseline: 50.00% [2025-09-28T03:41:49.041438] [INFO ] [CONFIGURE ] AYI: Total time: 45.3 seconds [2025-09-28T03:41:49.041508] [INFO ] [CONFIGURE ] AYI: Average time per feature: 1.6 seconds [2025-09-28T03:41:49.041579] [INFO ] [CONFIGURE ] AYI: Average speed: 0.64 features/sec [2025-09-28T03:41:49.042811] [INFO ] [LOCAL ] Saved configuration for AYI: 5 features, 80.00% accuracy -> ./output/feature-sets/AYI.json [2025-09-28T03:41:49.042903] [INFO ] [CONFIGURE ] AYI: Configuration saved successfully: 5 features, 80.00% accuracy. [2025-09-28T03:41:49.043038] [INFO ] [sig ] [22/135] Successfully configured AYI | 0.02 sym/s | Total: 16.7m | ETA: 1.4h [2025-09-28T03:41:49.043142] [INFO ] [sig ] [23/135] Configuring BCH... [2025-09-28T03:41:49.043243] [INFO ] [CONFIGURE ] BCH: Configurate test run. [2025-09-28T03:41:49.043371] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BCH' from 'https://tdm.silogroup.org/data/derivative_storage/BCH.csv'. [2025-09-28T03:41:49.070192] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BCH'. [2025-09-28T03:41:49.070912] [INFO ] [CONFIGURE ] BCH: Testing with 29 available features [2025-09-28T03:41:49.070994] [INFO ] [CONFIGURE ] BCH: Establishing baseline with no features... [2025-09-28T03:41:49.183588] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:41:49.290234] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:41:49.396523] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:41:49.508043] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:49.621753] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:49.729282] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:41:49.841610] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:49.952742] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:41:50.062872] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:50.172929] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:41:50.173125] [INFO ] [CONFIGURE ] BCH: Baseline score (no features): 50.00% [2025-09-28T03:41:50.173207] [INFO ] [CONFIGURE ] BCH: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:41:50.173282] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:41:50.292410] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:41:50.414930] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:50.534675] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:41:50.660441] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:50.785458] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:50.909034] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:41:51.033944] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:51.155518] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:41:51.281480] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:51.408869] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:41:51.409274] [INFO ] [CONFIGURE ] BCH: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T03:41:51.409357] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3280 tests [2025-09-28T03:41:51.409434] [INFO ] [CONFIGURE ] BCH: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:41:51.409509] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:41:51.550253] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:41:51.701842] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:51.854551] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:41:52.049182] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:52.244771] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:52.443562] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:41:52.639833] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:41:52.802910] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:41:52.957007] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:53.101285] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:41:53.101490] [INFO ] [CONFIGURE ] BCH: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T03:41:53.101573] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3279 tests [2025-09-28T03:41:53.102175] [INFO ] [CONFIGURE ] BCH: Testing feature 3/29: add_daily_returns [2025-09-28T03:41:53.102253] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:41:53.227520] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:41:53.355943] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:53.492135] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:41:53.620744] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:53.748723] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:53.875594] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:41:54.004454] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:54.136838] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:41:54.267556] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:54.400569] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:41:54.400846] [INFO ] [CONFIGURE ] BCH: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T03:41:54.400935] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3278 tests [2025-09-28T03:41:54.401012] [INFO ] [CONFIGURE ] BCH: Testing feature 4/29: add_ema [2025-09-28T03:41:54.401102] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:41:54.548893] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:41:54.691464] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:54.860809] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:41:55.026044] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:55.186491] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:55.346178] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:41:55.501005] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:55.656506] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:41:55.813423] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:55.969491] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:41:55.969789] [INFO ] [CONFIGURE ] BCH: DISCARDED add_ema (score: 60.00%) [2025-09-28T03:41:55.969891] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3277 tests [2025-09-28T03:41:55.970080] [INFO ] [CONFIGURE ] BCH: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:41:55.970154] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:41:56.135720] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:41:56.295567] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:56.460319] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:41:56.624247] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:56.779124] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:56.935110] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:41:57.103833] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:57.256303] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:41:57.411824] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:57.569992] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:41:57.570275] [INFO ] [CONFIGURE ] BCH: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:41:57.570530] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3276 tests [2025-09-28T03:41:57.570636] [INFO ] [CONFIGURE ] BCH: Testing feature 6/29: add_failed_moves [2025-09-28T03:41:57.570784] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T03:41:57.704377] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:41:57.835789] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:57.969275] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:41:58.105303] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:58.239265] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:58.380714] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:41:58.523262] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:58.669530] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:41:58.806230] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:41:58.941578] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:41:58.941815] [INFO ] [CONFIGURE ] BCH: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T03:41:58.941914] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3275 tests [2025-09-28T03:41:58.942078] [INFO ] [CONFIGURE ] BCH: Testing feature 7/29: add_lag_shelf [2025-09-28T03:41:58.942150] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T03:41:59.070023] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:41:59.206115] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:41:59.336312] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:41:59.462848] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:41:59.588429] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:41:59.714127] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:41:59.842155] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:41:59.963942] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:42:00.087930] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:00.211946] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:00.212172] [INFO ] [CONFIGURE ] BCH: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T03:42:00.212257] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3274 tests [2025-09-28T03:42:00.212362] [INFO ] [CONFIGURE ] BCH: Testing feature 8/29: add_macd [2025-09-28T03:42:00.212440] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T03:42:00.376956] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:00.543805] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:00.707799] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:00.867757] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:01.024970] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:01.184536] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:01.348598] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:01.515350] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:01.693553] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:01.863863] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:01.864165] [INFO ] [CONFIGURE ] BCH: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:42:01.864258] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3273 tests [2025-09-28T03:42:01.864338] [INFO ] [CONFIGURE ] BCH: Testing feature 9/29: add_mfi [2025-09-28T03:42:01.864415] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T03:42:02.004958] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:02.143637] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:02.283835] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:02.421392] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:02.590714] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:02.731864] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:02.868484] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:03.004764] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:42:03.141984] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:03.282167] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:03.282391] [INFO ] [CONFIGURE ] BCH: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:42:03.282473] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3272 tests [2025-09-28T03:42:03.282548] [INFO ] [CONFIGURE ] BCH: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:42:03.282622] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:42:03.431074] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:03.588480] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:03.748253] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:03.912982] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:04.073882] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:04.243493] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:04.401989] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:04.561243] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:42:04.724451] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:04.917523] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:04.917775] [INFO ] [CONFIGURE ] BCH: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:42:04.917859] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3271 tests [2025-09-28T03:42:04.917938] [INFO ] [CONFIGURE ] BCH: Testing feature 11/29: add_obv_daily [2025-09-28T03:42:04.918015] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T03:42:05.067535] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:05.200144] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:05.339715] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:05.468552] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:05.599235] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:05.738227] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:42:05.870321] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:05.997899] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:06.130165] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:06.266474] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:42:06.266718] [INFO ] [CONFIGURE ] BCH: DISCARDED add_obv_daily (score: 30.00%) [2025-09-28T03:42:06.266823] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3270 tests [2025-09-28T03:42:06.266899] [INFO ] [CONFIGURE ] BCH: Testing feature 12/29: add_obv_interval [2025-09-28T03:42:06.266972] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T03:42:06.398214] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:06.527323] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:06.656457] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:06.788778] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:06.924177] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:07.059799] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:42:07.203941] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:07.340802] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:42:07.482417] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:07.616019] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:07.616232] [INFO ] [CONFIGURE ] BCH: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:42:07.616313] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3269 tests [2025-09-28T03:42:07.616389] [INFO ] [CONFIGURE ] BCH: Testing feature 13/29: add_opening_strength [2025-09-28T03:42:07.616463] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:42:07.756405] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:07.900387] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:08.042361] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:08.182317] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:08.324887] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:08.471699] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:42:08.614675] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:08.778683] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:08.919143] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:09.058137] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:09.058379] [INFO ] [CONFIGURE ] BCH: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T03:42:09.058462] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3268 tests [2025-09-28T03:42:09.058543] [INFO ] [CONFIGURE ] BCH: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:42:09.058628] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T03:42:09.197172] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:09.340128] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:09.485995] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:09.629146] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:09.775189] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:09.915758] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:10.058384] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:10.201267] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:10.344008] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:10.486761] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:10.486967] [INFO ] [CONFIGURE ] BCH: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:42:10.487047] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3267 tests [2025-09-28T03:42:10.487121] [INFO ] [CONFIGURE ] BCH: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:42:10.487193] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T03:42:10.604300] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:10.722392] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:10.841361] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:10.960778] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:11.081813] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:11.202223] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:11.333320] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:11.465183] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:11.590105] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:11.712383] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:11.712563] [INFO ] [CONFIGURE ] BCH: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:42:11.712661] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3266 tests [2025-09-28T03:42:11.712737] [INFO ] [CONFIGURE ] BCH: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:42:11.712809] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T03:42:11.836922] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:11.961597] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:12.087661] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:12.213496] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:12.339117] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:12.466755] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:12.596740] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:12.731972] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:42:12.880421] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:13.026897] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:13.027139] [INFO ] [CONFIGURE ] BCH: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:42:13.027233] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3265 tests [2025-09-28T03:42:13.027324] [INFO ] [CONFIGURE ] BCH: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:42:13.027415] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T03:42:13.171858] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:13.316870] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:13.463023] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:13.607076] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:13.757678] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:13.907617] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:14.058183] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:14.209076] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:14.352691] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:14.501031] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:14.501243] [INFO ] [CONFIGURE ] BCH: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:42:14.501325] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3264 tests [2025-09-28T03:42:14.501402] [INFO ] [CONFIGURE ] BCH: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:42:14.501478] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T03:42:14.625771] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:14.756532] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:14.888289] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:15.015910] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:15.144527] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:15.277336] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:15.409034] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:15.541516] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:15.677730] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:15.809688] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:15.809912] [INFO ] [CONFIGURE ] BCH: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:42:15.810074] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3263 tests [2025-09-28T03:42:15.810160] [INFO ] [CONFIGURE ] BCH: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:42:15.810234] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T03:42:15.932171] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:16.054792] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:16.177092] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:16.298492] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:16.422347] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:16.550677] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:16.676351] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:16.806053] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:42:16.933000] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:17.061420] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:17.061640] [INFO ] [CONFIGURE ] BCH: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:42:17.061745] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3262 tests [2025-09-28T03:42:17.061818] [INFO ] [CONFIGURE ] BCH: Testing feature 20/29: add_price_rejection [2025-09-28T03:42:17.061891] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T03:42:17.202574] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:17.337410] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:17.469372] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:17.602060] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:17.736274] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:17.879992] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:18.026435] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:18.165258] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:42:18.307742] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:18.455717] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:18.456004] [INFO ] [CONFIGURE ] BCH: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:42:18.456099] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3261 tests [2025-09-28T03:42:18.456184] [INFO ] [CONFIGURE ] BCH: Testing feature 21/29: add_range_position [2025-09-28T03:42:18.456262] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T03:42:18.598128] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:18.742775] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:18.885617] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:19.034552] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:19.181934] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:19.335704] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:19.492808] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:19.707375] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:19.951467] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:20.185241] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:42:20.185520] [INFO ] [CONFIGURE ] BCH: DISCARDED add_range_position (score: 50.00%) [2025-09-28T03:42:20.185719] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3260 tests [2025-09-28T03:42:20.185813] [INFO ] [CONFIGURE ] BCH: Testing feature 22/29: add_realized_volatility [2025-09-28T03:42:20.185901] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T03:42:20.433265] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:20.679394] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:20.944811] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:21.117313] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:21.286455] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:21.451795] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:42:21.615256] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:21.779118] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:21.946067] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:22.110627] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:22.110890] [INFO ] [CONFIGURE ] BCH: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T03:42:22.110973] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3259 tests [2025-09-28T03:42:22.111047] [INFO ] [CONFIGURE ] BCH: Testing feature 23/29: add_recent_range_context [2025-09-28T03:42:22.111119] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T03:42:22.243003] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:22.375218] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:22.501404] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:22.633429] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:22.761933] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:22.892566] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:23.025489] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:23.157187] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:23.293271] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:23.429793] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:23.430032] [INFO ] [CONFIGURE ] BCH: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:42:23.430116] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3258 tests [2025-09-28T03:42:23.430213] [INFO ] [CONFIGURE ] BCH: Testing feature 24/29: add_rsi [2025-09-28T03:42:23.430290] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T03:42:23.580555] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:23.731925] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:23.884474] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:24.040163] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:24.211570] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:24.375247] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:24.538794] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:24.704665] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:24.865964] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:25.035408] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:25.035946] [INFO ] [CONFIGURE ] BCH: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:42:25.036034] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3257 tests [2025-09-28T03:42:25.036112] [INFO ] [CONFIGURE ] BCH: Testing feature 25/29: add_tick_distribution [2025-09-28T03:42:25.036209] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T03:42:25.173049] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:25.301928] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:25.433452] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:25.565075] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:25.697544] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:25.829483] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:25.962279] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:26.095621] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:42:26.233071] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:26.365844] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:26.366051] [INFO ] [CONFIGURE ] BCH: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T03:42:26.366132] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3256 tests [2025-09-28T03:42:26.366267] [INFO ] [CONFIGURE ] BCH: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:42:26.366343] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T03:42:26.498088] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:26.633170] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:26.765121] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:26.901256] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:27.041629] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:27.174518] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:27.317763] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:27.454521] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:27.593030] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:27.733309] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:27.733536] [INFO ] [CONFIGURE ] BCH: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T03:42:27.733621] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3255 tests [2025-09-28T03:42:27.733731] [INFO ] [CONFIGURE ] BCH: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:42:27.733809] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T03:42:27.874391] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:28.009299] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:28.144971] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:28.285533] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:28.427531] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:28.569030] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:42:28.710608] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:28.857125] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:29.002007] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:29.152685] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:29.152918] [INFO ] [CONFIGURE ] BCH: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T03:42:29.153002] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3254 tests [2025-09-28T03:42:29.153078] [INFO ] [CONFIGURE ] BCH: Testing feature 28/29: add_volume_profile [2025-09-28T03:42:29.153153] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T03:42:29.286061] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:29.417722] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:29.549412] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:29.692069] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:29.835859] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:29.974266] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:42:30.114429] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:30.245580] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:30.383323] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:30.518925] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:30.519136] [INFO ] [CONFIGURE ] BCH: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T03:42:30.519218] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3253 tests [2025-09-28T03:42:30.519309] [INFO ] [CONFIGURE ] BCH: Testing feature 29/29: add_vwap [2025-09-28T03:42:30.519386] [INFO ] [CONFIGURE ] BCH: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T03:42:30.651885] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:42:30.786991] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:30.924900] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:42:31.061805] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:42:31.197194] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:42:31.334442] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:42:31.473767] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:31.617790] [DEBUG] [FORECASTER] BCH: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:42:31.768600] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:31.904828] [DEBUG] [FORECASTER] BCH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:42:31.905028] [INFO ] [CONFIGURE ] BCH: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:42:31.905141] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3252 tests [2025-09-28T03:42:31.905306] [INFO ] [CONFIGURE ] BCH: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:42:31.905383] [INFO ] [CONFIGURE ] BCH: Best accuracy: 70.00% [2025-09-28T03:42:31.905456] [INFO ] [CONFIGURE ] BCH: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T03:42:31.905528] [INFO ] [CONFIGURE ] BCH: Improvement over baseline: 20.00% [2025-09-28T03:42:31.905598] [INFO ] [CONFIGURE ] BCH: Total time: 41.7 seconds [2025-09-28T03:42:31.905690] [INFO ] [CONFIGURE ] BCH: Average time per feature: 1.4 seconds [2025-09-28T03:42:31.905761] [INFO ] [CONFIGURE ] BCH: Average speed: 0.69 features/sec [2025-09-28T03:42:31.906596] [INFO ] [LOCAL ] Saved configuration for BCH: 1 features, 70.00% accuracy -> ./output/feature-sets/BCH.json [2025-09-28T03:42:31.906711] [INFO ] [CONFIGURE ] BCH: Configuration saved successfully: 1 features, 70.00% accuracy. [2025-09-28T03:42:31.909848] [INFO ] [sig ] [23/135] Successfully configured BCH | 0.02 sym/s | Total: 17.4m | ETA: 1.4h [2025-09-28T03:42:31.909953] [INFO ] [sig ] [24/135] Configuring BCS... [2025-09-28T03:42:31.910063] [INFO ] [CONFIGURE ] BCS: Configurate test run. [2025-09-28T03:42:31.910200] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BCS' from 'https://tdm.silogroup.org/data/derivative_storage/BCS.csv'. [2025-09-28T03:42:32.142234] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BCS'. [2025-09-28T03:42:32.142806] [INFO ] [CONFIGURE ] BCS: Testing with 29 available features [2025-09-28T03:42:32.142895] [INFO ] [CONFIGURE ] BCS: Establishing baseline with no features... [2025-09-28T03:42:32.245008] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:32.347427] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:32.450884] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:32.555115] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:32.661811] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:32.767804] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:32.875739] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:32.982444] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:42:33.089198] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:42:33.197958] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:33.198146] [INFO ] [CONFIGURE ] BCS: Baseline score (no features): 40.00% [2025-09-28T03:42:33.198241] [INFO ] [CONFIGURE ] BCS: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:42:33.198336] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:42:33.317714] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:42:33.435595] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:33.554163] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:33.675266] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:33.796891] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:33.932983] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:34.060588] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:34.182954] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:34.305894] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:34.429630] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:42:34.429879] [INFO ] [CONFIGURE ] BCS: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T03:42:34.429987] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3251 tests [2025-09-28T03:42:34.430064] [INFO ] [CONFIGURE ] BCS: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:42:34.430136] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:42:34.579438] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:34.721215] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:34.864153] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:35.009189] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:35.153787] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:35.298823] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:35.447564] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:35.588425] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:35.745221] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:35.888135] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:35.888361] [INFO ] [CONFIGURE ] BCS: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T03:42:35.888446] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3250 tests [2025-09-28T03:42:35.888520] [INFO ] [CONFIGURE ] BCS: Testing feature 3/29: add_daily_returns [2025-09-28T03:42:35.888595] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:42:36.037012] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:36.197326] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:36.349080] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:36.496864] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:36.651260] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:36.805958] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:36.961389] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:37.110257] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:37.256366] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:37.404582] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:37.404825] [INFO ] [CONFIGURE ] BCS: KEPT add_daily_returns (score: 70.00%) [2025-09-28T03:42:37.404909] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3249 tests [2025-09-28T03:42:37.404984] [INFO ] [CONFIGURE ] BCS: Testing feature 4/29: add_ema [2025-09-28T03:42:37.405058] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema'] [2025-09-28T03:42:37.571005] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:37.734804] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:37.899991] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:38.058820] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:42:38.217022] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:38.380279] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:38.545976] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:38.715881] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:38.880602] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:39.065077] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:42:39.065305] [INFO ] [CONFIGURE ] BCS: DISCARDED add_ema (score: 70.00%) [2025-09-28T03:42:39.065406] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3248 tests [2025-09-28T03:42:39.065492] [INFO ] [CONFIGURE ] BCS: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:42:39.065580] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:42:39.250892] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:39.428800] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:39.606259] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:42:39.790240] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:39.974976] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:40.162627] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:40.347142] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:40.529068] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:40.724932] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:40.907130] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:40.907340] [INFO ] [CONFIGURE ] BCS: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:42:40.907422] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3247 tests [2025-09-28T03:42:40.907495] [INFO ] [CONFIGURE ] BCS: Testing feature 6/29: add_failed_moves [2025-09-28T03:42:40.907551] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T03:42:41.068299] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:41.231885] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:41.396365] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:41.571493] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:41.740146] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:41.914511] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:42.084801] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:42.253967] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:42.424663] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:42.591767] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:42.591974] [INFO ] [CONFIGURE ] BCS: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T03:42:42.592058] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3246 tests [2025-09-28T03:42:42.592134] [INFO ] [CONFIGURE ] BCS: Testing feature 7/29: add_lag_shelf [2025-09-28T03:42:42.592209] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:42:42.747126] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:42:42.899897] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:43.055871] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:43.213003] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:43.373469] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:43.535153] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:43.692307] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:43.847143] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:44.007581] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:44.203925] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:44.204418] [INFO ] [CONFIGURE ] BCS: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:42:44.204524] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3245 tests [2025-09-28T03:42:44.204619] [INFO ] [CONFIGURE ] BCS: Testing feature 8/29: add_macd [2025-09-28T03:42:44.204739] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:42:44.450379] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:44.699943] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:42:44.976168] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:45.215997] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:42:45.422710] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:45.623916] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:45.812075] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:45.999952] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:46.189742] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:46.375376] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:42:46.375609] [INFO ] [CONFIGURE ] BCS: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:42:46.375715] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3244 tests [2025-09-28T03:42:46.375790] [INFO ] [CONFIGURE ] BCS: Testing feature 9/29: add_mfi [2025-09-28T03:42:46.375869] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi'] [2025-09-28T03:42:46.536554] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:46.701113] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:46.867819] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:47.036557] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:42:47.206817] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:47.374689] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:47.569944] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:47.746016] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:47.913189] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:48.081122] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:48.081371] [INFO ] [CONFIGURE ] BCS: KEPT add_mfi (score: 80.00%) [2025-09-28T03:42:48.081453] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3243 tests [2025-09-28T03:42:48.081529] [INFO ] [CONFIGURE ] BCS: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:42:48.081603] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:42:48.295075] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:48.500152] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:48.704359] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:48.921245] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:42:49.124384] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:49.333962] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:49.532460] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:42:49.734582] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:49.942168] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:50.145668] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:50.145918] [INFO ] [CONFIGURE ] BCS: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T03:42:50.146010] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3242 tests [2025-09-28T03:42:50.146100] [INFO ] [CONFIGURE ] BCS: Testing feature 11/29: add_obv_daily [2025-09-28T03:42:50.146189] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_obv_daily'] [2025-09-28T03:42:50.324534] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:42:50.506682] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:50.684962] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:50.870688] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:51.055122] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:51.241043] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:51.422874] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:51.611843] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:51.796769] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:51.978941] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:51.979155] [INFO ] [CONFIGURE ] BCS: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:42:51.979237] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3241 tests [2025-09-28T03:42:51.979312] [INFO ] [CONFIGURE ] BCS: Testing feature 12/29: add_obv_interval [2025-09-28T03:42:51.979387] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_obv_interval'] [2025-09-28T03:42:52.150337] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:52.318871] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:52.489093] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:52.670024] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:52.851619] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:53.035308] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:53.212097] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:53.402177] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:53.592292] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:53.776525] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:42:53.776822] [INFO ] [CONFIGURE ] BCS: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:42:53.776916] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3240 tests [2025-09-28T03:42:53.776995] [INFO ] [CONFIGURE ] BCS: Testing feature 13/29: add_opening_strength [2025-09-28T03:42:53.777100] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_opening_strength'] [2025-09-28T03:42:53.959806] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:54.151882] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:54.333738] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:54.517496] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:42:54.700256] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:54.879100] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:55.058988] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:55.251269] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:55.441724] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:55.624033] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:42:55.624230] [INFO ] [CONFIGURE ] BCS: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:42:55.624312] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3239 tests [2025-09-28T03:42:55.624385] [INFO ] [CONFIGURE ] BCS: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:42:55.624440] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_order_flow_imbalance'] [2025-09-28T03:42:55.824002] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:42:56.033715] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:56.227972] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:56.426882] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:42:56.631021] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:56.822930] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:57.012566] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:57.203785] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:57.394253] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:57.595487] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:57.595722] [INFO ] [CONFIGURE ] BCS: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:42:57.595810] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3238 tests [2025-09-28T03:42:57.595886] [INFO ] [CONFIGURE ] BCS: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:42:57.595963] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_pbf_morning_momentum'] [2025-09-28T03:42:57.766024] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:57.936083] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:58.101661] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:42:58.268998] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:42:58.445803] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:42:58.639307] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:42:58.827502] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:42:59.004971] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:42:59.179241] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:42:59.357188] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:42:59.357398] [INFO ] [CONFIGURE ] BCS: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T03:42:59.357480] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3237 tests [2025-09-28T03:42:59.357581] [INFO ] [CONFIGURE ] BCS: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:42:59.357690] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_pbf_overnight_gap'] [2025-09-28T03:42:59.537624] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:42:59.713542] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:42:59.886977] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:00.063212] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:43:00.239589] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:00.445359] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:00.632823] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:00.818959] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:00.998920] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:01.180972] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:01.181216] [INFO ] [CONFIGURE ] BCS: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T03:43:01.181333] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3236 tests [2025-09-28T03:43:01.181424] [INFO ] [CONFIGURE ] BCS: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:43:01.181501] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_pbf_return_2d'] [2025-09-28T03:43:01.366667] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:01.552994] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:01.748180] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:01.942074] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:43:02.139379] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:02.332089] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:02.518735] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:02.705566] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:02.893606] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:03.079184] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:03.079432] [INFO ] [CONFIGURE ] BCS: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:43:03.079581] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3235 tests [2025-09-28T03:43:03.079701] [INFO ] [CONFIGURE ] BCS: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:43:03.079795] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_pbf_volatility_5d'] [2025-09-28T03:43:03.253277] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:03.424177] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:43:03.595344] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:43:03.763987] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:43:03.940388] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:04.107462] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:04.280328] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:04.471335] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:04.654112] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:43:04.828538] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:04.828763] [INFO ] [CONFIGURE ] BCS: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:43:04.828866] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3234 tests [2025-09-28T03:43:04.828955] [INFO ] [CONFIGURE ] BCS: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:43:04.829044] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_pbf_vs_sma_5'] [2025-09-28T03:43:04.999191] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:05.172149] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:05.339103] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:05.512510] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:43:05.681855] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:05.855774] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:06.029555] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:06.202964] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:06.374264] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:06.551380] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:06.551638] [INFO ] [CONFIGURE ] BCS: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:43:06.551745] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3233 tests [2025-09-28T03:43:06.551823] [INFO ] [CONFIGURE ] BCS: Testing feature 20/29: add_price_rejection [2025-09-28T03:43:06.551898] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_price_rejection'] [2025-09-28T03:43:06.736322] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:43:06.913076] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:07.090580] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:07.269536] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:43:07.449536] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:07.632417] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:07.822035] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:08.011100] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:08.199832] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:43:08.380351] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:08.380555] [INFO ] [CONFIGURE ] BCS: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T03:43:08.380637] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3232 tests [2025-09-28T03:43:08.380736] [INFO ] [CONFIGURE ] BCS: Testing feature 21/29: add_range_position [2025-09-28T03:43:08.380815] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_range_position'] [2025-09-28T03:43:08.567368] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:08.764122] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:08.966105] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:09.153919] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:43:09.342859] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:09.532220] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:09.722389] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:09.911806] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:10.102836] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:43:10.294117] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:10.294344] [INFO ] [CONFIGURE ] BCS: DISCARDED add_range_position (score: 60.00%) [2025-09-28T03:43:10.294437] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3231 tests [2025-09-28T03:43:10.294514] [INFO ] [CONFIGURE ] BCS: Testing feature 22/29: add_realized_volatility [2025-09-28T03:43:10.294587] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_realized_volatility'] [2025-09-28T03:43:10.496254] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:10.696940] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:10.897101] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:11.103332] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:43:11.311355] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:11.543501] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:11.780051] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:11.994506] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:12.208020] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:12.416167] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:12.416406] [INFO ] [CONFIGURE ] BCS: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:43:12.416490] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3230 tests [2025-09-28T03:43:12.416565] [INFO ] [CONFIGURE ] BCS: Testing feature 23/29: add_recent_range_context [2025-09-28T03:43:12.416614] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_recent_range_context'] [2025-09-28T03:43:12.598358] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:12.771859] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:12.943608] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:13.115275] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:43:13.288002] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:13.462441] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:13.637281] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:13.813910] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:13.994142] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:14.193899] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:14.194130] [INFO ] [CONFIGURE ] BCS: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T03:43:14.194214] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3229 tests [2025-09-28T03:43:14.194291] [INFO ] [CONFIGURE ] BCS: Testing feature 24/29: add_rsi [2025-09-28T03:43:14.194368] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_ema', 'add_rsi'] [2025-09-28T03:43:14.399564] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:14.606721] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:14.807285] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:15.003728] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:43:15.200520] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:15.397903] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:15.599604] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:15.807587] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:16.007686] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:16.215750] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:16.215957] [INFO ] [CONFIGURE ] BCS: DISCARDED add_rsi (score: 80.00%) [2025-09-28T03:43:16.216038] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3228 tests [2025-09-28T03:43:16.216112] [INFO ] [CONFIGURE ] BCS: Testing feature 25/29: add_tick_distribution [2025-09-28T03:43:16.216187] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_tick_distribution'] [2025-09-28T03:43:16.391017] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:16.571949] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:16.765769] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:16.965613] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:43:17.144284] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:17.330968] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:17.510095] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:17.696165] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:17.877085] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:18.065286] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:18.065482] [INFO ] [CONFIGURE ] BCS: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:43:18.065569] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3227 tests [2025-09-28T03:43:18.065671] [INFO ] [CONFIGURE ] BCS: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:43:18.065748] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_volume_momentum_confirmation'] [2025-09-28T03:43:18.241481] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:43:18.417286] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:18.593143] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:18.772937] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:43:18.953780] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:19.129007] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:19.310542] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:19.493113] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:19.672930] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:19.854492] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:19.854712] [INFO ] [CONFIGURE ] BCS: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T03:43:19.854795] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3226 tests [2025-09-28T03:43:19.854872] [INFO ] [CONFIGURE ] BCS: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:43:19.854947] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_volume_price_divergence'] [2025-09-28T03:43:20.042375] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:20.227034] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:20.414806] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:20.598914] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:43:20.783636] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:20.968806] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:21.165703] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:43:21.354629] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:21.558489] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:21.774241] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:21.774542] [INFO ] [CONFIGURE ] BCS: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T03:43:21.774789] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3225 tests [2025-09-28T03:43:21.774857] [INFO ] [CONFIGURE ] BCS: Testing feature 28/29: add_volume_profile [2025-09-28T03:43:21.774899] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_volume_profile'] [2025-09-28T03:43:21.948160] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:22.127141] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:22.305435] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:22.491382] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:43:22.680038] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:22.860663] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:23.050160] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:43:23.277505] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:23.470898] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:23.655500] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:23.655760] [INFO ] [CONFIGURE ] BCS: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T03:43:23.655847] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3224 tests [2025-09-28T03:43:23.655923] [INFO ] [CONFIGURE ] BCS: Testing feature 29/29: add_vwap [2025-09-28T03:43:23.656000] [INFO ] [CONFIGURE ] BCS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi', 'add_vwap'] [2025-09-28T03:43:23.847609] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:43:24.034391] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:43:24.219163] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:24.442467] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:43:24.628984] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:24.814193] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:24.996984] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:43:25.177506] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:43:25.361816] [DEBUG] [FORECASTER] BCS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:25.551085] [DEBUG] [FORECASTER] BCS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:25.551312] [INFO ] [CONFIGURE ] BCS: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:43:25.551395] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3223 tests [2025-09-28T03:43:25.551508] [INFO ] [CONFIGURE ] BCS: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:43:25.551586] [INFO ] [CONFIGURE ] BCS: Best accuracy: 80.00% [2025-09-28T03:43:25.551688] [INFO ] [CONFIGURE ] BCS: Best feature set (4 features): ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_mfi'] [2025-09-28T03:43:25.551762] [INFO ] [CONFIGURE ] BCS: Improvement over baseline: 40.00% [2025-09-28T03:43:25.551833] [INFO ] [CONFIGURE ] BCS: Total time: 52.4 seconds [2025-09-28T03:43:25.551903] [INFO ] [CONFIGURE ] BCS: Average time per feature: 1.8 seconds [2025-09-28T03:43:25.551975] [INFO ] [CONFIGURE ] BCS: Average speed: 0.55 features/sec [2025-09-28T03:43:25.553042] [INFO ] [LOCAL ] Saved configuration for BCS: 4 features, 80.00% accuracy -> ./output/feature-sets/BCS.json [2025-09-28T03:43:25.553129] [INFO ] [CONFIGURE ] BCS: Configuration saved successfully: 4 features, 80.00% accuracy. [2025-09-28T03:43:25.553283] [INFO ] [sig ] [24/135] Successfully configured BCS | 0.02 sym/s | Total: 18.3m | ETA: 1.4h [2025-09-28T03:43:25.553374] [INFO ] [sig ] [25/135] Configuring BEKE... [2025-09-28T03:43:25.553452] [INFO ] [CONFIGURE ] BEKE: Configurate test run. [2025-09-28T03:43:25.553540] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BEKE' from 'https://tdm.silogroup.org/data/derivative_storage/BEKE.csv'. [2025-09-28T03:43:25.584727] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BEKE'. [2025-09-28T03:43:25.585353] [INFO ] [CONFIGURE ] BEKE: Testing with 29 available features [2025-09-28T03:43:25.585438] [INFO ] [CONFIGURE ] BEKE: Establishing baseline with no features... [2025-09-28T03:43:25.694413] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:25.802854] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:43:25.910784] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:43:26.022558] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:26.132285] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:26.246947] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:26.359581] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:26.475784] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:26.599715] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:26.716863] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:26.717075] [INFO ] [CONFIGURE ] BEKE: Baseline score (no features): 40.00% [2025-09-28T03:43:26.717190] [INFO ] [CONFIGURE ] BEKE: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:43:26.717269] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:43:26.843491] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:26.970888] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:43:27.099908] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:27.229191] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:27.359624] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:27.493767] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:27.629937] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:43:27.768283] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:27.901444] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:28.035421] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:28.035624] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T03:43:28.035736] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3222 tests [2025-09-28T03:43:28.035832] [INFO ] [CONFIGURE ] BEKE: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:43:28.035926] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:43:28.169625] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:28.303596] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:43:28.439519] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:43:28.575994] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:28.723217] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:28.867844] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:29.004997] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:29.143885] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:29.283219] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:29.425179] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:29.425461] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T03:43:29.425575] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3221 tests [2025-09-28T03:43:29.425715] [INFO ] [CONFIGURE ] BEKE: Testing feature 3/29: add_daily_returns [2025-09-28T03:43:29.425821] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_daily_returns'] [2025-09-28T03:43:29.546145] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:29.661515] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:43:29.784213] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:29.902280] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:30.019066] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:30.137235] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:30.256367] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:43:30.371709] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:30.489884] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:30.605859] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:30.606073] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T03:43:30.606168] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3220 tests [2025-09-28T03:43:30.606254] [INFO ] [CONFIGURE ] BEKE: Testing feature 4/29: add_ema [2025-09-28T03:43:30.606330] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_ema'] [2025-09-28T03:43:30.735526] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:30.876524] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:43:31.009301] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:31.139536] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:31.270732] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:31.423684] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:31.571530] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:31.704032] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:31.839757] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:31.986877] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:31.987130] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_ema (score: 20.00%) [2025-09-28T03:43:31.987245] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3219 tests [2025-09-28T03:43:31.987326] [INFO ] [CONFIGURE ] BEKE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:43:31.987399] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:43:32.126336] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:32.265499] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:32.406022] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:32.545919] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:32.683791] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:32.821063] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:32.966092] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:33.103922] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:33.239845] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:33.375939] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:33.376153] [INFO ] [CONFIGURE ] BEKE: KEPT add_exhaustion_signals (score: 50.00%) [2025-09-28T03:43:33.376234] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3218 tests [2025-09-28T03:43:33.376320] [INFO ] [CONFIGURE ] BEKE: Testing feature 6/29: add_failed_moves [2025-09-28T03:43:33.376395] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T03:43:33.518102] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:33.657432] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:33.799585] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:33.951181] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:34.099447] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:34.245059] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:34.393151] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:34.540550] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:34.687090] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:34.838239] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:34.838485] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:43:34.838571] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3217 tests [2025-09-28T03:43:34.838675] [INFO ] [CONFIGURE ] BEKE: Testing feature 7/29: add_lag_shelf [2025-09-28T03:43:34.838755] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T03:43:34.974973] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:35.119746] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:35.261083] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:35.401538] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:35.542159] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:35.685892] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:35.827729] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:35.974514] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:36.125447] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:36.270079] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:36.270271] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:43:36.270374] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3216 tests [2025-09-28T03:43:36.270455] [INFO ] [CONFIGURE ] BEKE: Testing feature 8/29: add_macd [2025-09-28T03:43:36.270528] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T03:43:36.431256] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:36.593989] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:36.783174] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:37.025524] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:43:37.258466] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:37.464977] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:37.673963] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:37.878294] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:38.067296] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:38.243016] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:43:38.243291] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:43:38.243379] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3215 tests [2025-09-28T03:43:38.243456] [INFO ] [CONFIGURE ] BEKE: Testing feature 9/29: add_mfi [2025-09-28T03:43:38.243531] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T03:43:38.399457] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:38.557294] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:38.718277] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:38.871815] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:39.037878] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:39.195583] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:39.350993] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:39.506764] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:39.663629] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:39.819725] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:39.819948] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_mfi (score: 50.00%) [2025-09-28T03:43:39.820041] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3214 tests [2025-09-28T03:43:39.820120] [INFO ] [CONFIGURE ] BEKE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:43:39.820196] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:43:39.986085] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:40.153383] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:40.321994] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:40.488751] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:43:40.657999] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:40.827468] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:41.001396] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:41.180962] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:41.355780] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:41.540101] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:41.540722] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:43:41.540810] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3213 tests [2025-09-28T03:43:41.540888] [INFO ] [CONFIGURE ] BEKE: Testing feature 11/29: add_obv_daily [2025-09-28T03:43:41.540963] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T03:43:41.687792] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:41.831566] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:41.970576] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:43:42.113378] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:42.259819] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:42.408637] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:42.554550] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:42.701582] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:42.850557] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:43.004462] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:43.004715] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T03:43:43.004808] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3212 tests [2025-09-28T03:43:43.004884] [INFO ] [CONFIGURE ] BEKE: Testing feature 12/29: add_obv_interval [2025-09-28T03:43:43.004961] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T03:43:43.151987] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:43.297077] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:43.450547] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:43.608188] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:43.758541] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:43.902791] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:44.051953] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:44.197157] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:44.357131] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:44.517549] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:44.517869] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:43:44.517956] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3211 tests [2025-09-28T03:43:44.518036] [INFO ] [CONFIGURE ] BEKE: Testing feature 13/29: add_opening_strength [2025-09-28T03:43:44.518112] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:43:44.675457] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:44.828788] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:44.982703] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:45.136935] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:45.293257] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:45.448589] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:43:45.621679] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:45.785898] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:45.943596] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:46.095932] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:46.096160] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T03:43:46.096243] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3210 tests [2025-09-28T03:43:46.096319] [INFO ] [CONFIGURE ] BEKE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:43:46.096393] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T03:43:46.250980] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:46.405716] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:46.573383] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:46.734816] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:43:46.894887] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:47.065900] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:47.234034] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:47.397413] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:43:47.585219] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:47.763232] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:47.763538] [INFO ] [CONFIGURE ] BEKE: KEPT add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:43:47.763628] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3209 tests [2025-09-28T03:43:47.763778] [INFO ] [CONFIGURE ] BEKE: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:43:47.763873] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_pbf_morning_momentum'] [2025-09-28T03:43:47.929121] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:48.103709] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:48.272857] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:48.443508] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:43:48.607084] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:48.779853] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:48.946075] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:49.123717] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:43:49.317508] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:49.482774] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:49.482991] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:43:49.483100] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3208 tests [2025-09-28T03:43:49.483181] [INFO ] [CONFIGURE ] BEKE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:43:49.483261] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_pbf_overnight_gap'] [2025-09-28T03:43:49.653030] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:49.826042] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:49.992306] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:43:50.163589] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:43:50.336178] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:50.506328] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:50.675785] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:50.850310] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:43:51.023338] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:51.196335] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:51.196539] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:43:51.196623] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3207 tests [2025-09-28T03:43:51.196725] [INFO ] [CONFIGURE ] BEKE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:43:51.196825] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_pbf_return_2d'] [2025-09-28T03:43:51.369689] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:43:51.542025] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:51.716891] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:43:51.900462] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:43:52.078621] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:52.259469] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:52.441463] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:52.615569] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:43:52.793798] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:52.978947] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:52.979193] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:43:52.979276] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3206 tests [2025-09-28T03:43:52.979349] [INFO ] [CONFIGURE ] BEKE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:43:52.979420] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_pbf_volatility_5d'] [2025-09-28T03:43:53.145372] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:53.305821] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:53.464015] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:43:53.631826] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:43:53.796877] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:53.961292] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:54.137443] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:54.308580] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:54.475450] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:54.638761] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:54.638978] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:43:54.639067] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3205 tests [2025-09-28T03:43:54.639155] [INFO ] [CONFIGURE ] BEKE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:43:54.639240] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_pbf_vs_sma_5'] [2025-09-28T03:43:54.801773] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:54.962634] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:55.133262] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:43:55.294728] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:43:55.481009] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:55.642913] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:55.802409] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:55.958203] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:43:56.119245] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:56.277334] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:56.277561] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:43:56.277665] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3204 tests [2025-09-28T03:43:56.277744] [INFO ] [CONFIGURE ] BEKE: Testing feature 20/29: add_price_rejection [2025-09-28T03:43:56.277817] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_price_rejection'] [2025-09-28T03:43:56.442603] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:56.614416] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:56.785405] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:43:56.982225] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:43:57.162566] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:57.343466] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:57.525208] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:57.736462] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:57.911479] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:58.084873] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:58.085089] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:43:58.085170] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3203 tests [2025-09-28T03:43:58.085287] [INFO ] [CONFIGURE ] BEKE: Testing feature 21/29: add_range_position [2025-09-28T03:43:58.085362] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_range_position'] [2025-09-28T03:43:58.266930] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:43:58.445867] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:43:58.653910] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:43:58.844334] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:43:59.032189] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:43:59.215266] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:43:59.402898] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:43:59.588349] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:43:59.774213] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:43:59.960820] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:43:59.961017] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:43:59.961130] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3202 tests [2025-09-28T03:43:59.961210] [INFO ] [CONFIGURE ] BEKE: Testing feature 22/29: add_realized_volatility [2025-09-28T03:43:59.961285] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_realized_volatility'] [2025-09-28T03:44:00.166236] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:44:00.380230] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:00.574527] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:44:00.771195] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:00.974769] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:01.178896] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:01.409235] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:44:01.629509] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:44:01.837517] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:44:02.043087] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:02.043280] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T03:44:02.043362] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3201 tests [2025-09-28T03:44:02.043439] [INFO ] [CONFIGURE ] BEKE: Testing feature 23/29: add_recent_range_context [2025-09-28T03:44:02.043514] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_recent_range_context'] [2025-09-28T03:44:02.233149] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:44:02.417617] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:44:02.608329] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:44:02.783622] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:02.960296] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:03.133315] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:03.307779] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:44:03.483107] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:44:03.657556] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:44:03.834043] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:03.834245] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:44:03.834325] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3200 tests [2025-09-28T03:44:03.834399] [INFO ] [CONFIGURE ] BEKE: Testing feature 24/29: add_rsi [2025-09-28T03:44:03.834472] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_ema', 'add_rsi'] [2025-09-28T03:44:04.031536] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:44:04.224311] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:44:04.415731] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:44:04.619253] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:04.821329] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:05.023412] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:05.216246] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:44:05.412400] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:44:05.616042] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:44:05.830637] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:44:05.830942] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:44:05.831025] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3199 tests [2025-09-28T03:44:05.831100] [INFO ] [CONFIGURE ] BEKE: Testing feature 25/29: add_tick_distribution [2025-09-28T03:44:05.831173] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_tick_distribution'] [2025-09-28T03:44:05.995825] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:44:06.160954] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:06.329068] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:44:06.500768] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:06.675113] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:06.843968] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:07.013572] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:44:07.184626] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:44:07.360345] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:44:07.542054] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:07.542315] [INFO ] [CONFIGURE ] BEKE: KEPT add_tick_distribution (score: 80.00%) [2025-09-28T03:44:07.542416] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3198 tests [2025-09-28T03:44:07.542526] [INFO ] [CONFIGURE ] BEKE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:44:07.542604] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_tick_distribution', 'add_volume_momentum_confirmation'] [2025-09-28T03:44:07.734609] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:44:07.914914] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:44:08.093495] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:44:08.269449] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:08.451823] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:08.639330] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:08.830419] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:44:09.010448] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:44:09.188045] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:44:09.370569] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:09.370834] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:44:09.370916] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3197 tests [2025-09-28T03:44:09.370991] [INFO ] [CONFIGURE ] BEKE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:44:09.371063] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_tick_distribution', 'add_volume_price_divergence'] [2025-09-28T03:44:09.553239] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:44:09.744422] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:09.941963] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:44:10.133072] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:44:10.323203] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:10.515936] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:10.706210] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:44:10.899864] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:44:11.090546] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:44:11.280975] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:11.281193] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:44:11.281276] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3196 tests [2025-09-28T03:44:11.281350] [INFO ] [CONFIGURE ] BEKE: Testing feature 28/29: add_volume_profile [2025-09-28T03:44:11.281423] [INFO ] [CONFIGURE ] BEKE: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_tick_distribution', 'add_volume_profile'] [2025-09-28T03:44:11.453027] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:44:11.627780] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:11.810632] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:44:11.988508] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:12.172178] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:12.353353] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:12.535121] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:44:12.712781] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:44:12.897322] [DEBUG] [FORECASTER] BEKE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:44:13.084509] [DEBUG] [FORECASTER] BEKE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:13.084735] [INFO ] [CONFIGURE ] BEKE: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T03:44:13.084822] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3195 tests [2025-09-28T03:44:13.084953] [INFO ] [CONFIGURE ] BEKE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:44:13.085035] [INFO ] [CONFIGURE ] BEKE: Best accuracy: 80.00% [2025-09-28T03:44:13.085108] [INFO ] [CONFIGURE ] BEKE: Best feature set (4 features): ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance', 'add_tick_distribution'] [2025-09-28T03:44:13.085180] [INFO ] [CONFIGURE ] BEKE: Improvement over baseline: 40.00% [2025-09-28T03:44:13.085250] [INFO ] [CONFIGURE ] BEKE: Total time: 46.4 seconds [2025-09-28T03:44:13.085319] [INFO ] [CONFIGURE ] BEKE: Average time per feature: 1.7 seconds [2025-09-28T03:44:13.085388] [INFO ] [CONFIGURE ] BEKE: Average speed: 0.63 features/sec [2025-09-28T03:44:13.086581] [INFO ] [LOCAL ] Saved configuration for BEKE: 4 features, 80.00% accuracy -> ./output/feature-sets/BEKE.json [2025-09-28T03:44:13.086693] [INFO ] [CONFIGURE ] BEKE: Configuration saved successfully: 4 features, 80.00% accuracy. [2025-09-28T03:44:13.086871] [INFO ] [sig ] [25/135] Successfully configured BEKE | 0.02 sym/s | Total: 19.1m | ETA: 1.4h [2025-09-28T03:44:13.086977] [INFO ] [sig ] [26/135] Configuring BEP... [2025-09-28T03:44:13.087077] [INFO ] [CONFIGURE ] BEP: Configurate test run. [2025-09-28T03:44:13.087202] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BEP' from 'https://tdm.silogroup.org/data/derivative_storage/BEP.csv'. [2025-09-28T03:44:13.320143] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BEP'. [2025-09-28T03:44:13.320970] [INFO ] [CONFIGURE ] BEP: Testing with 29 available features [2025-09-28T03:44:13.321055] [INFO ] [CONFIGURE ] BEP: Establishing baseline with no features... [2025-09-28T03:44:13.442037] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:13.559774] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:13.681956] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:13.802633] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:13.920509] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:14.041160] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:44:14.165704] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:14.287743] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:14.399865] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:14.512909] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:14.513097] [INFO ] [CONFIGURE ] BEP: Baseline score (no features): 70.00% [2025-09-28T03:44:14.513204] [INFO ] [CONFIGURE ] BEP: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:44:14.513279] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:44:14.636865] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:44:14.757931] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:14.879492] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:15.002906] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:15.124366] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:15.246225] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:15.369997] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:15.493498] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:15.618453] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:15.744257] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:15.744460] [INFO ] [CONFIGURE ] BEP: DISCARDED add_bollinger_bands (score: 70.00%) [2025-09-28T03:44:15.744540] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3194 tests [2025-09-28T03:44:15.744613] [INFO ] [CONFIGURE ] BEP: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:44:15.744705] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:44:15.878579] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:44:16.012729] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:16.148385] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:16.280326] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:16.413117] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:16.546936] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:44:16.681513] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:16.817098] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:16.955292] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:17.094433] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:17.094629] [INFO ] [CONFIGURE ] BEP: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:44:17.094737] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3193 tests [2025-09-28T03:44:17.094815] [INFO ] [CONFIGURE ] BEP: Testing feature 3/29: add_daily_returns [2025-09-28T03:44:17.094888] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_daily_returns'] [2025-09-28T03:44:17.207983] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:44:17.319941] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:17.440704] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:17.561890] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:17.684570] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:44:17.807631] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:17.926462] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:18.044546] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:18.161777] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:18.278236] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:44:18.278434] [INFO ] [CONFIGURE ] BEP: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T03:44:18.278516] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3192 tests [2025-09-28T03:44:18.278590] [INFO ] [CONFIGURE ] BEP: Testing feature 4/29: add_ema [2025-09-28T03:44:18.278689] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_ema'] [2025-09-28T03:44:18.408983] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:44:18.541605] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:18.669485] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:18.836172] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:18.983977] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:19.113153] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:44:19.243114] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:19.374174] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:19.505143] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:19.643002] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:19.643204] [INFO ] [CONFIGURE ] BEP: DISCARDED add_ema (score: 60.00%) [2025-09-28T03:44:19.643285] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3191 tests [2025-09-28T03:44:19.643361] [INFO ] [CONFIGURE ] BEP: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:44:19.643434] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:44:19.782795] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:44:19.922616] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:20.060470] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:20.200092] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:20.384263] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:44:20.525772] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:20.668941] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:20.811241] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:20.955592] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:21.104099] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:21.104290] [INFO ] [CONFIGURE ] BEP: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T03:44:21.104372] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3190 tests [2025-09-28T03:44:21.104446] [INFO ] [CONFIGURE ] BEP: Testing feature 6/29: add_failed_moves [2025-09-28T03:44:21.104520] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_failed_moves'] [2025-09-28T03:44:21.222574] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:21.339098] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:21.462871] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:21.586836] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:21.709132] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:21.849442] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:44:21.975659] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:22.098016] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:22.221485] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:22.342619] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:22.342819] [INFO ] [CONFIGURE ] BEP: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T03:44:22.342899] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3189 tests [2025-09-28T03:44:22.342972] [INFO ] [CONFIGURE ] BEP: Testing feature 7/29: add_lag_shelf [2025-09-28T03:44:22.343044] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_lag_shelf'] [2025-09-28T03:44:22.450951] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:22.558546] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:22.664756] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:22.772438] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:22.880072] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:22.988119] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:44:23.101427] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:23.210483] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:23.325041] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:23.441954] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:23.442154] [INFO ] [CONFIGURE ] BEP: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T03:44:23.442237] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3188 tests [2025-09-28T03:44:23.442310] [INFO ] [CONFIGURE ] BEP: Testing feature 8/29: add_macd [2025-09-28T03:44:23.442383] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:44:23.590777] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:23.744742] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:23.898486] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:24.067100] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:24.231581] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:24.397285] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:24.551540] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:24.705566] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:24.860245] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:25.017437] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:25.017637] [INFO ] [CONFIGURE ] BEP: KEPT add_macd (score: 80.00%) [2025-09-28T03:44:25.017742] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3187 tests [2025-09-28T03:44:25.017819] [INFO ] [CONFIGURE ] BEP: Testing feature 9/29: add_mfi [2025-09-28T03:44:25.017896] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T03:44:25.193549] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:25.368159] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:25.539557] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:25.711772] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:25.890346] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:26.079730] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:26.247673] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:26.418491] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:26.588360] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:26.757848] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:26.758090] [INFO ] [CONFIGURE ] BEP: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:44:26.758183] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3186 tests [2025-09-28T03:44:26.758261] [INFO ] [CONFIGURE ] BEP: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:44:26.758336] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:44:26.934938] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:27.113125] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:27.290993] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:27.473477] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:27.655427] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:27.844121] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:28.030420] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:28.235674] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:28.423633] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:28.610722] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:28.611098] [INFO ] [CONFIGURE ] BEP: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T03:44:28.611198] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3185 tests [2025-09-28T03:44:28.611295] [INFO ] [CONFIGURE ] BEP: Testing feature 11/29: add_obv_daily [2025-09-28T03:44:28.611375] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T03:44:28.775673] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:28.950100] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:29.124488] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:29.291354] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:29.452725] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:29.615046] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:29.776554] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:44:29.938371] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:30.100048] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:30.263752] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:30.263978] [INFO ] [CONFIGURE ] BEP: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:44:30.264066] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3184 tests [2025-09-28T03:44:30.264143] [INFO ] [CONFIGURE ] BEP: Testing feature 12/29: add_obv_interval [2025-09-28T03:44:30.264218] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T03:44:30.421992] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:30.582004] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:30.747304] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:30.913986] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:31.067966] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:31.222559] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:31.383115] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:31.545061] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:31.707986] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:44:31.873322] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:31.873533] [INFO ] [CONFIGURE ] BEP: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T03:44:31.873617] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3183 tests [2025-09-28T03:44:31.873717] [INFO ] [CONFIGURE ] BEP: Testing feature 13/29: add_opening_strength [2025-09-28T03:44:31.873794] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:44:32.052327] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:32.225793] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:32.397399] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:32.569522] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:32.742994] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:32.926341] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:33.107666] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:33.277036] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:33.444610] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:33.614238] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:33.614482] [INFO ] [CONFIGURE ] BEP: DISCARDED add_opening_strength (score: 80.00%) [2025-09-28T03:44:33.614565] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3182 tests [2025-09-28T03:44:33.614662] [INFO ] [CONFIGURE ] BEP: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:44:33.614740] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T03:44:33.778183] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:33.940801] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:34.103372] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:34.269961] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:34.442678] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:34.612536] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:34.785125] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:44:34.959941] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:35.133071] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:35.316682] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:35.316941] [INFO ] [CONFIGURE ] BEP: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:44:35.317024] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3181 tests [2025-09-28T03:44:35.317100] [INFO ] [CONFIGURE ] BEP: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:44:35.317175] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T03:44:35.475774] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:35.631606] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:35.788918] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:35.940741] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:36.093126] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:36.254800] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:36.412439] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:36.569883] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:36.724620] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:36.893428] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:36.893698] [INFO ] [CONFIGURE ] BEP: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T03:44:36.893808] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3180 tests [2025-09-28T03:44:36.893901] [INFO ] [CONFIGURE ] BEP: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:44:36.893977] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T03:44:37.049713] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:37.212959] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:37.377794] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:37.549861] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:44:37.708819] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:37.891757] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:38.056834] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:38.217292] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:38.382890] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:38.550146] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:38.550426] [INFO ] [CONFIGURE ] BEP: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:44:38.550536] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3179 tests [2025-09-28T03:44:38.550627] [INFO ] [CONFIGURE ] BEP: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:44:38.550729] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T03:44:38.718077] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:38.890963] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:39.058983] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:39.225376] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:39.389466] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:39.557659] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:39.720817] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:39.887913] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:40.053151] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:40.221078] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:40.221293] [INFO ] [CONFIGURE ] BEP: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T03:44:40.221376] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3178 tests [2025-09-28T03:44:40.221453] [INFO ] [CONFIGURE ] BEP: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:44:40.221533] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T03:44:40.370803] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:44:40.525953] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:40.678201] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:40.841491] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:40.998021] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:41.149621] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:44:41.302826] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:41.459670] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:41.623477] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:41.781671] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:41.781883] [INFO ] [CONFIGURE ] BEP: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:44:41.781966] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3177 tests [2025-09-28T03:44:41.782042] [INFO ] [CONFIGURE ] BEP: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:44:41.782117] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_vs_sma_5'] [2025-09-28T03:44:41.933930] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:42.084675] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:42.240991] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:42.390934] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:42.545572] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:42.700062] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:42.857730] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:43.016860] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:43.171034] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:43.330377] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:43.330584] [INFO ] [CONFIGURE ] BEP: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:44:43.330688] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3176 tests [2025-09-28T03:44:43.330764] [INFO ] [CONFIGURE ] BEP: Testing feature 20/29: add_price_rejection [2025-09-28T03:44:43.330837] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_price_rejection'] [2025-09-28T03:44:43.492437] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:43.655303] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:43.819770] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:43.984896] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:44.151773] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:44.341969] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:44.520335] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:44.702452] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:44.870741] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:44:45.037812] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:45.038045] [INFO ] [CONFIGURE ] BEP: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:44:45.038129] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3175 tests [2025-09-28T03:44:45.038204] [INFO ] [CONFIGURE ] BEP: Testing feature 21/29: add_range_position [2025-09-28T03:44:45.038277] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_range_position'] [2025-09-28T03:44:45.203658] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:45.375574] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:45.547768] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:45.714949] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:45.884098] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:46.053902] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:46.225137] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:46.404151] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:46.580199] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:46.772881] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:46.773136] [INFO ] [CONFIGURE ] BEP: DISCARDED add_range_position (score: 80.00%) [2025-09-28T03:44:46.773225] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3174 tests [2025-09-28T03:44:46.773303] [INFO ] [CONFIGURE ] BEP: Testing feature 22/29: add_realized_volatility [2025-09-28T03:44:46.773411] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_realized_volatility'] [2025-09-28T03:44:46.975177] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:47.165454] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:47.356336] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:47.551118] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:47.772324] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:48.034769] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:48.262876] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:48.527865] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:48.779430] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:49.012313] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:44:49.012610] [INFO ] [CONFIGURE ] BEP: KEPT add_realized_volatility (score: 90.00%) [2025-09-28T03:44:49.012727] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3173 tests [2025-09-28T03:44:49.012803] [INFO ] [CONFIGURE ] BEP: Testing feature 23/29: add_recent_range_context [2025-09-28T03:44:49.012878] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_realized_volatility', 'add_recent_range_context'] [2025-09-28T03:44:49.239305] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:49.444736] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:49.656005] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:49.864490] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:50.090136] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:50.299304] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:50.508495] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:44:50.714786] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:50.929089] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:51.136495] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:51.136721] [INFO ] [CONFIGURE ] BEP: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:44:51.136842] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3172 tests [2025-09-28T03:44:51.136957] [INFO ] [CONFIGURE ] BEP: Testing feature 24/29: add_rsi [2025-09-28T03:44:51.137043] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_realized_volatility', 'add_ema', 'add_rsi'] [2025-09-28T03:44:51.365043] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:51.593548] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:51.820121] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:52.058499] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:52.304944] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:52.536492] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:44:52.871018] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:44:53.221608] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:53.492433] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:53.784577] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:44:53.784854] [INFO ] [CONFIGURE ] BEP: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:44:53.784939] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3171 tests [2025-09-28T03:44:53.785019] [INFO ] [CONFIGURE ] BEP: Testing feature 25/29: add_tick_distribution [2025-09-28T03:44:53.785095] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_realized_volatility', 'add_tick_distribution'] [2025-09-28T03:44:54.009210] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:54.214706] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:54.417428] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:54.617441] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:54.821150] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:55.031369] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:55.238072] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:55.443572] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:55.652070] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:55.858575] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:44:55.858847] [INFO ] [CONFIGURE ] BEP: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T03:44:55.858935] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3170 tests [2025-09-28T03:44:55.859024] [INFO ] [CONFIGURE ] BEP: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:44:55.859102] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_realized_volatility', 'add_volume_momentum_confirmation'] [2025-09-28T03:44:56.106768] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:56.310866] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:56.514772] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:56.719073] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:56.922093] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:57.126204] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:57.327597] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:57.539088] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:57.746784] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:44:57.952980] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:44:57.953217] [INFO ] [CONFIGURE ] BEP: DISCARDED add_volume_momentum_confirmation (score: 90.00%) [2025-09-28T03:44:57.953303] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3169 tests [2025-09-28T03:44:57.953404] [INFO ] [CONFIGURE ] BEP: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:44:57.953482] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_realized_volatility', 'add_volume_price_divergence'] [2025-09-28T03:44:58.171243] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:44:58.380820] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:44:58.586088] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:44:58.788727] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:44:58.993881] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:44:59.201910] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:44:59.418354] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:44:59.631294] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:44:59.861170] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:00.085631] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:45:00.085877] [INFO ] [CONFIGURE ] BEP: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T03:45:00.086005] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3168 tests [2025-09-28T03:45:00.086102] [INFO ] [CONFIGURE ] BEP: Testing feature 28/29: add_volume_profile [2025-09-28T03:45:00.086186] [INFO ] [CONFIGURE ] BEP: Testing with features: ['add_vwap', 'add_macd', 'add_realized_volatility', 'add_volume_profile'] [2025-09-28T03:45:00.301276] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:45:00.567892] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:45:00.813302] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:45:01.025798] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:45:01.258303] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:45:01.463155] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:45:01.659881] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:45:01.870535] [DEBUG] [FORECASTER] BEP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:02.088462] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:02.296626] [DEBUG] [FORECASTER] BEP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:02.297307] [INFO ] [CONFIGURE ] BEP: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T03:45:02.297395] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3167 tests [2025-09-28T03:45:02.297494] [INFO ] [CONFIGURE ] BEP: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:45:02.297578] [INFO ] [CONFIGURE ] BEP: Best accuracy: 90.00% [2025-09-28T03:45:02.297678] [INFO ] [CONFIGURE ] BEP: Best feature set (3 features): ['add_vwap', 'add_macd', 'add_realized_volatility'] [2025-09-28T03:45:02.297758] [INFO ] [CONFIGURE ] BEP: Improvement over baseline: 20.00% [2025-09-28T03:45:02.297826] [INFO ] [CONFIGURE ] BEP: Total time: 47.8 seconds [2025-09-28T03:45:02.297898] [INFO ] [CONFIGURE ] BEP: Average time per feature: 1.7 seconds [2025-09-28T03:45:02.297968] [INFO ] [CONFIGURE ] BEP: Average speed: 0.61 features/sec [2025-09-28T03:45:02.298802] [INFO ] [LOCAL ] Saved configuration for BEP: 3 features, 90.00% accuracy -> ./output/feature-sets/BEP.json [2025-09-28T03:45:02.298892] [INFO ] [CONFIGURE ] BEP: Configuration saved successfully: 3 features, 90.00% accuracy. [2025-09-28T03:45:02.298997] [INFO ] [sig ] [26/135] Successfully configured BEP | 0.02 sym/s | Total: 19.9m | ETA: 1.4h [2025-09-28T03:45:02.299103] [INFO ] [sig ] [27/135] Configuring BH... [2025-09-28T03:45:02.299225] [INFO ] [CONFIGURE ] BH: Configurate test run. [2025-09-28T03:45:02.299345] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BH' from 'https://tdm.silogroup.org/data/derivative_storage/BH.csv'. [2025-09-28T03:45:02.320634] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BH'. [2025-09-28T03:45:02.321203] [INFO ] [CONFIGURE ] BH: Testing with 29 available features [2025-09-28T03:45:02.321282] [INFO ] [CONFIGURE ] BH: Establishing baseline with no features... [2025-09-28T03:45:02.432445] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:45:02.535453] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:02.641861] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:02.742730] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:02.853791] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:02.967984] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:03.078129] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:03.195798] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:03.308315] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:03.422578] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:03.422796] [INFO ] [CONFIGURE ] BH: Baseline score (no features): 40.00% [2025-09-28T03:45:03.422879] [INFO ] [CONFIGURE ] BH: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:45:03.422953] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:45:03.546394] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:45:03.679994] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:03.805814] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:03.928185] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:04.048986] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:04.175975] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:04.299359] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:45:04.428843] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:04.565284] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:04.696566] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:45:04.696828] [INFO ] [CONFIGURE ] BH: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:45:04.696922] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3166 tests [2025-09-28T03:45:04.696999] [INFO ] [CONFIGURE ] BH: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:45:04.697074] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:45:04.829255] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:04.971783] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:45:05.104062] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:05.233142] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:05.364194] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:05.491531] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:45:05.627462] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:05.768469] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:05.904070] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:06.038302] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:45:06.038516] [INFO ] [CONFIGURE ] BH: DISCARDED add_cumulative_delta (score: 20.00%) [2025-09-28T03:45:06.038597] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3165 tests [2025-09-28T03:45:06.038696] [INFO ] [CONFIGURE ] BH: Testing feature 3/29: add_daily_returns [2025-09-28T03:45:06.038772] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_daily_returns'] [2025-09-28T03:45:06.153410] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:06.265823] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:06.386978] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:06.500717] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:06.617425] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:06.734702] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:06.860221] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:06.988777] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:07.107004] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:07.237983] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:07.238218] [INFO ] [CONFIGURE ] BH: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T03:45:07.238298] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3164 tests [2025-09-28T03:45:07.238372] [INFO ] [CONFIGURE ] BH: Testing feature 4/29: add_ema [2025-09-28T03:45:07.238445] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_ema'] [2025-09-28T03:45:07.370079] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:07.498502] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:07.649379] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:07.779858] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:07.909266] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:08.038872] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:08.176219] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:08.310902] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:08.450185] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:08.594338] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:08.594539] [INFO ] [CONFIGURE ] BH: DISCARDED add_ema (score: 30.00%) [2025-09-28T03:45:08.594623] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3163 tests [2025-09-28T03:45:08.594724] [INFO ] [CONFIGURE ] BH: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:45:08.594805] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:45:08.745575] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:45:08.887404] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:09.029163] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:09.173735] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:09.324571] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:09.477522] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:45:09.648042] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:09.811699] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:09.955334] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:10.107629] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:10.107871] [INFO ] [CONFIGURE ] BH: DISCARDED add_exhaustion_signals (score: 30.00%) [2025-09-28T03:45:10.107957] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3162 tests [2025-09-28T03:45:10.108034] [INFO ] [CONFIGURE ] BH: Testing feature 6/29: add_failed_moves [2025-09-28T03:45:10.108116] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_failed_moves'] [2025-09-28T03:45:10.227261] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:45:10.349277] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:10.486608] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:10.635680] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:10.813235] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:10.994471] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:11.166040] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:11.313973] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:11.442465] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:11.574135] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:11.574419] [INFO ] [CONFIGURE ] BH: DISCARDED add_failed_moves (score: 40.00%) [2025-09-28T03:45:11.574504] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3161 tests [2025-09-28T03:45:11.574581] [INFO ] [CONFIGURE ] BH: Testing feature 7/29: add_lag_shelf [2025-09-28T03:45:11.574679] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_lag_shelf'] [2025-09-28T03:45:11.683331] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:45:11.794425] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:11.908746] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:12.017742] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:12.127636] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:12.237673] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:12.345722] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:12.461974] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:12.575457] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:12.687425] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:12.687683] [INFO ] [CONFIGURE ] BH: DISCARDED add_lag_shelf (score: 40.00%) [2025-09-28T03:45:12.687773] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3160 tests [2025-09-28T03:45:12.687849] [INFO ] [CONFIGURE ] BH: Testing feature 8/29: add_macd [2025-09-28T03:45:12.687925] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:45:12.837155] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:13.045354] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:13.254219] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:13.460498] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:13.675261] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:13.886047] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:14.099311] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:45:14.314977] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:14.525724] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:14.736323] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:45:14.736575] [INFO ] [CONFIGURE ] BH: DISCARDED add_macd (score: 30.00%) [2025-09-28T03:45:14.736699] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3159 tests [2025-09-28T03:45:14.736809] [INFO ] [CONFIGURE ] BH: Testing feature 9/29: add_mfi [2025-09-28T03:45:14.736900] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_mfi'] [2025-09-28T03:45:14.915367] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:45:15.097204] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:15.249958] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:15.381543] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:15.514221] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:15.647281] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:15.780411] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:15.913362] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:16.046577] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:16.186111] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:16.186357] [INFO ] [CONFIGURE ] BH: DISCARDED add_mfi (score: 40.00%) [2025-09-28T03:45:16.186464] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3158 tests [2025-09-28T03:45:16.186544] [INFO ] [CONFIGURE ] BH: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:45:16.186620] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:45:16.328540] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:16.472157] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:45:16.614662] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:16.773213] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:16.927329] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:17.072030] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:17.218140] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:17.371125] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:17.521310] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:17.674024] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:17.674219] [INFO ] [CONFIGURE ] BH: KEPT add_momentum_acceleration (score: 50.00%) [2025-09-28T03:45:17.674300] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3157 tests [2025-09-28T03:45:17.674376] [INFO ] [CONFIGURE ] BH: Testing feature 11/29: add_obv_daily [2025-09-28T03:45:17.674450] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T03:45:17.829412] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:17.994613] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:18.152695] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:18.316388] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:18.485491] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:45:18.664992] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:18.833139] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:18.993891] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:19.149310] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:19.316352] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:19.316708] [INFO ] [CONFIGURE ] BH: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T03:45:19.316822] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3156 tests [2025-09-28T03:45:19.317025] [INFO ] [CONFIGURE ] BH: Testing feature 12/29: add_obv_interval [2025-09-28T03:45:19.317130] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T03:45:19.476038] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:45:19.626446] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:19.780774] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:19.939003] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:20.108638] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:20.266911] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:20.421565] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:20.572988] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:20.738123] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:20.900161] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:20.900357] [INFO ] [CONFIGURE ] BH: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:45:20.900438] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3155 tests [2025-09-28T03:45:20.900517] [INFO ] [CONFIGURE ] BH: Testing feature 13/29: add_opening_strength [2025-09-28T03:45:20.900590] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:45:21.074544] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:21.242974] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:21.413831] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:21.582995] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:21.763665] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:21.929494] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:22.099696] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:22.265118] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:22.430233] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:22.598135] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:45:22.598407] [INFO ] [CONFIGURE ] BH: DISCARDED add_opening_strength (score: 20.00%) [2025-09-28T03:45:22.598496] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3154 tests [2025-09-28T03:45:22.598575] [INFO ] [CONFIGURE ] BH: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:45:22.598679] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T03:45:22.760542] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:22.922153] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:23.086981] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:23.250835] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:23.421486] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:23.607953] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:23.819568] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:23.990067] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:24.180663] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:24.376540] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:24.377079] [INFO ] [CONFIGURE ] BH: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T03:45:24.377166] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3153 tests [2025-09-28T03:45:24.377221] [INFO ] [CONFIGURE ] BH: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:45:24.377313] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T03:45:24.532290] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:24.702408] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:24.875970] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:25.034933] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:25.191979] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:25.348862] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:45:25.509345] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:25.664755] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:25.825499] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:25.986124] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:25.986354] [INFO ] [CONFIGURE ] BH: DISCARDED add_pbf_overnight_gap (score: 20.00%) [2025-09-28T03:45:25.986437] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3152 tests [2025-09-28T03:45:25.986514] [INFO ] [CONFIGURE ] BH: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:45:25.986593] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T03:45:26.148232] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:26.311435] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:26.471974] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:26.630772] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:26.788405] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:45:26.944615] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:27.105502] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:27.271681] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:27.429220] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:27.589955] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:45:27.590211] [INFO ] [CONFIGURE ] BH: DISCARDED add_pbf_return_2d (score: 30.00%) [2025-09-28T03:45:27.590298] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3151 tests [2025-09-28T03:45:27.590374] [INFO ] [CONFIGURE ] BH: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:45:27.590448] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T03:45:27.745844] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:27.905421] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:28.055908] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:28.207499] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:28.361585] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:28.524154] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:28.697458] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:28.874634] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:29.038329] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:29.198935] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:29.199161] [INFO ] [CONFIGURE ] BH: DISCARDED add_pbf_volatility_5d (score: 30.00%) [2025-09-28T03:45:29.199245] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3150 tests [2025-09-28T03:45:29.199323] [INFO ] [CONFIGURE ] BH: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:45:29.199398] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T03:45:29.350596] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:29.507053] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:45:29.654197] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:29.803885] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:29.957356] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:30.108032] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:30.260883] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:30.419316] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:30.579343] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:30.733680] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:30.733924] [INFO ] [CONFIGURE ] BH: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T03:45:30.734007] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3149 tests [2025-09-28T03:45:30.734080] [INFO ] [CONFIGURE ] BH: Testing feature 20/29: add_price_rejection [2025-09-28T03:45:30.734153] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T03:45:30.886775] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:31.049048] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:31.211286] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:31.367004] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:31.540933] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:31.705739] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:31.865578] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:32.026313] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:32.183121] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:32.337150] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:32.337359] [INFO ] [CONFIGURE ] BH: DISCARDED add_price_rejection (score: 30.00%) [2025-09-28T03:45:32.337440] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3148 tests [2025-09-28T03:45:32.337515] [INFO ] [CONFIGURE ] BH: Testing feature 21/29: add_range_position [2025-09-28T03:45:32.337589] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T03:45:32.499345] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:32.665694] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:32.846633] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:33.018939] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:33.186937] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:33.465022] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:33.635952] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:33.809085] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:33.990185] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:34.173759] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:34.174089] [INFO ] [CONFIGURE ] BH: DISCARDED add_range_position (score: 30.00%) [2025-09-28T03:45:34.174186] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3147 tests [2025-09-28T03:45:34.174274] [INFO ] [CONFIGURE ] BH: Testing feature 22/29: add_realized_volatility [2025-09-28T03:45:34.174353] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_realized_volatility'] [2025-09-28T03:45:34.365822] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:34.564575] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:34.751490] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:34.973982] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:35.169946] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:35.364335] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:35.558394] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:35.762452] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:35.981258] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:36.172929] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:36.173194] [INFO ] [CONFIGURE ] BH: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T03:45:36.173279] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3146 tests [2025-09-28T03:45:36.173377] [INFO ] [CONFIGURE ] BH: Testing feature 23/29: add_recent_range_context [2025-09-28T03:45:36.173455] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_recent_range_context'] [2025-09-28T03:45:36.334224] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:36.490267] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:36.651861] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:36.825341] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:36.990565] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:37.180468] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:37.353453] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:37.525418] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:37.694676] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:37.865377] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:37.865665] [INFO ] [CONFIGURE ] BH: DISCARDED add_recent_range_context (score: 30.00%) [2025-09-28T03:45:37.865814] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.5s/test | Remaining: 3145 tests [2025-09-28T03:45:37.865918] [INFO ] [CONFIGURE ] BH: Testing feature 24/29: add_rsi [2025-09-28T03:45:37.866004] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_ema', 'add_rsi'] [2025-09-28T03:45:38.054998] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:38.241932] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:38.428964] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:38.627517] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:38.865483] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:45:39.099541] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:39.287872] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:39.471832] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:39.664410] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:39.854187] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:39.854432] [INFO ] [CONFIGURE ] BH: DISCARDED add_rsi (score: 40.00%) [2025-09-28T03:45:39.854516] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3144 tests [2025-09-28T03:45:39.854595] [INFO ] [CONFIGURE ] BH: Testing feature 25/29: add_tick_distribution [2025-09-28T03:45:39.854695] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_tick_distribution'] [2025-09-28T03:45:40.013227] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:40.173489] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:40.324847] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:40.475156] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:40.647274] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:40.832110] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:41.030668] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:41.249776] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:41.477355] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:41.688625] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:41.688888] [INFO ] [CONFIGURE ] BH: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T03:45:41.688972] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3143 tests [2025-09-28T03:45:41.689050] [INFO ] [CONFIGURE ] BH: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:45:41.689126] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T03:45:41.874187] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:45:42.043040] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:42.251072] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:42.419099] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:42.576120] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:42.731820] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:42.887352] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:43.052848] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:43.217740] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:43.383592] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:43.383912] [INFO ] [CONFIGURE ] BH: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T03:45:43.384004] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3142 tests [2025-09-28T03:45:43.384095] [INFO ] [CONFIGURE ] BH: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:45:43.384173] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence'] [2025-09-28T03:45:43.560921] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:43.732745] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:43.901291] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:44.079205] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:44.256626] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:44.426010] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:44.625742] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:44.819515] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:44.988871] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:45:45.171940] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:45.172252] [INFO ] [CONFIGURE ] BH: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T03:45:45.172340] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3141 tests [2025-09-28T03:45:45.172419] [INFO ] [CONFIGURE ] BH: Testing feature 28/29: add_volume_profile [2025-09-28T03:45:45.172496] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_profile'] [2025-09-28T03:45:45.328738] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:45.481927] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:45:45.640700] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:45.805467] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:45.959493] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:46.119010] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:46.294268] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:46.450025] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:46.607397] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:46.771938] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:46.772151] [INFO ] [CONFIGURE ] BH: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T03:45:46.772232] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3140 tests [2025-09-28T03:45:46.772326] [INFO ] [CONFIGURE ] BH: Testing feature 29/29: add_vwap [2025-09-28T03:45:46.772402] [INFO ] [CONFIGURE ] BH: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_vwap'] [2025-09-28T03:45:46.931076] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:45:47.088728] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:45:47.247982] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:45:47.411272] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:45:47.575199] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:45:47.741499] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:45:47.898785] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:48.061850] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:45:48.225428] [DEBUG] [FORECASTER] BH: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:45:48.386609] [DEBUG] [FORECASTER] BH: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:45:48.386921] [INFO ] [CONFIGURE ] BH: DISCARDED add_vwap (score: 30.00%) [2025-09-28T03:45:48.387026] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3139 tests [2025-09-28T03:45:48.387172] [INFO ] [CONFIGURE ] BH: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:45:48.387264] [INFO ] [CONFIGURE ] BH: Best accuracy: 50.00% [2025-09-28T03:45:48.387351] [INFO ] [CONFIGURE ] BH: Best feature set (2 features): ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:45:48.387434] [INFO ] [CONFIGURE ] BH: Improvement over baseline: 10.00% [2025-09-28T03:45:48.387513] [INFO ] [CONFIGURE ] BH: Total time: 45.0 seconds [2025-09-28T03:45:48.387596] [INFO ] [CONFIGURE ] BH: Average time per feature: 1.6 seconds [2025-09-28T03:45:48.387713] [INFO ] [CONFIGURE ] BH: Average speed: 0.64 features/sec [2025-09-28T03:45:48.389194] [INFO ] [LOCAL ] Saved configuration for BH: 2 features, 50.00% accuracy -> ./output/feature-sets/BH.json [2025-09-28T03:45:48.389304] [INFO ] [CONFIGURE ] BH: Configuration saved successfully: 2 features, 50.00% accuracy. [2025-09-28T03:45:48.389490] [INFO ] [sig ] [27/135] Successfully configured BH | 0.02 sym/s | Total: 20.6m | ETA: 1.4h [2025-09-28T03:45:48.389616] [INFO ] [sig ] [28/135] Configuring BHE... [2025-09-28T03:45:48.389761] [INFO ] [CONFIGURE ] BHE: Configurate test run. [2025-09-28T03:45:48.389916] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BHE' from 'https://tdm.silogroup.org/data/derivative_storage/BHE.csv'. [2025-09-28T03:45:48.723996] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BHE'. [2025-09-28T03:45:48.724595] [INFO ] [CONFIGURE ] BHE: Testing with 29 available features [2025-09-28T03:45:48.724695] [INFO ] [CONFIGURE ] BHE: Establishing baseline with no features... [2025-09-28T03:45:48.824573] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:45:48.952573] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:45:49.066144] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:45:49.179358] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:45:49.295844] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:45:49.412322] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:45:49.537231] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:49.659629] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:45:49.782996] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:45:49.901133] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:45:49.901326] [INFO ] [CONFIGURE ] BHE: Baseline score (no features): 50.00% [2025-09-28T03:45:49.901423] [INFO ] [CONFIGURE ] BHE: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:45:49.901576] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:45:50.042442] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:45:50.166581] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:45:50.288845] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:45:50.411901] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:45:50.534021] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:45:50.667040] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:45:50.795102] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:50.928518] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:45:51.061503] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:45:51.199817] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:45:51.200104] [INFO ] [CONFIGURE ] BHE: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:45:51.200187] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3138 tests [2025-09-28T03:45:51.200265] [INFO ] [CONFIGURE ] BHE: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:45:51.200339] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:45:51.333496] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:45:51.468979] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:45:51.602677] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:45:51.739086] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:45:51.882427] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:45:52.020257] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:45:52.163983] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:52.307795] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:45:52.445166] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:45:52.585332] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:45:52.585551] [INFO ] [CONFIGURE ] BHE: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T03:45:52.585633] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3137 tests [2025-09-28T03:45:52.585737] [INFO ] [CONFIGURE ] BHE: Testing feature 3/29: add_daily_returns [2025-09-28T03:45:52.585813] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:45:52.724405] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:45:52.862417] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:45:52.998733] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:45:53.134369] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:45:53.269789] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:45:53.412792] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:45:53.554610] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:45:53.697512] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:45:53.844193] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:45:54.009730] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:45:54.009973] [INFO ] [CONFIGURE ] BHE: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T03:45:54.010068] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3136 tests [2025-09-28T03:45:54.010150] [INFO ] [CONFIGURE ] BHE: Testing feature 4/29: add_ema [2025-09-28T03:45:54.010228] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T03:45:54.161099] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:45:54.310383] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:45:54.473628] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:45:54.630801] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:45:54.785922] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:45:54.943153] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:45:55.109065] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:55.271637] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:45:55.435067] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:45:55.630507] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:45:55.630775] [INFO ] [CONFIGURE ] BHE: DISCARDED add_ema (score: 40.00%) [2025-09-28T03:45:55.630872] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3135 tests [2025-09-28T03:45:55.630962] [INFO ] [CONFIGURE ] BHE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:45:55.631052] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:45:55.861094] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:45:56.077255] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:45:56.297285] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:45:56.510755] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:45:56.723503] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:45:56.909010] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:45:57.072186] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:57.239639] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:45:57.406907] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:45:57.615208] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:45:57.615470] [INFO ] [CONFIGURE ] BHE: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:45:57.615575] [INFO ] [CONFIGURE ] JOB ETA: 1.4h | Avg: 1.6s/test | Remaining: 3134 tests [2025-09-28T03:45:57.615696] [INFO ] [CONFIGURE ] BHE: Testing feature 6/29: add_failed_moves [2025-09-28T03:45:57.615786] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T03:45:57.762030] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:45:57.902414] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:45:58.041803] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:45:58.184524] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:45:58.327827] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:45:58.469325] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:45:58.615157] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:45:58.761526] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:45:58.905557] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:45:59.052905] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:45:59.053119] [INFO ] [CONFIGURE ] BHE: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:45:59.053202] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3133 tests [2025-09-28T03:45:59.053279] [INFO ] [CONFIGURE ] BHE: Testing feature 7/29: add_lag_shelf [2025-09-28T03:45:59.053375] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T03:45:59.203515] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:45:59.337329] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:45:59.476599] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:45:59.609215] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:45:59.750044] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:45:59.884498] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:00.012815] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:00.147033] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:00.286686] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:00.420289] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:00.420487] [INFO ] [CONFIGURE ] BHE: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:46:00.420568] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3132 tests [2025-09-28T03:46:00.420666] [INFO ] [CONFIGURE ] BHE: Testing feature 8/29: add_macd [2025-09-28T03:46:00.420735] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T03:46:00.591845] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:00.763848] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:00.932591] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:01.099370] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:46:01.280959] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:01.459981] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:46:01.642905] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:01.848121] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:02.054114] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:02.238770] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:02.239013] [INFO ] [CONFIGURE ] BHE: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:46:02.239105] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3131 tests [2025-09-28T03:46:02.239231] [INFO ] [CONFIGURE ] BHE: Testing feature 9/29: add_mfi [2025-09-28T03:46:02.239309] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T03:46:02.390182] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:02.538240] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:02.692538] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:02.843253] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:46:02.992114] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:03.140945] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:46:03.291535] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:03.444330] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:03.601446] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:03.761006] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:03.761257] [INFO ] [CONFIGURE ] BHE: DISCARDED add_mfi (score: 50.00%) [2025-09-28T03:46:03.761342] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3130 tests [2025-09-28T03:46:03.761420] [INFO ] [CONFIGURE ] BHE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:46:03.761496] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:46:03.934129] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:04.107262] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:04.277752] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:04.451528] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:46:04.618417] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:04.785364] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:04.963801] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:05.140019] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:05.310254] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:05.491916] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:05.492148] [INFO ] [CONFIGURE ] BHE: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:46:05.492230] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3129 tests [2025-09-28T03:46:05.492309] [INFO ] [CONFIGURE ] BHE: Testing feature 11/29: add_obv_daily [2025-09-28T03:46:05.492384] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T03:46:05.699840] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:05.840957] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:05.983540] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:06.125849] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:46:06.266178] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:06.428216] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:46:06.608276] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:06.755391] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:06.902581] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:07.046179] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:46:07.046404] [INFO ] [CONFIGURE ] BHE: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T03:46:07.046489] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3128 tests [2025-09-28T03:46:07.046566] [INFO ] [CONFIGURE ] BHE: Testing feature 12/29: add_obv_interval [2025-09-28T03:46:07.046664] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T03:46:07.187515] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:07.324595] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:46:07.469541] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:07.625118] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:46:07.774543] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:07.916831] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:46:08.065046] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:08.219161] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:08.355504] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:08.493402] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:46:08.493701] [INFO ] [CONFIGURE ] BHE: DISCARDED add_obv_interval (score: 30.00%) [2025-09-28T03:46:08.493794] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3127 tests [2025-09-28T03:46:08.493881] [INFO ] [CONFIGURE ] BHE: Testing feature 13/29: add_opening_strength [2025-09-28T03:46:08.493959] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:46:08.640584] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:08.789058] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:08.936101] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:09.087166] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:09.241383] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:09.390698] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:09.543466] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:09.697635] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:09.852435] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:10.013144] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:10.013412] [INFO ] [CONFIGURE ] BHE: KEPT add_opening_strength (score: 70.00%) [2025-09-28T03:46:10.013498] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3126 tests [2025-09-28T03:46:10.013574] [INFO ] [CONFIGURE ] BHE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:46:10.013669] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_order_flow_imbalance'] [2025-09-28T03:46:10.190676] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:10.379673] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:10.556332] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:10.733521] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:10.904610] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:11.075204] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:11.248955] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:11.418858] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:11.596420] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:11.772674] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:11.772947] [INFO ] [CONFIGURE ] BHE: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:46:11.773031] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3125 tests [2025-09-28T03:46:11.773109] [INFO ] [CONFIGURE ] BHE: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:46:11.773186] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_morning_momentum'] [2025-09-28T03:46:11.925946] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:12.083749] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:12.241294] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:12.390253] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:12.541808] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:12.697241] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:12.851373] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:13.005013] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:13.157051] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:13.307237] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:13.307454] [INFO ] [CONFIGURE ] BHE: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:46:13.307537] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3124 tests [2025-09-28T03:46:13.307614] [INFO ] [CONFIGURE ] BHE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:46:13.307712] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap'] [2025-09-28T03:46:13.471598] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:13.632619] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:13.793288] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:13.954278] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:14.113217] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:14.273075] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:14.442704] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:14.608769] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:14.778738] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:14.941596] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:14.941846] [INFO ] [CONFIGURE ] BHE: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:46:14.941936] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3123 tests [2025-09-28T03:46:14.942013] [INFO ] [CONFIGURE ] BHE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:46:14.942087] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_return_2d'] [2025-09-28T03:46:15.113687] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:46:15.285455] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:15.460759] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:15.635319] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:46:15.804232] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:15.967965] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:16.138501] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:16.312340] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:16.487427] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:16.663425] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:16.663686] [INFO ] [CONFIGURE ] BHE: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:46:16.663771] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3122 tests [2025-09-28T03:46:16.663846] [INFO ] [CONFIGURE ] BHE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:46:16.663918] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_volatility_5d'] [2025-09-28T03:46:16.823438] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:16.975359] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:17.127910] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:17.283230] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:17.439518] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:17.598590] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:17.752814] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:17.907947] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:18.065961] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:18.221805] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:18.222033] [INFO ] [CONFIGURE ] BHE: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:46:18.222118] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3121 tests [2025-09-28T03:46:18.222195] [INFO ] [CONFIGURE ] BHE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:46:18.222269] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_vs_sma_5'] [2025-09-28T03:46:18.380064] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:18.534474] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:18.691292] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:18.841954] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:18.993447] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:19.144402] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:19.296213] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:19.446918] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:19.600816] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:19.760597] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:19.760837] [INFO ] [CONFIGURE ] BHE: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:46:19.760917] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3120 tests [2025-09-28T03:46:19.760993] [INFO ] [CONFIGURE ] BHE: Testing feature 20/29: add_price_rejection [2025-09-28T03:46:19.761065] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_price_rejection'] [2025-09-28T03:46:19.924513] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:20.085166] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:20.249098] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:20.411191] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:20.571025] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:20.732630] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:20.894674] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:21.060166] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:21.231793] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:21.402833] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:21.403027] [INFO ] [CONFIGURE ] BHE: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:46:21.403107] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3119 tests [2025-09-28T03:46:21.403182] [INFO ] [CONFIGURE ] BHE: Testing feature 21/29: add_range_position [2025-09-28T03:46:21.403255] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_range_position'] [2025-09-28T03:46:21.575373] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:21.752061] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:21.935980] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:22.113713] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:22.316224] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:22.495120] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:22.672727] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:22.855158] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:23.032923] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:23.215797] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:23.216055] [INFO ] [CONFIGURE ] BHE: DISCARDED add_range_position (score: 70.00%) [2025-09-28T03:46:23.216142] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3118 tests [2025-09-28T03:46:23.216218] [INFO ] [CONFIGURE ] BHE: Testing feature 22/29: add_realized_volatility [2025-09-28T03:46:23.216291] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_realized_volatility'] [2025-09-28T03:46:23.410956] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:23.598104] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:23.793911] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:23.990883] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:24.183101] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:24.386898] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:24.582901] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:24.777293] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:24.975390] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:25.173485] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:25.173801] [INFO ] [CONFIGURE ] BHE: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T03:46:25.173918] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3117 tests [2025-09-28T03:46:25.173999] [INFO ] [CONFIGURE ] BHE: Testing feature 23/29: add_recent_range_context [2025-09-28T03:46:25.174139] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_recent_range_context'] [2025-09-28T03:46:25.332389] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:46:25.503044] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:25.666986] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:25.825162] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:25.988114] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:26.145833] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:26.308340] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:26.480560] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:26.693064] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:26.903691] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:26.903879] [INFO ] [CONFIGURE ] BHE: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T03:46:26.903959] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3116 tests [2025-09-28T03:46:26.904034] [INFO ] [CONFIGURE ] BHE: Testing feature 24/29: add_rsi [2025-09-28T03:46:26.904107] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_ema', 'add_rsi'] [2025-09-28T03:46:27.080868] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:27.260954] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:27.436173] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:27.619159] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:27.803993] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:27.994401] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:28.179820] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:28.370689] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:28.586342] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:28.783357] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:28.783557] [INFO ] [CONFIGURE ] BHE: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:46:28.783695] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3115 tests [2025-09-28T03:46:28.783776] [INFO ] [CONFIGURE ] BHE: Testing feature 25/29: add_tick_distribution [2025-09-28T03:46:28.783849] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_tick_distribution'] [2025-09-28T03:46:28.937876] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:29.109728] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:29.265734] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:29.426291] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:29.591067] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:29.755064] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:29.923801] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:30.094410] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:30.285668] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:30.476299] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:30.476612] [INFO ] [CONFIGURE ] BHE: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:46:30.476786] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3114 tests [2025-09-28T03:46:30.476904] [INFO ] [CONFIGURE ] BHE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:46:30.476984] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_volume_momentum_confirmation'] [2025-09-28T03:46:30.639088] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:30.795716] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:30.957851] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:31.121502] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:31.288532] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:31.456571] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:31.632805] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:31.802025] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:31.972416] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:32.163373] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:32.163714] [INFO ] [CONFIGURE ] BHE: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T03:46:32.163816] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3113 tests [2025-09-28T03:46:32.163944] [INFO ] [CONFIGURE ] BHE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:46:32.164037] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_volume_price_divergence'] [2025-09-28T03:46:32.344310] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:32.523794] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:32.700488] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:32.871105] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:46:33.041228] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:33.210037] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:33.378241] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:33.550833] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:33.837989] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:34.085035] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:34.085363] [INFO ] [CONFIGURE ] BHE: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:46:34.085468] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3112 tests [2025-09-28T03:46:34.085568] [INFO ] [CONFIGURE ] BHE: Testing feature 28/29: add_volume_profile [2025-09-28T03:46:34.085690] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_volume_profile'] [2025-09-28T03:46:34.303386] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:34.531941] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:34.758958] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:34.951393] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:46:35.126493] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:35.292521] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:35.464114] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:35.627384] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:35.800842] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:35.969846] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:35.970058] [INFO ] [CONFIGURE ] BHE: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:46:35.970140] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3111 tests [2025-09-28T03:46:35.970248] [INFO ] [CONFIGURE ] BHE: Testing feature 29/29: add_vwap [2025-09-28T03:46:35.970330] [INFO ] [CONFIGURE ] BHE: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_vwap'] [2025-09-28T03:46:36.139567] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:46:36.298894] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:46:36.467090] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:46:36.634370] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:46:36.804507] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:36.966939] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:46:37.127963] [DEBUG] [FORECASTER] BHE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:37.290503] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:37.451372] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:37.612782] [DEBUG] [FORECASTER] BHE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:46:37.612984] [INFO ] [CONFIGURE ] BHE: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:46:37.613065] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3110 tests [2025-09-28T03:46:37.613178] [INFO ] [CONFIGURE ] BHE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:46:37.613253] [INFO ] [CONFIGURE ] BHE: Best accuracy: 70.00% [2025-09-28T03:46:37.613324] [INFO ] [CONFIGURE ] BHE: Best feature set (3 features): ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:46:37.613395] [INFO ] [CONFIGURE ] BHE: Improvement over baseline: 20.00% [2025-09-28T03:46:37.613462] [INFO ] [CONFIGURE ] BHE: Total time: 47.7 seconds [2025-09-28T03:46:37.613530] [INFO ] [CONFIGURE ] BHE: Average time per feature: 1.6 seconds [2025-09-28T03:46:37.613598] [INFO ] [CONFIGURE ] BHE: Average speed: 0.61 features/sec [2025-09-28T03:46:37.614569] [INFO ] [LOCAL ] Saved configuration for BHE: 3 features, 70.00% accuracy -> ./output/feature-sets/BHE.json [2025-09-28T03:46:37.614686] [INFO ] [CONFIGURE ] BHE: Configuration saved successfully: 3 features, 70.00% accuracy. [2025-09-28T03:46:37.614825] [INFO ] [sig ] [28/135] Successfully configured BHE | 0.02 sym/s | Total: 21.5m | ETA: 1.4h [2025-09-28T03:46:37.614926] [INFO ] [sig ] [29/135] Configuring BOC... [2025-09-28T03:46:37.615022] [INFO ] [CONFIGURE ] BOC: Configurate test run. [2025-09-28T03:46:37.615142] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BOC' from 'https://tdm.silogroup.org/data/derivative_storage/BOC.csv'. [2025-09-28T03:46:37.642241] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BOC'. [2025-09-28T03:46:37.642890] [INFO ] [CONFIGURE ] BOC: Testing with 29 available features [2025-09-28T03:46:37.642972] [INFO ] [CONFIGURE ] BOC: Establishing baseline with no features... [2025-09-28T03:46:37.757414] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:37.870855] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:37.979466] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:38.088527] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:46:38.197535] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:38.306119] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:38.414961] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:38.529024] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:38.642853] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:38.768885] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:38.769095] [INFO ] [CONFIGURE ] BOC: Baseline score (no features): 50.00% [2025-09-28T03:46:38.769199] [INFO ] [CONFIGURE ] BOC: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:46:38.769372] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:46:38.891023] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:39.018831] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:39.142030] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:39.274084] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:46:39.397778] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:39.521590] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:39.647104] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:39.772883] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:39.898241] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:40.022673] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:40.022874] [INFO ] [CONFIGURE ] BOC: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T03:46:40.022952] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3109 tests [2025-09-28T03:46:40.023026] [INFO ] [CONFIGURE ] BOC: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:46:40.023100] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:46:40.156255] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:40.283624] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:40.423478] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:40.556154] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:46:40.687814] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:40.833084] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:40.966399] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:41.103634] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:41.240698] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:41.374716] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:41.374913] [INFO ] [CONFIGURE ] BOC: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T03:46:41.374992] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3108 tests [2025-09-28T03:46:41.375066] [INFO ] [CONFIGURE ] BOC: Testing feature 3/29: add_daily_returns [2025-09-28T03:46:41.375139] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:46:41.507344] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:46:41.646334] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:41.784247] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:41.931704] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:46:42.072134] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:42.232367] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:42.374952] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:42.518559] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:42.661418] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:42.815490] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:42.815699] [INFO ] [CONFIGURE ] BOC: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T03:46:42.815780] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3107 tests [2025-09-28T03:46:42.815855] [INFO ] [CONFIGURE ] BOC: Testing feature 4/29: add_ema [2025-09-28T03:46:42.815925] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T03:46:42.964530] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:43.107824] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:43.260705] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:43.415106] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:46:43.568571] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:43.720334] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:43.871799] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:46:44.020552] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:44.171628] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:44.330347] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:44.330796] [INFO ] [CONFIGURE ] BOC: DISCARDED add_ema (score: 40.00%) [2025-09-28T03:46:44.330880] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3106 tests [2025-09-28T03:46:44.330956] [INFO ] [CONFIGURE ] BOC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:46:44.331028] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:46:44.485553] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:44.643125] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:44.799071] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:44.954261] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:46:45.113957] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:45.276967] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:45.439412] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:45.600840] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:45.768469] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:45.934197] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:45.934411] [INFO ] [CONFIGURE ] BOC: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T03:46:45.934495] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3105 tests [2025-09-28T03:46:45.934571] [INFO ] [CONFIGURE ] BOC: Testing feature 6/29: add_failed_moves [2025-09-28T03:46:45.934667] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T03:46:46.073201] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:46.205285] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:46.342586] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:46.483923] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:46:46.626133] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:46.771485] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:46.918941] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:47.076210] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:47.224774] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:47.368853] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:47.369067] [INFO ] [CONFIGURE ] BOC: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:46:47.369189] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3104 tests [2025-09-28T03:46:47.369274] [INFO ] [CONFIGURE ] BOC: Testing feature 7/29: add_lag_shelf [2025-09-28T03:46:47.369351] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T03:46:47.506409] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:47.642379] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:47.783299] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:47.920016] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:46:48.051316] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:48.182814] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:48.310390] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:48.444453] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:48.578861] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:48.710958] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:48.711174] [INFO ] [CONFIGURE ] BOC: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:46:48.711257] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3103 tests [2025-09-28T03:46:48.711335] [INFO ] [CONFIGURE ] BOC: Testing feature 8/29: add_macd [2025-09-28T03:46:48.711416] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T03:46:48.880932] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:49.066826] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:49.233165] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:49.400496] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:46:49.569304] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:49.740442] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:49.911550] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:50.079355] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:50.246966] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:50.409144] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:50.409418] [INFO ] [CONFIGURE ] BOC: DISCARDED add_macd (score: 40.00%) [2025-09-28T03:46:50.409499] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3102 tests [2025-09-28T03:46:50.409574] [INFO ] [CONFIGURE ] BOC: Testing feature 9/29: add_mfi [2025-09-28T03:46:50.409666] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T03:46:50.545375] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:50.679616] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:50.821415] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:50.964140] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:46:51.108738] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:51.256524] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:51.395826] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:51.537259] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:51.674523] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:51.824248] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:51.824506] [INFO ] [CONFIGURE ] BOC: KEPT add_mfi (score: 70.00%) [2025-09-28T03:46:51.824597] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3101 tests [2025-09-28T03:46:51.824703] [INFO ] [CONFIGURE ] BOC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:46:51.824783] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:46:52.009276] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:52.186738] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:52.364486] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:52.539548] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:46:52.737730] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:52.922989] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:53.107960] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:53.296445] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:53.487862] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:53.679730] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:53.679969] [INFO ] [CONFIGURE ] BOC: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:46:53.680052] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3100 tests [2025-09-28T03:46:53.680130] [INFO ] [CONFIGURE ] BOC: Testing feature 11/29: add_obv_daily [2025-09-28T03:46:53.680205] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_obv_daily'] [2025-09-28T03:46:53.839178] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:53.992231] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:54.144100] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:54.300594] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:46:54.457573] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:46:54.615517] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:54.774963] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:54.930547] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:55.091027] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:55.249669] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:55.249897] [INFO ] [CONFIGURE ] BOC: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T03:46:55.249981] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3099 tests [2025-09-28T03:46:55.250063] [INFO ] [CONFIGURE ] BOC: Testing feature 12/29: add_obv_interval [2025-09-28T03:46:55.250139] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_obv_interval'] [2025-09-28T03:46:55.403116] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:46:55.558418] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:55.713035] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:55.878006] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:46:56.035297] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:56.191414] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:56.352614] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:56.516428] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:46:56.679883] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:46:56.849534] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:56.849821] [INFO ] [CONFIGURE ] BOC: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:46:56.849919] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3098 tests [2025-09-28T03:46:56.850001] [INFO ] [CONFIGURE ] BOC: Testing feature 13/29: add_opening_strength [2025-09-28T03:46:56.850077] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:46:57.019371] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:57.191243] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:46:57.363315] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:57.539261] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:46:57.722169] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:57.894585] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:58.067154] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:58.232583] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:46:58.396772] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:46:58.558992] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:46:58.559204] [INFO ] [CONFIGURE ] BOC: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T03:46:58.559285] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3097 tests [2025-09-28T03:46:58.559361] [INFO ] [CONFIGURE ] BOC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:46:58.559452] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_order_flow_imbalance'] [2025-09-28T03:46:58.725375] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:46:58.904761] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:46:59.083246] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:46:59.265766] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:46:59.447584] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:46:59.625078] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:46:59.799218] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:46:59.976070] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:00.150916] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:00.340804] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:00.341205] [INFO ] [CONFIGURE ] BOC: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:47:00.341292] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3096 tests [2025-09-28T03:47:00.341369] [INFO ] [CONFIGURE ] BOC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:47:00.341443] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_morning_momentum'] [2025-09-28T03:47:00.491379] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:00.644291] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:00.803366] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:00.961745] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:01.119898] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:47:01.273043] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:47:01.429188] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:01.585837] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:01.742514] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:01.894687] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:01.894897] [INFO ] [CONFIGURE ] BOC: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:47:01.894977] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3095 tests [2025-09-28T03:47:01.895052] [INFO ] [CONFIGURE ] BOC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:47:01.895126] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_overnight_gap'] [2025-09-28T03:47:02.054357] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:02.210295] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:02.366862] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:02.522607] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:02.677062] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:47:02.832594] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:02.988725] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:03.143771] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:03.301988] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:03.464346] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:03.464614] [INFO ] [CONFIGURE ] BOC: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T03:47:03.464723] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3094 tests [2025-09-28T03:47:03.464802] [INFO ] [CONFIGURE ] BOC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:47:03.464877] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_return_2d'] [2025-09-28T03:47:03.622542] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:03.783178] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:03.943120] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:04.112189] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:47:04.282087] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:47:04.453867] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:04.619283] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:04.788794] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:04.960708] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:05.134438] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:05.134714] [INFO ] [CONFIGURE ] BOC: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:47:05.134801] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3093 tests [2025-09-28T03:47:05.134882] [INFO ] [CONFIGURE ] BOC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:47:05.134958] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_volatility_5d'] [2025-09-28T03:47:05.302297] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:05.465469] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:05.627835] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:05.788434] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:05.952487] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:47:06.108483] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:06.267606] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:06.460409] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:06.621066] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:06.785756] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:06.786023] [INFO ] [CONFIGURE ] BOC: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:47:06.786117] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3092 tests [2025-09-28T03:47:06.786198] [INFO ] [CONFIGURE ] BOC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:47:06.786274] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_pbf_vs_sma_5'] [2025-09-28T03:47:06.942893] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:07.100851] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:07.248809] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:07.395492] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:07.539712] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:47:07.689934] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:07.842512] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:07.994460] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:08.144794] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:08.312759] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:08.312969] [INFO ] [CONFIGURE ] BOC: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:47:08.313052] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3091 tests [2025-09-28T03:47:08.313130] [INFO ] [CONFIGURE ] BOC: Testing feature 20/29: add_price_rejection [2025-09-28T03:47:08.313204] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_price_rejection'] [2025-09-28T03:47:08.476007] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:08.654074] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:08.822539] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:08.990340] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:09.154261] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:47:09.320276] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:09.485477] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:09.649470] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:09.813751] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:09.980910] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:09.981097] [INFO ] [CONFIGURE ] BOC: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T03:47:09.981176] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3090 tests [2025-09-28T03:47:09.981250] [INFO ] [CONFIGURE ] BOC: Testing feature 21/29: add_range_position [2025-09-28T03:47:09.981322] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_range_position'] [2025-09-28T03:47:10.221550] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:10.388979] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:10.557667] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:10.724633] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:10.899481] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:47:11.072304] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:11.246879] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:11.423151] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:11.597436] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:11.776555] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:11.776832] [INFO ] [CONFIGURE ] BOC: DISCARDED add_range_position (score: 60.00%) [2025-09-28T03:47:11.776918] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3089 tests [2025-09-28T03:47:11.776996] [INFO ] [CONFIGURE ] BOC: Testing feature 22/29: add_realized_volatility [2025-09-28T03:47:11.777075] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_realized_volatility'] [2025-09-28T03:47:11.963094] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:12.149707] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:12.339154] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:12.528686] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:12.724475] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:47:12.916679] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:13.111316] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:13.303948] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:13.496494] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:13.698284] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:13.698532] [INFO ] [CONFIGURE ] BOC: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:47:13.698617] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3088 tests [2025-09-28T03:47:13.698718] [INFO ] [CONFIGURE ] BOC: Testing feature 23/29: add_recent_range_context [2025-09-28T03:47:13.698793] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_recent_range_context'] [2025-09-28T03:47:13.855987] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:14.011261] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:14.165170] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:14.322441] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:14.484841] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:47:14.642946] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:14.799027] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:14.959073] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:15.120375] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:15.280042] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:15.280230] [INFO ] [CONFIGURE ] BOC: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T03:47:15.280309] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3087 tests [2025-09-28T03:47:15.280384] [INFO ] [CONFIGURE ] BOC: Testing feature 24/29: add_rsi [2025-09-28T03:47:15.280457] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_ema', 'add_rsi'] [2025-09-28T03:47:15.459538] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:15.636617] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:15.820036] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:15.998806] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:47:16.178254] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:47:16.358979] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:16.539632] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:47:16.716037] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:16.894785] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:17.076991] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:17.077186] [INFO ] [CONFIGURE ] BOC: DISCARDED add_rsi (score: 30.00%) [2025-09-28T03:47:17.077266] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3086 tests [2025-09-28T03:47:17.077339] [INFO ] [CONFIGURE ] BOC: Testing feature 25/29: add_tick_distribution [2025-09-28T03:47:17.077412] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_tick_distribution'] [2025-09-28T03:47:17.231910] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:17.386152] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:17.542374] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:17.698446] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:17.853283] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:47:18.015022] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:18.187102] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:18.352472] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:18.510814] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:18.673409] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:18.673619] [INFO ] [CONFIGURE ] BOC: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:47:18.673731] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3085 tests [2025-09-28T03:47:18.673807] [INFO ] [CONFIGURE ] BOC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:47:18.673880] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_volume_momentum_confirmation'] [2025-09-28T03:47:18.832524] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:18.992878] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:19.156523] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:19.321086] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:19.502354] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:47:19.665007] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:19.838726] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:20.005675] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:20.173166] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:20.338365] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:20.338572] [INFO ] [CONFIGURE ] BOC: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T03:47:20.338706] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3084 tests [2025-09-28T03:47:20.338782] [INFO ] [CONFIGURE ] BOC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:47:20.338854] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_volume_price_divergence'] [2025-09-28T03:47:20.507716] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:20.674549] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:20.847608] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:21.020819] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:21.191226] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:47:21.367591] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:21.540176] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:21.714457] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:21.892263] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:22.066611] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:22.066862] [INFO ] [CONFIGURE ] BOC: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T03:47:22.066945] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3083 tests [2025-09-28T03:47:22.067024] [INFO ] [CONFIGURE ] BOC: Testing feature 28/29: add_volume_profile [2025-09-28T03:47:22.067099] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_volume_profile'] [2025-09-28T03:47:22.228507] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:22.391088] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:22.551966] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:22.713134] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:47:22.874400] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:47:23.040712] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:23.206859] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:23.371473] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:23.532071] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:23.701486] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:23.701711] [INFO ] [CONFIGURE ] BOC: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T03:47:23.701795] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3082 tests [2025-09-28T03:47:23.701871] [INFO ] [CONFIGURE ] BOC: Testing feature 29/29: add_vwap [2025-09-28T03:47:23.701958] [INFO ] [CONFIGURE ] BOC: Testing with features: ['add_cumulative_delta', 'add_mfi', 'add_vwap'] [2025-09-28T03:47:23.866373] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:24.034010] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:47:24.208576] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:47:24.394516] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:47:24.568214] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:47:24.744527] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:47:24.911010] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:25.072542] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:25.235964] [DEBUG] [FORECASTER] BOC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:25.444570] [DEBUG] [FORECASTER] BOC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:47:25.444847] [INFO ] [CONFIGURE ] BOC: DISCARDED add_vwap (score: 60.00%) [2025-09-28T03:47:25.444955] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3081 tests [2025-09-28T03:47:25.445087] [INFO ] [CONFIGURE ] BOC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:47:25.445184] [INFO ] [CONFIGURE ] BOC: Best accuracy: 70.00% [2025-09-28T03:47:25.445283] [INFO ] [CONFIGURE ] BOC: Best feature set (2 features): ['add_cumulative_delta', 'add_mfi'] [2025-09-28T03:47:25.445375] [INFO ] [CONFIGURE ] BOC: Improvement over baseline: 20.00% [2025-09-28T03:47:25.445465] [INFO ] [CONFIGURE ] BOC: Total time: 46.7 seconds [2025-09-28T03:47:25.445557] [INFO ] [CONFIGURE ] BOC: Average time per feature: 1.6 seconds [2025-09-28T03:47:25.445676] [INFO ] [CONFIGURE ] BOC: Average speed: 0.62 features/sec [2025-09-28T03:47:25.446827] [INFO ] [LOCAL ] Saved configuration for BOC: 2 features, 70.00% accuracy -> ./output/feature-sets/BOC.json [2025-09-28T03:47:25.446933] [INFO ] [CONFIGURE ] BOC: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T03:47:25.447090] [INFO ] [sig ] [29/135] Successfully configured BOC | 0.02 sym/s | Total: 22.3m | ETA: 1.4h [2025-09-28T03:47:25.447192] [INFO ] [sig ] [30/135] Configuring BSL... [2025-09-28T03:47:25.447287] [INFO ] [CONFIGURE ] BSL: Configurate test run. [2025-09-28T03:47:25.447384] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BSL' from 'https://tdm.silogroup.org/data/derivative_storage/BSL.csv'. [2025-09-28T03:47:25.777940] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BSL'. [2025-09-28T03:47:25.778422] [INFO ] [CONFIGURE ] BSL: Testing with 29 available features [2025-09-28T03:47:25.778517] [INFO ] [CONFIGURE ] BSL: Establishing baseline with no features... [2025-09-28T03:47:25.899351] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:26.016018] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:26.133511] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:26.252212] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:26.380528] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:26.512931] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:26.655016] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:26.802536] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:26.926313] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:27.092545] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:27.092873] [INFO ] [CONFIGURE ] BSL: Baseline score (no features): 40.00% [2025-09-28T03:47:27.093000] [INFO ] [CONFIGURE ] BSL: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:47:27.093092] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:47:27.269292] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:27.423092] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:27.585580] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:27.715637] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:47:27.874534] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:28.000411] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:28.131045] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:28.260151] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:28.384062] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:47:28.510377] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:28.510584] [INFO ] [CONFIGURE ] BSL: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T03:47:28.510694] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3080 tests [2025-09-28T03:47:28.510773] [INFO ] [CONFIGURE ] BSL: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:47:28.510849] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:47:28.652483] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:28.795214] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:28.938075] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:29.078618] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:29.248605] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:29.392867] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:29.547085] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:29.695051] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:29.839961] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:29.984359] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:29.984663] [INFO ] [CONFIGURE ] BSL: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T03:47:29.984759] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3079 tests [2025-09-28T03:47:29.984846] [INFO ] [CONFIGURE ] BSL: Testing feature 3/29: add_daily_returns [2025-09-28T03:47:29.984923] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:47:30.129615] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:30.273919] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:30.430971] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:30.610577] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:30.776374] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:47:30.933740] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:31.091663] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:31.239946] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:31.391538] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:31.542797] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:31.543123] [INFO ] [CONFIGURE ] BSL: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T03:47:31.543220] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3078 tests [2025-09-28T03:47:31.543309] [INFO ] [CONFIGURE ] BSL: Testing feature 4/29: add_ema [2025-09-28T03:47:31.543387] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_ema'] [2025-09-28T03:47:31.711944] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:31.880036] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:32.048409] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:32.211752] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:32.380463] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:47:32.551423] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:32.727428] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:32.893112] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:33.062993] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:33.229861] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:33.230097] [INFO ] [CONFIGURE ] BSL: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:47:33.230180] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3077 tests [2025-09-28T03:47:33.230258] [INFO ] [CONFIGURE ] BSL: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:47:33.230333] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:47:33.399319] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:33.567602] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:33.747318] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:33.921308] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:34.093305] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:34.264976] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:34.447069] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:34.619082] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:34.796496] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:34.974239] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:34.974541] [INFO ] [CONFIGURE ] BSL: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T03:47:34.974625] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3076 tests [2025-09-28T03:47:34.974750] [INFO ] [CONFIGURE ] BSL: Testing feature 6/29: add_failed_moves [2025-09-28T03:47:34.974831] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_failed_moves'] [2025-09-28T03:47:35.127412] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:35.277879] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:35.441418] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:35.627897] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:35.813816] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:35.992741] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:36.166513] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:36.320625] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:36.473578] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:36.620807] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:36.621020] [INFO ] [CONFIGURE ] BSL: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:47:36.621118] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3075 tests [2025-09-28T03:47:36.621196] [INFO ] [CONFIGURE ] BSL: Testing feature 7/29: add_lag_shelf [2025-09-28T03:47:36.621269] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T03:47:36.763080] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:36.907140] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:37.051032] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:37.196113] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:37.340989] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:37.487535] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:37.639628] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:37.790517] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:37.937040] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:38.081257] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:38.081453] [INFO ] [CONFIGURE ] BSL: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:47:38.081532] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3074 tests [2025-09-28T03:47:38.081607] [INFO ] [CONFIGURE ] BSL: Testing feature 8/29: add_macd [2025-09-28T03:47:38.081703] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T03:47:38.270706] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:38.464570] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:38.662138] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:38.850561] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:39.042838] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:39.231599] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:47:39.422536] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:39.619811] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:39.811729] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:40.003195] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:40.003410] [INFO ] [CONFIGURE ] BSL: DISCARDED add_macd (score: 30.00%) [2025-09-28T03:47:40.003493] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3073 tests [2025-09-28T03:47:40.003608] [INFO ] [CONFIGURE ] BSL: Testing feature 9/29: add_mfi [2025-09-28T03:47:40.003708] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_mfi'] [2025-09-28T03:47:40.165091] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:40.324960] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:40.485838] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:40.645020] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:40.810599] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:40.975426] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:41.139522] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:41.312192] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:41.476457] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:41.642775] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:41.643027] [INFO ] [CONFIGURE ] BSL: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:47:41.643113] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3072 tests [2025-09-28T03:47:41.643192] [INFO ] [CONFIGURE ] BSL: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:47:41.643266] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:47:41.821823] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:42.012239] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:42.191261] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:42.374193] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:42.553523] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:47:42.734789] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:42.917735] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:43.108408] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:43.308544] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:43.502483] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:43.502739] [INFO ] [CONFIGURE ] BSL: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:47:43.502870] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3071 tests [2025-09-28T03:47:43.503010] [INFO ] [CONFIGURE ] BSL: Testing feature 11/29: add_obv_daily [2025-09-28T03:47:43.503104] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_obv_daily'] [2025-09-28T03:47:43.667275] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:43.823331] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:43.981151] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:44.135440] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:47:44.287428] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:47:44.447416] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:44.604024] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:44.796082] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:44.983570] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:45.140529] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:45.140771] [INFO ] [CONFIGURE ] BSL: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:47:45.140852] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3070 tests [2025-09-28T03:47:45.141054] [INFO ] [CONFIGURE ] BSL: Testing feature 12/29: add_obv_interval [2025-09-28T03:47:45.141128] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_obv_interval'] [2025-09-28T03:47:45.290789] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:45.438520] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:45.585947] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:45.733302] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:45.887733] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:46.088857] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:46.249615] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:46.410225] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:46.595833] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:46.813081] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:47:46.813285] [INFO ] [CONFIGURE ] BSL: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:47:46.813367] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3069 tests [2025-09-28T03:47:46.813550] [INFO ] [CONFIGURE ] BSL: Testing feature 13/29: add_opening_strength [2025-09-28T03:47:46.813632] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:47:46.979555] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:47.139601] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:47.305748] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:47.477147] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:47.641786] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:47.804029] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:47.967620] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:48.128685] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:48.295035] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:48.459671] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:48.459874] [INFO ] [CONFIGURE ] BSL: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T03:47:48.459957] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3068 tests [2025-09-28T03:47:48.460035] [INFO ] [CONFIGURE ] BSL: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:47:48.460109] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T03:47:48.622307] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:48.787186] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:48.950169] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:49.113302] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:49.278988] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:47:49.446224] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:49.613243] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:49.785141] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:49.954338] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:50.118991] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:50.119190] [INFO ] [CONFIGURE ] BSL: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:47:50.119269] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3067 tests [2025-09-28T03:47:50.119345] [INFO ] [CONFIGURE ] BSL: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:47:50.119418] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T03:47:50.264099] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:50.412054] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:50.559538] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:50.708180] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:50.857192] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:47:51.006541] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:51.155806] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:51.300702] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:51.444794] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:51.591793] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:51.591981] [INFO ] [CONFIGURE ] BSL: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:47:51.592063] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3066 tests [2025-09-28T03:47:51.592139] [INFO ] [CONFIGURE ] BSL: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:47:51.592213] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T03:47:51.745190] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:51.909209] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:52.066252] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:52.223764] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:52.378791] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:52.537885] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:52.695119] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:52.855335] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:53.016503] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:53.184306] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:53.184553] [INFO ] [CONFIGURE ] BSL: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T03:47:53.184635] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3065 tests [2025-09-28T03:47:53.184739] [INFO ] [CONFIGURE ] BSL: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:47:53.184813] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T03:47:53.364536] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:53.538790] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:53.698818] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:53.855071] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:54.010607] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:47:54.171925] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:54.331442] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:54.488206] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:54.644670] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:54.805403] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:54.805621] [INFO ] [CONFIGURE ] BSL: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:47:54.805729] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3064 tests [2025-09-28T03:47:54.805808] [INFO ] [CONFIGURE ] BSL: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:47:54.805883] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T03:47:54.952873] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:55.099299] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:55.247149] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:55.394959] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:55.541987] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:47:55.688116] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:55.834317] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:55.991224] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:56.142042] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:56.288556] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:56.288784] [INFO ] [CONFIGURE ] BSL: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:47:56.288863] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3063 tests [2025-09-28T03:47:56.288938] [INFO ] [CONFIGURE ] BSL: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:47:56.289011] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_vs_sma_5'] [2025-09-28T03:47:56.434110] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:56.576082] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:56.725427] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:56.872838] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:57.022745] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:57.169548] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:57.315368] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:57.463682] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:47:57.613095] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:57.765593] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:47:57.765842] [INFO ] [CONFIGURE ] BSL: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:47:57.765923] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3062 tests [2025-09-28T03:47:57.765999] [INFO ] [CONFIGURE ] BSL: Testing feature 20/29: add_price_rejection [2025-09-28T03:47:57.766071] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_price_rejection'] [2025-09-28T03:47:57.934595] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:47:58.102457] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:58.265255] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:47:58.430741] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:47:58.600742] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:47:58.767259] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:47:58.937319] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:47:59.107822] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:47:59.274339] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:47:59.445257] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:47:59.445480] [INFO ] [CONFIGURE ] BSL: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:47:59.445578] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3061 tests [2025-09-28T03:47:59.445697] [INFO ] [CONFIGURE ] BSL: Testing feature 21/29: add_range_position [2025-09-28T03:47:59.445794] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position'] [2025-09-28T03:47:59.621821] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:47:59.797393] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:47:59.974116] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:48:00.151039] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:00.332797] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:00.512905] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:48:00.691454] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:00.877046] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:48:01.057592] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:01.242220] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:48:01.242437] [INFO ] [CONFIGURE ] BSL: KEPT add_range_position (score: 70.00%) [2025-09-28T03:48:01.242537] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3060 tests [2025-09-28T03:48:01.242637] [INFO ] [CONFIGURE ] BSL: Testing feature 22/29: add_realized_volatility [2025-09-28T03:48:01.242756] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position', 'add_realized_volatility'] [2025-09-28T03:48:01.456605] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:48:01.672183] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:01.892180] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:48:02.111931] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:02.320892] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:02.527062] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:48:02.741036] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:02.949517] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:48:03.161141] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:03.370102] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:48:03.370334] [INFO ] [CONFIGURE ] BSL: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:48:03.370417] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3059 tests [2025-09-28T03:48:03.370497] [INFO ] [CONFIGURE ] BSL: Testing feature 23/29: add_recent_range_context [2025-09-28T03:48:03.370571] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position', 'add_recent_range_context'] [2025-09-28T03:48:03.548179] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:48:03.726004] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:03.916363] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:48:04.105898] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:04.292937] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:04.484458] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:48:04.670878] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:04.856829] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:48:05.049114] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:05.244032] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:48:05.244378] [INFO ] [CONFIGURE ] BSL: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:48:05.244464] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3058 tests [2025-09-28T03:48:05.244543] [INFO ] [CONFIGURE ] BSL: Testing feature 24/29: add_rsi [2025-09-28T03:48:05.244619] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position', 'add_ema', 'add_rsi'] [2025-09-28T03:48:05.464280] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:48:05.665092] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:05.867065] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:48:06.067077] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:06.265944] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:06.468483] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:48:06.667855] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:06.867982] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:48:07.071388] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:07.280518] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:48:07.280743] [INFO ] [CONFIGURE ] BSL: DISCARDED add_rsi (score: 40.00%) [2025-09-28T03:48:07.280826] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3057 tests [2025-09-28T03:48:07.280905] [INFO ] [CONFIGURE ] BSL: Testing feature 25/29: add_tick_distribution [2025-09-28T03:48:07.280979] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position', 'add_tick_distribution'] [2025-09-28T03:48:07.465676] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:07.645316] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:07.825401] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:48:08.005387] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:08.191996] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:08.373012] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:48:08.559326] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:08.739860] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:48:08.924370] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:09.135490] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:48:09.135704] [INFO ] [CONFIGURE ] BSL: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T03:48:09.135788] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3056 tests [2025-09-28T03:48:09.135865] [INFO ] [CONFIGURE ] BSL: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:48:09.135946] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position', 'add_volume_momentum_confirmation'] [2025-09-28T03:48:09.317826] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:48:09.493675] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:09.678568] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:48:09.857937] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:10.038957] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:10.220584] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:48:10.405933] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:10.598435] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:48:10.781950] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:10.964111] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:48:10.964375] [INFO ] [CONFIGURE ] BSL: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:48:10.964457] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3055 tests [2025-09-28T03:48:10.964533] [INFO ] [CONFIGURE ] BSL: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:48:10.964607] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position', 'add_volume_price_divergence'] [2025-09-28T03:48:11.146923] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:48:11.328431] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:11.517104] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:48:11.716530] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:11.916973] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:12.104395] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:48:12.288731] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:12.484564] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:48:12.682946] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:12.878284] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:48:12.878485] [INFO ] [CONFIGURE ] BSL: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T03:48:12.878565] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3054 tests [2025-09-28T03:48:12.878662] [INFO ] [CONFIGURE ] BSL: Testing feature 28/29: add_volume_profile [2025-09-28T03:48:12.878742] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position', 'add_volume_profile'] [2025-09-28T03:48:13.053879] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:13.230901] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:13.414960] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:48:13.601414] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:13.779730] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:13.966855] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:48:14.164403] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:14.363072] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:48:14.567171] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:14.785345] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:48:14.785556] [INFO ] [CONFIGURE ] BSL: KEPT add_volume_profile (score: 80.00%) [2025-09-28T03:48:14.785635] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3053 tests [2025-09-28T03:48:14.785737] [INFO ] [CONFIGURE ] BSL: Testing feature 29/29: add_vwap [2025-09-28T03:48:14.785809] [INFO ] [CONFIGURE ] BSL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position', 'add_volume_profile', 'add_vwap'] [2025-09-28T03:48:14.977407] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:48:15.168175] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:15.361439] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:48:15.559164] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:15.766510] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:15.969850] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:48:16.167555] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:16.366889] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:48:16.568871] [DEBUG] [FORECASTER] BSL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:16.770107] [DEBUG] [FORECASTER] BSL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:48:16.770333] [INFO ] [CONFIGURE ] BSL: DISCARDED add_vwap (score: 30.00%) [2025-09-28T03:48:16.770417] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3052 tests [2025-09-28T03:48:16.770546] [INFO ] [CONFIGURE ] BSL: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:48:16.770624] [INFO ] [CONFIGURE ] BSL: Best accuracy: 80.00% [2025-09-28T03:48:16.770723] [INFO ] [CONFIGURE ] BSL: Best feature set (4 features): ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position', 'add_volume_profile'] [2025-09-28T03:48:16.770795] [INFO ] [CONFIGURE ] BSL: Improvement over baseline: 40.00% [2025-09-28T03:48:16.770869] [INFO ] [CONFIGURE ] BSL: Total time: 49.7 seconds [2025-09-28T03:48:16.770941] [INFO ] [CONFIGURE ] BSL: Average time per feature: 1.7 seconds [2025-09-28T03:48:16.771014] [INFO ] [CONFIGURE ] BSL: Average speed: 0.58 features/sec [2025-09-28T03:48:16.772237] [INFO ] [LOCAL ] Saved configuration for BSL: 4 features, 80.00% accuracy -> ./output/feature-sets/BSL.json [2025-09-28T03:48:16.772329] [INFO ] [CONFIGURE ] BSL: Configuration saved successfully: 4 features, 80.00% accuracy. [2025-09-28T03:48:16.772455] [INFO ] [sig ] [30/135] Successfully configured BSL | 0.02 sym/s | Total: 23.1m | ETA: 1.3h [2025-09-28T03:48:16.772563] [INFO ] [sig ] [31/135] Configuring BSM... [2025-09-28T03:48:16.772682] [INFO ] [CONFIGURE ] BSM: Configurate test run. [2025-09-28T03:48:16.772811] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BSM' from 'https://tdm.silogroup.org/data/derivative_storage/BSM.csv'. [2025-09-28T03:48:16.802082] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BSM'. [2025-09-28T03:48:16.802631] [INFO ] [CONFIGURE ] BSM: Testing with 29 available features [2025-09-28T03:48:16.802726] [INFO ] [CONFIGURE ] BSM: Establishing baseline with no features... [2025-09-28T03:48:16.910739] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:17.017504] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:17.124735] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:17.230773] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:17.338158] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:17.446627] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:48:17.555525] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:17.663771] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:17.773480] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:17.886480] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:17.886722] [INFO ] [CONFIGURE ] BSM: Baseline score (no features): 70.00% [2025-09-28T03:48:17.886863] [INFO ] [CONFIGURE ] BSM: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:48:17.886947] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:48:18.014506] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:18.144509] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:18.270636] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:18.393411] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:18.513218] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:18.638159] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:18.759815] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:18.882948] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:19.008915] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:19.132661] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:19.132881] [INFO ] [CONFIGURE ] BSM: KEPT add_bollinger_bands (score: 80.00%) [2025-09-28T03:48:19.132961] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3051 tests [2025-09-28T03:48:19.133035] [INFO ] [CONFIGURE ] BSM: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:48:19.133107] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:48:19.278142] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:19.423104] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:19.570839] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:48:19.723016] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:19.867862] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:20.012446] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:20.155365] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:20.299510] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:20.441091] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:20.583523] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:20.583745] [INFO ] [CONFIGURE ] BSM: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T03:48:20.583825] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3050 tests [2025-09-28T03:48:20.583899] [INFO ] [CONFIGURE ] BSM: Testing feature 3/29: add_daily_returns [2025-09-28T03:48:20.583970] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:48:20.708703] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:20.837418] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:20.963342] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:48:21.091002] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:21.215244] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:21.338746] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:21.467460] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:21.607853] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:21.742014] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:21.872510] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:21.872865] [INFO ] [CONFIGURE ] BSM: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:48:21.872961] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3049 tests [2025-09-28T03:48:21.873040] [INFO ] [CONFIGURE ] BSM: Testing feature 4/29: add_ema [2025-09-28T03:48:21.873114] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:48:22.017807] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:22.161327] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:22.301873] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:22.446206] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:22.590636] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:22.737010] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:22.886067] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:23.042445] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:23.188969] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:23.332611] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:23.332869] [INFO ] [CONFIGURE ] BSM: DISCARDED add_ema (score: 60.00%) [2025-09-28T03:48:23.332952] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3048 tests [2025-09-28T03:48:23.333027] [INFO ] [CONFIGURE ] BSM: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:48:23.333100] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:48:23.482217] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:23.645859] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:23.801983] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:23.955454] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:24.109262] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:24.264068] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:24.419942] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:48:24.593590] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:48:24.755853] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:24.917979] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:24.918186] [INFO ] [CONFIGURE ] BSM: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:48:24.918267] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3047 tests [2025-09-28T03:48:24.918343] [INFO ] [CONFIGURE ] BSM: Testing feature 6/29: add_failed_moves [2025-09-28T03:48:24.918415] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T03:48:25.055167] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:25.190674] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:25.328131] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:25.456417] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:25.591167] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:25.722941] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:25.856014] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:25.994311] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:26.129795] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:26.264122] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:26.264353] [INFO ] [CONFIGURE ] BSM: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:48:26.264445] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3046 tests [2025-09-28T03:48:26.264522] [INFO ] [CONFIGURE ] BSM: Testing feature 7/29: add_lag_shelf [2025-09-28T03:48:26.264597] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T03:48:26.383472] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:26.503057] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:26.624712] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:26.754063] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:26.877309] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:27.004472] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:27.131757] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:27.261340] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:27.388923] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:27.520276] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:27.520531] [INFO ] [CONFIGURE ] BSM: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:48:27.520613] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3045 tests [2025-09-28T03:48:27.520741] [INFO ] [CONFIGURE ] BSM: Testing feature 8/29: add_macd [2025-09-28T03:48:27.520845] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T03:48:27.689395] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:27.859730] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:28.036457] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:48:28.211284] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:28.374773] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:28.544172] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:28.719467] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:28.900144] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:48:29.067724] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:29.251788] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:29.252052] [INFO ] [CONFIGURE ] BSM: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:48:29.252144] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3044 tests [2025-09-28T03:48:29.252224] [INFO ] [CONFIGURE ] BSM: Testing feature 9/29: add_mfi [2025-09-28T03:48:29.252298] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T03:48:29.403959] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:29.546901] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:29.700241] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:29.858436] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:30.016030] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:30.157513] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:30.297271] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:30.441285] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:30.584783] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:30.724931] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:30.725184] [INFO ] [CONFIGURE ] BSM: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:48:30.725267] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3043 tests [2025-09-28T03:48:30.725344] [INFO ] [CONFIGURE ] BSM: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:48:30.725419] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:48:30.884332] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:31.037393] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:31.187945] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:31.343927] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:31.502691] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:31.662888] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:31.821112] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:31.981434] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:32.139455] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:32.300912] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:32.301205] [INFO ] [CONFIGURE ] BSM: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:48:32.301296] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3042 tests [2025-09-28T03:48:32.301377] [INFO ] [CONFIGURE ] BSM: Testing feature 11/29: add_obv_daily [2025-09-28T03:48:32.301450] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T03:48:32.431253] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:32.561677] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:32.697995] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:32.834473] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:32.980879] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:33.178347] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:33.309636] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:33.442357] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:33.577888] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:33.717688] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:33.717905] [INFO ] [CONFIGURE ] BSM: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:48:33.717989] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3041 tests [2025-09-28T03:48:33.718067] [INFO ] [CONFIGURE ] BSM: Testing feature 12/29: add_obv_interval [2025-09-28T03:48:33.718142] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T03:48:33.848662] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:33.980438] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:34.108879] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:34.234848] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:34.363895] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:34.493677] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:34.623725] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:34.757311] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:34.893184] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:35.027354] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:35.027664] [INFO ] [CONFIGURE ] BSM: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:48:35.027751] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3040 tests [2025-09-28T03:48:35.027830] [INFO ] [CONFIGURE ] BSM: Testing feature 13/29: add_opening_strength [2025-09-28T03:48:35.027904] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:48:35.170492] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:35.310273] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:35.449224] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:35.587255] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:35.724536] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:35.863500] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:36.005243] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:36.149158] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:36.290853] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:36.427586] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:36.427805] [INFO ] [CONFIGURE ] BSM: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:48:36.427885] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3039 tests [2025-09-28T03:48:36.427959] [INFO ] [CONFIGURE ] BSM: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:48:36.428051] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T03:48:36.570216] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:36.716271] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:36.881434] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:37.080050] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:37.292988] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:37.505898] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:37.699903] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:37.897382] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:48:38.071284] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:38.235919] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:38.236207] [INFO ] [CONFIGURE ] BSM: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:48:38.236481] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3038 tests [2025-09-28T03:48:38.236567] [INFO ] [CONFIGURE ] BSM: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:48:38.236669] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T03:48:38.367086] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:38.497591] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:38.652830] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:38.783591] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:38.909627] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:39.038509] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:39.164719] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:39.293977] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:48:39.423365] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:39.555142] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:39.555382] [INFO ] [CONFIGURE ] BSM: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:48:39.555463] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3037 tests [2025-09-28T03:48:39.555538] [INFO ] [CONFIGURE ] BSM: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:48:39.555611] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T03:48:39.691774] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:39.835418] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:39.972557] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:40.112525] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:40.252353] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:40.388413] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:40.536104] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:40.675536] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:40.813114] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:40.953523] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:40.953784] [INFO ] [CONFIGURE ] BSM: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T03:48:40.953871] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3036 tests [2025-09-28T03:48:40.953950] [INFO ] [CONFIGURE ] BSM: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:48:40.954023] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T03:48:41.094780] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:41.235452] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:41.374114] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:48:41.510574] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:41.649316] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:41.787368] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:41.933013] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:42.078770] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:42.226437] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:42.368845] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:42.369087] [INFO ] [CONFIGURE ] BSM: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:48:42.369174] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3035 tests [2025-09-28T03:48:42.369252] [INFO ] [CONFIGURE ] BSM: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:48:42.369327] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T03:48:42.498478] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:42.623798] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:42.753117] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:42.889198] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:43.026617] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:43.162673] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:43.292388] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:43.423365] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:43.555623] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:43.685050] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:43.685286] [INFO ] [CONFIGURE ] BSM: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:48:43.685371] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3034 tests [2025-09-28T03:48:43.685449] [INFO ] [CONFIGURE ] BSM: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:48:43.685524] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T03:48:43.811061] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:43.939872] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:44.070384] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:44.199051] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:44.322488] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:44.451629] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:44.574796] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:44.700851] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:44.829319] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:44.953251] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:44.953465] [INFO ] [CONFIGURE ] BSM: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:48:44.953547] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3033 tests [2025-09-28T03:48:44.953625] [INFO ] [CONFIGURE ] BSM: Testing feature 20/29: add_price_rejection [2025-09-28T03:48:44.953721] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T03:48:45.087827] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:45.224055] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:45.362127] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:45.500198] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:45.643493] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:45.828137] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:45.965839] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:46.101459] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:46.234385] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:46.372494] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:46.372702] [INFO ] [CONFIGURE ] BSM: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:48:46.372783] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3032 tests [2025-09-28T03:48:46.372856] [INFO ] [CONFIGURE ] BSM: Testing feature 21/29: add_range_position [2025-09-28T03:48:46.372928] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T03:48:46.515573] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:46.663176] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:46.806420] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:46.979416] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:47.125713] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:47.273236] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:47.420087] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:47.568212] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:47.718820] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:47.866358] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:47.866624] [INFO ] [CONFIGURE ] BSM: DISCARDED add_range_position (score: 80.00%) [2025-09-28T03:48:47.866745] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3031 tests [2025-09-28T03:48:47.866845] [INFO ] [CONFIGURE ] BSM: Testing feature 22/29: add_realized_volatility [2025-09-28T03:48:47.866918] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T03:48:48.025601] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:48.189258] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:48.356916] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:48.528378] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:48.692224] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:48.857346] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:49.025278] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:49.193632] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:49.359982] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:49.525336] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:49.525527] [INFO ] [CONFIGURE ] BSM: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:48:49.525607] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3030 tests [2025-09-28T03:48:49.525749] [INFO ] [CONFIGURE ] BSM: Testing feature 23/29: add_recent_range_context [2025-09-28T03:48:49.525826] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T03:48:49.656876] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:49.790374] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:49.929163] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:50.072810] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:50.213726] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:50.356038] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:50.494492] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:50.648217] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:50.801912] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:50.942723] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:50.942929] [INFO ] [CONFIGURE ] BSM: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:48:50.943086] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3029 tests [2025-09-28T03:48:50.943195] [INFO ] [CONFIGURE ] BSM: Testing feature 24/29: add_rsi [2025-09-28T03:48:50.943259] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T03:48:51.099421] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:51.252085] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:51.408067] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:51.563400] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:51.724131] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:51.901767] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:52.064781] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:52.225442] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:52.386718] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:52.542440] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:52.542639] [INFO ] [CONFIGURE ] BSM: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:48:52.542785] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3028 tests [2025-09-28T03:48:52.542867] [INFO ] [CONFIGURE ] BSM: Testing feature 25/29: add_tick_distribution [2025-09-28T03:48:52.542939] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T03:48:52.676724] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:52.808914] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:52.940789] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:53.075092] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:53.210416] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:53.339786] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:53.472859] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:53.610671] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:53.746426] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:53.884827] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:53.885052] [INFO ] [CONFIGURE ] BSM: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:48:53.885167] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3027 tests [2025-09-28T03:48:53.885255] [INFO ] [CONFIGURE ] BSM: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:48:53.885329] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T03:48:54.023397] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:54.154301] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:54.290528] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:54.423393] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:54.564993] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:54.698571] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:54.834942] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:54.972839] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:55.112904] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:55.248747] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:48:55.248948] [INFO ] [CONFIGURE ] BSM: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T03:48:55.249029] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3026 tests [2025-09-28T03:48:55.249253] [INFO ] [CONFIGURE ] BSM: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:48:55.249333] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T03:48:55.407779] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:55.552423] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:55.701003] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:55.844489] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:55.986863] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:56.134135] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:56.275048] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:56.433836] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:56.585179] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:56.734987] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:56.735226] [INFO ] [CONFIGURE ] BSM: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:48:56.735335] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3025 tests [2025-09-28T03:48:56.735430] [INFO ] [CONFIGURE ] BSM: Testing feature 28/29: add_volume_profile [2025-09-28T03:48:56.735505] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T03:48:56.864631] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:56.995829] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:48:57.125003] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:48:57.259230] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:57.390845] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:48:57.523044] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:57.673795] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:57.808052] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:48:57.944159] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:58.077746] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:58.077960] [INFO ] [CONFIGURE ] BSM: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T03:48:58.078058] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3024 tests [2025-09-28T03:48:58.078182] [INFO ] [CONFIGURE ] BSM: Testing feature 29/29: add_vwap [2025-09-28T03:48:58.078259] [INFO ] [CONFIGURE ] BSM: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T03:48:58.209999] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:58.341802] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:58.478495] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:48:58.615032] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:48:58.750841] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:48:58.884388] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:48:59.023967] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:48:59.168231] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:48:59.316038] [DEBUG] [FORECASTER] BSM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:48:59.459692] [DEBUG] [FORECASTER] BSM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:48:59.459878] [INFO ] [CONFIGURE ] BSM: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:48:59.459958] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3023 tests [2025-09-28T03:48:59.460110] [INFO ] [CONFIGURE ] BSM: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:48:59.460187] [INFO ] [CONFIGURE ] BSM: Best accuracy: 80.00% [2025-09-28T03:48:59.460269] [INFO ] [CONFIGURE ] BSM: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T03:48:59.460409] [INFO ] [CONFIGURE ] BSM: Improvement over baseline: 10.00% [2025-09-28T03:48:59.460497] [INFO ] [CONFIGURE ] BSM: Total time: 41.6 seconds [2025-09-28T03:48:59.460580] [INFO ] [CONFIGURE ] BSM: Average time per feature: 1.4 seconds [2025-09-28T03:48:59.460710] [INFO ] [CONFIGURE ] BSM: Average speed: 0.70 features/sec [2025-09-28T03:48:59.461318] [INFO ] [LOCAL ] Saved configuration for BSM: 1 features, 80.00% accuracy -> ./output/feature-sets/BSM.json [2025-09-28T03:48:59.461407] [INFO ] [CONFIGURE ] BSM: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T03:48:59.461560] [INFO ] [sig ] [31/135] Successfully configured BSM | 0.02 sym/s | Total: 23.8m | ETA: 1.3h [2025-09-28T03:48:59.461684] [INFO ] [sig ] [32/135] Configuring BSTZ... [2025-09-28T03:48:59.461804] [INFO ] [CONFIGURE ] BSTZ: Configurate test run. [2025-09-28T03:48:59.461917] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BSTZ' from 'https://tdm.silogroup.org/data/derivative_storage/BSTZ.csv'. [2025-09-28T03:48:59.685485] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BSTZ'. [2025-09-28T03:48:59.686162] [INFO ] [CONFIGURE ] BSTZ: Testing with 29 available features [2025-09-28T03:48:59.686244] [INFO ] [CONFIGURE ] BSTZ: Establishing baseline with no features... [2025-09-28T03:48:59.790104] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:48:59.891391] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:48:59.996919] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:49:00.103214] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:00.213800] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:49:00.325397] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:00.456757] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:00.574323] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:00.695083] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:00.814413] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:49:00.814706] [INFO ] [CONFIGURE ] BSTZ: Baseline score (no features): 70.00% [2025-09-28T03:49:00.814855] [INFO ] [CONFIGURE ] BSTZ: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:49:00.814959] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:49:00.940347] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:01.061197] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:49:01.180663] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:01.311081] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:01.436387] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:49:01.570116] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:01.695131] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:01.826970] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:01.954370] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:02.087442] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:49:02.087696] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_bollinger_bands (score: 70.00%) [2025-09-28T03:49:02.087801] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3022 tests [2025-09-28T03:49:02.087889] [INFO ] [CONFIGURE ] BSTZ: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:49:02.087994] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:49:02.223549] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:02.352572] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:02.481576] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:49:02.611308] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:02.740117] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:49:02.867423] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:02.995165] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:03.121108] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:49:03.250026] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:03.386883] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:03.387110] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T03:49:03.387222] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3021 tests [2025-09-28T03:49:03.387311] [INFO ] [CONFIGURE ] BSTZ: Testing feature 3/29: add_daily_returns [2025-09-28T03:49:03.387405] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_daily_returns'] [2025-09-28T03:49:03.499576] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:03.611019] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:03.725390] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:03.844660] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:03.959868] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:49:04.074739] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:04.194627] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:04.321205] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:49:04.434885] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:49:04.550923] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:49:04.551116] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T03:49:04.551267] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3020 tests [2025-09-28T03:49:04.551366] [INFO ] [CONFIGURE ] BSTZ: Testing feature 4/29: add_ema [2025-09-28T03:49:04.551458] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema'] [2025-09-28T03:49:04.685297] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:04.826748] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:49:04.954816] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:05.081523] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:05.204324] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:49:05.328979] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:05.460319] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:05.594307] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:05.726274] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:05.861262] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:05.861468] [INFO ] [CONFIGURE ] BSTZ: KEPT add_ema (score: 80.00%) [2025-09-28T03:49:05.861687] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3019 tests [2025-09-28T03:49:05.861772] [INFO ] [CONFIGURE ] BSTZ: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:49:05.861866] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:49:06.017031] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:06.169856] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:49:06.321232] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:06.474221] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:06.632062] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:49:06.789666] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:06.948079] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:07.118181] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:07.282040] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:07.444519] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:49:07.444799] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:49:07.444918] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3018 tests [2025-09-28T03:49:07.445013] [INFO ] [CONFIGURE ] BSTZ: Testing feature 6/29: add_failed_moves [2025-09-28T03:49:07.445102] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_failed_moves'] [2025-09-28T03:49:07.582308] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:07.719791] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:49:07.854014] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:07.990638] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:08.131322] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:49:08.274523] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:08.413679] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:08.556809] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:08.698622] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:08.837384] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:08.837567] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:49:08.837769] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3017 tests [2025-09-28T03:49:08.837863] [INFO ] [CONFIGURE ] BSTZ: Testing feature 7/29: add_lag_shelf [2025-09-28T03:49:08.837955] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_lag_shelf'] [2025-09-28T03:49:08.964435] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:09.090926] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:49:09.215317] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:09.341564] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:09.470339] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:49:09.604040] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:09.733334] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:09.864475] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:09.995760] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:10.124946] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:10.125159] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T03:49:10.125267] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3016 tests [2025-09-28T03:49:10.125355] [INFO ] [CONFIGURE ] BSTZ: Testing feature 8/29: add_macd [2025-09-28T03:49:10.125443] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd'] [2025-09-28T03:49:10.285342] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:10.453196] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:10.617473] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:10.779235] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:10.941065] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:11.106952] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:11.274847] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:11.447444] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:49:11.617367] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:11.789111] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:11.789345] [INFO ] [CONFIGURE ] BSTZ: KEPT add_macd (score: 90.00%) [2025-09-28T03:49:11.789455] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3015 tests [2025-09-28T03:49:11.789549] [INFO ] [CONFIGURE ] BSTZ: Testing feature 9/29: add_mfi [2025-09-28T03:49:11.789638] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T03:49:11.973988] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:12.159981] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:12.339460] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:12.541031] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:12.722439] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:12.914797] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:13.100202] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:13.287487] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:49:13.473573] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:13.657106] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:13.657321] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_mfi (score: 90.00%) [2025-09-28T03:49:13.657403] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3014 tests [2025-09-28T03:49:13.657640] [INFO ] [CONFIGURE ] BSTZ: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:49:13.657744] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:49:13.853733] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:14.058795] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:14.256424] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:49:14.453545] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:14.663670] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:14.877159] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:15.085516] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:15.291928] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:15.497870] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:49:15.705842] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:15.706047] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T03:49:15.706129] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3013 tests [2025-09-28T03:49:15.706230] [INFO ] [CONFIGURE ] BSTZ: Testing feature 11/29: add_obv_daily [2025-09-28T03:49:15.706320] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T03:49:15.882732] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:16.058582] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:16.235491] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:49:16.416024] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:16.594393] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:16.774238] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:16.961622] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:17.145573] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:17.328966] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:49:17.512413] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:17.512712] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:49:17.512798] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3012 tests [2025-09-28T03:49:17.512962] [INFO ] [CONFIGURE ] BSTZ: Testing feature 12/29: add_obv_interval [2025-09-28T03:49:17.513035] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T03:49:17.696229] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:17.885580] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:18.071028] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:18.251168] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:18.453939] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:18.686114] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:18.874765] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:19.053962] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:49:19.230745] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:19.407179] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:19.407411] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_obv_interval (score: 90.00%) [2025-09-28T03:49:19.407501] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3011 tests [2025-09-28T03:49:19.407689] [INFO ] [CONFIGURE ] BSTZ: Testing feature 13/29: add_opening_strength [2025-09-28T03:49:19.407804] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:49:19.589463] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:19.911069] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:20.098505] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:49:20.283322] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:20.466193] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:20.654817] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:20.841453] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:21.031233] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:21.222493] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:21.414931] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:21.415126] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_opening_strength (score: 90.00%) [2025-09-28T03:49:21.415210] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3010 tests [2025-09-28T03:49:21.415286] [INFO ] [CONFIGURE ] BSTZ: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:49:21.415402] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T03:49:21.600983] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:21.788720] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:21.976566] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:49:22.171295] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:22.354723] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:22.539339] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:22.726594] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:22.920638] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:49:23.116935] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:23.305513] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:23.305732] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T03:49:23.305815] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3009 tests [2025-09-28T03:49:23.305974] [INFO ] [CONFIGURE ] BSTZ: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:49:23.306047] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T03:49:23.471313] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:23.707785] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:23.950037] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:24.154336] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:24.336533] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:24.513578] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:24.685102] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:24.859496] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:25.035024] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:49:25.204938] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:25.205133] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_pbf_morning_momentum (score: 90.00%) [2025-09-28T03:49:25.205214] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3008 tests [2025-09-28T03:49:25.205375] [INFO ] [CONFIGURE ] BSTZ: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:49:25.205447] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T03:49:25.387068] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:25.564531] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:25.742005] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:49:25.924098] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:26.104382] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:26.288211] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:26.469459] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:26.649063] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:26.829515] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:27.014847] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:27.015064] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T03:49:27.015340] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3007 tests [2025-09-28T03:49:27.015419] [INFO ] [CONFIGURE ] BSTZ: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:49:27.015492] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T03:49:27.204115] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:27.389919] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:27.573163] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:27.776452] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:27.953587] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:28.138193] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:28.319204] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:28.498021] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:49:28.680209] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:28.867967] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:28.868214] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_pbf_return_2d (score: 90.00%) [2025-09-28T03:49:28.868319] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3006 tests [2025-09-28T03:49:28.868412] [INFO ] [CONFIGURE ] BSTZ: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:49:28.868499] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T03:49:29.040484] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:29.230223] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:29.438994] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:29.709240] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:29.933521] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:30.178026] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:30.379347] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:30.572008] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:30.747344] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:30.919948] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:30.920158] [INFO ] [CONFIGURE ] BSTZ: KEPT add_pbf_volatility_5d (score: 100.00%) [2025-09-28T03:49:30.920238] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3005 tests [2025-09-28T03:49:30.920313] [INFO ] [CONFIGURE ] BSTZ: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:49:30.920416] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_pbf_vs_sma_5'] [2025-09-28T03:49:31.091331] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:31.265136] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:31.441331] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:31.630285] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:31.833820] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:32.020441] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:32.195539] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:32.378671] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:32.558598] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:32.743790] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:32.743993] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_pbf_vs_sma_5 (score: 100.00%) [2025-09-28T03:49:32.744078] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3004 tests [2025-09-28T03:49:32.744228] [INFO ] [CONFIGURE ] BSTZ: Testing feature 20/29: add_price_rejection [2025-09-28T03:49:32.744301] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_price_rejection'] [2025-09-28T03:49:32.936897] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:33.117548] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:33.299148] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:33.488499] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:33.681881] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:33.874203] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:34.067317] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:34.255185] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:34.439235] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:34.631245] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:34.631458] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_price_rejection (score: 100.00%) [2025-09-28T03:49:34.631542] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3003 tests [2025-09-28T03:49:34.631746] [INFO ] [CONFIGURE ] BSTZ: Testing feature 21/29: add_range_position [2025-09-28T03:49:34.631825] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_range_position'] [2025-09-28T03:49:34.828275] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:35.023596] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:35.221526] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:35.418134] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:35.613069] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:35.819205] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:36.016732] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:36.211101] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:36.401882] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:36.599571] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:36.599812] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_range_position (score: 100.00%) [2025-09-28T03:49:36.599896] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3002 tests [2025-09-28T03:49:36.599973] [INFO ] [CONFIGURE ] BSTZ: Testing feature 22/29: add_realized_volatility [2025-09-28T03:49:36.600139] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_realized_volatility'] [2025-09-28T03:49:36.889577] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:37.108636] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:37.332783] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:37.557314] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:37.791289] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:49:38.011458] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:38.227793] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:38.447252] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:38.669435] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:38.891441] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:38.891713] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_realized_volatility (score: 90.00%) [2025-09-28T03:49:38.891799] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3001 tests [2025-09-28T03:49:38.892017] [INFO ] [CONFIGURE ] BSTZ: Testing feature 23/29: add_recent_range_context [2025-09-28T03:49:38.892093] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_recent_range_context'] [2025-09-28T03:49:39.078806] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:39.261599] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:39.449780] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:39.642530] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:39.827976] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:40.013817] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:40.195509] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:40.378156] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:40.562007] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:40.747394] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:40.747637] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_recent_range_context (score: 100.00%) [2025-09-28T03:49:40.747759] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 3000 tests [2025-09-28T03:49:40.747868] [INFO ] [CONFIGURE ] BSTZ: Testing feature 24/29: add_rsi [2025-09-28T03:49:40.747957] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_rsi'] [2025-09-28T03:49:40.936920] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:41.117605] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:41.302393] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:41.492832] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:41.682053] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:41.869421] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:42.060353] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:42.249818] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:42.441357] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:42.633819] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:42.634015] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_rsi (score: 100.00%) [2025-09-28T03:49:42.634097] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2999 tests [2025-09-28T03:49:42.634173] [INFO ] [CONFIGURE ] BSTZ: Testing feature 25/29: add_tick_distribution [2025-09-28T03:49:42.634331] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_tick_distribution'] [2025-09-28T03:49:42.814541] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:43.001777] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:43.185523] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:43.366931] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:43.548823] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:43.731263] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:43.914279] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:44.099102] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:44.292672] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:44.481259] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:44.481503] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_tick_distribution (score: 100.00%) [2025-09-28T03:49:44.481613] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2998 tests [2025-09-28T03:49:44.481739] [INFO ] [CONFIGURE ] BSTZ: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:49:44.481869] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_volume_momentum_confirmation'] [2025-09-28T03:49:44.662805] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:44.857132] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:45.049886] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:45.251530] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:45.449767] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:45.639794] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:45.830221] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:46.020799] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:46.209507] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:46.401096] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:46.401346] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_volume_momentum_confirmation (score: 100.00%) [2025-09-28T03:49:46.401429] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2997 tests [2025-09-28T03:49:46.401585] [INFO ] [CONFIGURE ] BSTZ: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:49:46.401714] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_volume_price_divergence'] [2025-09-28T03:49:46.592563] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:46.779204] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:46.968765] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:49:47.153535] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:47.339924] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:47.530633] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:47.724162] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:47.920852] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:49:48.112574] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:48.300301] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:48.300527] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_volume_price_divergence (score: 90.00%) [2025-09-28T03:49:48.300631] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2996 tests [2025-09-28T03:49:48.300751] [INFO ] [CONFIGURE ] BSTZ: Testing feature 28/29: add_volume_profile [2025-09-28T03:49:48.300839] [INFO ] [CONFIGURE ] BSTZ: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d', 'add_volume_profile'] [2025-09-28T03:49:48.478540] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:49:48.658170] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:49:48.837379] [DEBUG] [FORECASTER] BSTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:49:49.014166] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:49:49.216490] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:49:49.404790] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:49:49.588311] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:49:49.768458] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:49.954453] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:49:50.148510] [DEBUG] [FORECASTER] BSTZ: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:50.148752] [INFO ] [CONFIGURE ] BSTZ: DISCARDED add_volume_profile (score: 90.00%) [2025-09-28T03:49:50.148834] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2995 tests [2025-09-28T03:49:50.148999] [INFO ] [CONFIGURE ] BSTZ: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:49:50.149070] [INFO ] [CONFIGURE ] BSTZ: Best accuracy: 100.00% [2025-09-28T03:49:50.149161] [INFO ] [CONFIGURE ] BSTZ: Best feature set (4 features): ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T03:49:50.149258] [INFO ] [CONFIGURE ] BSTZ: Improvement over baseline: 30.00% [2025-09-28T03:49:50.149331] [INFO ] [CONFIGURE ] BSTZ: Total time: 49.3 seconds [2025-09-28T03:49:50.149441] [INFO ] [CONFIGURE ] BSTZ: Average time per feature: 1.8 seconds [2025-09-28T03:49:50.149527] [INFO ] [CONFIGURE ] BSTZ: Average speed: 0.59 features/sec [2025-09-28T03:49:50.150535] [INFO ] [LOCAL ] Saved configuration for BSTZ: 4 features, 100.00% accuracy -> ./output/feature-sets/BSTZ.json [2025-09-28T03:49:50.150615] [INFO ] [CONFIGURE ] BSTZ: Configuration saved successfully: 4 features, 100.00% accuracy. [2025-09-28T03:49:50.150787] [INFO ] [sig ] [32/135] Successfully configured BSTZ | 0.02 sym/s | Total: 24.7m | ETA: 1.3h [2025-09-28T03:49:50.150865] [INFO ] [sig ] [33/135] Configuring BTI... [2025-09-28T03:49:50.150949] [INFO ] [CONFIGURE ] BTI: Configurate test run. [2025-09-28T03:49:50.151034] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BTI' from 'https://tdm.silogroup.org/data/derivative_storage/BTI.csv'. [2025-09-28T03:49:50.170733] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BTI'. [2025-09-28T03:49:50.171270] [INFO ] [CONFIGURE ] BTI: Testing with 29 available features [2025-09-28T03:49:50.171370] [INFO ] [CONFIGURE ] BTI: Establishing baseline with no features... [2025-09-28T03:49:50.279359] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:50.393369] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:49:50.504567] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:49:50.614499] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:49:50.722107] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:49:50.834482] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:49:50.944727] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:49:51.059280] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:51.170400] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:49:51.281795] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:49:51.281966] [INFO ] [CONFIGURE ] BTI: Baseline score (no features): 40.00% [2025-09-28T03:49:51.282046] [INFO ] [CONFIGURE ] BTI: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:49:51.282119] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:49:51.404360] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:51.529966] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:49:51.654429] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:49:51.775352] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:49:51.896534] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:49:52.019323] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:49:52.142987] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:49:52.265220] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:52.388489] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:49:52.514599] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:49:52.514804] [INFO ] [CONFIGURE ] BTI: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:49:52.514884] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2994 tests [2025-09-28T03:49:52.514961] [INFO ] [CONFIGURE ] BTI: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:49:52.515034] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:49:52.651328] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:52.798802] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:49:52.957669] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:49:53.118425] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:49:53.288941] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:49:53.462063] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:49:53.640051] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:49:53.794514] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:53.925491] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:49:54.054626] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:49:54.054891] [INFO ] [CONFIGURE ] BTI: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T03:49:54.055041] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2993 tests [2025-09-28T03:49:54.055136] [INFO ] [CONFIGURE ] BTI: Testing feature 3/29: add_daily_returns [2025-09-28T03:49:54.055228] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns'] [2025-09-28T03:49:54.165915] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:54.275235] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:49:54.387532] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:49:54.498501] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:49:54.610297] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:49:54.724632] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:49:54.836524] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:49:54.952384] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:55.071365] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:49:55.191066] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:55.191355] [INFO ] [CONFIGURE ] BTI: KEPT add_daily_returns (score: 50.00%) [2025-09-28T03:49:55.191438] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2992 tests [2025-09-28T03:49:55.191519] [INFO ] [CONFIGURE ] BTI: Testing feature 4/29: add_ema [2025-09-28T03:49:55.191594] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T03:49:55.331567] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:55.468501] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:49:55.605068] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:49:55.740819] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:49:55.873042] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:49:56.009384] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:49:56.143694] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:49:56.276304] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:56.413160] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:49:56.552018] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:49:56.552221] [INFO ] [CONFIGURE ] BTI: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:49:56.552303] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2991 tests [2025-09-28T03:49:56.552401] [INFO ] [CONFIGURE ] BTI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:49:56.552475] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:49:56.694738] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:56.837969] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:49:56.978067] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:49:57.120193] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:49:57.267109] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:49:57.409870] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:49:57.557308] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:49:57.714429] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:57.861274] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:49:58.010061] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:49:58.010270] [INFO ] [CONFIGURE ] BTI: DISCARDED add_exhaustion_signals (score: 30.00%) [2025-09-28T03:49:58.010352] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2990 tests [2025-09-28T03:49:58.010429] [INFO ] [CONFIGURE ] BTI: Testing feature 6/29: add_failed_moves [2025-09-28T03:49:58.010503] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T03:49:58.133931] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:58.257408] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:49:58.379933] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:49:58.503063] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:49:58.628226] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:49:58.751526] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:49:58.873712] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:49:58.997495] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:49:59.124192] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:49:59.261506] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:49:59.261785] [INFO ] [CONFIGURE ] BTI: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:49:59.261869] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2989 tests [2025-09-28T03:49:59.261946] [INFO ] [CONFIGURE ] BTI: Testing feature 7/29: add_lag_shelf [2025-09-28T03:49:59.262021] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:49:59.377392] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:49:59.498695] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:49:59.618853] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:49:59.745402] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:49:59.873398] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:49:59.998820] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:00.121905] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:00.254811] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:00.370802] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:00.488475] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:00.488729] [INFO ] [CONFIGURE ] BTI: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:50:00.488814] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2988 tests [2025-09-28T03:50:00.488889] [INFO ] [CONFIGURE ] BTI: Testing feature 8/29: add_macd [2025-09-28T03:50:00.488964] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:50:00.643429] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:00.798575] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:00.951638] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:01.116133] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:01.296243] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:01.480681] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:01.656861] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:01.818304] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:01.978171] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:02.136479] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:02.136837] [INFO ] [CONFIGURE ] BTI: KEPT add_macd (score: 60.00%) [2025-09-28T03:50:02.136944] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2987 tests [2025-09-28T03:50:02.137023] [INFO ] [CONFIGURE ] BTI: Testing feature 9/29: add_mfi [2025-09-28T03:50:02.137098] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T03:50:02.305398] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:02.474911] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:02.650835] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:02.819478] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:02.990003] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:03.181366] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:03.347572] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:03.521100] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:03.700924] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:03.870741] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:03.870965] [INFO ] [CONFIGURE ] BTI: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:50:03.871045] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2986 tests [2025-09-28T03:50:03.871121] [INFO ] [CONFIGURE ] BTI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:50:03.871194] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:50:04.083974] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:04.273872] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:04.473155] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:04.665310] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:04.871935] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:05.075505] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:05.279279] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:05.481300] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:05.681955] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:05.890574] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:05.890833] [INFO ] [CONFIGURE ] BTI: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:50:05.890918] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2985 tests [2025-09-28T03:50:05.891004] [INFO ] [CONFIGURE ] BTI: Testing feature 11/29: add_obv_daily [2025-09-28T03:50:05.891079] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T03:50:06.054875] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:06.217066] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:06.383477] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:06.553144] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:50:06.718146] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:06.884537] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:07.068329] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:07.233931] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:07.400136] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:07.572562] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:07.572818] [INFO ] [CONFIGURE ] BTI: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:50:07.572908] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2984 tests [2025-09-28T03:50:07.572988] [INFO ] [CONFIGURE ] BTI: Testing feature 12/29: add_obv_interval [2025-09-28T03:50:07.573064] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T03:50:07.737134] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:07.900531] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:08.111171] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:08.280491] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:08.450975] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:08.620477] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:08.794008] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:08.977326] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:09.170956] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:09.350226] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:09.350462] [INFO ] [CONFIGURE ] BTI: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:50:09.350546] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2983 tests [2025-09-28T03:50:09.350623] [INFO ] [CONFIGURE ] BTI: Testing feature 13/29: add_opening_strength [2025-09-28T03:50:09.350725] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_opening_strength'] [2025-09-28T03:50:09.521774] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:09.693585] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:09.871818] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:50:10.048418] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:50:10.227250] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:10.404615] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:10.579838] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:10.750120] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:10.948374] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:11.120497] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:11.120734] [INFO ] [CONFIGURE ] BTI: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:50:11.120816] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2982 tests [2025-09-28T03:50:11.120891] [INFO ] [CONFIGURE ] BTI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:50:11.120964] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T03:50:11.302662] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:11.485811] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:11.665256] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:11.844741] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:12.029408] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:12.217980] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:12.397842] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:12.580001] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:12.764227] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:12.947872] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:12.948148] [INFO ] [CONFIGURE ] BTI: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:50:12.948230] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2981 tests [2025-09-28T03:50:12.948306] [INFO ] [CONFIGURE ] BTI: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:50:12.948382] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T03:50:13.102758] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:13.257829] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:13.413051] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:13.570560] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:13.730037] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:13.893255] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:14.061852] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:14.251107] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:14.424409] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:14.589817] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:14.590047] [INFO ] [CONFIGURE ] BTI: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:50:14.590132] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2980 tests [2025-09-28T03:50:14.590210] [INFO ] [CONFIGURE ] BTI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:50:14.590290] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T03:50:14.762079] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:14.934551] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:15.102447] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:15.271498] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:15.443114] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:15.621774] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:15.792570] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:15.966947] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:16.143965] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:16.320951] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:16.321180] [INFO ] [CONFIGURE ] BTI: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T03:50:16.321269] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2979 tests [2025-09-28T03:50:16.321351] [INFO ] [CONFIGURE ] BTI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:50:16.321432] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T03:50:16.495674] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:16.671852] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:16.850592] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:50:17.026986] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:17.231236] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:17.421949] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:17.607949] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:17.793889] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:17.973938] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:18.158068] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:18.158348] [INFO ] [CONFIGURE ] BTI: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T03:50:18.158432] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2978 tests [2025-09-28T03:50:18.158515] [INFO ] [CONFIGURE ] BTI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:50:18.158606] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T03:50:18.333928] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:18.567923] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:18.795516] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:19.032890] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:19.266564] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:19.434560] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:19.598180] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:19.767246] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:19.929611] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:20.093567] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:20.093807] [INFO ] [CONFIGURE ] BTI: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:50:20.093891] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2977 tests [2025-09-28T03:50:20.093970] [INFO ] [CONFIGURE ] BTI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:50:20.094019] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_pbf_vs_sma_5'] [2025-09-28T03:50:20.249963] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:20.407188] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:20.563406] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:20.719011] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:20.874589] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:21.028928] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:21.197873] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:21.362886] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:21.523323] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:21.682263] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:21.682506] [INFO ] [CONFIGURE ] BTI: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T03:50:21.682597] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2976 tests [2025-09-28T03:50:21.682702] [INFO ] [CONFIGURE ] BTI: Testing feature 20/29: add_price_rejection [2025-09-28T03:50:21.682776] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_price_rejection'] [2025-09-28T03:50:21.866862] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:22.034697] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:22.204678] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:22.398830] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:22.601554] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:22.837347] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:23.077877] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:23.299976] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:23.494600] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:23.790141] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:23.790430] [INFO ] [CONFIGURE ] BTI: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T03:50:23.790538] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2975 tests [2025-09-28T03:50:23.790635] [INFO ] [CONFIGURE ] BTI: Testing feature 21/29: add_range_position [2025-09-28T03:50:23.790749] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_range_position'] [2025-09-28T03:50:23.982826] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:24.175173] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:24.367031] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:50:24.570498] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:24.774136] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:24.958474] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:25.144503] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:25.333144] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:25.519197] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:25.706149] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:25.706361] [INFO ] [CONFIGURE ] BTI: DISCARDED add_range_position (score: 50.00%) [2025-09-28T03:50:25.706445] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2974 tests [2025-09-28T03:50:25.706523] [INFO ] [CONFIGURE ] BTI: Testing feature 22/29: add_realized_volatility [2025-09-28T03:50:25.706597] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_realized_volatility'] [2025-09-28T03:50:25.917935] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:26.123295] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:26.316562] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:26.513811] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:50:26.719407] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:26.922778] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:50:27.132016] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:27.351329] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:27.573046] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:27.776696] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:27.777001] [INFO ] [CONFIGURE ] BTI: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:50:27.777093] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2973 tests [2025-09-28T03:50:27.777256] [INFO ] [CONFIGURE ] BTI: Testing feature 23/29: add_recent_range_context [2025-09-28T03:50:27.777335] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_recent_range_context'] [2025-09-28T03:50:27.938286] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:28.103571] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:28.269921] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:28.435399] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:50:28.605630] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:28.772613] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:28.935247] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:29.104444] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:29.276294] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:29.449601] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:29.449836] [INFO ] [CONFIGURE ] BTI: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:50:29.449917] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2972 tests [2025-09-28T03:50:29.450020] [INFO ] [CONFIGURE ] BTI: Testing feature 24/29: add_rsi [2025-09-28T03:50:29.450096] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_ema', 'add_rsi'] [2025-09-28T03:50:29.643227] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:29.843796] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:30.041771] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:30.239071] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:30.441073] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:30.637853] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:30.831210] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:31.023431] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:31.219405] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:31.416599] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:31.416873] [INFO ] [CONFIGURE ] BTI: DISCARDED add_rsi (score: 50.00%) [2025-09-28T03:50:31.416957] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2971 tests [2025-09-28T03:50:31.417035] [INFO ] [CONFIGURE ] BTI: Testing feature 25/29: add_tick_distribution [2025-09-28T03:50:31.417113] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_tick_distribution'] [2025-09-28T03:50:31.581947] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:31.749768] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:31.918265] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:32.086753] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:32.261277] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:32.432242] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:32.604085] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:32.773321] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:32.942745] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:33.117747] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:33.117940] [INFO ] [CONFIGURE ] BTI: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T03:50:33.118020] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2970 tests [2025-09-28T03:50:33.118095] [INFO ] [CONFIGURE ] BTI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:50:33.118166] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_volume_momentum_confirmation'] [2025-09-28T03:50:33.280364] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:33.446551] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:33.618077] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:33.801794] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:50:33.975455] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:34.146304] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:34.344870] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:34.519778] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:34.687076] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:34.856388] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:34.856638] [INFO ] [CONFIGURE ] BTI: KEPT add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T03:50:34.856759] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2969 tests [2025-09-28T03:50:34.856874] [INFO ] [CONFIGURE ] BTI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:50:34.856954] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_volume_momentum_confirmation', 'add_volume_price_divergence'] [2025-09-28T03:50:35.045238] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:35.237851] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:35.429217] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:35.622664] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:35.806981] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:35.993604] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:36.181150] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:36.370999] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:36.563084] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:36.754670] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:36.754887] [INFO ] [CONFIGURE ] BTI: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:50:36.754971] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2968 tests [2025-09-28T03:50:36.755052] [INFO ] [CONFIGURE ] BTI: Testing feature 28/29: add_volume_profile [2025-09-28T03:50:36.755152] [INFO ] [CONFIGURE ] BTI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd', 'add_volume_momentum_confirmation', 'add_volume_profile'] [2025-09-28T03:50:36.935932] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:50:37.117437] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:37.297563] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:50:37.485874] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:50:37.665889] [DEBUG] [FORECASTER] BTI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:50:37.852398] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:38.036231] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:38.219569] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:50:38.400560] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:50:38.580684] [DEBUG] [FORECASTER] BTI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:50:38.580950] [INFO ] [CONFIGURE ] BTI: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T03:50:38.581033] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2967 tests [2025-09-28T03:50:38.581144] [INFO ] [CONFIGURE ] BTI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:50:38.581220] [INFO ] [CONFIGURE ] BTI: Best accuracy: 70.00% [2025-09-28T03:50:38.581293] [INFO ] [CONFIGURE ] BTI: Best feature set (4 features): ['add_daily_returns', 'add_vwap', 'add_macd', 'add_volume_momentum_confirmation'] [2025-09-28T03:50:38.581364] [INFO ] [CONFIGURE ] BTI: Improvement over baseline: 30.00% [2025-09-28T03:50:38.581432] [INFO ] [CONFIGURE ] BTI: Total time: 47.3 seconds [2025-09-28T03:50:38.581501] [INFO ] [CONFIGURE ] BTI: Average time per feature: 1.7 seconds [2025-09-28T03:50:38.581571] [INFO ] [CONFIGURE ] BTI: Average speed: 0.61 features/sec [2025-09-28T03:50:38.582236] [INFO ] [LOCAL ] Saved configuration for BTI: 4 features, 70.00% accuracy -> ./output/feature-sets/BTI.json [2025-09-28T03:50:38.582326] [INFO ] [CONFIGURE ] BTI: Configuration saved successfully: 4 features, 70.00% accuracy. [2025-09-28T03:50:38.582442] [INFO ] [sig ] [33/135] Successfully configured BTI | 0.02 sym/s | Total: 25.5m | ETA: 1.3h [2025-09-28T03:50:38.582537] [INFO ] [sig ] [34/135] Configuring BTZ... [2025-09-28T03:50:38.582636] [INFO ] [CONFIGURE ] BTZ: Configurate test run. [2025-09-28T03:50:38.582770] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BTZ' from 'https://tdm.silogroup.org/data/derivative_storage/BTZ.csv'. [2025-09-28T03:50:38.801666] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BTZ'. [2025-09-28T03:50:38.802277] [INFO ] [CONFIGURE ] BTZ: Testing with 29 available features [2025-09-28T03:50:38.802358] [INFO ] [CONFIGURE ] BTZ: Establishing baseline with no features... [2025-09-28T03:50:38.907490] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:39.011330] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:39.115255] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:39.221407] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:39.325943] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:50:39.428920] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:39.533811] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:39.641468] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:39.747943] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:39.857383] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:39.857576] [INFO ] [CONFIGURE ] BTZ: Baseline score (no features): 50.00% [2025-09-28T03:50:39.857700] [INFO ] [CONFIGURE ] BTZ: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:50:39.857782] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:50:39.980772] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:50:40.101412] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:40.222792] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:40.345178] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:40.468181] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:50:40.587839] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:40.712613] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:40.832550] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:40.949861] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:41.069833] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:41.070027] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:50:41.070107] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2966 tests [2025-09-28T03:50:41.070182] [INFO ] [CONFIGURE ] BTZ: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:50:41.070253] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:50:41.196720] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:41.322478] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:41.452371] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:41.575039] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:41.701968] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:50:41.825414] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:50:41.948290] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:42.073583] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:42.200450] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:42.325814] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:42.326009] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T03:50:42.326088] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2965 tests [2025-09-28T03:50:42.326183] [INFO ] [CONFIGURE ] BTZ: Testing feature 3/29: add_daily_returns [2025-09-28T03:50:42.326258] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_daily_returns'] [2025-09-28T03:50:42.430396] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:42.534784] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:42.638501] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:42.747324] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:42.854797] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:50:42.965385] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:43.073194] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:43.188270] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:43.303605] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:43.416270] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:43.416461] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T03:50:43.416540] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2964 tests [2025-09-28T03:50:43.416614] [INFO ] [CONFIGURE ] BTZ: Testing feature 4/29: add_ema [2025-09-28T03:50:43.416707] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_ema'] [2025-09-28T03:50:43.535854] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:43.655337] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:43.773486] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:43.894000] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:44.019636] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:50:44.144024] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:44.270905] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:44.402824] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:44.536566] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:44.667740] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:44.667986] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_ema (score: 40.00%) [2025-09-28T03:50:44.668072] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2963 tests [2025-09-28T03:50:44.668151] [INFO ] [CONFIGURE ] BTZ: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:50:44.668226] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:50:44.806484] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:44.947887] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:45.087024] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:45.226686] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:45.376444] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:50:45.517834] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:45.655869] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:45.810522] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:45.955437] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:46.099437] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:46.099636] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:50:46.099741] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2962 tests [2025-09-28T03:50:46.099843] [INFO ] [CONFIGURE ] BTZ: Testing feature 6/29: add_failed_moves [2025-09-28T03:50:46.099917] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_failed_moves'] [2025-09-28T03:50:46.229302] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:46.346562] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:46.465101] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:46.583047] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:46.700254] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:50:46.818018] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:46.936193] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:47.070282] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:47.206822] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:47.346451] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:47.346666] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:50:47.346753] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2961 tests [2025-09-28T03:50:47.346853] [INFO ] [CONFIGURE ] BTZ: Testing feature 7/29: add_lag_shelf [2025-09-28T03:50:47.346934] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_lag_shelf'] [2025-09-28T03:50:47.457148] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:47.567296] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:47.681805] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:47.797558] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:47.911987] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:50:48.028229] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:48.145542] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:48.264237] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:48.382850] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:48.501147] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:48.501332] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:50:48.501416] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2960 tests [2025-09-28T03:50:48.501493] [INFO ] [CONFIGURE ] BTZ: Testing feature 8/29: add_macd [2025-09-28T03:50:48.501567] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:50:48.658325] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:48.813082] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:48.971295] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:49.138393] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:49.293903] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:50:49.447572] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:49.598040] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:49.746234] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:49.895709] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:50.051730] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:50.051948] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:50:50.052065] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2959 tests [2025-09-28T03:50:50.052144] [INFO ] [CONFIGURE ] BTZ: Testing feature 9/29: add_mfi [2025-09-28T03:50:50.052217] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_mfi'] [2025-09-28T03:50:50.176280] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:50.305309] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:50.434939] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:50.570837] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:50.700309] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:50:50.832793] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:50.964744] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:51.101723] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:51.230609] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:51.371678] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:51.371904] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_mfi (score: 40.00%) [2025-09-28T03:50:51.371989] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2958 tests [2025-09-28T03:50:51.372065] [INFO ] [CONFIGURE ] BTZ: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:50:51.372139] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:50:51.523279] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:51.662165] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:51.800355] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:51.945070] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:52.080366] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:50:52.218729] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:52.390326] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:52.574345] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:52.751566] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:52.903257] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:52.903486] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T03:50:52.903586] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2957 tests [2025-09-28T03:50:52.903706] [INFO ] [CONFIGURE ] BTZ: Testing feature 11/29: add_obv_daily [2025-09-28T03:50:52.903792] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_obv_daily'] [2025-09-28T03:50:53.035662] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:53.158521] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:53.283769] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:53.407790] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:53.533397] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:50:53.658446] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:53.783230] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:53.910041] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:54.035932] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:54.160727] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:54.160905] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T03:50:54.160985] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2956 tests [2025-09-28T03:50:54.161059] [INFO ] [CONFIGURE ] BTZ: Testing feature 12/29: add_obv_interval [2025-09-28T03:50:54.161131] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_obv_interval'] [2025-09-28T03:50:54.276919] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:50:54.401233] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:54.524214] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:54.652474] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:54.772520] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:50:54.887890] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:55.012103] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:55.127411] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:55.244245] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:55.361378] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:55.361568] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T03:50:55.361669] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2955 tests [2025-09-28T03:50:55.361745] [INFO ] [CONFIGURE ] BTZ: Testing feature 13/29: add_opening_strength [2025-09-28T03:50:55.361817] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:50:55.482261] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:55.603534] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:55.727209] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:55.855231] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:55.989790] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:50:56.123487] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:56.255618] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:50:56.387983] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:56.525638] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:56.658023] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:56.658238] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T03:50:56.658358] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2954 tests [2025-09-28T03:50:56.658449] [INFO ] [CONFIGURE ] BTZ: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:50:56.658535] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T03:50:56.794365] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:56.934763] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:57.064471] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:57.191039] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:57.317138] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:50:57.446231] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:57.575728] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:57.708429] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:57.851724] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:57.987967] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:57.988209] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T03:50:57.988306] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2953 tests [2025-09-28T03:50:57.988397] [INFO ] [CONFIGURE ] BTZ: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:50:57.988480] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T03:50:58.101209] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:58.218828] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:58.357400] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:58.495953] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:58.640637] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:50:58.768635] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:50:58.898202] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:50:59.012032] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:50:59.128108] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:50:59.243876] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:50:59.244125] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T03:50:59.244210] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2952 tests [2025-09-28T03:50:59.244285] [INFO ] [CONFIGURE ] BTZ: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:50:59.244358] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T03:50:59.366445] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:50:59.487736] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:50:59.609335] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:50:59.732171] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:50:59.861566] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:50:59.985993] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:00.201662] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:00.375120] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:00.498443] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:00.621824] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:00.622040] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T03:51:00.622120] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2951 tests [2025-09-28T03:51:00.622195] [INFO ] [CONFIGURE ] BTZ: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:51:00.622267] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_pbf_return_2d'] [2025-09-28T03:51:00.754378] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:00.881330] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:01.005011] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:01.129397] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:01.254143] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:51:01.376212] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:01.500301] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:01.627891] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:01.753380] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:01.879588] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:01.879835] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:51:01.879917] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2950 tests [2025-09-28T03:51:01.879994] [INFO ] [CONFIGURE ] BTZ: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:51:01.880067] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T03:51:02.000360] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:02.108715] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:02.216483] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:02.326214] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:02.435111] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:51:02.546383] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:02.657463] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:02.769298] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:02.884783] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:03.011949] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:03.012187] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:51:03.012283] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2949 tests [2025-09-28T03:51:03.012370] [INFO ] [CONFIGURE ] BTZ: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:51:03.012455] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T03:51:03.128672] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:03.237162] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:03.345076] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:03.453126] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:03.565273] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:51:03.680017] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:03.828670] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:03.958213] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:04.073691] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:04.193840] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:04.194072] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T03:51:04.194170] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2948 tests [2025-09-28T03:51:04.194246] [INFO ] [CONFIGURE ] BTZ: Testing feature 20/29: add_price_rejection [2025-09-28T03:51:04.194337] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_price_rejection'] [2025-09-28T03:51:04.317660] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:04.477836] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:04.642134] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:04.768663] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:04.890661] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:51:05.014231] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:05.143483] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:05.271355] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:05.397274] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:05.528589] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:05.528828] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T03:51:05.528910] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2947 tests [2025-09-28T03:51:05.528986] [INFO ] [CONFIGURE ] BTZ: Testing feature 21/29: add_range_position [2025-09-28T03:51:05.529061] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_range_position'] [2025-09-28T03:51:05.664472] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:05.795568] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:05.928277] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:06.063763] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:06.194137] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:51:06.327063] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:06.465614] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:06.614050] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:06.783439] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:06.917851] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:06.918032] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_range_position (score: 40.00%) [2025-09-28T03:51:06.918113] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2946 tests [2025-09-28T03:51:06.918186] [INFO ] [CONFIGURE ] BTZ: Testing feature 22/29: add_realized_volatility [2025-09-28T03:51:06.918258] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_realized_volatility'] [2025-09-28T03:51:07.072786] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:07.224974] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:07.384331] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:07.537561] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:07.687748] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:51:07.837619] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:07.990728] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:51:08.145614] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:08.295048] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:08.457516] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:08.458550] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T03:51:08.458635] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2945 tests [2025-09-28T03:51:08.458730] [INFO ] [CONFIGURE ] BTZ: Testing feature 23/29: add_recent_range_context [2025-09-28T03:51:08.458800] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_recent_range_context'] [2025-09-28T03:51:08.582613] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:08.716168] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:08.843146] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:08.968984] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:09.102128] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:51:09.222765] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:09.343418] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:09.470137] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:09.596204] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:09.722973] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:09.723175] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T03:51:09.723259] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2944 tests [2025-09-28T03:51:09.723336] [INFO ] [CONFIGURE ] BTZ: Testing feature 24/29: add_rsi [2025-09-28T03:51:09.723412] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T03:51:09.877130] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:10.020870] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:10.159547] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:10.297614] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:10.439388] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:51:10.589111] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:10.729696] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:10.872426] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:11.023838] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:11.164095] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:11.164279] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_rsi (score: 40.00%) [2025-09-28T03:51:11.164360] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2943 tests [2025-09-28T03:51:11.164434] [INFO ] [CONFIGURE ] BTZ: Testing feature 25/29: add_tick_distribution [2025-09-28T03:51:11.164532] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_tick_distribution'] [2025-09-28T03:51:11.281431] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:11.402103] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:11.522780] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:11.645056] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:11.766560] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:51:11.887866] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:12.008290] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:12.130999] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:12.270305] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:12.393252] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:12.393462] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T03:51:12.393542] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2942 tests [2025-09-28T03:51:12.393617] [INFO ] [CONFIGURE ] BTZ: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:51:12.393704] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_volume_momentum_confirmation'] [2025-09-28T03:51:12.510310] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:12.624518] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:12.736821] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:12.852340] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:12.971834] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:51:13.090067] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:51:13.212052] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:13.334354] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:13.459310] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:13.583911] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:13.584153] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_volume_momentum_confirmation (score: 30.00%) [2025-09-28T03:51:13.584236] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2941 tests [2025-09-28T03:51:13.584312] [INFO ] [CONFIGURE ] BTZ: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:51:13.584406] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_volume_price_divergence'] [2025-09-28T03:51:13.711261] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:13.837199] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:13.963410] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:14.090812] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:14.215615] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:51:14.342820] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:14.469496] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:14.599866] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:14.733237] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:14.866941] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:14.867167] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T03:51:14.867251] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2940 tests [2025-09-28T03:51:14.867328] [INFO ] [CONFIGURE ] BTZ: Testing feature 28/29: add_volume_profile [2025-09-28T03:51:14.867402] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_volume_profile'] [2025-09-28T03:51:14.995670] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:15.147809] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:15.330323] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:15.494527] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:15.649946] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:51:15.792873] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:15.911322] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:16.047183] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:16.168946] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:16.282955] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:16.283163] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T03:51:16.283245] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2939 tests [2025-09-28T03:51:16.283320] [INFO ] [CONFIGURE ] BTZ: Testing feature 29/29: add_vwap [2025-09-28T03:51:16.283392] [INFO ] [CONFIGURE ] BTZ: Testing with features: ['add_vwap'] [2025-09-28T03:51:16.397964] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:16.517896] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:16.643688] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:51:16.771319] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:51:16.896283] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:51:17.019809] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:17.145165] [DEBUG] [FORECASTER] BTZ: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:51:17.271757] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:51:17.400114] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:17.532025] [DEBUG] [FORECASTER] BTZ: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:51:17.532234] [INFO ] [CONFIGURE ] BTZ: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:51:17.532321] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2938 tests [2025-09-28T03:51:17.532411] [INFO ] [CONFIGURE ] BTZ: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:51:17.532486] [INFO ] [CONFIGURE ] BTZ: Best accuracy: 50.00% [2025-09-28T03:51:17.532556] [INFO ] [CONFIGURE ] BTZ: Best feature set (0 features): [] [2025-09-28T03:51:17.532628] [INFO ] [CONFIGURE ] BTZ: Improvement over baseline: 0.00% [2025-09-28T03:51:17.532721] [INFO ] [CONFIGURE ] BTZ: Total time: 37.7 seconds [2025-09-28T03:51:17.532793] [INFO ] [CONFIGURE ] BTZ: Average time per feature: 1.3 seconds [2025-09-28T03:51:17.532863] [INFO ] [CONFIGURE ] BTZ: Average speed: 0.77 features/sec [2025-09-28T03:51:17.533783] [INFO ] [LOCAL ] Saved configuration for BTZ: 0 features, 50.00% accuracy -> ./output/feature-sets/BTZ.json [2025-09-28T03:51:17.533864] [INFO ] [CONFIGURE ] BTZ: Configuration saved successfully: 0 features, 50.00% accuracy. [2025-09-28T03:51:17.533965] [INFO ] [sig ] [34/135] Successfully configured BTZ | 0.02 sym/s | Total: 26.1m | ETA: 1.3h [2025-09-28T03:51:17.534051] [INFO ] [sig ] [35/135] Configuring BUR... [2025-09-28T03:51:17.534126] [INFO ] [CONFIGURE ] BUR: Configurate test run. [2025-09-28T03:51:17.534212] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BUR' from 'https://tdm.silogroup.org/data/derivative_storage/BUR.csv'. [2025-09-28T03:51:17.554300] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BUR'. [2025-09-28T03:51:17.554726] [INFO ] [CONFIGURE ] BUR: Testing with 29 available features [2025-09-28T03:51:17.554812] [INFO ] [CONFIGURE ] BUR: Establishing baseline with no features... [2025-09-28T03:51:17.692546] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:51:17.809459] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:51:17.963603] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:18.113666] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:18.238460] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:51:18.350337] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:51:18.488681] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:18.601436] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:51:18.713269] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:18.826742] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:18.826948] [INFO ] [CONFIGURE ] BUR: Baseline score (no features): 30.00% [2025-09-28T03:51:18.827029] [INFO ] [CONFIGURE ] BUR: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:51:18.827107] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:51:18.955146] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:51:19.083863] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:19.209719] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:19.338556] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:19.466179] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:19.627983] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:19.819639] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:19.961110] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:20.091945] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:20.220111] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:20.220301] [INFO ] [CONFIGURE ] BUR: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T03:51:20.220383] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2937 tests [2025-09-28T03:51:20.220459] [INFO ] [CONFIGURE ] BUR: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:51:20.220532] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:51:20.367182] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:51:20.518994] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:20.661598] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:20.804248] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:20.949890] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:21.101205] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:51:21.252817] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:21.405953] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:21.560289] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:21.710118] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:21.710332] [INFO ] [CONFIGURE ] BUR: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T03:51:21.710419] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2936 tests [2025-09-28T03:51:21.710496] [INFO ] [CONFIGURE ] BUR: Testing feature 3/29: add_daily_returns [2025-09-28T03:51:21.710574] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:51:21.840093] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:51:21.970387] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:22.106054] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:22.238626] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:22.379161] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:22.513284] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:22.649299] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:22.795007] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:22.938047] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:23.084016] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:23.084241] [INFO ] [CONFIGURE ] BUR: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T03:51:23.084342] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2935 tests [2025-09-28T03:51:23.084437] [INFO ] [CONFIGURE ] BUR: Testing feature 4/29: add_ema [2025-09-28T03:51:23.084538] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:51:23.236914] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:51:23.389676] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:23.543846] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:23.701146] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:23.860901] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:24.018083] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:24.166014] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:24.325018] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:24.483160] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:24.639399] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:24.639609] [INFO ] [CONFIGURE ] BUR: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:51:24.639712] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2934 tests [2025-09-28T03:51:24.639786] [INFO ] [CONFIGURE ] BUR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:51:24.639856] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:51:24.804848] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:51:24.982220] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:25.138176] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:25.298572] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:25.460031] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:25.617798] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:25.797010] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:25.952373] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:26.108985] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:26.271589] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:26.271843] [INFO ] [CONFIGURE ] BUR: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:51:26.271928] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2933 tests [2025-09-28T03:51:26.272007] [INFO ] [CONFIGURE ] BUR: Testing feature 6/29: add_failed_moves [2025-09-28T03:51:26.272081] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T03:51:26.410539] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:51:26.549476] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:26.686071] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:26.818017] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:26.951878] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:27.085986] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:27.219430] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:27.356833] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:27.492466] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:27.639133] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:27.639476] [INFO ] [CONFIGURE ] BUR: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T03:51:27.639562] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2932 tests [2025-09-28T03:51:27.639661] [INFO ] [CONFIGURE ] BUR: Testing feature 7/29: add_lag_shelf [2025-09-28T03:51:27.639744] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T03:51:27.765637] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:51:27.887212] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:28.008322] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:28.133405] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:28.258993] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:28.385122] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:28.508259] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:28.633394] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:28.762918] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:28.893544] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:28.893768] [INFO ] [CONFIGURE ] BUR: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:51:28.893851] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2931 tests [2025-09-28T03:51:28.893925] [INFO ] [CONFIGURE ] BUR: Testing feature 8/29: add_macd [2025-09-28T03:51:28.893997] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T03:51:29.061533] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:29.226788] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:29.399560] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:29.562533] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:29.730201] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:29.898505] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:30.071252] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:30.241940] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:51:30.421071] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:30.599556] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:30.599791] [INFO ] [CONFIGURE ] BUR: KEPT add_macd (score: 60.00%) [2025-09-28T03:51:30.599873] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2930 tests [2025-09-28T03:51:30.599948] [INFO ] [CONFIGURE ] BUR: Testing feature 9/29: add_mfi [2025-09-28T03:51:30.600022] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T03:51:30.786073] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:30.968871] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:31.155282] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:31.343204] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:31.540971] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:31.741674] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:31.935224] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:32.120932] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:51:32.311822] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:32.504423] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:32.504686] [INFO ] [CONFIGURE ] BUR: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:51:32.504797] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2929 tests [2025-09-28T03:51:32.504877] [INFO ] [CONFIGURE ] BUR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:51:32.504952] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:51:32.705889] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:32.908458] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:33.113169] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:33.310289] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:33.501168] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:33.700326] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:33.896065] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:34.092895] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:34.289117] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:34.484410] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:51:34.484673] [INFO ] [CONFIGURE ] BUR: KEPT add_momentum_acceleration (score: 80.00%) [2025-09-28T03:51:34.484758] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2928 tests [2025-09-28T03:51:34.484834] [INFO ] [CONFIGURE ] BUR: Testing feature 11/29: add_obv_daily [2025-09-28T03:51:34.484909] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T03:51:34.692500] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:34.910953] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:35.123287] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:35.367180] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:35.575823] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:35.785741] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:35.993984] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:36.205675] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:36.421722] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:36.650575] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:51:36.650876] [INFO ] [CONFIGURE ] BUR: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:51:36.650962] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2927 tests [2025-09-28T03:51:36.651040] [INFO ] [CONFIGURE ] BUR: Testing feature 12/29: add_obv_interval [2025-09-28T03:51:36.651117] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T03:51:36.864799] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:37.082973] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:37.293610] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:37.503000] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:37.714610] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:37.923842] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:38.138687] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:38.357512] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:38.572117] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:38.818031] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:38.818258] [INFO ] [CONFIGURE ] BUR: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T03:51:38.818340] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2926 tests [2025-09-28T03:51:38.818418] [INFO ] [CONFIGURE ] BUR: Testing feature 13/29: add_opening_strength [2025-09-28T03:51:38.818495] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:51:39.066010] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:39.300753] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:39.523876] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:39.748194] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:39.977504] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:40.200501] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:40.420106] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:40.656336] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:51:40.885839] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:41.111825] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:51:41.112054] [INFO ] [CONFIGURE ] BUR: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T03:51:41.112138] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2925 tests [2025-09-28T03:51:41.112218] [INFO ] [CONFIGURE ] BUR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:51:41.112296] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T03:51:41.345037] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:41.569840] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:41.792359] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:42.016253] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:42.250157] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:42.477886] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:42.698578] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:42.914965] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:43.140050] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:43.361714] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:51:43.361913] [INFO ] [CONFIGURE ] BUR: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T03:51:43.362001] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2924 tests [2025-09-28T03:51:43.362081] [INFO ] [CONFIGURE ] BUR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:51:43.362181] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T03:51:43.571478] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:43.781264] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:43.993705] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:44.204633] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:44.411178] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:51:44.624189] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:44.840810] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:45.055067] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:45.273304] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:45.483494] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:45.483715] [INFO ] [CONFIGURE ] BUR: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T03:51:45.483801] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2923 tests [2025-09-28T03:51:45.483877] [INFO ] [CONFIGURE ] BUR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:51:45.483951] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T03:51:45.690724] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:45.903589] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:46.128299] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:46.347839] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:46.557066] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:46.760301] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:46.975410] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:47.183399] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:47.392150] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:47.609163] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:47.609390] [INFO ] [CONFIGURE ] BUR: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:51:47.609475] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2922 tests [2025-09-28T03:51:47.609551] [INFO ] [CONFIGURE ] BUR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:51:47.609626] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T03:51:47.809132] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:48.011133] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:48.213308] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:48.414073] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:48.680046] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:48.954055] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:51:49.185175] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:49.394989] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:49.603260] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:49.813292] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:49.813490] [INFO ] [CONFIGURE ] BUR: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:51:49.813572] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2921 tests [2025-09-28T03:51:49.813672] [INFO ] [CONFIGURE ] BUR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:51:49.813751] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T03:51:50.016466] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:50.214894] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:50.420033] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:50.634046] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:50.839046] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:51.041160] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:51.240844] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:51.447287] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:51.655415] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:51.882208] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:51:51.882418] [INFO ] [CONFIGURE ] BUR: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T03:51:51.882500] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2920 tests [2025-09-28T03:51:51.882576] [INFO ] [CONFIGURE ] BUR: Testing feature 20/29: add_price_rejection [2025-09-28T03:51:51.882672] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T03:51:52.101242] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:52.317339] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:52.531770] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:52.750629] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:52.968616] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:53.201111] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:53.425184] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:53.667814] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:53.883284] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:54.103900] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:51:54.104119] [INFO ] [CONFIGURE ] BUR: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T03:51:54.104201] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2919 tests [2025-09-28T03:51:54.104277] [INFO ] [CONFIGURE ] BUR: Testing feature 21/29: add_range_position [2025-09-28T03:51:54.104351] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T03:51:54.327777] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:54.548348] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:54.775103] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:55.001526] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:51:55.222637] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:55.452100] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:55.677133] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:55.909290] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:51:56.141140] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:56.369506] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:56.369747] [INFO ] [CONFIGURE ] BUR: DISCARDED add_range_position (score: 60.00%) [2025-09-28T03:51:56.369835] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2918 tests [2025-09-28T03:51:56.369911] [INFO ] [CONFIGURE ] BUR: Testing feature 22/29: add_realized_volatility [2025-09-28T03:51:56.369984] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_realized_volatility'] [2025-09-28T03:51:56.606137] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:56.843160] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:57.085950] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:51:57.331372] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:57.571175] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:51:57.818529] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:51:58.062535] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:51:58.302957] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:51:58.550547] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:51:58.795193] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:51:58.795401] [INFO ] [CONFIGURE ] BUR: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:51:58.795484] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2917 tests [2025-09-28T03:51:58.795561] [INFO ] [CONFIGURE ] BUR: Testing feature 23/29: add_recent_range_context [2025-09-28T03:51:58.795634] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_recent_range_context'] [2025-09-28T03:51:59.006661] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:51:59.222804] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:51:59.430663] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:51:59.642397] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:51:59.853988] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:00.076843] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:52:00.301948] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:00.520800] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:00.757300] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:00.992367] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:52:00.992585] [INFO ] [CONFIGURE ] BUR: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:52:00.992694] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2916 tests [2025-09-28T03:52:00.992803] [INFO ] [CONFIGURE ] BUR: Testing feature 24/29: add_rsi [2025-09-28T03:52:00.992880] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_ema', 'add_rsi'] [2025-09-28T03:52:01.228108] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:01.465260] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:01.717080] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:01.953475] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:52:02.197949] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:02.443423] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:52:02.686601] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:02.930821] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:03.171065] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:03.410281] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:52:03.410530] [INFO ] [CONFIGURE ] BUR: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:52:03.410615] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2915 tests [2025-09-28T03:52:03.410720] [INFO ] [CONFIGURE ] BUR: Testing feature 25/29: add_tick_distribution [2025-09-28T03:52:03.410819] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_tick_distribution'] [2025-09-28T03:52:03.639364] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:03.853003] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:04.066764] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:04.274148] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:04.479942] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:04.692998] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:52:04.901614] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:05.108287] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:05.318404] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:05.532385] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:52:05.532615] [INFO ] [CONFIGURE ] BUR: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:52:05.532720] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2914 tests [2025-09-28T03:52:05.532799] [INFO ] [CONFIGURE ] BUR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:52:05.532873] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T03:52:05.751425] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:05.966373] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:06.172029] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:06.373941] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:06.577454] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:06.788571] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:07.003092] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:07.216151] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:07.444403] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:07.681778] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:52:07.682018] [INFO ] [CONFIGURE ] BUR: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:52:07.682102] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2913 tests [2025-09-28T03:52:07.682178] [INFO ] [CONFIGURE ] BUR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:52:07.682253] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence'] [2025-09-28T03:52:07.909007] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:08.129536] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:08.344220] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:08.586196] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:08.833487] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:09.054877] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:09.275422] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:09.495968] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:09.720624] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:09.947875] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:52:09.948156] [INFO ] [CONFIGURE ] BUR: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T03:52:09.948253] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2912 tests [2025-09-28T03:52:09.948334] [INFO ] [CONFIGURE ] BUR: Testing feature 28/29: add_volume_profile [2025-09-28T03:52:09.948409] [INFO ] [CONFIGURE ] BUR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_profile'] [2025-09-28T03:52:10.153266] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:52:10.358556] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:10.560227] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:10.760050] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:10.963839] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:11.169455] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:52:11.374334] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:11.583123] [DEBUG] [FORECASTER] BUR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:11.792931] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:12.007942] [DEBUG] [FORECASTER] BUR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:52:12.008159] [INFO ] [CONFIGURE ] BUR: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T03:52:12.008243] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2911 tests [2025-09-28T03:52:12.008321] [INFO ] [CONFIGURE ] BUR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:52:12.008394] [INFO ] [CONFIGURE ] BUR: Best accuracy: 80.00% [2025-09-28T03:52:12.008467] [INFO ] [CONFIGURE ] BUR: Best feature set (5 features): ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:52:12.008539] [INFO ] [CONFIGURE ] BUR: Improvement over baseline: 50.00% [2025-09-28T03:52:12.008607] [INFO ] [CONFIGURE ] BUR: Total time: 53.2 seconds [2025-09-28T03:52:12.008700] [INFO ] [CONFIGURE ] BUR: Average time per feature: 2.0 seconds [2025-09-28T03:52:12.008772] [INFO ] [CONFIGURE ] BUR: Average speed: 0.55 features/sec [2025-09-28T03:52:12.009376] [INFO ] [LOCAL ] Saved configuration for BUR: 5 features, 80.00% accuracy -> ./output/feature-sets/BUR.json [2025-09-28T03:52:12.009452] [INFO ] [CONFIGURE ] BUR: Configuration saved successfully: 5 features, 80.00% accuracy. [2025-09-28T03:52:12.009555] [INFO ] [sig ] [35/135] Successfully configured BUR | 0.02 sym/s | Total: 27.0m | ETA: 1.3h [2025-09-28T03:52:12.009663] [INFO ] [sig ] [36/135] Configuring BWA... [2025-09-28T03:52:12.009739] [INFO ] [CONFIGURE ] BWA: Configurate test run. [2025-09-28T03:52:12.009810] [DEBUG] [REMOTE ] Fetching historical data for symbol 'BWA' from 'https://tdm.silogroup.org/data/derivative_storage/BWA.csv'. [2025-09-28T03:52:12.114256] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'BWA'. [2025-09-28T03:52:12.114807] [INFO ] [CONFIGURE ] BWA: Testing with 29 available features [2025-09-28T03:52:12.114889] [INFO ] [CONFIGURE ] BWA: Establishing baseline with no features... [2025-09-28T03:52:12.233464] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:52:12.341208] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:12.454732] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:12.570965] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:12.682049] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:12.792628] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:12.903907] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:13.014389] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:13.126121] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:13.236314] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:13.236496] [INFO ] [CONFIGURE ] BWA: Baseline score (no features): 70.00% [2025-09-28T03:52:13.236578] [INFO ] [CONFIGURE ] BWA: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:52:13.236678] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:52:13.358236] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:52:13.481247] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:13.602803] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:13.729605] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:13.857923] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:13.982186] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:14.108235] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:14.231661] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:14.362589] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:14.501004] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:52:14.501210] [INFO ] [CONFIGURE ] BWA: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T03:52:14.501291] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2910 tests [2025-09-28T03:52:14.501365] [INFO ] [CONFIGURE ] BWA: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:52:14.501439] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:52:14.631210] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:14.756594] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:14.884637] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:15.011573] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:15.139842] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:15.272465] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:15.407607] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:52:15.540044] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:15.678765] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:15.809946] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:15.810160] [INFO ] [CONFIGURE ] BWA: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:52:15.810370] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2909 tests [2025-09-28T03:52:15.810451] [INFO ] [CONFIGURE ] BWA: Testing feature 3/29: add_daily_returns [2025-09-28T03:52:15.810525] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns'] [2025-09-28T03:52:15.924496] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:16.044932] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:16.166127] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:16.289756] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:16.413639] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:16.539077] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:16.667716] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:16.799601] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:16.924625] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:17.049453] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:17.049670] [INFO ] [CONFIGURE ] BWA: KEPT add_daily_returns (score: 80.00%) [2025-09-28T03:52:17.049775] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2908 tests [2025-09-28T03:52:17.049925] [INFO ] [CONFIGURE ] BWA: Testing feature 4/29: add_ema [2025-09-28T03:52:17.050015] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T03:52:17.197261] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:17.331275] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:17.478708] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:17.619439] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:17.764136] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:17.904069] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:18.041793] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:18.178517] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:18.317183] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:18.467383] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:18.467619] [INFO ] [CONFIGURE ] BWA: DISCARDED add_ema (score: 70.00%) [2025-09-28T03:52:18.467740] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2907 tests [2025-09-28T03:52:18.467918] [INFO ] [CONFIGURE ] BWA: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:52:18.468052] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:52:18.621035] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:18.771024] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:18.924619] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:19.080049] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:19.225972] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:19.369757] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:19.515998] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:52:19.660003] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:19.817746] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:19.968177] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:19.968392] [INFO ] [CONFIGURE ] BWA: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T03:52:19.968472] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2906 tests [2025-09-28T03:52:19.968689] [INFO ] [CONFIGURE ] BWA: Testing feature 6/29: add_failed_moves [2025-09-28T03:52:19.968772] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T03:52:20.092761] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:20.216300] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:20.340786] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:20.464188] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:20.591085] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:20.721899] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:20.853884] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:20.978967] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:21.105775] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:21.232180] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:21.232369] [INFO ] [CONFIGURE ] BWA: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:52:21.232452] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2905 tests [2025-09-28T03:52:21.232620] [INFO ] [CONFIGURE ] BWA: Testing feature 7/29: add_lag_shelf [2025-09-28T03:52:21.232737] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:52:21.350023] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:21.466482] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:21.581310] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:21.695614] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:21.811291] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:21.931212] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:22.054484] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:22.176380] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:22.309903] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:22.428524] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:22.428783] [INFO ] [CONFIGURE ] BWA: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T03:52:22.428946] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2904 tests [2025-09-28T03:52:22.429026] [INFO ] [CONFIGURE ] BWA: Testing feature 8/29: add_macd [2025-09-28T03:52:22.429112] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:52:22.594385] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:22.756419] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:22.918898] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:23.086397] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:23.251015] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:23.416566] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:23.583416] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:23.745074] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:23.908777] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:24.073728] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:24.073958] [INFO ] [CONFIGURE ] BWA: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:52:24.074042] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2903 tests [2025-09-28T03:52:24.074121] [INFO ] [CONFIGURE ] BWA: Testing feature 9/29: add_mfi [2025-09-28T03:52:24.074226] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T03:52:24.210545] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:24.346253] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:24.486215] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:24.624798] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:24.762321] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:24.894969] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:25.027436] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:25.165291] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:25.304154] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:25.464912] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:25.465287] [INFO ] [CONFIGURE ] BWA: DISCARDED add_mfi (score: 70.00%) [2025-09-28T03:52:25.465392] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2902 tests [2025-09-28T03:52:25.465485] [INFO ] [CONFIGURE ] BWA: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:52:25.465579] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:52:25.653395] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:25.840334] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:26.044060] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:26.232776] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:26.397523] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:26.568228] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:26.758981] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:26.986629] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:27.199011] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:27.360131] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:27.360431] [INFO ] [CONFIGURE ] BWA: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T03:52:27.360542] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2901 tests [2025-09-28T03:52:27.360632] [INFO ] [CONFIGURE ] BWA: Testing feature 11/29: add_obv_daily [2025-09-28T03:52:27.360731] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T03:52:27.492238] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:27.619660] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:27.747589] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:27.875385] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:27.998603] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:28.123955] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:28.249970] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:28.381995] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:28.523794] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:28.653999] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:28.654195] [INFO ] [CONFIGURE ] BWA: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:52:28.654275] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2900 tests [2025-09-28T03:52:28.654427] [INFO ] [CONFIGURE ] BWA: Testing feature 12/29: add_obv_interval [2025-09-28T03:52:28.654534] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T03:52:28.772774] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:28.892460] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:29.013245] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:29.133915] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:29.254585] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:52:29.374830] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:29.505119] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:29.634744] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:29.758482] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:29.882618] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:29.882915] [INFO ] [CONFIGURE ] BWA: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T03:52:29.883031] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2899 tests [2025-09-28T03:52:29.883139] [INFO ] [CONFIGURE ] BWA: Testing feature 13/29: add_opening_strength [2025-09-28T03:52:29.883228] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:52:30.006162] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:30.131248] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:30.259022] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:30.389340] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:30.521639] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:30.656006] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:30.789446] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:30.915080] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:31.042028] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:31.168543] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:31.168829] [INFO ] [CONFIGURE ] BWA: KEPT add_opening_strength (score: 90.00%) [2025-09-28T03:52:31.168913] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2898 tests [2025-09-28T03:52:31.168988] [INFO ] [CONFIGURE ] BWA: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:52:31.169060] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_order_flow_imbalance'] [2025-09-28T03:52:31.314903] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:31.464304] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:31.618287] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:31.779909] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:31.925778] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:32.072808] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:32.228786] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:32.390982] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:32.552289] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:32.777435] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:32.777638] [INFO ] [CONFIGURE ] BWA: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T03:52:32.777741] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2897 tests [2025-09-28T03:52:32.777817] [INFO ] [CONFIGURE ] BWA: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:52:32.777889] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_morning_momentum'] [2025-09-28T03:52:32.907445] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:33.039076] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:33.171746] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:33.303042] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:33.435440] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:33.575863] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:33.716887] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:33.857828] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:33.999692] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:34.147830] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:34.148052] [INFO ] [CONFIGURE ] BWA: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T03:52:34.148155] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2896 tests [2025-09-28T03:52:34.148279] [INFO ] [CONFIGURE ] BWA: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:52:34.148368] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap'] [2025-09-28T03:52:34.296396] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:34.447727] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:34.588764] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:34.730833] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:52:34.873844] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:35.013626] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:35.152767] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:52:35.295982] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:35.436058] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:35.578261] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:35.578470] [INFO ] [CONFIGURE ] BWA: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:52:35.578551] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2895 tests [2025-09-28T03:52:35.578626] [INFO ] [CONFIGURE ] BWA: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:52:35.578715] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_return_2d'] [2025-09-28T03:52:35.722217] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:35.873874] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:36.021511] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:36.160379] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:36.299415] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:36.440174] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:36.585347] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:36.731282] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:36.874972] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:37.018084] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:37.018283] [INFO ] [CONFIGURE ] BWA: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T03:52:37.018365] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2894 tests [2025-09-28T03:52:37.018441] [INFO ] [CONFIGURE ] BWA: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:52:37.018514] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_volatility_5d'] [2025-09-28T03:52:37.144298] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:37.274218] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:37.408357] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:37.541413] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:37.675934] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:37.815366] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:37.952883] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:38.088973] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:38.226691] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:38.363281] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:38.363508] [INFO ] [CONFIGURE ] BWA: DISCARDED add_pbf_volatility_5d (score: 90.00%) [2025-09-28T03:52:38.363590] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2893 tests [2025-09-28T03:52:38.363692] [INFO ] [CONFIGURE ] BWA: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:52:38.363767] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_vs_sma_5'] [2025-09-28T03:52:38.493347] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:38.629937] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:38.767291] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:38.897897] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:39.029571] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:39.167610] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:39.305688] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:39.449505] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:39.598613] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:39.739597] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:39.739808] [INFO ] [CONFIGURE ] BWA: DISCARDED add_pbf_vs_sma_5 (score: 90.00%) [2025-09-28T03:52:39.739888] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2892 tests [2025-09-28T03:52:39.739961] [INFO ] [CONFIGURE ] BWA: Testing feature 20/29: add_price_rejection [2025-09-28T03:52:39.740035] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_price_rejection'] [2025-09-28T03:52:39.882104] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:40.032028] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:40.178067] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:40.323041] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:40.470619] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:40.618135] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:40.761294] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:40.908720] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:41.056475] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:41.205184] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:41.205381] [INFO ] [CONFIGURE ] BWA: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:52:41.205460] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2891 tests [2025-09-28T03:52:41.205535] [INFO ] [CONFIGURE ] BWA: Testing feature 21/29: add_range_position [2025-09-28T03:52:41.205606] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_range_position'] [2025-09-28T03:52:41.355216] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:41.504024] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:41.657314] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:41.808782] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:41.958135] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:42.114518] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:42.264139] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:42.416352] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:42.568573] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:42.723442] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:52:42.723717] [INFO ] [CONFIGURE ] BWA: DISCARDED add_range_position (score: 60.00%) [2025-09-28T03:52:42.723826] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2890 tests [2025-09-28T03:52:42.723907] [INFO ] [CONFIGURE ] BWA: Testing feature 22/29: add_realized_volatility [2025-09-28T03:52:42.723982] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_realized_volatility'] [2025-09-28T03:52:42.891757] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:43.059291] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:43.225860] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:43.396892] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:43.568378] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:43.741798] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:43.906353] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:44.078404] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:44.252078] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:44.424862] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:44.425070] [INFO ] [CONFIGURE ] BWA: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T03:52:44.425152] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2889 tests [2025-09-28T03:52:44.425228] [INFO ] [CONFIGURE ] BWA: Testing feature 23/29: add_recent_range_context [2025-09-28T03:52:44.425303] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_recent_range_context'] [2025-09-28T03:52:44.581821] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:44.751476] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:44.898563] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:45.050967] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:45.195717] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:45.342126] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:45.479965] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:52:45.622089] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:45.775145] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:45.926292] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:45.926495] [INFO ] [CONFIGURE ] BWA: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T03:52:45.926602] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2888 tests [2025-09-28T03:52:45.926723] [INFO ] [CONFIGURE ] BWA: Testing feature 24/29: add_rsi [2025-09-28T03:52:45.926844] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_ema', 'add_rsi'] [2025-09-28T03:52:46.096099] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:46.271321] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:46.441317] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:46.610483] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:46.781786] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:46.953799] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:47.124216] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:47.297575] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:47.471856] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:47.643470] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:47.643724] [INFO ] [CONFIGURE ] BWA: DISCARDED add_rsi (score: 80.00%) [2025-09-28T03:52:47.643826] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2887 tests [2025-09-28T03:52:47.643919] [INFO ] [CONFIGURE ] BWA: Testing feature 25/29: add_tick_distribution [2025-09-28T03:52:47.644018] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_tick_distribution'] [2025-09-28T03:52:47.786255] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:47.929701] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:48.074696] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:48.219446] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:48.367638] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:48.512589] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:48.658441] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:48.819062] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:48.996116] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:49.170669] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:49.170971] [INFO ] [CONFIGURE ] BWA: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:52:49.171071] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2886 tests [2025-09-28T03:52:49.171156] [INFO ] [CONFIGURE ] BWA: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:52:49.171242] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_volume_momentum_confirmation'] [2025-09-28T03:52:49.318949] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:49.454717] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:49.593326] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:49.729773] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:49.864626] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:50.003804] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:50.151936] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:52:50.322366] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:50.476679] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:50.624582] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:50.624843] [INFO ] [CONFIGURE ] BWA: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T03:52:50.624926] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2885 tests [2025-09-28T03:52:50.625028] [INFO ] [CONFIGURE ] BWA: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:52:50.625105] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_volume_price_divergence'] [2025-09-28T03:52:50.773956] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:50.927801] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:51.077959] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:51.233061] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:51.388568] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:51.542414] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:51.692018] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:51.851134] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:52.010614] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:52.184844] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:52.185090] [INFO ] [CONFIGURE ] BWA: DISCARDED add_volume_price_divergence (score: 90.00%) [2025-09-28T03:52:52.185174] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2884 tests [2025-09-28T03:52:52.185251] [INFO ] [CONFIGURE ] BWA: Testing feature 28/29: add_volume_profile [2025-09-28T03:52:52.185326] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_volume_profile'] [2025-09-28T03:52:52.335191] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:52.477042] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:52.617310] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:52.771792] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:52.918105] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:53.066386] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:53.216868] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:53.367189] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:53.525086] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:53.683071] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:53.683294] [INFO ] [CONFIGURE ] BWA: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T03:52:53.683408] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2883 tests [2025-09-28T03:52:53.683517] [INFO ] [CONFIGURE ] BWA: Testing feature 29/29: add_vwap [2025-09-28T03:52:53.683622] [INFO ] [CONFIGURE ] BWA: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_vwap'] [2025-09-28T03:52:53.842338] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:52:53.999525] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:54.156546] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:54.304042] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:52:54.452812] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:52:54.608356] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:54.760290] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:52:54.908535] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:52:55.061868] [DEBUG] [FORECASTER] BWA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:55.218148] [DEBUG] [FORECASTER] BWA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:55.218363] [INFO ] [CONFIGURE ] BWA: DISCARDED add_vwap (score: 70.00%) [2025-09-28T03:52:55.218446] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2882 tests [2025-09-28T03:52:55.218572] [INFO ] [CONFIGURE ] BWA: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:52:55.218670] [INFO ] [CONFIGURE ] BWA: Best accuracy: 90.00% [2025-09-28T03:52:55.218746] [INFO ] [CONFIGURE ] BWA: Best feature set (2 features): ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:52:55.218816] [INFO ] [CONFIGURE ] BWA: Improvement over baseline: 20.00% [2025-09-28T03:52:55.218884] [INFO ] [CONFIGURE ] BWA: Total time: 42.0 seconds [2025-09-28T03:52:55.218952] [INFO ] [CONFIGURE ] BWA: Average time per feature: 1.4 seconds [2025-09-28T03:52:55.219029] [INFO ] [CONFIGURE ] BWA: Average speed: 0.69 features/sec [2025-09-28T03:52:55.219615] [INFO ] [LOCAL ] Saved configuration for BWA: 2 features, 90.00% accuracy -> ./output/feature-sets/BWA.json [2025-09-28T03:52:55.219733] [INFO ] [CONFIGURE ] BWA: Configuration saved successfully: 2 features, 90.00% accuracy. [2025-09-28T03:52:55.219851] [INFO ] [sig ] [36/135] Successfully configured BWA | 0.02 sym/s | Total: 27.8m | ETA: 1.3h [2025-09-28T03:52:55.219944] [INFO ] [sig ] [37/135] Configuring CADE... [2025-09-28T03:52:55.220043] [INFO ] [CONFIGURE ] CADE: Configurate test run. [2025-09-28T03:52:55.220181] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CADE' from 'https://tdm.silogroup.org/data/derivative_storage/CADE.csv'. [2025-09-28T03:52:55.335171] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CADE'. [2025-09-28T03:52:55.335757] [INFO ] [CONFIGURE ] CADE: Testing with 29 available features [2025-09-28T03:52:55.335839] [INFO ] [CONFIGURE ] CADE: Establishing baseline with no features... [2025-09-28T03:52:55.450815] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:52:55.563306] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:55.672680] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:55.785230] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:52:55.898996] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:52:56.008820] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:56.116182] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:52:56.229728] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:56.344850] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:56.461154] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:52:56.461381] [INFO ] [CONFIGURE ] CADE: Baseline score (no features): 70.00% [2025-09-28T03:52:56.461481] [INFO ] [CONFIGURE ] CADE: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:52:56.461558] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:52:56.586239] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:52:56.721055] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:56.843549] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:56.965331] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:52:57.088638] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:52:57.219116] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:52:57.350625] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:52:57.483435] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:57.621026] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:52:57.763619] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:52:57.763851] [INFO ] [CONFIGURE ] CADE: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:52:57.763954] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2881 tests [2025-09-28T03:52:57.764047] [INFO ] [CONFIGURE ] CADE: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:52:57.764146] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:52:57.905217] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:52:58.042001] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:52:58.168768] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:52:58.307828] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:52:58.434124] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:52:58.564613] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:52:58.690149] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:52:58.820444] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:52:58.949913] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:52:59.080532] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:52:59.080746] [INFO ] [CONFIGURE ] CADE: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:52:59.080830] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2880 tests [2025-09-28T03:52:59.080903] [INFO ] [CONFIGURE ] CADE: Testing feature 3/29: add_daily_returns [2025-09-28T03:52:59.080957] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_daily_returns'] [2025-09-28T03:52:59.193128] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:52:59.303942] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:52:59.413803] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:52:59.525374] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:52:59.639234] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:52:59.758590] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:52:59.878449] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:52:59.998048] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:00.125287] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:53:00.242895] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:00.243088] [INFO ] [CONFIGURE ] CADE: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T03:53:00.243170] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2879 tests [2025-09-28T03:53:00.243275] [INFO ] [CONFIGURE ] CADE: Testing feature 4/29: add_ema [2025-09-28T03:53:00.243347] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_ema'] [2025-09-28T03:53:00.372756] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:00.516968] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:00.685957] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:00.856400] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:01.033478] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:01.202947] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:01.373699] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:01.544339] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:01.694949] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:01.851986] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:01.852273] [INFO ] [CONFIGURE ] CADE: DISCARDED add_ema (score: 60.00%) [2025-09-28T03:53:01.852373] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2878 tests [2025-09-28T03:53:01.852455] [INFO ] [CONFIGURE ] CADE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:53:01.852530] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:53:02.002180] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:02.152962] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:02.293638] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:02.442210] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:02.607752] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:02.765187] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:02.912428] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:03.056989] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:03.202458] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:53:03.355950] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:03.356511] [INFO ] [CONFIGURE ] CADE: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T03:53:03.356596] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2877 tests [2025-09-28T03:53:03.356696] [INFO ] [CONFIGURE ] CADE: Testing feature 6/29: add_failed_moves [2025-09-28T03:53:03.356769] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_failed_moves'] [2025-09-28T03:53:03.499469] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:03.625136] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:03.742421] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:03.861559] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:03.986294] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:04.109371] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:04.229112] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:04.349367] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:04.476404] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:04.610822] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:04.611068] [INFO ] [CONFIGURE ] CADE: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T03:53:04.611171] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2876 tests [2025-09-28T03:53:04.611255] [INFO ] [CONFIGURE ] CADE: Testing feature 7/29: add_lag_shelf [2025-09-28T03:53:04.611329] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_lag_shelf'] [2025-09-28T03:53:04.726233] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:04.839596] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:04.956012] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:05.069398] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:05.184098] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:05.297188] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:05.412832] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:05.525983] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:05.647764] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:05.764812] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:05.764999] [INFO ] [CONFIGURE ] CADE: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T03:53:05.765081] [INFO ] [CONFIGURE ] JOB ETA: 1.3h | Avg: 1.6s/test | Remaining: 2875 tests [2025-09-28T03:53:05.765157] [INFO ] [CONFIGURE ] CADE: Testing feature 8/29: add_macd [2025-09-28T03:53:05.765235] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:53:05.923973] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:06.073303] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:06.224976] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:06.378526] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:06.532300] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:06.689977] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:06.848088] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:07.003680] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:53:07.157573] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:53:07.316196] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:07.317340] [INFO ] [CONFIGURE ] CADE: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:53:07.317430] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2874 tests [2025-09-28T03:53:07.317504] [INFO ] [CONFIGURE ] CADE: Testing feature 9/29: add_mfi [2025-09-28T03:53:07.317577] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_mfi'] [2025-09-28T03:53:07.443174] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:07.566995] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:07.697928] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:07.832738] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:07.960980] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:08.088816] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:08.217345] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:08.349996] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:08.505294] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:08.642285] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:08.642576] [INFO ] [CONFIGURE ] CADE: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:53:08.642823] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2873 tests [2025-09-28T03:53:08.642904] [INFO ] [CONFIGURE ] CADE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:53:08.642976] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:53:08.792039] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:08.942235] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:09.099454] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:09.264304] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:09.418955] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:09.567262] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:09.726695] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:09.879341] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:10.036608] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:10.189533] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:10.189790] [INFO ] [CONFIGURE ] CADE: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:53:10.189889] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2872 tests [2025-09-28T03:53:10.190093] [INFO ] [CONFIGURE ] CADE: Testing feature 11/29: add_obv_daily [2025-09-28T03:53:10.190198] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_obv_daily'] [2025-09-28T03:53:10.323669] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:10.452207] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:10.582437] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:10.711539] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:53:10.837359] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:10.969546] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:11.097831] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:11.229386] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:11.359974] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:11.495052] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:11.495260] [INFO ] [CONFIGURE ] CADE: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:53:11.495361] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2871 tests [2025-09-28T03:53:11.495447] [INFO ] [CONFIGURE ] CADE: Testing feature 12/29: add_obv_interval [2025-09-28T03:53:11.495547] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_obv_interval'] [2025-09-28T03:53:11.618230] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:11.740160] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:11.866289] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:11.991063] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:53:12.121734] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:12.273231] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:12.427363] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:12.560763] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:12.684081] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:12.812012] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:12.812237] [INFO ] [CONFIGURE ] CADE: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:53:12.812325] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2870 tests [2025-09-28T03:53:12.812415] [INFO ] [CONFIGURE ] CADE: Testing feature 13/29: add_opening_strength [2025-09-28T03:53:12.812501] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:53:12.942296] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:13.069981] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:13.198592] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:13.333174] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:53:13.466635] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:13.599962] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:13.729885] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:13.861785] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:14.000775] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:53:14.134964] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:14.135197] [INFO ] [CONFIGURE ] CADE: DISCARDED add_opening_strength (score: 20.00%) [2025-09-28T03:53:14.135310] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2869 tests [2025-09-28T03:53:14.135389] [INFO ] [CONFIGURE ] CADE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:53:14.135521] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T03:53:14.270986] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:14.405349] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:14.541019] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:14.683962] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:53:14.823228] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:14.962662] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:15.105398] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:15.251964] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:15.398101] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:15.536159] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:15.536338] [INFO ] [CONFIGURE ] CADE: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:53:15.536419] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2868 tests [2025-09-28T03:53:15.536497] [INFO ] [CONFIGURE ] CADE: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:53:15.536567] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T03:53:15.649477] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:15.765174] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:15.880612] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:15.995109] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:16.109433] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:16.221305] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:16.340762] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:16.454980] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:16.569305] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:16.684579] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:16.684810] [INFO ] [CONFIGURE ] CADE: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:53:16.684893] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2867 tests [2025-09-28T03:53:16.684967] [INFO ] [CONFIGURE ] CADE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:53:16.685040] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T03:53:16.805998] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:16.929501] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:17.059225] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:17.185276] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:17.304088] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:17.427048] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:17.555069] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:17.701467] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:17.844416] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:53:18.018171] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:18.018433] [INFO ] [CONFIGURE ] CADE: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T03:53:18.018591] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2866 tests [2025-09-28T03:53:18.018718] [INFO ] [CONFIGURE ] CADE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:53:18.018844] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_return_2d'] [2025-09-28T03:53:18.201109] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:18.390637] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:18.581378] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:18.740214] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:18.887507] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:19.026915] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:19.163072] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:53:19.293856] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:19.428327] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:19.555308] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:19.555599] [INFO ] [CONFIGURE ] CADE: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:53:19.555740] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2865 tests [2025-09-28T03:53:19.555850] [INFO ] [CONFIGURE ] CADE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:53:19.555942] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T03:53:19.670575] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:19.784979] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:19.896504] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:20.015496] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:20.129401] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:20.242112] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:20.357627] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:20.471728] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:20.591084] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:20.711964] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:20.712310] [INFO ] [CONFIGURE ] CADE: KEPT add_pbf_volatility_5d (score: 80.00%) [2025-09-28T03:53:20.712396] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2864 tests [2025-09-28T03:53:20.712485] [INFO ] [CONFIGURE ] CADE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:53:20.712572] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_pbf_vs_sma_5'] [2025-09-28T03:53:20.845916] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:20.980443] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:21.105779] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:21.226236] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:21.348148] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:21.475384] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:21.606779] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:21.736620] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:21.864485] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:21.991292] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:21.991485] [INFO ] [CONFIGURE ] CADE: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:53:21.991566] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2863 tests [2025-09-28T03:53:21.991745] [INFO ] [CONFIGURE ] CADE: Testing feature 20/29: add_price_rejection [2025-09-28T03:53:21.991832] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_price_rejection'] [2025-09-28T03:53:22.119792] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:22.252920] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:22.385939] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:22.526554] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:22.659544] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:22.792390] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:22.921407] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:23.051160] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:23.183879] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:23.316616] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:23.316864] [INFO ] [CONFIGURE ] CADE: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:53:23.316949] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2862 tests [2025-09-28T03:53:23.317065] [INFO ] [CONFIGURE ] CADE: Testing feature 21/29: add_range_position [2025-09-28T03:53:23.317153] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_range_position'] [2025-09-28T03:53:23.454281] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:23.592895] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:23.752896] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:23.912492] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:24.087902] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:24.264075] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:24.452312] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:24.719109] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:24.986892] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:53:25.230887] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:25.231106] [INFO ] [CONFIGURE ] CADE: DISCARDED add_range_position (score: 50.00%) [2025-09-28T03:53:25.231191] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2861 tests [2025-09-28T03:53:25.231367] [INFO ] [CONFIGURE ] CADE: Testing feature 22/29: add_realized_volatility [2025-09-28T03:53:25.231459] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_realized_volatility'] [2025-09-28T03:53:25.383434] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:25.540812] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:25.703219] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:25.859237] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:26.018555] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:26.178667] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:26.340950] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:26.497093] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:26.658778] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:26.819542] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:26.819850] [INFO ] [CONFIGURE ] CADE: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T03:53:26.819938] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2860 tests [2025-09-28T03:53:26.819997] [INFO ] [CONFIGURE ] CADE: Testing feature 23/29: add_recent_range_context [2025-09-28T03:53:26.820062] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_recent_range_context'] [2025-09-28T03:53:26.945257] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:27.075543] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:27.205611] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:27.334246] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:27.463581] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:27.591731] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:27.718597] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:27.851587] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:27.984679] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:28.117122] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:28.117316] [INFO ] [CONFIGURE ] CADE: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:53:28.117398] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2859 tests [2025-09-28T03:53:28.117522] [INFO ] [CONFIGURE ] CADE: Testing feature 24/29: add_rsi [2025-09-28T03:53:28.117597] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_ema', 'add_rsi'] [2025-09-28T03:53:28.292916] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:28.453215] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:28.604820] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:28.760301] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:28.917000] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:29.064956] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:29.211946] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:29.362181] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:29.513141] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:29.666574] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:29.666843] [INFO ] [CONFIGURE ] CADE: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:53:29.666929] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2858 tests [2025-09-28T03:53:29.667006] [INFO ] [CONFIGURE ] CADE: Testing feature 25/29: add_tick_distribution [2025-09-28T03:53:29.667080] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_tick_distribution'] [2025-09-28T03:53:29.790344] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:29.911921] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:30.034537] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:30.155365] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:30.277829] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:30.399181] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:30.520282] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:30.655980] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:30.792088] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:53:30.918852] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:30.919051] [INFO ] [CONFIGURE ] CADE: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T03:53:30.919135] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2857 tests [2025-09-28T03:53:30.919211] [INFO ] [CONFIGURE ] CADE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:53:30.919293] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_volume_momentum_confirmation'] [2025-09-28T03:53:31.043338] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:31.172753] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:31.299458] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:31.430202] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:31.558513] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:31.690583] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:31.818112] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:53:31.947043] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:32.082610] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:32.236882] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:32.237109] [INFO ] [CONFIGURE ] CADE: KEPT add_volume_momentum_confirmation (score: 100.00%) [2025-09-28T03:53:32.237192] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2856 tests [2025-09-28T03:53:32.237268] [INFO ] [CONFIGURE ] CADE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:53:32.237420] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_volume_momentum_confirmation', 'add_volume_price_divergence'] [2025-09-28T03:53:32.406518] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:32.563477] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:32.718156] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:32.876514] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:33.045542] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:33.193808] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:33.347358] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:33.494945] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:33.647777] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:33.805260] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:33.805462] [INFO ] [CONFIGURE ] CADE: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T03:53:33.805542] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2855 tests [2025-09-28T03:53:33.805620] [INFO ] [CONFIGURE ] CADE: Testing feature 28/29: add_volume_profile [2025-09-28T03:53:33.805717] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_volume_momentum_confirmation', 'add_volume_profile'] [2025-09-28T03:53:33.943839] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:34.102144] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:34.249671] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:34.393847] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:34.536034] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:34.677790] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:34.822235] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:34.965225] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:35.106580] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:53:35.248730] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:35.249038] [INFO ] [CONFIGURE ] CADE: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T03:53:35.249134] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2854 tests [2025-09-28T03:53:35.249248] [INFO ] [CONFIGURE ] CADE: Testing feature 29/29: add_vwap [2025-09-28T03:53:35.249380] [INFO ] [CONFIGURE ] CADE: Testing with features: ['add_pbf_volatility_5d', 'add_volume_momentum_confirmation', 'add_vwap'] [2025-09-28T03:53:35.401054] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:35.547375] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:53:35.688799] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:35.833135] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:35.976946] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:53:36.121724] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:36.265096] [DEBUG] [FORECASTER] CADE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:36.413134] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:36.579526] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:53:36.738014] [DEBUG] [FORECASTER] CADE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:36.738302] [INFO ] [CONFIGURE ] CADE: DISCARDED add_vwap (score: 80.00%) [2025-09-28T03:53:36.738411] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2853 tests [2025-09-28T03:53:36.738555] [INFO ] [CONFIGURE ] CADE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:53:36.738677] [INFO ] [CONFIGURE ] CADE: Best accuracy: 100.00% [2025-09-28T03:53:36.738779] [INFO ] [CONFIGURE ] CADE: Best feature set (2 features): ['add_pbf_volatility_5d', 'add_volume_momentum_confirmation'] [2025-09-28T03:53:36.738895] [INFO ] [CONFIGURE ] CADE: Improvement over baseline: 30.00% [2025-09-28T03:53:36.738994] [INFO ] [CONFIGURE ] CADE: Total time: 40.3 seconds [2025-09-28T03:53:36.739090] [INFO ] [CONFIGURE ] CADE: Average time per feature: 1.4 seconds [2025-09-28T03:53:36.739185] [INFO ] [CONFIGURE ] CADE: Average speed: 0.72 features/sec [2025-09-28T03:53:36.740382] [INFO ] [LOCAL ] Saved configuration for CADE: 2 features, 100.00% accuracy -> ./output/feature-sets/CADE.json [2025-09-28T03:53:36.740491] [INFO ] [CONFIGURE ] CADE: Configuration saved successfully: 2 features, 100.00% accuracy. [2025-09-28T03:53:36.740685] [INFO ] [sig ] [37/135] Successfully configured CADE | 0.02 sym/s | Total: 28.4m | ETA: 1.3h [2025-09-28T03:53:36.740822] [INFO ] [sig ] [38/135] Configuring CCRD... [2025-09-28T03:53:36.740954] [INFO ] [CONFIGURE ] CCRD: Configurate test run. [2025-09-28T03:53:36.741116] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CCRD' from 'https://tdm.silogroup.org/data/derivative_storage/CCRD.csv'. [2025-09-28T03:53:36.878038] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CCRD'. [2025-09-28T03:53:36.878752] [INFO ] [CONFIGURE ] CCRD: Testing with 29 available features [2025-09-28T03:53:36.878860] [INFO ] [CONFIGURE ] CCRD: Establishing baseline with no features... [2025-09-28T03:53:36.998083] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:37.117537] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:37.279231] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:37.399238] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:37.519997] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:37.640010] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:37.753593] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:53:37.862093] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:37.974921] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:53:38.086866] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:38.087065] [INFO ] [CONFIGURE ] CCRD: Baseline score (no features): 40.00% [2025-09-28T03:53:38.087143] [INFO ] [CONFIGURE ] CCRD: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:53:38.087217] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:53:38.209371] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:38.335172] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:38.460097] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:53:38.586088] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:38.708353] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:38.830223] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:38.954237] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:53:39.086070] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:39.211202] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:53:39.336283] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:39.336482] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T03:53:39.336561] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2852 tests [2025-09-28T03:53:39.336636] [INFO ] [CONFIGURE ] CCRD: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:53:39.336733] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:53:39.463390] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:39.592512] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:39.721040] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:39.849671] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:39.980381] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:40.117004] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:40.256086] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:40.388814] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:40.517312] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:40.647169] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:40.647395] [INFO ] [CONFIGURE ] CCRD: KEPT add_cumulative_delta (score: 70.00%) [2025-09-28T03:53:40.647507] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2851 tests [2025-09-28T03:53:40.647586] [INFO ] [CONFIGURE ] CCRD: Testing feature 3/29: add_daily_returns [2025-09-28T03:53:40.647682] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T03:53:40.779377] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:40.909705] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:41.041063] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:41.174729] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:41.307620] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:41.449281] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:41.586849] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:41.722677] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:41.859119] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:41.997303] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:41.997535] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T03:53:41.997617] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2850 tests [2025-09-28T03:53:41.997716] [INFO ] [CONFIGURE ] CCRD: Testing feature 4/29: add_ema [2025-09-28T03:53:41.997790] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T03:53:42.151966] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:42.317854] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:42.467338] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:42.618453] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:42.763628] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:53:42.914813] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:53:43.061479] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:53:43.209536] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:43.357585] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:43.509864] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:43.510086] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:53:43.510195] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2849 tests [2025-09-28T03:53:43.510300] [INFO ] [CONFIGURE ] CCRD: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:53:43.510389] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:53:43.664674] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:43.830245] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:43.997382] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:44.149980] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:44.308861] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:44.467870] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:44.626537] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:44.788718] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:44.950998] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:45.128556] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:53:45.129111] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:53:45.129232] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2848 tests [2025-09-28T03:53:45.129524] [INFO ] [CONFIGURE ] CCRD: Testing feature 6/29: add_failed_moves [2025-09-28T03:53:45.129603] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T03:53:45.264389] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:45.399741] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:45.537097] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:45.675429] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:45.818379] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:45.956957] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:46.103197] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:46.250912] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:46.398709] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:46.538282] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:46.538475] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T03:53:46.538555] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2847 tests [2025-09-28T03:53:46.538636] [INFO ] [CONFIGURE ] CCRD: Testing feature 7/29: add_lag_shelf [2025-09-28T03:53:46.538736] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T03:53:46.668578] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:46.797978] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:46.931598] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:47.073868] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:47.206050] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:47.335834] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:47.472503] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:47.604364] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:47.736507] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:47.866784] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:47.867029] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T03:53:47.867136] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2846 tests [2025-09-28T03:53:47.867227] [INFO ] [CONFIGURE ] CCRD: Testing feature 8/29: add_macd [2025-09-28T03:53:47.867315] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T03:53:48.040158] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:48.217789] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:48.392629] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:48.567247] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:48.747624] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:48.921196] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:49.096627] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:49.269002] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:49.442429] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:49.615208] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:49.615409] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:53:49.615500] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2845 tests [2025-09-28T03:53:49.615579] [INFO ] [CONFIGURE ] CCRD: Testing feature 9/29: add_mfi [2025-09-28T03:53:49.615757] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T03:53:49.764212] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:49.911758] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:50.062787] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:50.212396] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:50.362963] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:50.513007] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:50.660392] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:50.810146] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:50.967201] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:51.119428] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:51.119628] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_mfi (score: 70.00%) [2025-09-28T03:53:51.119731] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2844 tests [2025-09-28T03:53:51.119842] [INFO ] [CONFIGURE ] CCRD: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:53:51.119923] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:53:51.277945] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:51.439894] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:51.603000] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:51.768284] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:51.937255] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:53:52.103163] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:52.281853] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:53:52.445250] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:52.616047] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:52.786400] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:52.786589] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T03:53:52.786694] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2843 tests [2025-09-28T03:53:52.786893] [INFO ] [CONFIGURE ] CCRD: Testing feature 11/29: add_obv_daily [2025-09-28T03:53:52.786948] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T03:53:52.922549] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:53:53.055792] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:53.195862] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:53.341669] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:53.486306] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:53.627281] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:53.770912] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:53:53.915637] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:54.059337] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:54.203259] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:54.203462] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:53:54.203556] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2842 tests [2025-09-28T03:53:54.203739] [INFO ] [CONFIGURE ] CCRD: Testing feature 12/29: add_obv_interval [2025-09-28T03:53:54.203815] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T03:53:54.338710] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:54.474481] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:54.620768] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:54.765821] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:54.906060] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:55.043867] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:55.180632] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:55.319207] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:55.460299] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:55.629306] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:55.629539] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T03:53:55.629623] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2841 tests [2025-09-28T03:53:55.629822] [INFO ] [CONFIGURE ] CCRD: Testing feature 13/29: add_opening_strength [2025-09-28T03:53:55.629897] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:53:55.781429] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:55.928819] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:56.078277] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:56.239319] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:53:56.400204] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:53:56.561128] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:56.723414] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:53:56.888965] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:57.048777] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:57.197956] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:57.198188] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:53:57.198294] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2840 tests [2025-09-28T03:53:57.198386] [INFO ] [CONFIGURE ] CCRD: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:53:57.198471] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T03:53:57.348596] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:57.501349] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:57.656311] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:57.813095] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:57.967487] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:53:58.124459] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:58.276412] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:58.430322] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:58.585321] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:53:58.742796] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:53:58.743013] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:53:58.743120] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2839 tests [2025-09-28T03:53:58.743211] [INFO ] [CONFIGURE ] CCRD: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:53:58.743311] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T03:53:58.877554] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:53:59.012481] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:53:59.146695] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:53:59.281367] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:53:59.421920] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:53:59.556093] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:53:59.694123] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:53:59.834336] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:53:59.971105] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:00.111777] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:00.111993] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:54:00.112076] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2838 tests [2025-09-28T03:54:00.112176] [INFO ] [CONFIGURE ] CCRD: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:54:00.112269] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T03:54:00.257576] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:00.411062] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:00.565872] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:00.713571] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:00.867140] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:01.011194] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:01.159638] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:01.308801] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:01.461093] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:01.611954] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:01.612154] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:54:01.612236] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2837 tests [2025-09-28T03:54:01.612337] [INFO ] [CONFIGURE ] CCRD: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:54:01.612451] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T03:54:01.773873] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:01.928524] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:02.096361] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:02.246077] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:02.392259] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:02.541316] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:02.692607] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:54:02.847834] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:03.005633] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:03.157859] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:03.158083] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:54:03.158164] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2836 tests [2025-09-28T03:54:03.158399] [INFO ] [CONFIGURE ] CCRD: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:54:03.158472] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T03:54:03.289569] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:03.422989] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:03.554989] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:03.686865] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:03.823809] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:03.962607] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:04.109352] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:04.246187] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:04.382829] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:04.525316] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:04.525587] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:54:04.525724] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2835 tests [2025-09-28T03:54:04.525820] [INFO ] [CONFIGURE ] CCRD: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:54:04.525907] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_pbf_vs_sma_5'] [2025-09-28T03:54:04.661986] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:04.798063] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:04.939151] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:05.073291] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:05.218214] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:05.360256] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:05.492126] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:05.625835] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:05.763356] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:05.897189] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:05.897393] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:54:05.897473] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2834 tests [2025-09-28T03:54:05.897630] [INFO ] [CONFIGURE ] CCRD: Testing feature 20/29: add_price_rejection [2025-09-28T03:54:05.897727] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_price_rejection'] [2025-09-28T03:54:06.037989] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:06.183318] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:06.323601] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:06.471617] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:06.648950] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:06.804201] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:06.958690] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:54:07.109595] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:07.262837] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:07.409279] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:07.409480] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:54:07.409564] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2833 tests [2025-09-28T03:54:07.409781] [INFO ] [CONFIGURE ] CCRD: Testing feature 21/29: add_range_position [2025-09-28T03:54:07.409854] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_range_position'] [2025-09-28T03:54:07.561733] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:07.716250] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:07.869724] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:08.028835] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:08.181505] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:08.351504] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:08.507203] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:08.678031] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:08.853328] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:09.030332] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:09.030576] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_range_position (score: 60.00%) [2025-09-28T03:54:09.030770] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2832 tests [2025-09-28T03:54:09.030854] [INFO ] [CONFIGURE ] CCRD: Testing feature 22/29: add_realized_volatility [2025-09-28T03:54:09.030942] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_realized_volatility'] [2025-09-28T03:54:09.213553] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:09.391055] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:09.564494] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:09.737081] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:09.912565] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:10.094479] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:54:10.272764] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:10.461290] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:10.654401] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:10.844936] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:10.845146] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:54:10.845264] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2831 tests [2025-09-28T03:54:10.845375] [INFO ] [CONFIGURE ] CCRD: Testing feature 23/29: add_recent_range_context [2025-09-28T03:54:10.845482] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_recent_range_context'] [2025-09-28T03:54:10.999744] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:11.155956] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:11.360931] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:11.575052] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:11.795559] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:12.024927] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:12.202088] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:12.362857] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:12.526582] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:12.677072] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:12.677304] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T03:54:12.677387] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2830 tests [2025-09-28T03:54:12.677603] [INFO ] [CONFIGURE ] CCRD: Testing feature 24/29: add_rsi [2025-09-28T03:54:12.677702] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_rsi'] [2025-09-28T03:54:12.844619] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:13.012817] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:13.178470] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:13.342506] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:13.506439] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:13.680149] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:54:13.848288] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:54:14.017430] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:14.183109] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:14.357027] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:14.357307] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_rsi (score: 50.00%) [2025-09-28T03:54:14.357391] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2829 tests [2025-09-28T03:54:14.357547] [INFO ] [CONFIGURE ] CCRD: Testing feature 25/29: add_tick_distribution [2025-09-28T03:54:14.357621] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_tick_distribution'] [2025-09-28T03:54:14.502001] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:14.643504] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:14.785084] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:14.935691] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:15.085101] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:15.233231] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:15.376393] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:54:15.517312] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:15.662768] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:15.805963] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:15.806246] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:54:15.806350] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2828 tests [2025-09-28T03:54:15.806440] [INFO ] [CONFIGURE ] CCRD: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:54:15.806528] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_volume_momentum_confirmation'] [2025-09-28T03:54:15.952080] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:16.095410] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:16.236977] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:16.378076] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:16.525055] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:16.665046] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:16.807407] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:16.946626] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:17.089931] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:17.231466] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:17.231686] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:54:17.231770] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2827 tests [2025-09-28T03:54:17.231861] [INFO ] [CONFIGURE ] CCRD: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:54:17.231935] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_volume_price_divergence'] [2025-09-28T03:54:17.386671] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:17.542375] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:17.693242] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:54:17.851820] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:18.010564] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:18.166405] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:18.344567] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:54:18.503260] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:18.665242] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:18.823709] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:18.823978] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:54:18.824062] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2826 tests [2025-09-28T03:54:18.824141] [INFO ] [CONFIGURE ] CCRD: Testing feature 28/29: add_volume_profile [2025-09-28T03:54:18.824214] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_volume_profile'] [2025-09-28T03:54:18.970430] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:19.127244] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:19.268661] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:19.407813] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:19.547460] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:19.686724] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:19.838194] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:19.981719] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:20.127126] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:20.268248] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:20.268491] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T03:54:20.268574] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2825 tests [2025-09-28T03:54:20.268672] [INFO ] [CONFIGURE ] CCRD: Testing feature 29/29: add_vwap [2025-09-28T03:54:20.268748] [INFO ] [CONFIGURE ] CCRD: Testing with features: ['add_cumulative_delta', 'add_vwap'] [2025-09-28T03:54:20.412809] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:20.554754] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:54:20.697723] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:54:20.844081] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:54:20.989209] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:21.129449] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:21.271213] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:21.419698] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:21.565507] [DEBUG] [FORECASTER] CCRD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:54:21.720323] [DEBUG] [FORECASTER] CCRD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:21.720535] [INFO ] [CONFIGURE ] CCRD: DISCARDED add_vwap (score: 70.00%) [2025-09-28T03:54:21.720617] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2824 tests [2025-09-28T03:54:21.720744] [INFO ] [CONFIGURE ] CCRD: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:54:21.720840] [INFO ] [CONFIGURE ] CCRD: Best accuracy: 70.00% [2025-09-28T03:54:21.720914] [INFO ] [CONFIGURE ] CCRD: Best feature set (1 features): ['add_cumulative_delta'] [2025-09-28T03:54:21.720988] [INFO ] [CONFIGURE ] CCRD: Improvement over baseline: 30.00% [2025-09-28T03:54:21.721058] [INFO ] [CONFIGURE ] CCRD: Total time: 43.6 seconds [2025-09-28T03:54:21.721126] [INFO ] [CONFIGURE ] CCRD: Average time per feature: 1.5 seconds [2025-09-28T03:54:21.721196] [INFO ] [CONFIGURE ] CCRD: Average speed: 0.66 features/sec [2025-09-28T03:54:21.722230] [INFO ] [LOCAL ] Saved configuration for CCRD: 1 features, 70.00% accuracy -> ./output/feature-sets/CCRD.json [2025-09-28T03:54:21.722311] [INFO ] [CONFIGURE ] CCRD: Configuration saved successfully: 1 features, 70.00% accuracy. [2025-09-28T03:54:21.722448] [INFO ] [sig ] [38/135] Successfully configured CCRD | 0.02 sym/s | Total: 29.2m | ETA: 1.2h [2025-09-28T03:54:21.722536] [INFO ] [sig ] [39/135] Configuring CGV... [2025-09-28T03:54:21.722611] [INFO ] [CONFIGURE ] CGV: Configurate test run. [2025-09-28T03:54:21.722720] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CGV' from 'https://tdm.silogroup.org/data/derivative_storage/CGV.csv'. [2025-09-28T03:54:21.746154] [DEBUG] [REMOTE ] Successfully parsed 1819 rows of historical data for symbol 'CGV'. [2025-09-28T03:54:21.746773] [INFO ] [CONFIGURE ] CGV: Testing with 29 available features [2025-09-28T03:54:21.746881] [INFO ] [CONFIGURE ] CGV: Establishing baseline with no features... [2025-09-28T03:54:21.853995] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:21.959149] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:22.063912] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:22.168618] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:22.271864] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:22.373472] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:22.480415] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:22.594113] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:22.704188] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:22.814033] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:22.814272] [INFO ] [CONFIGURE ] CGV: Baseline score (no features): 60.00% [2025-09-28T03:54:22.814368] [INFO ] [CONFIGURE ] CGV: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:54:22.814445] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:54:22.933062] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:23.055104] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:23.174361] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:23.291221] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:23.411359] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:23.546402] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:23.690385] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:23.834561] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:23.954253] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:24.081696] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:24.081944] [INFO ] [CONFIGURE ] CGV: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T03:54:24.082065] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2823 tests [2025-09-28T03:54:24.082168] [INFO ] [CONFIGURE ] CGV: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:54:24.082261] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:54:24.211999] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:24.339463] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:24.470185] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:24.595302] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:24.724216] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:24.851839] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:54:24.981036] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:25.111874] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:25.242502] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:25.374563] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:25.374827] [INFO ] [CONFIGURE ] CGV: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T03:54:25.374913] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2822 tests [2025-09-28T03:54:25.374991] [INFO ] [CONFIGURE ] CGV: Testing feature 3/29: add_daily_returns [2025-09-28T03:54:25.375065] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_daily_returns'] [2025-09-28T03:54:25.486994] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:25.603266] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:25.718746] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:25.827595] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:25.939437] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:26.058758] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:26.173158] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:26.285371] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:26.400318] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:54:26.514710] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:26.514922] [INFO ] [CONFIGURE ] CGV: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T03:54:26.515005] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2821 tests [2025-09-28T03:54:26.515081] [INFO ] [CONFIGURE ] CGV: Testing feature 4/29: add_ema [2025-09-28T03:54:26.515156] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_ema'] [2025-09-28T03:54:26.654630] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:26.800096] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:26.928636] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:27.058793] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:27.187987] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:27.317070] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:54:27.443800] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:27.571575] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:27.701889] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:54:27.835243] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:27.835458] [INFO ] [CONFIGURE ] CGV: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:54:27.835540] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2820 tests [2025-09-28T03:54:27.835617] [INFO ] [CONFIGURE ] CGV: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:54:27.835714] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:54:27.972249] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:28.116624] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:28.259546] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:54:28.404055] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:28.545917] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:28.689858] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:54:28.836972] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:28.981306] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:29.120146] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:29.262492] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:29.262735] [INFO ] [CONFIGURE ] CGV: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T03:54:29.262818] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2819 tests [2025-09-28T03:54:29.262900] [INFO ] [CONFIGURE ] CGV: Testing feature 6/29: add_failed_moves [2025-09-28T03:54:29.262973] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_failed_moves'] [2025-09-28T03:54:29.382568] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:29.500390] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:29.620935] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:29.738040] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:29.856836] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:29.972026] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:30.087367] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:30.209995] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:30.335419] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:30.457809] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:30.458032] [INFO ] [CONFIGURE ] CGV: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:54:30.458114] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2818 tests [2025-09-28T03:54:30.458190] [INFO ] [CONFIGURE ] CGV: Testing feature 7/29: add_lag_shelf [2025-09-28T03:54:30.458264] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_lag_shelf'] [2025-09-28T03:54:30.569716] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:30.681455] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:30.795308] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:30.907053] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:31.018105] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:31.130062] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:31.242395] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:31.357158] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:31.471996] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:31.583379] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:31.583559] [INFO ] [CONFIGURE ] CGV: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:54:31.583639] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2817 tests [2025-09-28T03:54:31.583738] [INFO ] [CONFIGURE ] CGV: Testing feature 8/29: add_macd [2025-09-28T03:54:31.583812] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:54:31.756464] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:31.924435] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:32.082536] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:32.233462] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:32.385544] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:32.541143] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:32.699023] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:32.850964] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:33.005474] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:54:33.159555] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:33.159936] [INFO ] [CONFIGURE ] CGV: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:54:33.160052] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2816 tests [2025-09-28T03:54:33.160158] [INFO ] [CONFIGURE ] CGV: Testing feature 9/29: add_mfi [2025-09-28T03:54:33.160251] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_mfi'] [2025-09-28T03:54:33.292879] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:54:33.423625] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:33.548540] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:54:33.674456] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:33.801506] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:33.931360] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:34.064029] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:34.197042] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:34.328429] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:54:34.463872] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:34.464116] [INFO ] [CONFIGURE ] CGV: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:54:34.464197] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2815 tests [2025-09-28T03:54:34.464275] [INFO ] [CONFIGURE ] CGV: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:54:34.464351] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:54:34.616255] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:34.764798] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:34.912341] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:35.063532] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:35.212056] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:35.364905] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:35.518015] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:35.660342] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:35.801252] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:35.941139] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:35.941399] [INFO ] [CONFIGURE ] CGV: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:54:35.941485] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2814 tests [2025-09-28T03:54:35.941561] [INFO ] [CONFIGURE ] CGV: Testing feature 11/29: add_obv_daily [2025-09-28T03:54:35.941631] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_obv_daily'] [2025-09-28T03:54:36.058602] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:36.180856] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:36.298009] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:54:36.421184] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:36.546978] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:36.677965] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:54:36.804421] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:54:36.928956] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:54:37.054909] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:54:37.181862] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:37.182076] [INFO ] [CONFIGURE ] CGV: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:54:37.182158] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2813 tests [2025-09-28T03:54:37.182232] [INFO ] [CONFIGURE ] CGV: Testing feature 12/29: add_obv_interval [2025-09-28T03:54:37.182304] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_obv_interval'] [2025-09-28T03:54:37.302032] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:37.414965] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:37.530919] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:37.652765] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:37.772617] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:37.893769] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:38.015381] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:38.140073] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:38.270139] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:38.392791] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:38.393013] [INFO ] [CONFIGURE ] CGV: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:54:38.393097] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2812 tests [2025-09-28T03:54:38.393173] [INFO ] [CONFIGURE ] CGV: Testing feature 13/29: add_opening_strength [2025-09-28T03:54:38.393228] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:54:38.525368] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:38.655831] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:38.789266] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:54:38.922485] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:39.060172] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:39.191359] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:39.319076] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:39.449499] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:39.581018] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:39.710827] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:39.711040] [INFO ] [CONFIGURE ] CGV: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T03:54:39.711122] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2811 tests [2025-09-28T03:54:39.711237] [INFO ] [CONFIGURE ] CGV: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:54:39.711356] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T03:54:39.838204] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:39.966056] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:40.091123] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:40.243383] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:40.382189] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:40.515468] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:40.647790] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:40.790391] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:40.927964] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:54:41.061154] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:41.061363] [INFO ] [CONFIGURE ] CGV: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T03:54:41.061443] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2810 tests [2025-09-28T03:54:41.061545] [INFO ] [CONFIGURE ] CGV: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:54:41.061621] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T03:54:41.171149] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:41.280301] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:41.387234] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:41.494048] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:41.601244] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:41.777991] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:41.890889] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:54:42.003782] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:42.115862] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:42.225383] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:42.225625] [INFO ] [CONFIGURE ] CGV: KEPT add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:54:42.225729] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2809 tests [2025-09-28T03:54:42.225802] [INFO ] [CONFIGURE ] CGV: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:54:42.225875] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_pbf_overnight_gap'] [2025-09-28T03:54:42.345327] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:42.469180] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:42.593624] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:42.717230] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:42.844478] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:42.972619] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:43.105772] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:43.236324] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:43.373843] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:43.498226] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:43.498422] [INFO ] [CONFIGURE ] CGV: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:54:43.498504] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2808 tests [2025-09-28T03:54:43.498581] [INFO ] [CONFIGURE ] CGV: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:54:43.498635] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_pbf_return_2d'] [2025-09-28T03:54:43.623017] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:43.750875] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:43.882730] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:44.012462] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:44.149260] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:44.283065] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:44.416902] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:44.542389] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:44.670001] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:44.797494] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:44.797721] [INFO ] [CONFIGURE ] CGV: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:54:44.797804] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2807 tests [2025-09-28T03:54:44.797880] [INFO ] [CONFIGURE ] CGV: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:54:44.797935] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_pbf_volatility_5d'] [2025-09-28T03:54:44.910316] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:45.024787] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:45.145035] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:45.280843] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:45.421803] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:45.546221] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:45.682512] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:45.807891] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:45.929464] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:46.054827] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:46.055018] [INFO ] [CONFIGURE ] CGV: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:54:46.055147] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2806 tests [2025-09-28T03:54:46.055228] [INFO ] [CONFIGURE ] CGV: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:54:46.055300] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_pbf_vs_sma_5'] [2025-09-28T03:54:46.174585] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:46.286900] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:46.402907] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:46.518199] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:46.630871] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:46.746469] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:46.863093] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:54:46.981897] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:47.104241] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:47.221479] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:47.221710] [INFO ] [CONFIGURE ] CGV: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:54:47.221795] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2805 tests [2025-09-28T03:54:47.221870] [INFO ] [CONFIGURE ] CGV: Testing feature 20/29: add_price_rejection [2025-09-28T03:54:47.221924] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_price_rejection'] [2025-09-28T03:54:47.354146] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:47.487287] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:47.619954] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:47.753244] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:47.885123] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:48.032023] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:48.171990] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:48.295119] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:48.420767] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:48.545352] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:48.545531] [INFO ] [CONFIGURE ] CGV: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T03:54:48.545613] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2804 tests [2025-09-28T03:54:48.545709] [INFO ] [CONFIGURE ] CGV: Testing feature 21/29: add_range_position [2025-09-28T03:54:48.545780] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_range_position'] [2025-09-28T03:54:48.675867] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:48.806538] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:48.938967] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:49.072914] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:49.224562] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:49.389066] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:49.522549] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:49.662909] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:49.803382] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:49.939044] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:49.939267] [INFO ] [CONFIGURE ] CGV: DISCARDED add_range_position (score: 50.00%) [2025-09-28T03:54:49.939390] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2803 tests [2025-09-28T03:54:49.939469] [INFO ] [CONFIGURE ] CGV: Testing feature 22/29: add_realized_volatility [2025-09-28T03:54:49.939544] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_realized_volatility'] [2025-09-28T03:54:50.095868] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:50.253626] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:50.409965] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:50.568403] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:50.731238] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:50.879932] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:51.030315] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:54:51.198045] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:51.347791] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:51.503113] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:51.503383] [INFO ] [CONFIGURE ] CGV: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T03:54:51.503472] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2802 tests [2025-09-28T03:54:51.503551] [INFO ] [CONFIGURE ] CGV: Testing feature 23/29: add_recent_range_context [2025-09-28T03:54:51.503626] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_recent_range_context'] [2025-09-28T03:54:51.624668] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:51.744574] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:51.865722] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:51.992623] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:52.120261] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:52.247711] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:52.373383] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:52.506122] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:52.685771] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:52.854981] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:52.855217] [INFO ] [CONFIGURE ] CGV: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T03:54:52.855300] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2801 tests [2025-09-28T03:54:52.855376] [INFO ] [CONFIGURE ] CGV: Testing feature 24/29: add_rsi [2025-09-28T03:54:52.855447] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_ema', 'add_rsi'] [2025-09-28T03:54:52.999004] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:53.144602] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:53.283983] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:53.430094] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:53.575938] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:53.726391] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:53.877153] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:54.019519] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:54.163262] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:54:54.308062] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:54.308266] [INFO ] [CONFIGURE ] CGV: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:54:54.308347] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2800 tests [2025-09-28T03:54:54.308423] [INFO ] [CONFIGURE ] CGV: Testing feature 25/29: add_tick_distribution [2025-09-28T03:54:54.308496] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_tick_distribution'] [2025-09-28T03:54:54.425305] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:54.542353] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:54.659162] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:54.775218] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:54.893763] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:55.016290] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:55.146066] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:55.264581] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:55.384773] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:55.509013] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:55.509223] [INFO ] [CONFIGURE ] CGV: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T03:54:55.509308] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2799 tests [2025-09-28T03:54:55.509388] [INFO ] [CONFIGURE ] CGV: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:54:55.509451] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_volume_momentum_confirmation'] [2025-09-28T03:54:55.640382] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:55.761543] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:55.883103] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:56.006032] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:56.129619] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:56.251926] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:56.372814] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:56.496184] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:56.618891] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:56.743055] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:56.743253] [INFO ] [CONFIGURE ] CGV: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T03:54:56.743334] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2798 tests [2025-09-28T03:54:56.743409] [INFO ] [CONFIGURE ] CGV: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:54:56.743531] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_volume_price_divergence'] [2025-09-28T03:54:56.807020] [FATAL] [FORECASTER] Failed to test lookback=11: [03:54:56] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:56.867951] [FATAL] [FORECASTER] Failed to test lookback=10: [03:54:56] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:56.928009] [FATAL] [FORECASTER] Failed to test lookback=9: [03:54:56] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:56.988803] [FATAL] [FORECASTER] Failed to test lookback=8: [03:54:56] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:57.052396] [FATAL] [FORECASTER] Failed to test lookback=7: [03:54:57] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:57.114275] [FATAL] [FORECASTER] Failed to test lookback=6: [03:54:57] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:57.184993] [FATAL] [FORECASTER] Failed to test lookback=5: [03:54:57] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:57.250985] [FATAL] [FORECASTER] Failed to test lookback=4: [03:54:57] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:57.336018] [FATAL] [FORECASTER] Failed to test lookback=3: [03:54:57] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:57.401171] [FATAL] [FORECASTER] Failed to test lookback=2: [03:54:57] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T03:54:57.401424] [INFO ] [CONFIGURE ] CGV: DISCARDED add_volume_price_divergence (score: 0.00%) [2025-09-28T03:54:57.401484] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2797 tests [2025-09-28T03:54:57.401530] [INFO ] [CONFIGURE ] CGV: Testing feature 28/29: add_volume_profile [2025-09-28T03:54:57.401567] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_volume_profile'] [2025-09-28T03:54:57.529429] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:57.656250] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:57.778990] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T03:54:57.904078] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T03:54:58.029752] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:54:58.156590] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:54:58.281399] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:58.405583] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:58.534771] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:58.661005] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:54:58.661226] [INFO ] [CONFIGURE ] CGV: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T03:54:58.661309] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2796 tests [2025-09-28T03:54:58.661386] [INFO ] [CONFIGURE ] CGV: Testing feature 29/29: add_vwap [2025-09-28T03:54:58.661461] [INFO ] [CONFIGURE ] CGV: Testing with features: ['add_pbf_morning_momentum', 'add_vwap'] [2025-09-28T03:54:58.794401] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:54:58.919171] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:54:59.046492] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:54:59.171460] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:54:59.300019] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:54:59.426980] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:54:59.553291] [DEBUG] [FORECASTER] CGV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:54:59.683147] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:54:59.812082] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:54:59.946863] [DEBUG] [FORECASTER] CGV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:54:59.947073] [INFO ] [CONFIGURE ] CGV: DISCARDED add_vwap (score: 70.00%) [2025-09-28T03:54:59.947153] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2795 tests [2025-09-28T03:54:59.947264] [INFO ] [CONFIGURE ] CGV: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:54:59.947337] [INFO ] [CONFIGURE ] CGV: Best accuracy: 70.00% [2025-09-28T03:54:59.947409] [INFO ] [CONFIGURE ] CGV: Best feature set (1 features): ['add_pbf_morning_momentum'] [2025-09-28T03:54:59.947478] [INFO ] [CONFIGURE ] CGV: Improvement over baseline: 10.00% [2025-09-28T03:54:59.947544] [INFO ] [CONFIGURE ] CGV: Total time: 37.1 seconds [2025-09-28T03:54:59.947612] [INFO ] [CONFIGURE ] CGV: Average time per feature: 1.3 seconds [2025-09-28T03:54:59.947712] [INFO ] [CONFIGURE ] CGV: Average speed: 0.78 features/sec [2025-09-28T03:54:59.948803] [INFO ] [LOCAL ] Saved configuration for CGV: 1 features, 70.00% accuracy -> ./output/feature-sets/CGV.json [2025-09-28T03:54:59.948904] [INFO ] [CONFIGURE ] CGV: Configuration saved successfully: 1 features, 70.00% accuracy. [2025-09-28T03:54:59.949025] [INFO ] [sig ] [39/135] Successfully configured CGV | 0.02 sym/s | Total: 29.8m | ETA: 1.2h [2025-09-28T03:54:59.949131] [INFO ] [sig ] [40/135] Configuring CINT... [2025-09-28T03:54:59.949268] [INFO ] [CONFIGURE ] CINT: Configurate test run. [2025-09-28T03:54:59.949389] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CINT' from 'https://tdm.silogroup.org/data/derivative_storage/CINT.csv'. [2025-09-28T03:55:00.068308] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CINT'. [2025-09-28T03:55:00.068885] [INFO ] [CONFIGURE ] CINT: Testing with 29 available features [2025-09-28T03:55:00.068966] [INFO ] [CONFIGURE ] CINT: Establishing baseline with no features... [2025-09-28T03:55:00.177579] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:00.285760] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:00.395822] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:00.507146] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:00.620428] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:00.728324] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:00.838066] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:00.943434] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:01.057663] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:01.178845] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:01.179056] [INFO ] [CONFIGURE ] CINT: Baseline score (no features): 90.00% [2025-09-28T03:55:01.179139] [INFO ] [CONFIGURE ] CINT: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:55:01.179321] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:55:01.312329] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:01.453571] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:01.587630] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:01.727539] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:01.856670] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:01.983178] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:02.107451] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:02.241604] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:02.372791] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:02.508331] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:02.508563] [INFO ] [CONFIGURE ] CINT: DISCARDED add_bollinger_bands (score: 90.00%) [2025-09-28T03:55:02.508663] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2794 tests [2025-09-28T03:55:02.508748] [INFO ] [CONFIGURE ] CINT: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:55:02.508853] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:55:02.633707] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:02.762568] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:02.889920] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:03.021336] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:03.152823] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:03.288584] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:55:03.448482] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:03.586863] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:03.716327] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:03.851525] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:03.851817] [INFO ] [CONFIGURE ] CINT: DISCARDED add_cumulative_delta (score: 90.00%) [2025-09-28T03:55:03.851941] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2793 tests [2025-09-28T03:55:03.852037] [INFO ] [CONFIGURE ] CINT: Testing feature 3/29: add_daily_returns [2025-09-28T03:55:03.852145] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_daily_returns'] [2025-09-28T03:55:03.980003] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:04.103444] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:04.233409] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:04.370094] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:04.525728] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:04.709143] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:04.859964] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:04.995016] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:05.135339] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:05.263626] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:05.263868] [INFO ] [CONFIGURE ] CINT: DISCARDED add_daily_returns (score: 80.00%) [2025-09-28T03:55:05.263949] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2792 tests [2025-09-28T03:55:05.264025] [INFO ] [CONFIGURE ] CINT: Testing feature 4/29: add_ema [2025-09-28T03:55:05.264099] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_ema'] [2025-09-28T03:55:05.398311] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:05.534466] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:05.661178] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:05.789699] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:05.920571] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:06.046621] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:06.173691] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:55:06.306740] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:06.448270] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:06.582309] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:06.582523] [INFO ] [CONFIGURE ] CINT: DISCARDED add_ema (score: 70.00%) [2025-09-28T03:55:06.582602] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2791 tests [2025-09-28T03:55:06.582699] [INFO ] [CONFIGURE ] CINT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:55:06.582773] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:55:06.718167] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:06.856369] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:06.998382] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:07.139155] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:07.281892] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:07.426557] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:07.569868] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:07.711981] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:07.854356] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:08.006362] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:08.006612] [INFO ] [CONFIGURE ] CINT: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T03:55:08.006718] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2790 tests [2025-09-28T03:55:08.006818] [INFO ] [CONFIGURE ] CINT: Testing feature 6/29: add_failed_moves [2025-09-28T03:55:08.006896] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_failed_moves'] [2025-09-28T03:55:08.125521] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:08.243319] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:08.360133] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:08.479183] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:08.598316] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:08.716869] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:08.835428] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:08.961419] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:09.087053] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:09.211963] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:09.212147] [INFO ] [CONFIGURE ] CINT: DISCARDED add_failed_moves (score: 90.00%) [2025-09-28T03:55:09.212229] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2789 tests [2025-09-28T03:55:09.212304] [INFO ] [CONFIGURE ] CINT: Testing feature 7/29: add_lag_shelf [2025-09-28T03:55:09.212360] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_lag_shelf'] [2025-09-28T03:55:09.323441] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:09.441305] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:09.548740] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:09.656067] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:09.763214] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:09.871370] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:09.978360] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:10.085469] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:10.198803] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:10.311488] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:10.311730] [INFO ] [CONFIGURE ] CINT: DISCARDED add_lag_shelf (score: 90.00%) [2025-09-28T03:55:10.311815] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2788 tests [2025-09-28T03:55:10.311890] [INFO ] [CONFIGURE ] CINT: Testing feature 8/29: add_macd [2025-09-28T03:55:10.311965] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:55:10.458195] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:10.610575] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:10.762169] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:10.912574] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:11.070958] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:11.222395] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:11.373574] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:11.524964] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:11.682595] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:11.838909] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:11.839179] [INFO ] [CONFIGURE ] CINT: DISCARDED add_macd (score: 90.00%) [2025-09-28T03:55:11.839271] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2787 tests [2025-09-28T03:55:11.839349] [INFO ] [CONFIGURE ] CINT: Testing feature 9/29: add_mfi [2025-09-28T03:55:11.839423] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_mfi'] [2025-09-28T03:55:11.972011] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:12.105255] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:12.234638] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:12.364078] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:12.487190] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:12.613182] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:12.740839] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:12.867630] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:13.003125] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:13.140048] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:13.140299] [INFO ] [CONFIGURE ] CINT: DISCARDED add_mfi (score: 90.00%) [2025-09-28T03:55:13.140399] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2786 tests [2025-09-28T03:55:13.140495] [INFO ] [CONFIGURE ] CINT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:55:13.140589] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:55:13.291538] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:13.445723] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:13.595995] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:13.744069] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:13.894749] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:14.046073] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:55:14.199498] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:14.353380] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:14.500791] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:14.648638] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:14.648866] [INFO ] [CONFIGURE ] CINT: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T03:55:14.648982] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2785 tests [2025-09-28T03:55:14.649082] [INFO ] [CONFIGURE ] CINT: Testing feature 11/29: add_obv_daily [2025-09-28T03:55:14.649154] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily'] [2025-09-28T03:55:14.767807] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:14.887717] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:15.010042] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:15.134632] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:15.256873] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:15.381157] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:15.507285] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:15.640706] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:15.771002] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:15.894737] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:15.894943] [INFO ] [CONFIGURE ] CINT: KEPT add_obv_daily (score: 100.00%) [2025-09-28T03:55:15.895026] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2784 tests [2025-09-28T03:55:15.895104] [INFO ] [CONFIGURE ] CINT: Testing feature 12/29: add_obv_interval [2025-09-28T03:55:15.895179] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_obv_interval'] [2025-09-28T03:55:16.023863] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:16.153161] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:16.288112] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:16.418498] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:16.556520] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:16.689373] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:16.816348] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:16.942122] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:17.093626] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:17.236309] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:17.236563] [INFO ] [CONFIGURE ] CINT: DISCARDED add_obv_interval (score: 90.00%) [2025-09-28T03:55:17.236696] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2783 tests [2025-09-28T03:55:17.236826] [INFO ] [CONFIGURE ] CINT: Testing feature 13/29: add_opening_strength [2025-09-28T03:55:17.236928] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:55:17.385004] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:17.519596] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:17.655615] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:17.794157] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:17.955115] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:18.103867] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:18.244283] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:18.412367] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:18.572201] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:18.717978] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:18.718189] [INFO ] [CONFIGURE ] CINT: DISCARDED add_opening_strength (score: 80.00%) [2025-09-28T03:55:18.718272] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2782 tests [2025-09-28T03:55:18.718348] [INFO ] [CONFIGURE ] CINT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:55:18.718449] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T03:55:18.860970] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:19.002818] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:19.144519] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:19.290504] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:19.431499] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:19.576442] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:19.720087] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:19.866273] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:20.012539] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:20.157496] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:20.157718] [INFO ] [CONFIGURE ] CINT: DISCARDED add_order_flow_imbalance (score: 100.00%) [2025-09-28T03:55:20.157800] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2781 tests [2025-09-28T03:55:20.157877] [INFO ] [CONFIGURE ] CINT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:55:20.157949] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_pbf_morning_momentum'] [2025-09-28T03:55:20.291498] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:20.417227] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:20.544905] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:20.669929] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:20.799821] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:20.925619] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:21.058617] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:21.189744] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:21.318416] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:21.447768] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:21.447975] [INFO ] [CONFIGURE ] CINT: DISCARDED add_pbf_morning_momentum (score: 100.00%) [2025-09-28T03:55:21.448056] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2780 tests [2025-09-28T03:55:21.448133] [INFO ] [CONFIGURE ] CINT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:55:21.448208] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T03:55:21.588718] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:21.719505] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:21.853919] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:21.989210] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:22.124901] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:22.259966] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:22.393001] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:22.530528] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:22.661977] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:22.799184] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:22.799376] [INFO ] [CONFIGURE ] CINT: DISCARDED add_pbf_overnight_gap (score: 90.00%) [2025-09-28T03:55:22.799456] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2779 tests [2025-09-28T03:55:22.799532] [INFO ] [CONFIGURE ] CINT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:55:22.799604] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T03:55:22.939359] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:23.077150] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:23.226494] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:23.383385] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:23.546962] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:23.725055] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:23.893505] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:24.045774] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:24.183169] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:24.331702] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:24.331957] [INFO ] [CONFIGURE ] CINT: DISCARDED add_pbf_return_2d (score: 90.00%) [2025-09-28T03:55:24.332055] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2778 tests [2025-09-28T03:55:24.332147] [INFO ] [CONFIGURE ] CINT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:55:24.332235] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T03:55:24.495121] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:24.621034] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:24.741806] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:24.873109] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:25.002071] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:25.134867] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:25.268081] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:25.404721] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:25.536997] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:25.666743] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:25.666959] [INFO ] [CONFIGURE ] CINT: DISCARDED add_pbf_volatility_5d (score: 90.00%) [2025-09-28T03:55:25.667041] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2777 tests [2025-09-28T03:55:25.667117] [INFO ] [CONFIGURE ] CINT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:55:25.667597] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T03:55:25.794333] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:25.916911] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:26.043393] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:26.170299] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:26.300064] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:26.425666] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:26.556871] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:26.682252] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:26.808005] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:26.940545] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:26.940792] [INFO ] [CONFIGURE ] CINT: DISCARDED add_pbf_vs_sma_5 (score: 100.00%) [2025-09-28T03:55:26.940876] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2776 tests [2025-09-28T03:55:26.940952] [INFO ] [CONFIGURE ] CINT: Testing feature 20/29: add_price_rejection [2025-09-28T03:55:26.941024] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_price_rejection'] [2025-09-28T03:55:27.076961] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:27.213969] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:27.352718] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:27.500227] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:27.646460] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:27.794949] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:27.944779] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:28.100129] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:28.242996] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:28.389519] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:28.389771] [INFO ] [CONFIGURE ] CINT: DISCARDED add_price_rejection (score: 90.00%) [2025-09-28T03:55:28.389856] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2775 tests [2025-09-28T03:55:28.389934] [INFO ] [CONFIGURE ] CINT: Testing feature 21/29: add_range_position [2025-09-28T03:55:28.390008] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_range_position'] [2025-09-28T03:55:28.533330] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:28.676197] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:28.826229] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:28.977561] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:29.122465] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:29.267542] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:29.414098] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:29.569977] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:29.716698] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:29.867062] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:29.867270] [INFO ] [CONFIGURE ] CINT: DISCARDED add_range_position (score: 90.00%) [2025-09-28T03:55:29.867362] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2774 tests [2025-09-28T03:55:29.867448] [INFO ] [CONFIGURE ] CINT: Testing feature 22/29: add_realized_volatility [2025-09-28T03:55:29.867523] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_realized_volatility'] [2025-09-28T03:55:30.028563] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:30.200033] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:30.367921] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:30.525220] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:30.694549] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:30.862943] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:31.029525] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:31.196592] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:31.369261] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:31.539610] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:31.539829] [INFO ] [CONFIGURE ] CINT: DISCARDED add_realized_volatility (score: 100.00%) [2025-09-28T03:55:31.539910] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2773 tests [2025-09-28T03:55:31.539993] [INFO ] [CONFIGURE ] CINT: Testing feature 23/29: add_recent_range_context [2025-09-28T03:55:31.540079] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_recent_range_context'] [2025-09-28T03:55:31.678886] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:31.821440] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:31.961198] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:32.103847] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:32.246268] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:32.399885] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:32.559212] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:32.706314] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:32.856043] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:32.990243] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:32.990432] [INFO ] [CONFIGURE ] CINT: DISCARDED add_recent_range_context (score: 100.00%) [2025-09-28T03:55:32.990533] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2772 tests [2025-09-28T03:55:32.990612] [INFO ] [CONFIGURE ] CINT: Testing feature 24/29: add_rsi [2025-09-28T03:55:32.990712] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_ema', 'add_rsi'] [2025-09-28T03:55:33.140602] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:33.288830] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:33.448190] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:33.604666] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:33.760794] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:33.916358] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:34.077015] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:55:34.239946] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:34.404816] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:34.572029] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:34.572253] [INFO ] [CONFIGURE ] CINT: DISCARDED add_rsi (score: 80.00%) [2025-09-28T03:55:34.572340] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2771 tests [2025-09-28T03:55:34.572418] [INFO ] [CONFIGURE ] CINT: Testing feature 25/29: add_tick_distribution [2025-09-28T03:55:34.572493] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_tick_distribution'] [2025-09-28T03:55:34.704610] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:34.840027] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:34.973552] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:35.107201] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:35.242104] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:35.374172] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:35.504449] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:35.644096] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:35.786315] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:35.966468] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:35.966705] [INFO ] [CONFIGURE ] CINT: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T03:55:35.966827] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2770 tests [2025-09-28T03:55:35.966921] [INFO ] [CONFIGURE ] CINT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:55:35.967014] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T03:55:36.114711] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:55:36.251007] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:36.385917] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:36.522414] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:36.656923] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:36.794449] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:36.933581] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:37.074435] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:37.209873] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:37.345827] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:37.346033] [INFO ] [CONFIGURE ] CINT: DISCARDED add_volume_momentum_confirmation (score: 100.00%) [2025-09-28T03:55:37.346116] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2769 tests [2025-09-28T03:55:37.346193] [INFO ] [CONFIGURE ] CINT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:55:37.346266] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T03:55:37.495140] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:37.647066] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:37.796305] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:37.943290] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:38.090368] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:38.236179] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:38.381714] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:38.529323] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:38.675896] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:38.824156] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:38.824353] [INFO ] [CONFIGURE ] CINT: DISCARDED add_volume_price_divergence (score: 90.00%) [2025-09-28T03:55:38.824435] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2768 tests [2025-09-28T03:55:38.824513] [INFO ] [CONFIGURE ] CINT: Testing feature 28/29: add_volume_profile [2025-09-28T03:55:38.824586] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_volume_profile'] [2025-09-28T03:55:38.954046] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:39.113965] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:39.248894] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:39.379854] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:39.511803] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:39.649365] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:39.782676] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:39.916159] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:40.051789] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:40.186610] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:40.186857] [INFO ] [CONFIGURE ] CINT: DISCARDED add_volume_profile (score: 90.00%) [2025-09-28T03:55:40.186942] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2767 tests [2025-09-28T03:55:40.187016] [INFO ] [CONFIGURE ] CINT: Testing feature 29/29: add_vwap [2025-09-28T03:55:40.187089] [INFO ] [CONFIGURE ] CINT: Testing with features: ['add_obv_daily', 'add_vwap'] [2025-09-28T03:55:40.320507] [DEBUG] [FORECASTER] CINT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:40.487664] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T03:55:40.658754] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:55:40.837050] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:55:41.012135] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:55:41.161953] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:41.298241] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:55:41.437486] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:41.577626] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:41.722620] [DEBUG] [FORECASTER] CINT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:41.722863] [INFO ] [CONFIGURE ] CINT: DISCARDED add_vwap (score: 90.00%) [2025-09-28T03:55:41.722948] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2766 tests [2025-09-28T03:55:41.723029] [INFO ] [CONFIGURE ] CINT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:55:41.723109] [INFO ] [CONFIGURE ] CINT: Best accuracy: 100.00% [2025-09-28T03:55:41.723188] [INFO ] [CONFIGURE ] CINT: Best feature set (1 features): ['add_obv_daily'] [2025-09-28T03:55:41.723260] [INFO ] [CONFIGURE ] CINT: Improvement over baseline: 10.00% [2025-09-28T03:55:41.723330] [INFO ] [CONFIGURE ] CINT: Total time: 40.5 seconds [2025-09-28T03:55:41.723401] [INFO ] [CONFIGURE ] CINT: Average time per feature: 1.4 seconds [2025-09-28T03:55:41.723472] [INFO ] [CONFIGURE ] CINT: Average speed: 0.72 features/sec [2025-09-28T03:55:41.724024] [INFO ] [LOCAL ] Saved configuration for CINT: 1 features, 100.00% accuracy -> ./output/feature-sets/CINT.json [2025-09-28T03:55:41.724104] [INFO ] [CONFIGURE ] CINT: Configuration saved successfully: 1 features, 100.00% accuracy. [2025-09-28T03:55:41.724204] [INFO ] [sig ] [40/135] Successfully configured CINT | 0.02 sym/s | Total: 30.5m | ETA: 1.2h [2025-09-28T03:55:41.724282] [INFO ] [sig ] [41/135] Configuring CIO... [2025-09-28T03:55:41.724355] [INFO ] [CONFIGURE ] CIO: Configurate test run. [2025-09-28T03:55:41.724426] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CIO' from 'https://tdm.silogroup.org/data/derivative_storage/CIO.csv'. [2025-09-28T03:55:41.738145] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CIO'. [2025-09-28T03:55:41.738756] [INFO ] [CONFIGURE ] CIO: Testing with 29 available features [2025-09-28T03:55:41.738840] [INFO ] [CONFIGURE ] CIO: Establishing baseline with no features... [2025-09-28T03:55:41.857203] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:41.966725] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:42.079119] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:42.195802] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:42.306256] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:55:42.418563] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:55:42.540299] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:42.657520] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:42.774681] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:42.893070] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:55:42.893269] [INFO ] [CONFIGURE ] CIO: Baseline score (no features): 30.00% [2025-09-28T03:55:42.893351] [INFO ] [CONFIGURE ] CIO: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:55:42.893427] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:55:43.016096] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:43.140493] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:43.271892] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:43.396252] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:43.529459] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:55:43.660516] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:43.786928] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:43.917376] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:44.044303] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:44.171950] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:44.172154] [INFO ] [CONFIGURE ] CIO: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T03:55:44.172234] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2765 tests [2025-09-28T03:55:44.172310] [INFO ] [CONFIGURE ] CIO: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:55:44.172383] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:55:44.314476] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:44.465064] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:44.616527] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:44.768400] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:55:44.924445] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:55:45.084930] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:55:45.259034] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:45.402264] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:45.549588] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:45.697578] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:55:45.697797] [INFO ] [CONFIGURE ] CIO: DISCARDED add_cumulative_delta (score: 20.00%) [2025-09-28T03:55:45.697883] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2764 tests [2025-09-28T03:55:45.697991] [INFO ] [CONFIGURE ] CIO: Testing feature 3/29: add_daily_returns [2025-09-28T03:55:45.698064] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:55:45.824007] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:45.950560] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:46.083166] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:46.224205] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:46.362998] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:55:46.498095] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:46.663810] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:55:46.796135] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:46.931406] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:47.073185] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:47.073397] [INFO ] [CONFIGURE ] CIO: KEPT add_daily_returns (score: 60.00%) [2025-09-28T03:55:47.073480] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2763 tests [2025-09-28T03:55:47.073556] [INFO ] [CONFIGURE ] CIO: Testing feature 4/29: add_ema [2025-09-28T03:55:47.073632] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema'] [2025-09-28T03:55:47.228377] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:47.376911] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:47.526222] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:47.675437] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:47.820311] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:55:47.971217] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:48.132741] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:48.296085] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:48.459173] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:48.618967] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:55:48.619152] [INFO ] [CONFIGURE ] CIO: DISCARDED add_ema (score: 40.00%) [2025-09-28T03:55:48.619233] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2762 tests [2025-09-28T03:55:48.619309] [INFO ] [CONFIGURE ] CIO: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:55:48.619381] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:55:48.782266] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:48.943906] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:49.097767] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:55:49.258785] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:49.421813] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:55:49.587188] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:49.750478] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:49.916398] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:50.081700] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:50.251317] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:50.251525] [INFO ] [CONFIGURE ] CIO: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T03:55:50.251607] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2761 tests [2025-09-28T03:55:50.251706] [INFO ] [CONFIGURE ] CIO: Testing feature 6/29: add_failed_moves [2025-09-28T03:55:50.251815] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T03:55:50.384567] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:50.519524] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:50.662251] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:50.797120] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:50.938774] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:55:51.076093] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:51.214513] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:55:51.353342] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:51.490134] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:51.628637] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:51.628895] [INFO ] [CONFIGURE ] CIO: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:55:51.628977] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2760 tests [2025-09-28T03:55:51.629058] [INFO ] [CONFIGURE ] CIO: Testing feature 7/29: add_lag_shelf [2025-09-28T03:55:51.629117] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T03:55:51.770109] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:51.922098] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:52.062786] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:52.197558] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:52.331003] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:55:52.462188] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:52.597260] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:52.731488] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:52.863405] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:52.996876] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:52.997088] [INFO ] [CONFIGURE ] CIO: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:55:52.997169] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2759 tests [2025-09-28T03:55:52.997247] [INFO ] [CONFIGURE ] CIO: Testing feature 8/29: add_macd [2025-09-28T03:55:52.997303] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T03:55:53.167922] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:53.335545] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:53.504725] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:55:53.674579] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:53.847115] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:55:54.021595] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:54.198018] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:54.372297] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:54.549931] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:54.725146] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:54.725416] [INFO ] [CONFIGURE ] CIO: DISCARDED add_macd (score: 40.00%) [2025-09-28T03:55:54.725499] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2758 tests [2025-09-28T03:55:54.725582] [INFO ] [CONFIGURE ] CIO: Testing feature 9/29: add_mfi [2025-09-28T03:55:54.725679] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_mfi'] [2025-09-28T03:55:54.870044] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:55.020335] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:55.167343] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:55.312548] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:55.458136] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:55:55.603924] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:55.751570] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:55.905959] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:56.063437] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:55:56.215807] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:56.216038] [INFO ] [CONFIGURE ] CIO: DISCARDED add_mfi (score: 50.00%) [2025-09-28T03:55:56.216121] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2757 tests [2025-09-28T03:55:56.216197] [INFO ] [CONFIGURE ] CIO: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:55:56.216273] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:55:56.382159] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:56.546503] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:56.710727] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:56.874782] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:57.038097] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:55:57.194793] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:57.352239] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:57.515088] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:55:57.678723] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:57.837850] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:55:57.838061] [INFO ] [CONFIGURE ] CIO: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T03:55:57.838144] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2756 tests [2025-09-28T03:55:57.838217] [INFO ] [CONFIGURE ] CIO: Testing feature 11/29: add_obv_daily [2025-09-28T03:55:57.838272] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_daily'] [2025-09-28T03:55:57.971601] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:58.108121] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:58.249981] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:55:58.393114] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:58.535081] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:55:58.678468] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:55:58.819517] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:55:58.960589] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:55:59.101714] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:55:59.245850] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:55:59.246047] [INFO ] [CONFIGURE ] CIO: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T03:55:59.246126] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2755 tests [2025-09-28T03:55:59.246200] [INFO ] [CONFIGURE ] CIO: Testing feature 12/29: add_obv_interval [2025-09-28T03:55:59.246264] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_interval'] [2025-09-28T03:55:59.380085] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:55:59.511562] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:55:59.650042] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:55:59.792249] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:55:59.923910] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:00.062912] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:00.205109] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:00.344792] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:00.483783] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:00.633490] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:00.633756] [INFO ] [CONFIGURE ] CIO: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:56:00.633841] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2754 tests [2025-09-28T03:56:00.633919] [INFO ] [CONFIGURE ] CIO: Testing feature 13/29: add_opening_strength [2025-09-28T03:56:00.633982] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:56:00.796537] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:00.933912] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:01.099496] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:01.242387] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:01.383868] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:01.549734] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:01.694247] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:01.845830] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:01.992435] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:02.147096] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:02.147339] [INFO ] [CONFIGURE ] CIO: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T03:56:02.147425] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2753 tests [2025-09-28T03:56:02.147505] [INFO ] [CONFIGURE ] CIO: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:56:02.147581] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T03:56:02.296164] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:02.439419] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:02.585379] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:02.732717] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:02.903402] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:03.059053] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:03.216133] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:03.378939] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:03.534412] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:03.685415] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:03.685615] [INFO ] [CONFIGURE ] CIO: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T03:56:03.685727] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2752 tests [2025-09-28T03:56:03.685802] [INFO ] [CONFIGURE ] CIO: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:56:03.685858] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T03:56:03.814593] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:03.950993] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:04.084523] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:04.225484] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:04.368627] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:04.506589] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:04.644566] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:04.782343] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:04.924490] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:05.061775] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:05.061983] [INFO ] [CONFIGURE ] CIO: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:56:05.062070] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2751 tests [2025-09-28T03:56:05.062147] [INFO ] [CONFIGURE ] CIO: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:56:05.062220] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T03:56:05.205803] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:05.345439] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:05.485216] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:05.627681] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:05.774718] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:05.919006] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:06.077945] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:06.230886] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:06.380365] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:06.530021] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:06.530265] [INFO ] [CONFIGURE ] CIO: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T03:56:06.530347] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2750 tests [2025-09-28T03:56:06.530424] [INFO ] [CONFIGURE ] CIO: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:56:06.530500] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T03:56:06.676481] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:06.822907] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:06.972174] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:07.119025] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:07.267997] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:07.417060] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:07.565711] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:07.715914] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:07.864361] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:08.013667] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:08.013896] [INFO ] [CONFIGURE ] CIO: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:56:08.013979] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2749 tests [2025-09-28T03:56:08.014057] [INFO ] [CONFIGURE ] CIO: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:56:08.014112] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T03:56:08.145354] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:08.278985] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:08.413813] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:08.548344] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:08.683452] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:08.835772] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:08.971180] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:09.108264] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:09.252187] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:09.392670] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:09.392886] [INFO ] [CONFIGURE ] CIO: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:56:09.392989] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2748 tests [2025-09-28T03:56:09.393065] [INFO ] [CONFIGURE ] CIO: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:56:09.393119] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T03:56:09.527539] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:09.662138] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:09.806033] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:09.946724] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:10.090260] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:10.237137] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:10.387486] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:10.536240] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:10.680178] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:10.827903] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:10.828130] [INFO ] [CONFIGURE ] CIO: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T03:56:10.828226] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2747 tests [2025-09-28T03:56:10.828327] [INFO ] [CONFIGURE ] CIO: Testing feature 20/29: add_price_rejection [2025-09-28T03:56:10.828414] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_price_rejection'] [2025-09-28T03:56:10.983342] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:11.139193] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:11.299609] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:11.456623] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:11.608583] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:11.763526] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:11.925175] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:12.083311] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:12.249039] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:12.396712] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:56:12.396962] [INFO ] [CONFIGURE ] CIO: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T03:56:12.397046] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2746 tests [2025-09-28T03:56:12.397122] [INFO ] [CONFIGURE ] CIO: Testing feature 21/29: add_range_position [2025-09-28T03:56:12.397177] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_range_position'] [2025-09-28T03:56:12.558746] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:12.711329] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:12.868857] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:13.028146] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:13.184072] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:13.341404] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:13.492212] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:13.645601] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:13.801676] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:13.963786] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:13.964006] [INFO ] [CONFIGURE ] CIO: DISCARDED add_range_position (score: 30.00%) [2025-09-28T03:56:13.964089] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2745 tests [2025-09-28T03:56:13.964142] [INFO ] [CONFIGURE ] CIO: Testing feature 22/29: add_realized_volatility [2025-09-28T03:56:13.964183] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_realized_volatility'] [2025-09-28T03:56:14.130399] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:14.316009] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:14.505921] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:14.699628] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:14.895665] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:15.115417] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:15.367894] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:15.566983] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:15.758606] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:15.940116] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:56:15.940365] [INFO ] [CONFIGURE ] CIO: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:56:15.940449] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2744 tests [2025-09-28T03:56:15.940528] [INFO ] [CONFIGURE ] CIO: Testing feature 23/29: add_recent_range_context [2025-09-28T03:56:15.940601] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_recent_range_context'] [2025-09-28T03:56:16.082358] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:16.218758] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:16.363215] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:16.503034] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:16.643803] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:16.790382] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:16.931841] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:17.078410] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:17.241162] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:17.384718] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:17.384969] [INFO ] [CONFIGURE ] CIO: DISCARDED add_recent_range_context (score: 30.00%) [2025-09-28T03:56:17.385054] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2743 tests [2025-09-28T03:56:17.385190] [INFO ] [CONFIGURE ] CIO: Testing feature 24/29: add_rsi [2025-09-28T03:56:17.385267] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T03:56:17.543136] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:17.719924] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:17.882771] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:18.049625] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:18.248240] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:18.419292] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:18.591766] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:18.792246] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:18.961825] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:19.162390] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:56:19.162633] [INFO ] [CONFIGURE ] CIO: DISCARDED add_rsi (score: 20.00%) [2025-09-28T03:56:19.162749] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2742 tests [2025-09-28T03:56:19.162829] [INFO ] [CONFIGURE ] CIO: Testing feature 25/29: add_tick_distribution [2025-09-28T03:56:19.162903] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_tick_distribution'] [2025-09-28T03:56:19.301023] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:19.443903] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:19.596533] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:19.742478] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:19.882672] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:20.027870] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:20.168973] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:20.310059] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:20.458246] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:20.601763] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:56:20.602030] [INFO ] [CONFIGURE ] CIO: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T03:56:20.602168] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2741 tests [2025-09-28T03:56:20.602254] [INFO ] [CONFIGURE ] CIO: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:56:20.602333] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T03:56:20.745329] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:20.888511] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:21.029551] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:21.173267] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:21.321214] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:21.478353] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:21.654744] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:21.800424] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:21.948548] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:22.094535] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:56:22.094749] [INFO ] [CONFIGURE ] CIO: DISCARDED add_volume_momentum_confirmation (score: 10.00%) [2025-09-28T03:56:22.094830] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2740 tests [2025-09-28T03:56:22.094906] [INFO ] [CONFIGURE ] CIO: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:56:22.094979] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T03:56:22.243075] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:22.392810] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:22.548801] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:22.703254] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:22.864086] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:23.020378] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:23.171380] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:23.326980] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:23.486478] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:23.653902] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:23.654108] [INFO ] [CONFIGURE ] CIO: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T03:56:23.654209] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2739 tests [2025-09-28T03:56:23.654331] [INFO ] [CONFIGURE ] CIO: Testing feature 28/29: add_volume_profile [2025-09-28T03:56:23.654424] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_profile'] [2025-09-28T03:56:23.806238] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:23.958165] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:24.112435] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:24.269466] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:24.426474] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:24.579780] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:24.731497] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:24.884203] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:25.037902] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:25.190118] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:25.190371] [INFO ] [CONFIGURE ] CIO: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T03:56:25.190471] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2738 tests [2025-09-28T03:56:25.190573] [INFO ] [CONFIGURE ] CIO: Testing feature 29/29: add_vwap [2025-09-28T03:56:25.190688] [INFO ] [CONFIGURE ] CIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap'] [2025-09-28T03:56:25.342546] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:56:25.496965] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T03:56:25.656438] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:25.798516] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:25.940903] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:26.087815] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:56:26.232429] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:26.373092] [DEBUG] [FORECASTER] CIO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:26.530413] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:26.676771] [DEBUG] [FORECASTER] CIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:26.676995] [INFO ] [CONFIGURE ] CIO: DISCARDED add_vwap (score: 40.00%) [2025-09-28T03:56:26.677077] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2737 tests [2025-09-28T03:56:26.677179] [INFO ] [CONFIGURE ] CIO: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:56:26.677256] [INFO ] [CONFIGURE ] CIO: Best accuracy: 60.00% [2025-09-28T03:56:26.677328] [INFO ] [CONFIGURE ] CIO: Best feature set (2 features): ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:56:26.677399] [INFO ] [CONFIGURE ] CIO: Improvement over baseline: 30.00% [2025-09-28T03:56:26.677466] [INFO ] [CONFIGURE ] CIO: Total time: 43.8 seconds [2025-09-28T03:56:26.677570] [INFO ] [CONFIGURE ] CIO: Average time per feature: 1.5 seconds [2025-09-28T03:56:26.677662] [INFO ] [CONFIGURE ] CIO: Average speed: 0.66 features/sec [2025-09-28T03:56:26.678270] [INFO ] [LOCAL ] Saved configuration for CIO: 2 features, 60.00% accuracy -> ./output/feature-sets/CIO.json [2025-09-28T03:56:26.678349] [INFO ] [CONFIGURE ] CIO: Configuration saved successfully: 2 features, 60.00% accuracy. [2025-09-28T03:56:26.678459] [INFO ] [sig ] [41/135] Successfully configured CIO | 0.02 sym/s | Total: 31.3m | ETA: 1.2h [2025-09-28T03:56:26.678537] [INFO ] [sig ] [42/135] Configuring CLH... [2025-09-28T03:56:26.678609] [INFO ] [CONFIGURE ] CLH: Configurate test run. [2025-09-28T03:56:26.678705] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CLH' from 'https://tdm.silogroup.org/data/derivative_storage/CLH.csv'. [2025-09-28T03:56:26.898046] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CLH'. [2025-09-28T03:56:26.898546] [INFO ] [CONFIGURE ] CLH: Testing with 29 available features [2025-09-28T03:56:26.898624] [INFO ] [CONFIGURE ] CLH: Establishing baseline with no features... [2025-09-28T03:56:27.011750] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:27.134577] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:27.251444] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:27.366733] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:27.479882] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:27.594209] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:27.716156] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:56:27.831461] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:27.961192] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:28.082772] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:28.082990] [INFO ] [CONFIGURE ] CLH: Baseline score (no features): 50.00% [2025-09-28T03:56:28.083091] [INFO ] [CONFIGURE ] CLH: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:56:28.083167] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:56:28.211319] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:56:28.338810] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:56:28.465250] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:28.597591] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:28.729175] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:28.861406] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:28.992750] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:29.123157] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:29.256615] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:29.385240] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:29.385433] [INFO ] [CONFIGURE ] CLH: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T03:56:29.385513] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2736 tests [2025-09-28T03:56:29.385588] [INFO ] [CONFIGURE ] CLH: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:56:29.385684] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:56:29.520044] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:29.656316] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:56:29.787868] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:29.915730] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:30.045244] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:30.177061] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:30.305164] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:30.435410] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:30.573984] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:30.712449] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:30.712709] [INFO ] [CONFIGURE ] CLH: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T03:56:30.712800] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2735 tests [2025-09-28T03:56:30.712878] [INFO ] [CONFIGURE ] CLH: Testing feature 3/29: add_daily_returns [2025-09-28T03:56:30.712986] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns'] [2025-09-28T03:56:30.833482] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:30.953415] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:31.075986] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:31.202221] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:31.328405] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:31.452704] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:31.573847] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:31.698013] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:31.825982] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:31.951427] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:31.951693] [INFO ] [CONFIGURE ] CLH: KEPT add_daily_returns (score: 60.00%) [2025-09-28T03:56:31.951777] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2734 tests [2025-09-28T03:56:31.951863] [INFO ] [CONFIGURE ] CLH: Testing feature 4/29: add_ema [2025-09-28T03:56:31.951937] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T03:56:32.089248] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:32.222389] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:32.351319] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:32.484770] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:32.619429] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:32.760507] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:32.901467] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:33.058633] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:33.200411] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:33.347834] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:33.348139] [INFO ] [CONFIGURE ] CLH: DISCARDED add_ema (score: 60.00%) [2025-09-28T03:56:33.348238] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2733 tests [2025-09-28T03:56:33.348342] [INFO ] [CONFIGURE ] CLH: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:56:33.348421] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:56:33.495311] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:33.636330] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:33.784415] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:33.933210] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:34.091876] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:34.243510] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:34.396704] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:34.546049] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:34.691357] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:34.834427] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:34.834689] [INFO ] [CONFIGURE ] CLH: KEPT add_exhaustion_signals (score: 80.00%) [2025-09-28T03:56:34.834774] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2732 tests [2025-09-28T03:56:34.834849] [INFO ] [CONFIGURE ] CLH: Testing feature 6/29: add_failed_moves [2025-09-28T03:56:34.834905] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T03:56:34.982674] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:35.141112] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:35.296312] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:35.453509] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:35.613904] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:35.774859] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:35.940454] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:36.099989] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:36.276571] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:36.437623] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:36.437904] [INFO ] [CONFIGURE ] CLH: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:56:36.437988] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2731 tests [2025-09-28T03:56:36.438082] [INFO ] [CONFIGURE ] CLH: Testing feature 7/29: add_lag_shelf [2025-09-28T03:56:36.438158] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T03:56:36.578750] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:36.719267] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:36.864345] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:37.007191] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:37.154076] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:37.305396] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:37.458156] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:37.620066] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:37.775189] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:37.940591] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:37.940825] [INFO ] [CONFIGURE ] CLH: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:56:37.940935] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2730 tests [2025-09-28T03:56:37.941065] [INFO ] [CONFIGURE ] CLH: Testing feature 8/29: add_macd [2025-09-28T03:56:37.941163] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T03:56:38.128606] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:38.312260] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:38.498063] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:38.692691] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:38.883176] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:39.073598] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:39.265052] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:39.455011] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:39.655784] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:39.847766] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:39.848028] [INFO ] [CONFIGURE ] CLH: DISCARDED add_macd (score: 50.00%) [2025-09-28T03:56:39.848202] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2729 tests [2025-09-28T03:56:39.848319] [INFO ] [CONFIGURE ] CLH: Testing feature 9/29: add_mfi [2025-09-28T03:56:39.848421] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T03:56:40.023089] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:40.193914] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:40.365802] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:40.545193] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:40.723967] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:40.898235] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:41.078216] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:41.259262] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:41.448248] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:41.631113] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:41.631370] [INFO ] [CONFIGURE ] CLH: DISCARDED add_mfi (score: 70.00%) [2025-09-28T03:56:41.631485] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2728 tests [2025-09-28T03:56:41.631580] [INFO ] [CONFIGURE ] CLH: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:56:41.631702] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:56:41.821541] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:42.009510] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:42.205500] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:42.396891] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:42.592749] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:42.789825] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:42.990929] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:43.185002] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:43.386456] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:43.584387] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:43.584616] [INFO ] [CONFIGURE ] CLH: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T03:56:43.584929] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2727 tests [2025-09-28T03:56:43.585025] [INFO ] [CONFIGURE ] CLH: Testing feature 11/29: add_obv_daily [2025-09-28T03:56:43.585121] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T03:56:43.757711] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:43.915268] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:44.081834] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:44.252482] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:44.417527] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:44.572959] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:44.735676] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:44.940356] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:45.182330] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:45.374893] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:45.375098] [INFO ] [CONFIGURE ] CLH: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:56:45.375180] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2726 tests [2025-09-28T03:56:45.375363] [INFO ] [CONFIGURE ] CLH: Testing feature 12/29: add_obv_interval [2025-09-28T03:56:45.375465] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T03:56:45.559847] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:45.750546] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:56:45.946607] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:46.145678] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:46.311215] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:46.467171] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:46.622704] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:46.792458] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:46.944334] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:47.099834] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:47.100053] [INFO ] [CONFIGURE ] CLH: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T03:56:47.100140] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2725 tests [2025-09-28T03:56:47.100220] [INFO ] [CONFIGURE ] CLH: Testing feature 13/29: add_opening_strength [2025-09-28T03:56:47.100325] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_opening_strength'] [2025-09-28T03:56:47.254463] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:47.412772] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:56:47.582841] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:56:47.742234] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:47.894986] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:48.049843] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:48.212068] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:48.375386] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:48.539399] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:56:48.701235] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:48.701443] [INFO ] [CONFIGURE ] CLH: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T03:56:48.701523] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2724 tests [2025-09-28T03:56:48.701696] [INFO ] [CONFIGURE ] CLH: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:56:48.701771] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T03:56:48.870774] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:49.040572] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:49.207960] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:49.385119] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:49.559300] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:49.732326] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:49.897193] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:50.060766] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:50.230685] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:50.399129] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:50.399330] [INFO ] [CONFIGURE ] CLH: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:56:50.399410] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2723 tests [2025-09-28T03:56:50.399564] [INFO ] [CONFIGURE ] CLH: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:56:50.399675] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T03:56:50.540021] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:50.748999] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:50.909287] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:51.049623] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:51.197461] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:51.340591] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:51.485120] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:51.630167] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:51.776233] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:51.930025] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:51.930245] [INFO ] [CONFIGURE ] CLH: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T03:56:51.930352] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2722 tests [2025-09-28T03:56:51.930442] [INFO ] [CONFIGURE ] CLH: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:56:51.930530] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T03:56:52.098832] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:52.261081] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:52.415618] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:52.568957] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:52.720192] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:52.871168] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:53.025972] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:53.177503] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:53.333047] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:53.495601] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:53.495846] [INFO ] [CONFIGURE ] CLH: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:56:53.495952] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2721 tests [2025-09-28T03:56:53.496046] [INFO ] [CONFIGURE ] CLH: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:56:53.496135] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T03:56:53.662899] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:53.833861] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:53.991344] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:54.160772] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:54.323202] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:54.487182] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:54.649762] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:54.817900] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:54.978598] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:55.144432] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:55.144884] [INFO ] [CONFIGURE ] CLH: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T03:56:55.144983] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2720 tests [2025-09-28T03:56:55.145104] [INFO ] [CONFIGURE ] CLH: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:56:55.145218] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T03:56:55.302509] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:55.451774] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:55.602626] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:55.751192] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:55.899614] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:56.044047] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:56.194248] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:56.378289] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:56:56.552930] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:56.707329] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:56.707613] [INFO ] [CONFIGURE ] CLH: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:56:56.707771] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2719 tests [2025-09-28T03:56:56.707856] [INFO ] [CONFIGURE ] CLH: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:56:56.707944] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T03:56:56.863053] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:57.020985] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:57.185210] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:57.342096] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:56:57.502759] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:56:57.661724] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:57.815209] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:57.971544] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:58.125319] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:58.279573] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:58.279801] [INFO ] [CONFIGURE ] CLH: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:56:58.279884] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2718 tests [2025-09-28T03:56:58.280052] [INFO ] [CONFIGURE ] CLH: Testing feature 20/29: add_price_rejection [2025-09-28T03:56:58.280151] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T03:56:58.445056] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:56:58.609985] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:56:58.770498] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:56:58.936371] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:56:59.106340] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:56:59.271957] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:56:59.432880] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:56:59.599388] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:56:59.768798] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:56:59.931086] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:56:59.931274] [INFO ] [CONFIGURE ] CLH: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:56:59.931403] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2717 tests [2025-09-28T03:56:59.931494] [INFO ] [CONFIGURE ] CLH: Testing feature 21/29: add_range_position [2025-09-28T03:56:59.931581] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T03:57:00.100248] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:57:00.267244] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:00.441511] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:00.614608] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:00.787996] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:57:00.962447] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:01.145572] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:57:01.335637] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:57:01.517901] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:57:01.700924] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:01.701164] [INFO ] [CONFIGURE ] CLH: DISCARDED add_range_position (score: 50.00%) [2025-09-28T03:57:01.701247] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2716 tests [2025-09-28T03:57:01.701327] [INFO ] [CONFIGURE ] CLH: Testing feature 22/29: add_realized_volatility [2025-09-28T03:57:01.701400] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T03:57:01.903468] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:57:02.097977] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:02.282300] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:02.462969] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:02.647894] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:57:02.843242] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:03.026288] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:57:03.211134] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:57:03.402364] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:03.600536] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:03.600853] [INFO ] [CONFIGURE ] CLH: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T03:57:03.600996] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2715 tests [2025-09-28T03:57:03.601134] [INFO ] [CONFIGURE ] CLH: Testing feature 23/29: add_recent_range_context [2025-09-28T03:57:03.601254] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T03:57:03.764486] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:57:03.924178] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:04.094704] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:04.256933] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:04.421236] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:57:04.584397] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:04.748102] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:57:04.911534] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:57:05.075096] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:05.242967] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:05.243253] [INFO ] [CONFIGURE ] CLH: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:57:05.243445] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2714 tests [2025-09-28T03:57:05.243528] [INFO ] [CONFIGURE ] CLH: Testing feature 24/29: add_rsi [2025-09-28T03:57:05.243617] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T03:57:05.428163] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:57:05.614822] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:57:05.801097] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:05.975564] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:06.162927] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:57:06.359744] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:06.558238] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:57:06.750356] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:57:06.935033] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:07.138743] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:07.139032] [INFO ] [CONFIGURE ] CLH: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:57:07.139116] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.5s/test | Remaining: 2713 tests [2025-09-28T03:57:07.139196] [INFO ] [CONFIGURE ] CLH: Testing feature 25/29: add_tick_distribution [2025-09-28T03:57:07.139349] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T03:57:07.304217] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:57:07.519525] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:07.726857] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:07.930233] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:08.126927] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:57:08.314824] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:08.481752] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:57:08.644471] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:57:08.807115] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:08.966071] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:08.966322] [INFO ] [CONFIGURE ] CLH: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T03:57:08.966425] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2712 tests [2025-09-28T03:57:08.966518] [INFO ] [CONFIGURE ] CLH: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:57:08.966602] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T03:57:09.128586] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:57:09.288015] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:09.444979] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:09.602158] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:09.762086] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:57:09.914059] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:10.072537] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:57:10.235448] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:57:10.401919] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:10.573018] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:10.573211] [INFO ] [CONFIGURE ] CLH: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:57:10.573292] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2711 tests [2025-09-28T03:57:10.573368] [INFO ] [CONFIGURE ] CLH: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:57:10.573554] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T03:57:10.739966] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:57:10.906407] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:11.075162] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:11.245981] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:11.418890] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:57:11.595448] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:11.777536] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:57:11.950535] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T03:57:12.137740] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:57:12.308398] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:12.308622] [INFO ] [CONFIGURE ] CLH: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T03:57:12.308752] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2710 tests [2025-09-28T03:57:12.308846] [INFO ] [CONFIGURE ] CLH: Testing feature 28/29: add_volume_profile [2025-09-28T03:57:12.308919] [INFO ] [CONFIGURE ] CLH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T03:57:12.464915] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:57:12.639381] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:12.796180] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:12.956365] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:57:13.114063] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:57:13.276200] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:13.450214] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:57:13.623378] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T03:57:13.797335] [DEBUG] [FORECASTER] CLH: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:57:13.972606] [DEBUG] [FORECASTER] CLH: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:13.972972] [INFO ] [CONFIGURE ] CLH: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T03:57:13.973089] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2709 tests [2025-09-28T03:57:13.973312] [INFO ] [CONFIGURE ] CLH: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:57:13.973397] [INFO ] [CONFIGURE ] CLH: Best accuracy: 80.00% [2025-09-28T03:57:13.973504] [INFO ] [CONFIGURE ] CLH: Best feature set (3 features): ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:57:13.973671] [INFO ] [CONFIGURE ] CLH: Improvement over baseline: 30.00% [2025-09-28T03:57:13.973764] [INFO ] [CONFIGURE ] CLH: Total time: 45.9 seconds [2025-09-28T03:57:13.973870] [INFO ] [CONFIGURE ] CLH: Average time per feature: 1.6 seconds [2025-09-28T03:57:13.973975] [INFO ] [CONFIGURE ] CLH: Average speed: 0.63 features/sec [2025-09-28T03:57:13.975152] [INFO ] [LOCAL ] Saved configuration for CLH: 3 features, 80.00% accuracy -> ./output/feature-sets/CLH.json [2025-09-28T03:57:13.975259] [INFO ] [CONFIGURE ] CLH: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T03:57:13.975471] [INFO ] [sig ] [42/135] Successfully configured CLH | 0.02 sym/s | Total: 32.1m | ETA: 1.2h [2025-09-28T03:57:13.975585] [INFO ] [sig ] [43/135] Configuring CMA... [2025-09-28T03:57:13.975744] [INFO ] [CONFIGURE ] CMA: Configurate test run. [2025-09-28T03:57:13.975905] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CMA' from 'https://tdm.silogroup.org/data/derivative_storage/CMA.csv'. [2025-09-28T03:57:14.009475] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CMA'. [2025-09-28T03:57:14.010150] [INFO ] [CONFIGURE ] CMA: Testing with 29 available features [2025-09-28T03:57:14.010235] [INFO ] [CONFIGURE ] CMA: Establishing baseline with no features... [2025-09-28T03:57:14.130500] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:14.251084] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:14.373406] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:14.495319] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:14.615969] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:14.738780] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:14.860405] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:57:14.984007] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:15.108856] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:15.232291] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:15.232494] [INFO ] [CONFIGURE ] CMA: Baseline score (no features): 40.00% [2025-09-28T03:57:15.232697] [INFO ] [CONFIGURE ] CMA: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:57:15.232786] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:57:15.367002] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:15.502194] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:15.636108] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:15.773026] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:15.910180] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:57:16.047500] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:16.184146] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:16.321983] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:16.462910] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:16.602204] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:16.602407] [INFO ] [CONFIGURE ] CMA: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T03:57:16.602552] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2708 tests [2025-09-28T03:57:16.602636] [INFO ] [CONFIGURE ] CMA: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:57:16.602777] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T03:57:16.756888] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:16.911970] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:57:17.099474] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:17.246574] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:17.398371] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:17.550433] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:17.701621] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:17.848287] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:17.998420] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:18.154028] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:18.154262] [INFO ] [CONFIGURE ] CMA: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T03:57:18.154347] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2707 tests [2025-09-28T03:57:18.154513] [INFO ] [CONFIGURE ] CMA: Testing feature 3/29: add_daily_returns [2025-09-28T03:57:18.154586] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T03:57:18.287907] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:18.418622] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:18.550523] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:18.691597] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:18.822968] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:57:18.955316] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:19.086231] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:57:19.218200] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:19.354924] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:19.492583] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:19.492837] [INFO ] [CONFIGURE ] CMA: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T03:57:19.492945] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2706 tests [2025-09-28T03:57:19.493055] [INFO ] [CONFIGURE ] CMA: Testing feature 4/29: add_ema [2025-09-28T03:57:19.493152] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:57:19.682870] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:57:19.873399] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:20.015252] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:20.157905] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:20.314852] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:20.475388] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:20.621672] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:20.769835] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:20.929818] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:21.078531] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:21.078762] [INFO ] [CONFIGURE ] CMA: KEPT add_ema (score: 70.00%) [2025-09-28T03:57:21.078923] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2705 tests [2025-09-28T03:57:21.079008] [INFO ] [CONFIGURE ] CMA: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:57:21.079083] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:57:21.250669] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:21.421580] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:57:21.595886] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:21.811537] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:22.032963] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:57:22.230688] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:22.402981] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:22.584764] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:22.765263] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:22.967287] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:22.967502] [INFO ] [CONFIGURE ] CMA: DISCARDED add_exhaustion_signals (score: 30.00%) [2025-09-28T03:57:22.967566] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2704 tests [2025-09-28T03:57:22.967610] [INFO ] [CONFIGURE ] CMA: Testing feature 6/29: add_failed_moves [2025-09-28T03:57:22.967689] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_failed_moves'] [2025-09-28T03:57:23.120976] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:57:23.274589] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:23.429508] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:23.580326] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:23.729867] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:23.880598] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:24.037835] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:24.195567] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:24.349985] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:24.504636] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:24.504876] [INFO ] [CONFIGURE ] CMA: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T03:57:24.504957] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2703 tests [2025-09-28T03:57:24.505029] [INFO ] [CONFIGURE ] CMA: Testing feature 7/29: add_lag_shelf [2025-09-28T03:57:24.505104] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf'] [2025-09-28T03:57:24.650076] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:24.797076] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:24.938815] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:25.085961] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:25.227516] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:25.371198] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:25.516462] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:25.660380] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:25.811810] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:25.961202] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:25.961440] [INFO ] [CONFIGURE ] CMA: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T03:57:25.961552] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2702 tests [2025-09-28T03:57:25.961631] [INFO ] [CONFIGURE ] CMA: Testing feature 8/29: add_macd [2025-09-28T03:57:25.961726] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_macd'] [2025-09-28T03:57:26.141395] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:57:26.315876] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:57:26.493425] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:26.668612] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:26.858478] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:57:27.049443] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:27.245342] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:57:27.444179] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:27.647394] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:57:27.839309] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:27.839523] [INFO ] [CONFIGURE ] CMA: DISCARDED add_macd (score: 40.00%) [2025-09-28T03:57:27.839605] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2701 tests [2025-09-28T03:57:27.839781] [INFO ] [CONFIGURE ] CMA: Testing feature 9/29: add_mfi [2025-09-28T03:57:27.839837] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_mfi'] [2025-09-28T03:57:28.012129] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:28.179636] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:28.342500] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:28.506661] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:28.673328] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:28.840554] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:29.006939] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:29.174316] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:29.348521] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:29.512504] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:29.512974] [INFO ] [CONFIGURE ] CMA: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:57:29.513061] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2700 tests [2025-09-28T03:57:29.513138] [INFO ] [CONFIGURE ] CMA: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:57:29.513226] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:57:29.685851] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:29.858342] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:57:30.032558] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:30.202778] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:57:30.377388] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:30.555572] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:30.736377] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:30.923499] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:31.111738] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:31.321100] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:31.321346] [INFO ] [CONFIGURE ] CMA: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T03:57:31.321456] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2699 tests [2025-09-28T03:57:31.321546] [INFO ] [CONFIGURE ] CMA: Testing feature 11/29: add_obv_daily [2025-09-28T03:57:31.321620] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_daily'] [2025-09-28T03:57:31.474357] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:31.629466] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:57:31.783980] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:31.937106] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:32.093563] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:32.251278] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:32.409233] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:32.574384] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:32.739734] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:32.912129] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:32.912414] [INFO ] [CONFIGURE ] CMA: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T03:57:32.912498] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2698 tests [2025-09-28T03:57:32.912680] [INFO ] [CONFIGURE ] CMA: Testing feature 12/29: add_obv_interval [2025-09-28T03:57:32.912760] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_interval'] [2025-09-28T03:57:33.066661] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:33.223861] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:33.383434] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:33.543330] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:33.696012] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:33.851785] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:34.029817] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:34.202830] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:34.362792] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:34.513327] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:34.513531] [INFO ] [CONFIGURE ] CMA: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T03:57:34.513611] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2697 tests [2025-09-28T03:57:34.513708] [INFO ] [CONFIGURE ] CMA: Testing feature 13/29: add_opening_strength [2025-09-28T03:57:34.513863] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:57:34.678184] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:34.835395] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:57:34.992833] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:35.156314] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:35.322411] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:57:35.491004] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:35.653968] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:35.829957] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:35.998226] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:36.164304] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:36.164516] [INFO ] [CONFIGURE ] CMA: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T03:57:36.164622] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2696 tests [2025-09-28T03:57:36.164756] [INFO ] [CONFIGURE ] CMA: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:57:36.164834] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_order_flow_imbalance'] [2025-09-28T03:57:36.330554] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:36.494369] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:36.658632] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:36.821383] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:36.987982] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:37.158358] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:37.333301] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:37.507545] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:37.676382] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:37.848531] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:37.848753] [INFO ] [CONFIGURE ] CMA: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:57:37.848857] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2695 tests [2025-09-28T03:57:37.848947] [INFO ] [CONFIGURE ] CMA: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:57:37.849033] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum'] [2025-09-28T03:57:37.996955] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:38.148026] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:38.298529] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:38.453345] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:38.608984] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:38.760038] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:38.913951] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:39.067470] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:39.218662] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:39.365760] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:39.365946] [INFO ] [CONFIGURE ] CMA: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:57:39.366048] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2694 tests [2025-09-28T03:57:39.366135] [INFO ] [CONFIGURE ] CMA: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:57:39.366221] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_overnight_gap'] [2025-09-28T03:57:39.516401] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:39.671472] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:39.825974] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:39.990407] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:40.140302] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:40.293573] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:40.446030] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:40.606981] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:40.769192] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:40.931988] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:40.932188] [INFO ] [CONFIGURE ] CMA: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T03:57:40.932268] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2693 tests [2025-09-28T03:57:40.932436] [INFO ] [CONFIGURE ] CMA: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:57:40.932510] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_return_2d'] [2025-09-28T03:57:41.094587] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:41.261916] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:41.433275] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:41.600351] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:41.786842] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:41.973513] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:42.134510] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:42.319014] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:42.484569] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:42.650688] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:42.650909] [INFO ] [CONFIGURE ] CMA: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T03:57:42.651074] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2692 tests [2025-09-28T03:57:42.651155] [INFO ] [CONFIGURE ] CMA: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:57:42.651245] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_volatility_5d'] [2025-09-28T03:57:42.802303] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:57:42.947741] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:43.095623] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:43.241729] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:43.388240] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:43.539597] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:43.688691] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:57:43.844163] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:43.999802] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:44.167307] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:44.167576] [INFO ] [CONFIGURE ] CMA: DISCARDED add_pbf_volatility_5d (score: 30.00%) [2025-09-28T03:57:44.167801] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2691 tests [2025-09-28T03:57:44.167905] [INFO ] [CONFIGURE ] CMA: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:57:44.168007] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T03:57:44.334364] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:57:44.481945] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:44.631399] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:44.782406] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:44.933165] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:45.076290] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:45.233176] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:45.389266] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:45.540396] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:45.693587] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:45.693801] [INFO ] [CONFIGURE ] CMA: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T03:57:45.693889] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2690 tests [2025-09-28T03:57:45.693964] [INFO ] [CONFIGURE ] CMA: Testing feature 20/29: add_price_rejection [2025-09-28T03:57:45.694137] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection'] [2025-09-28T03:57:45.859011] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:46.018271] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:46.177518] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:46.341351] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:46.504873] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:46.668174] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:46.833294] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:47.003615] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:47.167070] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:47.326328] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:47.326541] [INFO ] [CONFIGURE ] CMA: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T03:57:47.326719] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2689 tests [2025-09-28T03:57:47.326821] [INFO ] [CONFIGURE ] CMA: Testing feature 21/29: add_range_position [2025-09-28T03:57:47.326918] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_range_position'] [2025-09-28T03:57:47.485960] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:47.647829] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:47.815499] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:47.994257] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:48.164364] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:48.329358] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:48.492807] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:57:48.659546] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:48.834431] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:49.009323] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:49.009550] [INFO ] [CONFIGURE ] CMA: DISCARDED add_range_position (score: 40.00%) [2025-09-28T03:57:49.009729] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2688 tests [2025-09-28T03:57:49.009814] [INFO ] [CONFIGURE ] CMA: Testing feature 22/29: add_realized_volatility [2025-09-28T03:57:49.009902] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_realized_volatility'] [2025-09-28T03:57:49.195321] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:49.387384] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:49.581483] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:49.768050] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:49.976274] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:50.168145] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:50.367734] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:50.567751] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:50.761283] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:50.950206] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:50.950439] [INFO ] [CONFIGURE ] CMA: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T03:57:50.950524] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2687 tests [2025-09-28T03:57:50.950705] [INFO ] [CONFIGURE ] CMA: Testing feature 23/29: add_recent_range_context [2025-09-28T03:57:50.950795] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_recent_range_context'] [2025-09-28T03:57:51.103575] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:51.257143] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:51.411609] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:51.567003] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:51.730094] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:51.890719] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:52.054755] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:52.220605] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:52.390126] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:52.558144] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:52.558374] [INFO ] [CONFIGURE ] CMA: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T03:57:52.558458] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2686 tests [2025-09-28T03:57:52.558629] [INFO ] [CONFIGURE ] CMA: Testing feature 24/29: add_rsi [2025-09-28T03:57:52.558731] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T03:57:52.713503] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:57:52.866764] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:57:53.021319] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:53.193451] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:53.361346] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:53.519436] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:57:53.689017] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:57:53.849838] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:54.019272] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:54.185349] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:54.185578] [INFO ] [CONFIGURE ] CMA: DISCARDED add_rsi (score: 40.00%) [2025-09-28T03:57:54.185713] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2685 tests [2025-09-28T03:57:54.185906] [INFO ] [CONFIGURE ] CMA: Testing feature 25/29: add_tick_distribution [2025-09-28T03:57:54.185998] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_tick_distribution'] [2025-09-28T03:57:54.338516] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:57:54.491326] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:54.644865] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:54.795672] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:54.949437] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:55.102775] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:55.253961] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:55.410878] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:57:55.571181] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:55.730815] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:55.731007] [INFO ] [CONFIGURE ] CMA: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T03:57:55.731088] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2684 tests [2025-09-28T03:57:55.731162] [INFO ] [CONFIGURE ] CMA: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:57:55.731318] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_momentum_confirmation'] [2025-09-28T03:57:55.893419] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:56.053767] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:56.215830] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:56.383199] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:56.546174] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:56.732785] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:56.900757] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T03:57:57.070360] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:57.235794] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T03:57:57.402977] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:57:57.403187] [INFO ] [CONFIGURE ] CMA: DISCARDED add_volume_momentum_confirmation (score: 30.00%) [2025-09-28T03:57:57.403271] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2683 tests [2025-09-28T03:57:57.403435] [INFO ] [CONFIGURE ] CMA: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:57:57.403592] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_price_divergence'] [2025-09-28T03:57:57.574785] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:57.750521] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:57:57.921770] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:57:58.090695] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:58.261391] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:57:58.433532] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:57:58.609521] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:57:58.782553] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:57:58.958670] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:57:59.136202] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:57:59.136442] [INFO ] [CONFIGURE ] CMA: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T03:57:59.136524] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2682 tests [2025-09-28T03:57:59.136707] [INFO ] [CONFIGURE ] CMA: Testing feature 28/29: add_volume_profile [2025-09-28T03:57:59.136820] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_profile'] [2025-09-28T03:57:59.295613] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:57:59.456679] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:57:59.620275] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:57:59.774176] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:57:59.951437] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:00.128160] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:58:00.323871] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:58:00.544466] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:00.773417] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:58:00.987705] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:58:00.987946] [INFO ] [CONFIGURE ] CMA: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T03:58:00.988037] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2681 tests [2025-09-28T03:58:00.988115] [INFO ] [CONFIGURE ] CMA: Testing feature 29/29: add_vwap [2025-09-28T03:58:00.988279] [INFO ] [CONFIGURE ] CMA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap'] [2025-09-28T03:58:01.154263] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T03:58:01.318946] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:01.477603] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:58:01.636883] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:58:01.809514] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:01.975923] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:58:02.144054] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T03:58:02.309416] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:02.470912] [DEBUG] [FORECASTER] CMA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T03:58:02.639197] [DEBUG] [FORECASTER] CMA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:02.639443] [INFO ] [CONFIGURE ] CMA: DISCARDED add_vwap (score: 40.00%) [2025-09-28T03:58:02.639617] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2680 tests [2025-09-28T03:58:02.639743] [INFO ] [CONFIGURE ] CMA: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:58:02.639833] [INFO ] [CONFIGURE ] CMA: Best accuracy: 70.00% [2025-09-28T03:58:02.639965] [INFO ] [CONFIGURE ] CMA: Best feature set (2 features): ['add_bollinger_bands', 'add_ema'] [2025-09-28T03:58:02.640042] [INFO ] [CONFIGURE ] CMA: Improvement over baseline: 30.00% [2025-09-28T03:58:02.640125] [INFO ] [CONFIGURE ] CMA: Total time: 47.4 seconds [2025-09-28T03:58:02.640209] [INFO ] [CONFIGURE ] CMA: Average time per feature: 1.6 seconds [2025-09-28T03:58:02.640293] [INFO ] [CONFIGURE ] CMA: Average speed: 0.61 features/sec [2025-09-28T03:58:02.641357] [INFO ] [LOCAL ] Saved configuration for CMA: 2 features, 70.00% accuracy -> ./output/feature-sets/CMA.json [2025-09-28T03:58:02.641440] [INFO ] [CONFIGURE ] CMA: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T03:58:02.641602] [INFO ] [sig ] [43/135] Successfully configured CMA | 0.02 sym/s | Total: 32.9m | ETA: 1.2h [2025-09-28T03:58:02.641722] [INFO ] [sig ] [44/135] Configuring CMP... [2025-09-28T03:58:02.641810] [INFO ] [CONFIGURE ] CMP: Configurate test run. [2025-09-28T03:58:02.641896] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CMP' from 'https://tdm.silogroup.org/data/derivative_storage/CMP.csv'. [2025-09-28T03:58:02.953689] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CMP'. [2025-09-28T03:58:02.954274] [INFO ] [CONFIGURE ] CMP: Testing with 29 available features [2025-09-28T03:58:02.954355] [INFO ] [CONFIGURE ] CMP: Establishing baseline with no features... [2025-09-28T03:58:03.073304] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:03.186761] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:03.306088] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:03.424960] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:03.555307] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:03.678351] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:03.793248] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:03.909159] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:04.033309] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:04.156415] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:04.156621] [INFO ] [CONFIGURE ] CMP: Baseline score (no features): 60.00% [2025-09-28T03:58:04.156741] [INFO ] [CONFIGURE ] CMP: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:58:04.156864] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:58:04.299759] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:04.430819] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:04.559114] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:04.685621] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:04.808415] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:04.936563] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:05.068240] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:05.196538] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:05.320019] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:05.445987] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:58:05.446290] [INFO ] [CONFIGURE ] CMP: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T03:58:05.446385] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2679 tests [2025-09-28T03:58:05.446464] [INFO ] [CONFIGURE ] CMP: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:58:05.446538] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:58:05.578323] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:58:05.713093] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:05.844972] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:05.976981] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:06.106303] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:06.244249] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:06.373673] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:06.506321] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:06.645058] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:06.780044] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:06.780249] [INFO ] [CONFIGURE ] CMP: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:58:06.780330] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2678 tests [2025-09-28T03:58:06.780405] [INFO ] [CONFIGURE ] CMP: Testing feature 3/29: add_daily_returns [2025-09-28T03:58:06.780476] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_daily_returns'] [2025-09-28T03:58:06.896077] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:07.016625] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:07.136844] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:07.248261] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:07.361244] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:07.476081] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:07.604303] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:07.730047] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:07.857727] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:07.977442] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:07.977667] [INFO ] [CONFIGURE ] CMP: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T03:58:07.977751] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2677 tests [2025-09-28T03:58:07.977824] [INFO ] [CONFIGURE ] CMP: Testing feature 4/29: add_ema [2025-09-28T03:58:07.977900] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_ema'] [2025-09-28T03:58:08.105131] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:58:08.234901] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:08.376681] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:08.521230] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:08.666151] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:08.808626] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:08.950190] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:09.106124] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:09.243818] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:09.376561] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:09.376906] [INFO ] [CONFIGURE ] CMP: DISCARDED add_ema (score: 50.00%) [2025-09-28T03:58:09.376993] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2676 tests [2025-09-28T03:58:09.377069] [INFO ] [CONFIGURE ] CMP: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:58:09.377142] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:58:09.523203] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:09.669558] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:09.815614] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:09.959999] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:10.107301] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:10.258560] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:10.414290] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:10.559675] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:10.706786] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:10.853010] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:10.853266] [INFO ] [CONFIGURE ] CMP: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T03:58:10.853354] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2675 tests [2025-09-28T03:58:10.853441] [INFO ] [CONFIGURE ] CMP: Testing feature 6/29: add_failed_moves [2025-09-28T03:58:10.853517] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_failed_moves'] [2025-09-28T03:58:11.011036] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:11.132025] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:11.250805] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:11.372464] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:11.493905] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:11.633038] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:11.754164] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:11.873489] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:11.995526] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:12.122523] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:12.122797] [INFO ] [CONFIGURE ] CMP: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:58:12.122877] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2674 tests [2025-09-28T03:58:12.122948] [INFO ] [CONFIGURE ] CMP: Testing feature 7/29: add_lag_shelf [2025-09-28T03:58:12.123022] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_lag_shelf'] [2025-09-28T03:58:12.231417] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:12.344282] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:12.463314] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:12.578680] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:12.687181] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:12.793634] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:12.900063] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:13.011317] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:13.121263] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:13.239475] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:13.239757] [INFO ] [CONFIGURE ] CMP: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:58:13.239838] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2673 tests [2025-09-28T03:58:13.239914] [INFO ] [CONFIGURE ] CMP: Testing feature 8/29: add_macd [2025-09-28T03:58:13.239967] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:58:13.385858] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:58:13.538813] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:13.709975] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:13.864586] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:14.016451] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:14.168599] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:14.319946] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:14.475192] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:14.633996] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:14.796636] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:14.796965] [INFO ] [CONFIGURE ] CMP: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:58:14.797050] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2672 tests [2025-09-28T03:58:14.797129] [INFO ] [CONFIGURE ] CMP: Testing feature 9/29: add_mfi [2025-09-28T03:58:14.797201] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_mfi'] [2025-09-28T03:58:14.917876] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:15.038199] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:15.159280] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:15.283412] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:15.410511] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:15.542618] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:15.681176] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:15.814912] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:15.941388] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:16.077842] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:16.078134] [INFO ] [CONFIGURE ] CMP: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:58:16.078218] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2671 tests [2025-09-28T03:58:16.078272] [INFO ] [CONFIGURE ] CMP: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:58:16.078339] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:58:16.218003] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:16.358515] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:16.501445] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:16.648174] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:16.786226] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:16.923476] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:17.060634] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:17.199138] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:17.343857] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:17.500974] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:17.501242] [INFO ] [CONFIGURE ] CMP: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T03:58:17.501345] [INFO ] [CONFIGURE ] JOB ETA: 1.2h | Avg: 1.6s/test | Remaining: 2670 tests [2025-09-28T03:58:17.501425] [INFO ] [CONFIGURE ] CMP: Testing feature 11/29: add_obv_daily [2025-09-28T03:58:17.501497] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_obv_daily'] [2025-09-28T03:58:17.628275] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:17.748115] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:17.876272] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:17.992364] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:18.108408] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:18.233322] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:18.367432] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:18.555724] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:18.736535] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:18.921735] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:58:18.921976] [INFO ] [CONFIGURE ] CMP: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T03:58:18.922074] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2669 tests [2025-09-28T03:58:18.922163] [INFO ] [CONFIGURE ] CMP: Testing feature 12/29: add_obv_interval [2025-09-28T03:58:18.922249] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_obv_interval'] [2025-09-28T03:58:19.087346] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:19.215421] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:19.340300] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:19.462166] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:19.587916] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:19.710704] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:19.832431] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:19.964843] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:20.094709] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:20.222875] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:20.223073] [INFO ] [CONFIGURE ] CMP: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:58:20.223156] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2668 tests [2025-09-28T03:58:20.223234] [INFO ] [CONFIGURE ] CMP: Testing feature 13/29: add_opening_strength [2025-09-28T03:58:20.223292] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T03:58:20.354502] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:20.490567] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:20.643291] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:20.777413] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:20.927613] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:21.067185] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:21.200292] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:21.329520] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:21.460555] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:21.598002] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:58:21.598298] [INFO ] [CONFIGURE ] CMP: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T03:58:21.598395] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2667 tests [2025-09-28T03:58:21.598500] [INFO ] [CONFIGURE ] CMP: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:58:21.598580] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T03:58:21.737999] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:58:21.874044] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:22.009379] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:22.143381] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:22.281860] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:22.421222] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:22.558248] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:22.698349] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:22.846632] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:22.988473] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:22.988739] [INFO ] [CONFIGURE ] CMP: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T03:58:22.988825] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2666 tests [2025-09-28T03:58:22.988913] [INFO ] [CONFIGURE ] CMP: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:58:22.988991] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T03:58:23.109887] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:23.223860] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:23.337775] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:23.455943] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:23.571383] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:23.685405] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:23.802804] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:23.919373] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:24.047719] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:24.164011] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:24.164227] [INFO ] [CONFIGURE ] CMP: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T03:58:24.164310] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2665 tests [2025-09-28T03:58:24.164386] [INFO ] [CONFIGURE ] CMP: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:58:24.164459] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T03:58:24.287672] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:24.405531] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:24.526412] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:24.658268] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:24.783986] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:24.913219] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:25.035539] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:25.163899] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:25.296047] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:25.423442] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:25.423626] [INFO ] [CONFIGURE ] CMP: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:58:25.423741] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2664 tests [2025-09-28T03:58:25.423818] [INFO ] [CONFIGURE ] CMP: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:58:25.423892] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_pbf_return_2d'] [2025-09-28T03:58:25.552915] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:25.687457] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:25.848394] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:25.986882] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:26.112317] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:26.238497] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:26.365072] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:26.494954] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:26.632934] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:26.776333] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:58:26.776565] [INFO ] [CONFIGURE ] CMP: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T03:58:26.776681] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2663 tests [2025-09-28T03:58:26.776764] [INFO ] [CONFIGURE ] CMP: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:58:26.776913] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T03:58:26.901880] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:27.023330] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:27.153287] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:27.268357] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:27.381972] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:27.569357] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:27.685915] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:27.806306] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:27.922991] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:28.044506] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:28.044718] [INFO ] [CONFIGURE ] CMP: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T03:58:28.044799] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2662 tests [2025-09-28T03:58:28.044874] [INFO ] [CONFIGURE ] CMP: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:58:28.044954] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T03:58:28.163730] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:28.283104] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:28.412591] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:28.530836] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:28.649361] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:28.764820] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:28.880297] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:28.997617] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:29.116744] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:29.234470] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:29.234677] [INFO ] [CONFIGURE ] CMP: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T03:58:29.234766] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2661 tests [2025-09-28T03:58:29.234842] [INFO ] [CONFIGURE ] CMP: Testing feature 20/29: add_price_rejection [2025-09-28T03:58:29.234916] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_price_rejection'] [2025-09-28T03:58:29.359628] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:29.483180] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:29.607207] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:29.733424] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:29.858819] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:29.986483] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:30.116018] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:30.242487] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:30.368674] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:30.500990] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:30.501265] [INFO ] [CONFIGURE ] CMP: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T03:58:30.501348] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2660 tests [2025-09-28T03:58:30.501451] [INFO ] [CONFIGURE ] CMP: Testing feature 21/29: add_range_position [2025-09-28T03:58:30.501550] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_range_position'] [2025-09-28T03:58:30.646842] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:30.828842] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:31.003902] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:31.177672] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:31.341886] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:31.512264] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:31.699673] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:31.906671] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:32.098926] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:58:32.259134] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:58:32.259345] [INFO ] [CONFIGURE ] CMP: DISCARDED add_range_position (score: 50.00%) [2025-09-28T03:58:32.259448] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2659 tests [2025-09-28T03:58:32.259556] [INFO ] [CONFIGURE ] CMP: Testing feature 22/29: add_realized_volatility [2025-09-28T03:58:32.259681] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_realized_volatility'] [2025-09-28T03:58:32.419018] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:32.609864] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:32.765274] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:32.924167] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:33.099505] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:33.267905] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:33.431028] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:33.584846] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:33.745448] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:33.900930] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:33.901124] [INFO ] [CONFIGURE ] CMP: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T03:58:33.901203] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2658 tests [2025-09-28T03:58:33.901297] [INFO ] [CONFIGURE ] CMP: Testing feature 23/29: add_recent_range_context [2025-09-28T03:58:33.901369] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_recent_range_context'] [2025-09-28T03:58:34.029592] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:34.147726] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:34.269282] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:34.389731] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:34.515477] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:34.641463] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:34.760954] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:34.884721] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:35.018837] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:35.140935] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:35.141142] [INFO ] [CONFIGURE ] CMP: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T03:58:35.141225] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2657 tests [2025-09-28T03:58:35.141314] [INFO ] [CONFIGURE ] CMP: Testing feature 24/29: add_rsi [2025-09-28T03:58:35.141390] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T03:58:35.285089] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:58:35.429811] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:35.573539] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:35.719834] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:35.872044] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:36.029962] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:36.186528] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:36.344459] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:36.494574] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:36.649030] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:58:36.649232] [INFO ] [CONFIGURE ] CMP: DISCARDED add_rsi (score: 60.00%) [2025-09-28T03:58:36.649317] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2656 tests [2025-09-28T03:58:36.649408] [INFO ] [CONFIGURE ] CMP: Testing feature 25/29: add_tick_distribution [2025-09-28T03:58:36.649494] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_tick_distribution'] [2025-09-28T03:58:36.780235] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:36.906488] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:37.030915] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:37.151439] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:37.276137] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:37.398946] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:37.523060] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:37.644083] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:37.771543] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:37.912696] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:37.912904] [INFO ] [CONFIGURE ] CMP: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T03:58:37.912990] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2655 tests [2025-09-28T03:58:37.913067] [INFO ] [CONFIGURE ] CMP: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:58:37.913141] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_volume_momentum_confirmation'] [2025-09-28T03:58:38.038231] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:38.162400] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:38.290989] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:38.413983] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:38.537823] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T03:58:38.666639] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:38.796918] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:38.921947] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:39.066987] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:39.192174] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:39.192377] [INFO ] [CONFIGURE ] CMP: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:58:39.192459] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2654 tests [2025-09-28T03:58:39.192560] [INFO ] [CONFIGURE ] CMP: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:58:39.192638] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_volume_price_divergence'] [2025-09-28T03:58:39.329849] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:39.460452] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:39.591969] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:39.726736] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:39.858503] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:39.987524] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:40.117767] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:40.252948] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:40.394091] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:40.540551] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:40.540794] [INFO ] [CONFIGURE ] CMP: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T03:58:40.540875] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2653 tests [2025-09-28T03:58:40.540951] [INFO ] [CONFIGURE ] CMP: Testing feature 28/29: add_volume_profile [2025-09-28T03:58:40.541025] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_volume_profile'] [2025-09-28T03:58:40.667013] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:40.787081] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:40.915493] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:41.049899] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:41.174901] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:41.313200] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:41.435485] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:41.563325] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:41.694479] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:41.823624] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T03:58:41.823864] [INFO ] [CONFIGURE ] CMP: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T03:58:41.823946] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2652 tests [2025-09-28T03:58:41.824048] [INFO ] [CONFIGURE ] CMP: Testing feature 29/29: add_vwap [2025-09-28T03:58:41.824126] [INFO ] [CONFIGURE ] CMP: Testing with features: ['add_vwap'] [2025-09-28T03:58:41.962961] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:58:42.088901] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:42.219684] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T03:58:42.355053] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T03:58:42.488101] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T03:58:42.622405] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:58:42.757279] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:58:42.890907] [DEBUG] [FORECASTER] CMP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:43.030210] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:43.169546] [DEBUG] [FORECASTER] CMP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T03:58:43.169777] [INFO ] [CONFIGURE ] CMP: DISCARDED add_vwap (score: 50.00%) [2025-09-28T03:58:43.169858] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2651 tests [2025-09-28T03:58:43.169992] [INFO ] [CONFIGURE ] CMP: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:58:43.170067] [INFO ] [CONFIGURE ] CMP: Best accuracy: 60.00% [2025-09-28T03:58:43.170136] [INFO ] [CONFIGURE ] CMP: Best feature set (0 features): [] [2025-09-28T03:58:43.170205] [INFO ] [CONFIGURE ] CMP: Improvement over baseline: 0.00% [2025-09-28T03:58:43.170271] [INFO ] [CONFIGURE ] CMP: Total time: 39.0 seconds [2025-09-28T03:58:43.170365] [INFO ] [CONFIGURE ] CMP: Average time per feature: 1.3 seconds [2025-09-28T03:58:43.170439] [INFO ] [CONFIGURE ] CMP: Average speed: 0.74 features/sec [2025-09-28T03:58:43.171536] [INFO ] [LOCAL ] Saved configuration for CMP: 0 features, 60.00% accuracy -> ./output/feature-sets/CMP.json [2025-09-28T03:58:43.171633] [INFO ] [CONFIGURE ] CMP: Configuration saved successfully: 0 features, 60.00% accuracy. [2025-09-28T03:58:43.171814] [INFO ] [sig ] [44/135] Successfully configured CMP | 0.02 sym/s | Total: 33.6m | ETA: 1.2h [2025-09-28T03:58:43.171924] [INFO ] [sig ] [45/135] Configuring CMRE... [2025-09-28T03:58:43.172020] [INFO ] [CONFIGURE ] CMRE: Configurate test run. [2025-09-28T03:58:43.172148] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CMRE' from 'https://tdm.silogroup.org/data/derivative_storage/CMRE.csv'. [2025-09-28T03:58:43.201088] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CMRE'. [2025-09-28T03:58:43.201706] [INFO ] [CONFIGURE ] CMRE: Testing with 29 available features [2025-09-28T03:58:43.201788] [INFO ] [CONFIGURE ] CMRE: Establishing baseline with no features... [2025-09-28T03:58:43.309014] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:43.421913] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:43.533316] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:58:43.642011] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:43.750793] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:43.859946] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:58:43.975302] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:44.088190] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:44.203811] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:58:44.315790] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:44.315990] [INFO ] [CONFIGURE ] CMRE: Baseline score (no features): 60.00% [2025-09-28T03:58:44.316071] [INFO ] [CONFIGURE ] CMRE: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:58:44.316144] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:58:44.442271] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:44.568387] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:44.693952] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:58:44.818889] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:44.942560] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:45.067700] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:58:45.193398] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:45.318129] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:45.443041] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:45.569022] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:45.569256] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T03:58:45.569362] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2650 tests [2025-09-28T03:58:45.569450] [INFO ] [CONFIGURE ] CMRE: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:58:45.569536] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:58:45.698369] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:45.832721] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:45.961598] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:58:46.095886] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:46.234114] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:46.364464] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:58:46.497323] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:46.629785] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:46.763017] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:58:46.899144] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:46.899363] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T03:58:46.899443] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2649 tests [2025-09-28T03:58:46.899518] [INFO ] [CONFIGURE ] CMRE: Testing feature 3/29: add_daily_returns [2025-09-28T03:58:46.899620] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_daily_returns'] [2025-09-28T03:58:47.015983] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:47.129889] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:58:47.245055] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:58:47.359192] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:47.474512] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:47.589990] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:58:47.718804] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:47.835391] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:47.954585] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:48.076627] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:58:48.076914] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T03:58:48.077023] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2648 tests [2025-09-28T03:58:48.077117] [INFO ] [CONFIGURE ] CMRE: Testing feature 4/29: add_ema [2025-09-28T03:58:48.077204] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema'] [2025-09-28T03:58:48.205952] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:48.339336] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:48.470074] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:58:48.600914] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:48.735324] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:48.870057] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:58:49.004751] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:49.142674] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:58:49.287193] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:49.424355] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:49.424603] [INFO ] [CONFIGURE ] CMRE: KEPT add_ema (score: 70.00%) [2025-09-28T03:58:49.424742] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2647 tests [2025-09-28T03:58:49.424826] [INFO ] [CONFIGURE ] CMRE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:58:49.424916] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:58:49.582919] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:49.737700] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:49.891138] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:58:50.046478] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:50.204766] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:50.369322] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:58:50.533939] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:50.695407] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:50.860060] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:51.018042] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:51.018264] [INFO ] [CONFIGURE ] CMRE: KEPT add_exhaustion_signals (score: 80.00%) [2025-09-28T03:58:51.018346] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2646 tests [2025-09-28T03:58:51.018423] [INFO ] [CONFIGURE ] CMRE: Testing feature 6/29: add_failed_moves [2025-09-28T03:58:51.018499] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T03:58:51.177088] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:51.334249] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:51.489804] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:58:51.648530] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:51.810467] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:51.972516] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:58:52.131775] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:52.291613] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:52.451704] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:52.613812] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:52.614020] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T03:58:52.614101] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2645 tests [2025-09-28T03:58:52.614154] [INFO ] [CONFIGURE ] CMRE: Testing feature 7/29: add_lag_shelf [2025-09-28T03:58:52.614194] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T03:58:52.769346] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:52.924970] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:53.097177] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:58:53.289539] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:53.496340] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:53.697061] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:58:53.886739] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:54.063496] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:54.249935] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:54.409902] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:54.410160] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T03:58:54.410244] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2644 tests [2025-09-28T03:58:54.410417] [INFO ] [CONFIGURE ] CMRE: Testing feature 8/29: add_macd [2025-09-28T03:58:54.410491] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T03:58:54.586952] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:54.766389] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:54.946721] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:58:55.127331] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:55.314414] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:55.496817] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:58:55.685247] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:55.872463] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:56.057433] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:56.244106] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:56.244324] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_macd (score: 80.00%) [2025-09-28T03:58:56.244405] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2643 tests [2025-09-28T03:58:56.244516] [INFO ] [CONFIGURE ] CMRE: Testing feature 9/29: add_mfi [2025-09-28T03:58:56.244603] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T03:58:56.415983] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:56.583485] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:56.753177] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:58:56.931729] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:57.109421] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:57.284994] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:58:57.464298] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:57.641931] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:57.812500] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:57.984936] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:57.985165] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_mfi (score: 80.00%) [2025-09-28T03:58:57.985246] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2642 tests [2025-09-28T03:58:57.985323] [INFO ] [CONFIGURE ] CMRE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:58:57.985427] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:58:58.163828] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:58:58.340577] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:58:58.516028] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:58:58.695737] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:58:58.880637] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:58:59.065085] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:58:59.254127] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:58:59.442535] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:58:59.629394] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:58:59.819970] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:58:59.820265] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T03:58:59.820351] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2641 tests [2025-09-28T03:58:59.820508] [INFO ] [CONFIGURE ] CMRE: Testing feature 11/29: add_obv_daily [2025-09-28T03:58:59.820599] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T03:58:59.981211] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:00.142783] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:00.309870] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:00.479607] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:00.649094] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:00.815150] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:00.983587] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:01.154439] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:01.324076] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:01.503109] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:01.503350] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T03:59:01.503435] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2640 tests [2025-09-28T03:59:01.503513] [INFO ] [CONFIGURE ] CMRE: Testing feature 12/29: add_obv_interval [2025-09-28T03:59:01.503620] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T03:59:01.671809] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:01.851753] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:02.025333] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:02.193999] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:02.360360] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:02.522576] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:02.685136] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:02.850960] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:03.025066] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:03.194538] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:03.194783] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T03:59:03.194890] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2639 tests [2025-09-28T03:59:03.195005] [INFO ] [CONFIGURE ] CMRE: Testing feature 13/29: add_opening_strength [2025-09-28T03:59:03.195095] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:59:03.371215] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:03.548617] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:03.727506] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:03.902930] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:04.087757] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:04.258894] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:04.426296] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:04.595527] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:04.766303] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:04.937953] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:04.938159] [INFO ] [CONFIGURE ] CMRE: KEPT add_opening_strength (score: 90.00%) [2025-09-28T03:59:04.938283] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2638 tests [2025-09-28T03:59:04.938365] [INFO ] [CONFIGURE ] CMRE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:59:04.938450] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_order_flow_imbalance'] [2025-09-28T03:59:05.129675] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:05.324044] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:05.533517] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:05.756419] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:05.959257] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:06.159066] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:59:06.355273] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:06.550987] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:06.744875] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:06.956527] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:06.956773] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:59:06.956908] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2637 tests [2025-09-28T03:59:06.957000] [INFO ] [CONFIGURE ] CMRE: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:59:06.957091] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_pbf_morning_momentum'] [2025-09-28T03:59:07.135163] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:07.315169] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:07.491200] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:07.666779] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:07.845138] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:08.022938] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:08.205235] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:08.389440] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:08.571838] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:08.790805] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:08.791091] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T03:59:08.791261] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2636 tests [2025-09-28T03:59:08.791318] [INFO ] [CONFIGURE ] CMRE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:59:08.791357] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap'] [2025-09-28T03:59:08.980055] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:09.167233] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:09.351407] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:09.538900] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:09.800515] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:10.033136] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:10.221248] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:10.410211] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:10.595500] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:10.783886] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:10.784103] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_pbf_overnight_gap (score: 90.00%) [2025-09-28T03:59:10.784210] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2635 tests [2025-09-28T03:59:10.784312] [INFO ] [CONFIGURE ] CMRE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:59:10.784404] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_pbf_return_2d'] [2025-09-28T03:59:10.978989] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:11.172285] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:11.366231] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:11.564858] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:11.765266] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:11.976082] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:12.171369] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:12.364070] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:12.562735] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:12.758832] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:12.759063] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T03:59:12.759184] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2634 tests [2025-09-28T03:59:12.759342] [INFO ] [CONFIGURE ] CMRE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:59:12.759415] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_pbf_volatility_5d'] [2025-09-28T03:59:12.935854] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:13.119040] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:13.301586] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:13.479915] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:13.665103] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:13.845223] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:59:14.035438] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:14.215682] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:14.398172] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:14.584704] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:14.584927] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T03:59:14.585034] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2633 tests [2025-09-28T03:59:14.585133] [INFO ] [CONFIGURE ] CMRE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:59:14.585228] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_pbf_vs_sma_5'] [2025-09-28T03:59:14.763953] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:14.943963] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:15.126470] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:15.309892] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:15.485496] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:15.658903] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:15.834820] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:16.009007] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:16.189085] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:16.382473] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:16.382697] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_pbf_vs_sma_5 (score: 90.00%) [2025-09-28T03:59:16.382780] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2632 tests [2025-09-28T03:59:16.382939] [INFO ] [CONFIGURE ] CMRE: Testing feature 20/29: add_price_rejection [2025-09-28T03:59:16.383026] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_price_rejection'] [2025-09-28T03:59:16.564173] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:16.742727] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:16.924595] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:17.113661] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:17.301912] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:17.500235] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:59:17.696203] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:17.898885] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:18.091469] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:18.278818] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:18.279013] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T03:59:18.279096] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2631 tests [2025-09-28T03:59:18.279173] [INFO ] [CONFIGURE ] CMRE: Testing feature 21/29: add_range_position [2025-09-28T03:59:18.279247] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_range_position'] [2025-09-28T03:59:18.475904] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:18.681102] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:18.873741] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:19.072852] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:19.263116] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:19.477878] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:19.685146] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:19.883736] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:20.079742] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:20.270851] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:20.271051] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_range_position (score: 80.00%) [2025-09-28T03:59:20.271131] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2630 tests [2025-09-28T03:59:20.271209] [INFO ] [CONFIGURE ] CMRE: Testing feature 22/29: add_realized_volatility [2025-09-28T03:59:20.271317] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_realized_volatility'] [2025-09-28T03:59:20.479214] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:20.692536] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:20.902300] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:21.115120] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:21.324584] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:21.540162] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:59:21.758269] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:21.969199] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:22.187027] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:22.410529] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:22.410811] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T03:59:22.410921] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2629 tests [2025-09-28T03:59:22.411016] [INFO ] [CONFIGURE ] CMRE: Testing feature 23/29: add_recent_range_context [2025-09-28T03:59:22.411106] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_recent_range_context'] [2025-09-28T03:59:22.596447] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:22.784431] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:22.967861] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:23.149380] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:23.342564] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:23.538788] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:23.741778] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:23.934202] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:24.123949] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:24.306725] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:24.306962] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_recent_range_context (score: 90.00%) [2025-09-28T03:59:24.307049] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2628 tests [2025-09-28T03:59:24.307125] [INFO ] [CONFIGURE ] CMRE: Testing feature 24/29: add_rsi [2025-09-28T03:59:24.307198] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_rsi'] [2025-09-28T03:59:24.487431] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:24.677423] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:24.874286] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:25.068950] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:25.259314] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:25.450688] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:59:25.664894] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:25.854403] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:26.046006] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:26.239695] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:26.239928] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_rsi (score: 70.00%) [2025-09-28T03:59:26.240012] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2627 tests [2025-09-28T03:59:26.240089] [INFO ] [CONFIGURE ] CMRE: Testing feature 25/29: add_tick_distribution [2025-09-28T03:59:26.240162] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_tick_distribution'] [2025-09-28T03:59:26.419287] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:26.598429] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:26.786861] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:26.989201] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:27.182758] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:27.370028] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:27.564382] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:27.755156] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:27.942073] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:28.132855] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:28.133087] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T03:59:28.133168] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2626 tests [2025-09-28T03:59:28.133244] [INFO ] [CONFIGURE ] CMRE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T03:59:28.133319] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_volume_momentum_confirmation'] [2025-09-28T03:59:28.314776] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:28.500787] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:28.686327] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:28.868621] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:29.051551] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:29.235151] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T03:59:29.419294] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:29.606356] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:29.790374] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:29.976087] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:29.976293] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T03:59:29.976373] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2625 tests [2025-09-28T03:59:29.976448] [INFO ] [CONFIGURE ] CMRE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T03:59:29.976522] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_volume_price_divergence'] [2025-09-28T03:59:30.167855] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:30.361120] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:30.551213] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:30.747361] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:30.941577] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:31.130476] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:31.325324] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:31.514979] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:31.709856] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:31.917111] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:31.917321] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_volume_price_divergence (score: 90.00%) [2025-09-28T03:59:31.917403] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2624 tests [2025-09-28T03:59:31.917480] [INFO ] [CONFIGURE ] CMRE: Testing feature 28/29: add_volume_profile [2025-09-28T03:59:31.917553] [INFO ] [CONFIGURE ] CMRE: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength', 'add_volume_profile'] [2025-09-28T03:59:32.125537] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T03:59:32.310696] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T03:59:32.492485] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:32.672976] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:32.849392] [DEBUG] [FORECASTER] CMRE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:33.030855] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T03:59:33.211236] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:33.392408] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:33.577586] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:33.766051] [DEBUG] [FORECASTER] CMRE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:33.766295] [INFO ] [CONFIGURE ] CMRE: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T03:59:33.766378] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2623 tests [2025-09-28T03:59:33.766478] [INFO ] [CONFIGURE ] CMRE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T03:59:33.766554] [INFO ] [CONFIGURE ] CMRE: Best accuracy: 90.00% [2025-09-28T03:59:33.766631] [INFO ] [CONFIGURE ] CMRE: Best feature set (5 features): ['add_ema', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:59:33.766729] [INFO ] [CONFIGURE ] CMRE: Improvement over baseline: 30.00% [2025-09-28T03:59:33.766824] [INFO ] [CONFIGURE ] CMRE: Total time: 49.5 seconds [2025-09-28T03:59:33.766897] [INFO ] [CONFIGURE ] CMRE: Average time per feature: 1.8 seconds [2025-09-28T03:59:33.766967] [INFO ] [CONFIGURE ] CMRE: Average speed: 0.59 features/sec [2025-09-28T03:59:33.767633] [INFO ] [LOCAL ] Saved configuration for CMRE: 5 features, 90.00% accuracy -> ./output/feature-sets/CMRE.json [2025-09-28T03:59:33.767737] [INFO ] [CONFIGURE ] CMRE: Configuration saved successfully: 5 features, 90.00% accuracy. [2025-09-28T03:59:33.767843] [INFO ] [sig ] [45/135] Successfully configured CMRE | 0.02 sym/s | Total: 34.4m | ETA: 1.1h [2025-09-28T03:59:33.767921] [INFO ] [sig ] [46/135] Configuring CNC... [2025-09-28T03:59:33.767994] [INFO ] [CONFIGURE ] CNC: Configurate test run. [2025-09-28T03:59:33.768064] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CNC' from 'https://tdm.silogroup.org/data/derivative_storage/CNC.csv'. [2025-09-28T03:59:33.879278] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CNC'. [2025-09-28T03:59:33.880035] [INFO ] [CONFIGURE ] CNC: Testing with 29 available features [2025-09-28T03:59:33.880114] [INFO ] [CONFIGURE ] CNC: Establishing baseline with no features... [2025-09-28T03:59:33.989629] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:34.103005] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:34.215173] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:34.331417] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:34.441168] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:34.552994] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:34.669109] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:34.786523] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:34.911680] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:35.026062] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:35.026259] [INFO ] [CONFIGURE ] CNC: Baseline score (no features): 60.00% [2025-09-28T03:59:35.026368] [INFO ] [CONFIGURE ] CNC: Testing feature 1/29: add_bollinger_bands [2025-09-28T03:59:35.026445] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_bollinger_bands'] [2025-09-28T03:59:35.149893] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:35.274388] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:35.407694] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:35.547569] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:35.677000] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:35.802940] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:35.929696] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:59:36.058342] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:36.192336] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:36.331428] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:36.331684] [INFO ] [CONFIGURE ] CNC: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T03:59:36.331770] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2622 tests [2025-09-28T03:59:36.331847] [INFO ] [CONFIGURE ] CNC: Testing feature 2/29: add_cumulative_delta [2025-09-28T03:59:36.331919] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_cumulative_delta'] [2025-09-28T03:59:36.475155] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:36.616590] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:36.754290] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:36.881820] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:37.007005] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:37.138184] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:37.267866] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:37.399679] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:37.533679] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:37.669874] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:37.670083] [INFO ] [CONFIGURE ] CNC: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T03:59:37.670164] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2621 tests [2025-09-28T03:59:37.670238] [INFO ] [CONFIGURE ] CNC: Testing feature 3/29: add_daily_returns [2025-09-28T03:59:37.670330] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_daily_returns'] [2025-09-28T03:59:37.788767] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:37.907105] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:38.025284] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:38.142856] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:38.262050] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:38.382080] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:38.502308] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:59:38.624368] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:38.746162] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:38.871170] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:38.871392] [INFO ] [CONFIGURE ] CNC: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T03:59:38.871479] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2620 tests [2025-09-28T03:59:38.871556] [INFO ] [CONFIGURE ] CNC: Testing feature 4/29: add_ema [2025-09-28T03:59:38.871630] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_ema'] [2025-09-28T03:59:39.017200] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:59:39.152284] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:39.285562] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:39.421300] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:39.555178] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:39.687133] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:39.822935] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:39.958969] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:59:40.095886] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:40.238727] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:40.239060] [INFO ] [CONFIGURE ] CNC: DISCARDED add_ema (score: 40.00%) [2025-09-28T03:59:40.239157] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2619 tests [2025-09-28T03:59:40.239269] [INFO ] [CONFIGURE ] CNC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T03:59:40.239349] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T03:59:40.387569] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:40.536615] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:40.682986] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:40.833400] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:40.986578] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:41.134292] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:41.287432] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:59:41.438070] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:41.591009] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:41.743556] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:41.743806] [INFO ] [CONFIGURE ] CNC: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T03:59:41.743903] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2618 tests [2025-09-28T03:59:41.743982] [INFO ] [CONFIGURE ] CNC: Testing feature 6/29: add_failed_moves [2025-09-28T03:59:41.744055] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_failed_moves'] [2025-09-28T03:59:41.864072] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:41.984499] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:42.111960] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:42.231284] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:42.351951] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:42.476359] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:42.601367] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:42.725084] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:42.854470] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:42.975361] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:42.975665] [INFO ] [CONFIGURE ] CNC: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T03:59:42.975754] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2617 tests [2025-09-28T03:59:42.975844] [INFO ] [CONFIGURE ] CNC: Testing feature 7/29: add_lag_shelf [2025-09-28T03:59:42.975921] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_lag_shelf'] [2025-09-28T03:59:43.086351] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:43.208603] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:43.325832] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:43.439443] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:43.551778] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:43.667486] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:43.780662] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:43.894790] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:44.016317] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:44.130319] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:44.130519] [INFO ] [CONFIGURE ] CNC: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T03:59:44.130601] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2616 tests [2025-09-28T03:59:44.130699] [INFO ] [CONFIGURE ] CNC: Testing feature 8/29: add_macd [2025-09-28T03:59:44.130773] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T03:59:44.279026] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:44.428844] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:44.582264] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T03:59:44.737528] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:44.885985] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:45.037865] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:45.192483] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:59:45.344104] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:59:45.498575] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:45.649778] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:45.649998] [INFO ] [CONFIGURE ] CNC: DISCARDED add_macd (score: 60.00%) [2025-09-28T03:59:45.650080] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2615 tests [2025-09-28T03:59:45.650158] [INFO ] [CONFIGURE ] CNC: Testing feature 9/29: add_mfi [2025-09-28T03:59:45.650231] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_mfi'] [2025-09-28T03:59:45.777418] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:45.903075] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:46.031577] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:46.159002] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:46.289191] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:46.419751] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:46.565586] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:46.695384] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:46.826335] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:46.958236] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:46.958438] [INFO ] [CONFIGURE ] CNC: DISCARDED add_mfi (score: 60.00%) [2025-09-28T03:59:46.958519] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2614 tests [2025-09-28T03:59:46.958597] [INFO ] [CONFIGURE ] CNC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T03:59:46.958695] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T03:59:47.102282] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:47.246254] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:47.393756] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:47.538116] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:47.687430] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:47.832149] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:47.975351] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:59:48.139379] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:48.299859] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:48.454086] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:48.454376] [INFO ] [CONFIGURE ] CNC: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T03:59:48.454461] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2613 tests [2025-09-28T03:59:48.454598] [INFO ] [CONFIGURE ] CNC: Testing feature 11/29: add_obv_daily [2025-09-28T03:59:48.454700] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily'] [2025-09-28T03:59:48.583249] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:48.722947] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:48.861087] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:48.996530] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:49.133299] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:49.270726] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:49.409562] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:49.546291] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:49.690171] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:49.833867] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:49.834156] [INFO ] [CONFIGURE ] CNC: KEPT add_obv_daily (score: 70.00%) [2025-09-28T03:59:49.834245] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2612 tests [2025-09-28T03:59:49.834325] [INFO ] [CONFIGURE ] CNC: Testing feature 12/29: add_obv_interval [2025-09-28T03:59:49.834402] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_obv_interval'] [2025-09-28T03:59:49.976794] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T03:59:50.113172] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:50.249810] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:50.396135] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:50.527124] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:50.655216] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:50.790082] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:50.924006] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:51.058090] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:51.197850] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:51.198115] [INFO ] [CONFIGURE ] CNC: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T03:59:51.198200] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2611 tests [2025-09-28T03:59:51.198277] [INFO ] [CONFIGURE ] CNC: Testing feature 13/29: add_opening_strength [2025-09-28T03:59:51.198349] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T03:59:51.336206] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:51.474906] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:51.620391] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:51.756626] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:51.892930] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:52.038375] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:52.180303] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:59:52.330931] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:52.475709] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:52.634437] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:52.634672] [INFO ] [CONFIGURE ] CNC: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T03:59:52.634758] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2610 tests [2025-09-28T03:59:52.634836] [INFO ] [CONFIGURE ] CNC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T03:59:52.634908] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T03:59:52.777588] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:52.914461] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:53.057591] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:53.195408] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:53.337900] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:53.487263] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:53.636837] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:53.780475] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:53.934201] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:54.085133] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:54.085336] [INFO ] [CONFIGURE ] CNC: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T03:59:54.085417] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2609 tests [2025-09-28T03:59:54.085496] [INFO ] [CONFIGURE ] CNC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T03:59:54.085580] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_pbf_morning_momentum'] [2025-09-28T03:59:54.208217] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:54.329027] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:54.450008] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:54.600345] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:54.759012] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:54.934250] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:55.086888] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:59:55.237038] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:59:55.382715] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:55.518166] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T03:59:55.518384] [INFO ] [CONFIGURE ] CNC: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T03:59:55.518465] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2608 tests [2025-09-28T03:59:55.518543] [INFO ] [CONFIGURE ] CNC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T03:59:55.518629] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T03:59:55.681263] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:55.826300] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:55.964606] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:56.103961] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T03:59:56.240070] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:56.378258] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:56.521915] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T03:59:56.663918] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T03:59:56.803051] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:56.939796] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:56.940002] [INFO ] [CONFIGURE ] CNC: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T03:59:56.940110] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2607 tests [2025-09-28T03:59:56.940189] [INFO ] [CONFIGURE ] CNC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T03:59:56.940262] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T03:59:57.076031] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:57.215181] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:57.351237] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:57.485412] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:57.630305] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T03:59:57.766595] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T03:59:57.904255] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:59:58.055513] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:58.192254] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T03:59:58.334396] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:58.334688] [INFO ] [CONFIGURE ] CNC: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T03:59:58.334771] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2606 tests [2025-09-28T03:59:58.334846] [INFO ] [CONFIGURE ] CNC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T03:59:58.334919] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T03:59:58.458294] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:58.586516] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T03:59:58.718417] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T03:59:58.846166] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T03:59:58.977106] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T03:59:59.111246] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T03:59:59.244400] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T03:59:59.377136] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T03:59:59.514051] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T03:59:59.643388] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T03:59:59.643587] [INFO ] [CONFIGURE ] CNC: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T03:59:59.643694] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2605 tests [2025-09-28T03:59:59.643769] [INFO ] [CONFIGURE ] CNC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T03:59:59.643843] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T03:59:59.767469] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T03:59:59.889453] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:00.015848] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:00.143819] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:00.272074] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:00.401592] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:00.533042] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:00.663163] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:00.793921] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:00:00.925203] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:00.925428] [INFO ] [CONFIGURE ] CNC: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:00:00.925509] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2604 tests [2025-09-28T04:00:00.925583] [INFO ] [CONFIGURE ] CNC: Testing feature 20/29: add_price_rejection [2025-09-28T04:00:00.925681] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_price_rejection'] [2025-09-28T04:00:01.062614] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:00:01.211383] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:01.371222] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:01.508678] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:01.649799] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:01.793100] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:01.940761] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:02.084240] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:02.257541] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:00:02.409141] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:02.409347] [INFO ] [CONFIGURE ] CNC: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:00:02.409427] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2603 tests [2025-09-28T04:00:02.409504] [INFO ] [CONFIGURE ] CNC: Testing feature 21/29: add_range_position [2025-09-28T04:00:02.409577] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_range_position'] [2025-09-28T04:00:02.566770] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:00:02.716112] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:02.868662] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:03.023395] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:03.186998] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:03.333331] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:03.490826] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:03.644876] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:03.796323] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:00:03.952824] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:03.953048] [INFO ] [CONFIGURE ] CNC: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:00:03.953133] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2602 tests [2025-09-28T04:00:03.953210] [INFO ] [CONFIGURE ] CNC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:00:03.953283] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_realized_volatility'] [2025-09-28T04:00:04.122193] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:00:04.379972] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:04.584676] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:04.832211] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:05.042894] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:05.271718] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:05.523042] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:05.755615] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:05.954111] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:00:06.127762] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:06.127984] [INFO ] [CONFIGURE ] CNC: DISCARDED add_realized_volatility (score: 30.00%) [2025-09-28T04:00:06.128066] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2601 tests [2025-09-28T04:00:06.128144] [INFO ] [CONFIGURE ] CNC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:00:06.128220] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_recent_range_context'] [2025-09-28T04:00:06.271036] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:00:06.409572] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:06.548755] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:06.706474] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:06.850120] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:06.991942] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:07.156091] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:07.296065] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:07.439493] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:00:07.582268] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:07.582467] [INFO ] [CONFIGURE ] CNC: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:00:07.582546] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2600 tests [2025-09-28T04:00:07.582639] [INFO ] [CONFIGURE ] CNC: Testing feature 24/29: add_rsi [2025-09-28T04:00:07.582736] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_ema', 'add_rsi'] [2025-09-28T04:00:07.753695] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:00:07.909813] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:08.063204] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:08.217274] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:08.370134] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:08.549980] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:08.718160] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:08.875313] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:09.030765] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:00:09.197274] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:09.197592] [INFO ] [CONFIGURE ] CNC: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:00:09.197724] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2599 tests [2025-09-28T04:00:09.197823] [INFO ] [CONFIGURE ] CNC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:00:09.197893] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_tick_distribution'] [2025-09-28T04:00:09.331469] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:00:09.462923] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:09.597543] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:09.747831] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:09.882475] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:10.024842] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:10.161188] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:10.296555] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:10.433081] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:00:10.571496] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:10.571780] [INFO ] [CONFIGURE ] CNC: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:00:10.571869] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2598 tests [2025-09-28T04:00:10.571946] [INFO ] [CONFIGURE ] CNC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:00:10.572024] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T04:00:10.715207] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:00:10.856723] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:11.002232] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:11.143576] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:11.301113] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:11.447987] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:11.584806] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:11.728848] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:11.871563] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:00:12.008622] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:12.008898] [INFO ] [CONFIGURE ] CNC: DISCARDED add_volume_momentum_confirmation (score: 30.00%) [2025-09-28T04:00:12.008984] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2597 tests [2025-09-28T04:00:12.009072] [INFO ] [CONFIGURE ] CNC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:00:12.009154] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T04:00:12.158792] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:00:12.304417] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:12.455131] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:12.603120] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:12.753827] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:12.914963] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:13.064487] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:13.214147] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:13.365564] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:00:13.521501] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:13.521745] [INFO ] [CONFIGURE ] CNC: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:00:13.521857] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2596 tests [2025-09-28T04:00:13.521939] [INFO ] [CONFIGURE ] CNC: Testing feature 28/29: add_volume_profile [2025-09-28T04:00:13.522031] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_volume_profile'] [2025-09-28T04:00:13.669156] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:00:13.803405] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:13.941124] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:14.078481] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:14.212721] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:14.353033] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:14.502832] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:14.639120] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:14.776324] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:00:14.915111] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:14.915420] [INFO ] [CONFIGURE ] CNC: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:00:14.915527] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2595 tests [2025-09-28T04:00:14.915684] [INFO ] [CONFIGURE ] CNC: Testing feature 29/29: add_vwap [2025-09-28T04:00:14.915779] [INFO ] [CONFIGURE ] CNC: Testing with features: ['add_obv_daily', 'add_vwap'] [2025-09-28T04:00:15.066596] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:00:15.215624] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:00:15.363853] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:00:15.511496] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:00:15.660593] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:15.811025] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:15.962147] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:16.113266] [DEBUG] [FORECASTER] CNC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:16.256626] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:00:16.401562] [DEBUG] [FORECASTER] CNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:16.401798] [INFO ] [CONFIGURE ] CNC: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:00:16.401881] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2594 tests [2025-09-28T04:00:16.402012] [INFO ] [CONFIGURE ] CNC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:00:16.402089] [INFO ] [CONFIGURE ] CNC: Best accuracy: 70.00% [2025-09-28T04:00:16.402161] [INFO ] [CONFIGURE ] CNC: Best feature set (1 features): ['add_obv_daily'] [2025-09-28T04:00:16.402231] [INFO ] [CONFIGURE ] CNC: Improvement over baseline: 10.00% [2025-09-28T04:00:16.402300] [INFO ] [CONFIGURE ] CNC: Total time: 41.4 seconds [2025-09-28T04:00:16.402369] [INFO ] [CONFIGURE ] CNC: Average time per feature: 1.4 seconds [2025-09-28T04:00:16.402439] [INFO ] [CONFIGURE ] CNC: Average speed: 0.70 features/sec [2025-09-28T04:00:16.403495] [INFO ] [LOCAL ] Saved configuration for CNC: 1 features, 70.00% accuracy -> ./output/feature-sets/CNC.json [2025-09-28T04:00:16.403592] [INFO ] [CONFIGURE ] CNC: Configuration saved successfully: 1 features, 70.00% accuracy. [2025-09-28T04:00:16.403752] [INFO ] [sig ] [46/135] Successfully configured CNC | 0.02 sym/s | Total: 35.1m | ETA: 1.1h [2025-09-28T04:00:16.403855] [INFO ] [sig ] [47/135] Configuring CNK... [2025-09-28T04:00:16.403953] [INFO ] [CONFIGURE ] CNK: Configurate test run. [2025-09-28T04:00:16.404075] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CNK' from 'https://tdm.silogroup.org/data/derivative_storage/CNK.csv'. [2025-09-28T04:00:16.433191] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CNK'. [2025-09-28T04:00:16.433780] [INFO ] [CONFIGURE ] CNK: Testing with 29 available features [2025-09-28T04:00:16.433861] [INFO ] [CONFIGURE ] CNK: Establishing baseline with no features... [2025-09-28T04:00:16.545596] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:16.657196] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:16.768874] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:16.879910] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:16.989872] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:17.102876] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:17.220440] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:17.336126] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:17.458379] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:17.577616] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:17.577818] [INFO ] [CONFIGURE ] CNK: Baseline score (no features): 50.00% [2025-09-28T04:00:17.577947] [INFO ] [CONFIGURE ] CNK: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:00:17.578026] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:00:17.704115] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:17.831160] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:17.961216] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:18.094377] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:18.220242] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:18.349241] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:18.477880] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:18.606992] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:18.739036] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:18.874574] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:18.874804] [INFO ] [CONFIGURE ] CNK: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:00:18.874889] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2593 tests [2025-09-28T04:00:18.874969] [INFO ] [CONFIGURE ] CNK: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:00:18.875047] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:00:19.006367] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:19.135598] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:00:19.266203] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:19.396552] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:19.531818] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:19.664023] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:19.797085] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:19.930586] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:20.061306] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:00:20.193873] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:20.194068] [INFO ] [CONFIGURE ] CNK: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:00:20.194146] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2592 tests [2025-09-28T04:00:20.194220] [INFO ] [CONFIGURE ] CNK: Testing feature 3/29: add_daily_returns [2025-09-28T04:00:20.194292] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_daily_returns'] [2025-09-28T04:00:20.310546] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:20.428928] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:20.548219] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:20.663811] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:00:20.802551] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:20.919443] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:21.033003] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:21.148022] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:21.265558] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:21.381960] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:21.382136] [INFO ] [CONFIGURE ] CNK: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:00:21.382215] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2591 tests [2025-09-28T04:00:21.382288] [INFO ] [CONFIGURE ] CNK: Testing feature 4/29: add_ema [2025-09-28T04:00:21.382361] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_ema'] [2025-09-28T04:00:21.520763] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:21.659619] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:21.791329] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:21.924547] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:22.055407] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:22.200122] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:22.373197] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:22.513189] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:22.683738] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:22.859095] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:22.859350] [INFO ] [CONFIGURE ] CNK: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:00:22.859445] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2590 tests [2025-09-28T04:00:22.859533] [INFO ] [CONFIGURE ] CNK: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:00:22.859617] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:00:23.047320] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:23.225564] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:23.400152] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:23.547429] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:23.695738] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:23.833991] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:23.974196] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:24.118821] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:24.267398] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:00:24.414571] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:24.414818] [INFO ] [CONFIGURE ] CNK: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:00:24.414904] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2589 tests [2025-09-28T04:00:24.414981] [INFO ] [CONFIGURE ] CNK: Testing feature 6/29: add_failed_moves [2025-09-28T04:00:24.415060] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_failed_moves'] [2025-09-28T04:00:24.538876] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:24.660939] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:24.784208] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:24.906474] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:25.033027] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:25.171876] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:25.297833] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:25.426780] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:25.557706] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:25.687346] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:25.687560] [INFO ] [CONFIGURE ] CNK: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:00:25.687641] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2588 tests [2025-09-28T04:00:25.687822] [INFO ] [CONFIGURE ] CNK: Testing feature 7/29: add_lag_shelf [2025-09-28T04:00:25.687896] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_lag_shelf'] [2025-09-28T04:00:25.801532] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:25.915261] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:26.029959] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:26.140331] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:26.254582] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:26.375822] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:26.493205] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:26.614363] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:26.733014] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:26.850962] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:26.851150] [INFO ] [CONFIGURE ] CNK: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:00:26.851233] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2587 tests [2025-09-28T04:00:26.851312] [INFO ] [CONFIGURE ] CNK: Testing feature 8/29: add_macd [2025-09-28T04:00:26.851433] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:00:27.011365] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:27.164252] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:27.311735] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:27.485210] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:27.647004] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:27.808178] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:27.964983] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:28.118229] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:28.271346] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:28.427023] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:28.427280] [INFO ] [CONFIGURE ] CNK: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:00:28.427455] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2586 tests [2025-09-28T04:00:28.427543] [INFO ] [CONFIGURE ] CNK: Testing feature 9/29: add_mfi [2025-09-28T04:00:28.427633] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_mfi'] [2025-09-28T04:00:28.558175] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:28.682523] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:00:28.809401] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:28.941008] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:29.071245] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:29.205816] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:29.351980] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:29.485632] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:29.622900] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:29.757501] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:29.757746] [INFO ] [CONFIGURE ] CNK: DISCARDED add_mfi (score: 40.00%) [2025-09-28T04:00:29.757830] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2585 tests [2025-09-28T04:00:29.757990] [INFO ] [CONFIGURE ] CNK: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:00:29.758076] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:00:29.905735] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:30.057380] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:30.207565] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:30.370322] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:30.560726] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:30.725371] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:30.881476] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:31.034327] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:31.189972] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:31.355359] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:31.355581] [INFO ] [CONFIGURE ] CNK: KEPT add_momentum_acceleration (score: 70.00%) [2025-09-28T04:00:31.355777] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2584 tests [2025-09-28T04:00:31.355858] [INFO ] [CONFIGURE ] CNK: Testing feature 11/29: add_obv_daily [2025-09-28T04:00:31.355947] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T04:00:31.512144] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:31.677396] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:31.830572] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:31.987260] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:32.147827] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:32.316364] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:32.475824] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:32.632846] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:32.792975] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:32.957490] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:32.957705] [INFO ] [CONFIGURE ] CNK: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:00:32.957787] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2583 tests [2025-09-28T04:00:32.957937] [INFO ] [CONFIGURE ] CNK: Testing feature 12/29: add_obv_interval [2025-09-28T04:00:32.958010] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T04:00:33.114281] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:33.266487] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:33.414558] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:33.564125] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:33.714260] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:33.873876] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:00:34.034892] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:34.196182] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:34.353050] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:34.504631] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:34.504852] [INFO ] [CONFIGURE ] CNK: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:00:34.505023] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2582 tests [2025-09-28T04:00:34.505105] [INFO ] [CONFIGURE ] CNK: Testing feature 13/29: add_opening_strength [2025-09-28T04:00:34.505197] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:00:34.673335] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:34.833962] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:34.992932] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:35.152106] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:35.316725] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:35.481713] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:35.647215] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:35.812605] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:35.981233] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:36.150226] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:36.150512] [INFO ] [CONFIGURE ] CNK: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:00:36.150678] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2581 tests [2025-09-28T04:00:36.150774] [INFO ] [CONFIGURE ] CNK: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:00:36.150881] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T04:00:36.320270] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:36.489592] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:36.652424] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:36.823623] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:36.989428] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:37.158135] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:37.323982] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:37.492390] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:37.659213] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:37.828166] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:37.828401] [INFO ] [CONFIGURE ] CNK: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:00:37.828541] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2580 tests [2025-09-28T04:00:37.828731] [INFO ] [CONFIGURE ] CNK: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:00:37.828810] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T04:00:37.982498] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:38.132635] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:38.291359] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:38.445469] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:38.620983] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:38.775095] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:38.925099] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:39.089526] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:39.254893] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:39.411998] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:39.412218] [INFO ] [CONFIGURE ] CNK: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:00:39.412377] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2579 tests [2025-09-28T04:00:39.412460] [INFO ] [CONFIGURE ] CNK: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:00:39.412550] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T04:00:39.571145] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:39.744175] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:39.904983] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:00:40.065395] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:40.231414] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:40.391094] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:40.557309] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:40.724045] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:40.894800] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:41.094458] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:41.094749] [INFO ] [CONFIGURE ] CNK: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:00:41.094854] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2578 tests [2025-09-28T04:00:41.094950] [INFO ] [CONFIGURE ] CNK: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:00:41.095064] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T04:00:41.265434] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:41.413798] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:41.561936] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:41.722623] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:42.012484] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:42.170952] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:42.326227] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:42.480311] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:42.631966] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:42.783368] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:42.783700] [INFO ] [CONFIGURE ] CNK: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:00:42.783804] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2577 tests [2025-09-28T04:00:42.783894] [INFO ] [CONFIGURE ] CNK: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:00:42.783983] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T04:00:42.928526] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:43.072843] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:43.217608] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:43.362598] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:43.509977] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:43.657469] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:43.803950] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:43.954223] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:44.110467] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:44.270383] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:44.270637] [INFO ] [CONFIGURE ] CNK: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:00:44.270743] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2576 tests [2025-09-28T04:00:44.270821] [INFO ] [CONFIGURE ] CNK: Testing feature 20/29: add_price_rejection [2025-09-28T04:00:44.270895] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T04:00:44.430623] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:44.594381] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:44.754312] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:44.911679] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:45.074473] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:45.232388] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:45.388502] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:45.547396] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:45.707215] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:45.869057] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:45.869273] [INFO ] [CONFIGURE ] CNK: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:00:45.869356] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2575 tests [2025-09-28T04:00:45.869432] [INFO ] [CONFIGURE ] CNK: Testing feature 21/29: add_range_position [2025-09-28T04:00:45.869528] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T04:00:46.040050] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:46.209468] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:46.379482] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:46.553274] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:46.726681] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:46.896126] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:47.071296] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:47.243309] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:47.421016] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:47.599927] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:47.600189] [INFO ] [CONFIGURE ] CNK: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:00:47.600271] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2574 tests [2025-09-28T04:00:47.600346] [INFO ] [CONFIGURE ] CNK: Testing feature 22/29: add_realized_volatility [2025-09-28T04:00:47.600419] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_realized_volatility'] [2025-09-28T04:00:47.790827] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:47.978400] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:48.168152] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:48.359812] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:48.556413] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:48.755311] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:48.954670] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:49.156225] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:49.339480] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:49.538538] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:49.538793] [INFO ] [CONFIGURE ] CNK: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:00:49.538877] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2573 tests [2025-09-28T04:00:49.538955] [INFO ] [CONFIGURE ] CNK: Testing feature 23/29: add_recent_range_context [2025-09-28T04:00:49.539026] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_recent_range_context'] [2025-09-28T04:00:49.695772] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:49.858184] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:50.019503] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:50.180282] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:50.338575] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:50.508967] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:50.678314] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:50.848762] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:51.011553] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:51.172737] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:51.172962] [INFO ] [CONFIGURE ] CNK: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:00:51.173043] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2572 tests [2025-09-28T04:00:51.173120] [INFO ] [CONFIGURE ] CNK: Testing feature 24/29: add_rsi [2025-09-28T04:00:51.173176] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_ema', 'add_rsi'] [2025-09-28T04:00:51.364306] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:51.557446] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:51.741275] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:51.932228] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:52.102985] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:52.284093] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:52.467155] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:00:52.651570] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:52.839951] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:53.033821] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:53.034040] [INFO ] [CONFIGURE ] CNK: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:00:53.034120] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2571 tests [2025-09-28T04:00:53.034219] [INFO ] [CONFIGURE ] CNK: Testing feature 25/29: add_tick_distribution [2025-09-28T04:00:53.034296] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_tick_distribution'] [2025-09-28T04:00:53.189246] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:53.343766] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:53.499854] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:53.654387] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:53.807543] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:53.958160] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:54.108747] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:54.262178] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:54.416132] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:54.572036] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:00:54.572245] [INFO ] [CONFIGURE ] CNK: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:00:54.572328] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2570 tests [2025-09-28T04:00:54.572405] [INFO ] [CONFIGURE ] CNK: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:00:54.572482] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T04:00:54.724125] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:54.880608] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:55.035410] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:55.187262] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:55.341875] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:55.494728] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:55.648059] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:55.801624] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:55.970558] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:56.138469] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:56.138745] [INFO ] [CONFIGURE ] CNK: KEPT add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T04:00:56.138832] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2569 tests [2025-09-28T04:00:56.138911] [INFO ] [CONFIGURE ] CNK: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:00:56.138968] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation', 'add_volume_price_divergence'] [2025-09-28T04:00:56.317500] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:56.495090] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:56.670976] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:56.855328] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:57.030426] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:00:57.223414] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:57.406349] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:57.602805] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:00:57.823916] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:00:58.068939] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:00:58.069296] [INFO ] [CONFIGURE ] CNK: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:00:58.069395] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2568 tests [2025-09-28T04:00:58.069494] [INFO ] [CONFIGURE ] CNK: Testing feature 28/29: add_volume_profile [2025-09-28T04:00:58.069573] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation', 'add_volume_profile'] [2025-09-28T04:00:58.301924] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:00:58.516123] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:00:58.724403] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:00:58.916900] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:00:59.104130] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:00:59.314580] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:00:59.497551] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:00:59.671227] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:00:59.841352] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:01:00.019329] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:00.019545] [INFO ] [CONFIGURE ] CNK: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:01:00.019628] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2567 tests [2025-09-28T04:01:00.019760] [INFO ] [CONFIGURE ] CNK: Testing feature 29/29: add_vwap [2025-09-28T04:01:00.019839] [INFO ] [CONFIGURE ] CNK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation', 'add_vwap'] [2025-09-28T04:01:00.200696] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:01:00.387542] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:00.563761] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:00.752072] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:00.935745] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:01.122752] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:01:01.302877] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:01.492412] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:01.714832] [DEBUG] [FORECASTER] CNK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:01:01.897164] [DEBUG] [FORECASTER] CNK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:01:01.897438] [INFO ] [CONFIGURE ] CNK: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:01:01.897527] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2566 tests [2025-09-28T04:01:01.897629] [INFO ] [CONFIGURE ] CNK: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:01:01.897730] [INFO ] [CONFIGURE ] CNK: Best accuracy: 80.00% [2025-09-28T04:01:01.897804] [INFO ] [CONFIGURE ] CNK: Best feature set (3 features): ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T04:01:01.897923] [INFO ] [CONFIGURE ] CNK: Improvement over baseline: 30.00% [2025-09-28T04:01:01.897996] [INFO ] [CONFIGURE ] CNK: Total time: 44.3 seconds [2025-09-28T04:01:01.898068] [INFO ] [CONFIGURE ] CNK: Average time per feature: 1.6 seconds [2025-09-28T04:01:01.898137] [INFO ] [CONFIGURE ] CNK: Average speed: 0.65 features/sec [2025-09-28T04:01:01.899011] [INFO ] [LOCAL ] Saved configuration for CNK: 3 features, 80.00% accuracy -> ./output/feature-sets/CNK.json [2025-09-28T04:01:01.899111] [INFO ] [CONFIGURE ] CNK: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:01:01.899204] [INFO ] [sig ] [47/135] Successfully configured CNK | 0.02 sym/s | Total: 35.9m | ETA: 1.1h [2025-09-28T04:01:01.899302] [INFO ] [sig ] [48/135] Configuring COP... [2025-09-28T04:01:01.899403] [INFO ] [CONFIGURE ] COP: Configurate test run. [2025-09-28T04:01:01.899517] [DEBUG] [REMOTE ] Fetching historical data for symbol 'COP' from 'https://tdm.silogroup.org/data/derivative_storage/COP.csv'. [2025-09-28T04:01:02.119970] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'COP'. [2025-09-28T04:01:02.120484] [INFO ] [CONFIGURE ] COP: Testing with 29 available features [2025-09-28T04:01:02.120574] [INFO ] [CONFIGURE ] COP: Establishing baseline with no features... [2025-09-28T04:01:02.239368] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:02.360632] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:02.475233] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:02.592109] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:02.700282] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:02.809089] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:02.921782] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:03.040280] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:03.150704] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:01:03.262761] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:01:03.262942] [INFO ] [CONFIGURE ] COP: Baseline score (no features): 50.00% [2025-09-28T04:01:03.263051] [INFO ] [CONFIGURE ] COP: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:01:03.263129] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:01:03.386380] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:03.558533] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:03.716316] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:01:03.861465] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:03.989981] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:04.113293] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:04.243861] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:04.372950] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:04.502780] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:04.635427] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:04.635693] [INFO ] [CONFIGURE ] COP: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T04:01:04.635786] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2565 tests [2025-09-28T04:01:04.635886] [INFO ] [CONFIGURE ] COP: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:01:04.635974] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:01:04.771447] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:04.908058] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:05.044997] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:05.179062] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:05.307472] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:05.444004] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:05.583202] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:05.716286] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:05.851621] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:05.995877] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:05.996083] [INFO ] [CONFIGURE ] COP: KEPT add_cumulative_delta (score: 70.00%) [2025-09-28T04:01:05.996164] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2564 tests [2025-09-28T04:01:05.996240] [INFO ] [CONFIGURE ] COP: Testing feature 3/29: add_daily_returns [2025-09-28T04:01:05.996314] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:01:06.130291] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:06.273818] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:06.410806] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:06.548041] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:06.700914] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:06.839306] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:06.980059] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:07.133759] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:07.270265] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:07.407854] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:07.408085] [INFO ] [CONFIGURE ] COP: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:01:07.408193] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2563 tests [2025-09-28T04:01:07.408275] [INFO ] [CONFIGURE ] COP: Testing feature 4/29: add_ema [2025-09-28T04:01:07.408351] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:01:07.559810] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:07.728577] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:07.882446] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:01:08.032245] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:08.195088] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:08.346038] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:08.499235] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:08.662900] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:08.874639] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:09.041283] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:01:09.041521] [INFO ] [CONFIGURE ] COP: DISCARDED add_ema (score: 30.00%) [2025-09-28T04:01:09.041605] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2562 tests [2025-09-28T04:01:09.041731] [INFO ] [CONFIGURE ] COP: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:01:09.041838] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:01:09.199259] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:09.354918] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:09.520914] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:09.681638] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:09.843039] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:10.000427] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:10.166022] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:10.330119] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:10.494883] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:10.662196] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:01:10.662460] [INFO ] [CONFIGURE ] COP: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:01:10.662547] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2561 tests [2025-09-28T04:01:10.662625] [INFO ] [CONFIGURE ] COP: Testing feature 6/29: add_failed_moves [2025-09-28T04:01:10.662725] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:01:10.810127] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:10.957904] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:11.103231] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:11.240361] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:11.377819] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:11.520338] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:11.660206] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:11.806890] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:11.955882] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:12.108951] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:12.109169] [INFO ] [CONFIGURE ] COP: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:01:12.109252] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2560 tests [2025-09-28T04:01:12.109327] [INFO ] [CONFIGURE ] COP: Testing feature 7/29: add_lag_shelf [2025-09-28T04:01:12.109407] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:01:12.237926] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:12.364792] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:12.498955] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:12.625959] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:12.751531] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:12.894519] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:13.029255] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:13.160456] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:13.294788] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:13.434524] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:13.434758] [INFO ] [CONFIGURE ] COP: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:01:13.434841] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2559 tests [2025-09-28T04:01:13.434918] [INFO ] [CONFIGURE ] COP: Testing feature 8/29: add_macd [2025-09-28T04:01:13.434993] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:01:13.610529] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:13.779411] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:13.957124] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:01:14.137509] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:14.319507] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:14.496498] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:14.674412] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:14.849514] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:15.024692] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:15.203911] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:01:15.204143] [INFO ] [CONFIGURE ] COP: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:01:15.204228] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2558 tests [2025-09-28T04:01:15.204309] [INFO ] [CONFIGURE ] COP: Testing feature 9/29: add_mfi [2025-09-28T04:01:15.204385] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T04:01:15.369585] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:15.516562] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:15.668194] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:15.823738] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:15.992032] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:16.143929] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:16.303949] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:16.457193] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:16.624955] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:16.809237] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:16.809595] [INFO ] [CONFIGURE ] COP: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:01:16.809707] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2557 tests [2025-09-28T04:01:16.809769] [INFO ] [CONFIGURE ] COP: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:01:16.809839] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:01:16.977170] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:17.147117] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:17.322009] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:17.493786] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:17.666419] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:17.828475] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:17.995964] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:18.250792] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:18.560767] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:18.799140] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:18.799374] [INFO ] [CONFIGURE ] COP: KEPT add_momentum_acceleration (score: 80.00%) [2025-09-28T04:01:18.799458] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2556 tests [2025-09-28T04:01:18.799536] [INFO ] [CONFIGURE ] COP: Testing feature 11/29: add_obv_daily [2025-09-28T04:01:18.799612] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T04:01:19.023583] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:19.264979] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:19.443799] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:19.619572] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:19.803331] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:19.991064] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:20.174171] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:20.357565] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:20.544709] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:20.731064] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:20.731283] [INFO ] [CONFIGURE ] COP: KEPT add_obv_daily (score: 90.00%) [2025-09-28T04:01:20.731380] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2555 tests [2025-09-28T04:01:20.731479] [INFO ] [CONFIGURE ] COP: Testing feature 12/29: add_obv_interval [2025-09-28T04:01:20.731573] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_obv_interval'] [2025-09-28T04:01:20.928448] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:21.119725] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:21.316283] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:21.509085] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:21.698813] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:21.907384] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:22.109128] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:22.288604] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:22.474722] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:22.676740] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:22.676970] [INFO ] [CONFIGURE ] COP: DISCARDED add_obv_interval (score: 90.00%) [2025-09-28T04:01:22.677051] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2554 tests [2025-09-28T04:01:22.677127] [INFO ] [CONFIGURE ] COP: Testing feature 13/29: add_opening_strength [2025-09-28T04:01:22.677231] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:01:22.871702] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:23.069263] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:23.264849] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:23.460250] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:23.675690] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:23.889175] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:24.142635] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:24.344744] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:24.544404] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:24.753906] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:24.754104] [INFO ] [CONFIGURE ] COP: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:01:24.754186] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2553 tests [2025-09-28T04:01:24.754264] [INFO ] [CONFIGURE ] COP: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:01:24.754470] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T04:01:24.946516] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:25.143813] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:25.337995] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:25.536264] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:25.750453] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:25.952612] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:26.176197] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:26.384988] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:26.581176] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:26.797488] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:26.797830] [INFO ] [CONFIGURE ] COP: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:01:26.797916] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2552 tests [2025-09-28T04:01:26.797996] [INFO ] [CONFIGURE ] COP: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:01:26.798072] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T04:01:26.996219] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:27.189581] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:27.376156] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:27.572527] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:27.781065] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:27.973525] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:28.167381] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:28.364830] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:28.564903] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:28.771543] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:28.771842] [INFO ] [CONFIGURE ] COP: DISCARDED add_pbf_overnight_gap (score: 90.00%) [2025-09-28T04:01:28.771928] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2551 tests [2025-09-28T04:01:28.772013] [INFO ] [CONFIGURE ] COP: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:01:28.772093] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T04:01:28.979673] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:29.178801] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:29.366775] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:29.562395] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:29.755540] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:29.949795] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:30.149008] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:30.340628] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:30.533724] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:30.734588] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:30.734909] [INFO ] [CONFIGURE ] COP: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:01:30.734995] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2550 tests [2025-09-28T04:01:30.735074] [INFO ] [CONFIGURE ] COP: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:01:30.735151] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T04:01:30.916662] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:31.097727] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:31.284868] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:31.471873] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:31.661534] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:31.883027] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:32.094728] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:32.274291] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:32.461261] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:32.664128] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:32.664392] [INFO ] [CONFIGURE ] COP: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T04:01:32.664520] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2549 tests [2025-09-28T04:01:32.664622] [INFO ] [CONFIGURE ] COP: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:01:32.664745] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T04:01:32.911540] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:33.129823] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:33.306976] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:33.484157] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:33.680051] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:33.856414] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:34.032176] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:34.222783] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:34.407352] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:34.604677] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:34.604970] [INFO ] [CONFIGURE ] COP: DISCARDED add_pbf_vs_sma_5 (score: 90.00%) [2025-09-28T04:01:34.605055] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2548 tests [2025-09-28T04:01:34.605131] [INFO ] [CONFIGURE ] COP: Testing feature 20/29: add_price_rejection [2025-09-28T04:01:34.605208] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_price_rejection'] [2025-09-28T04:01:34.793100] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:34.984014] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:35.172836] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:35.361343] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:35.555794] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:35.747551] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:35.939847] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:36.133512] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:36.321066] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:36.514527] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:01:36.514894] [INFO ] [CONFIGURE ] COP: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:01:36.514978] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2547 tests [2025-09-28T04:01:36.515053] [INFO ] [CONFIGURE ] COP: Testing feature 21/29: add_range_position [2025-09-28T04:01:36.515124] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_range_position'] [2025-09-28T04:01:36.717538] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:36.914594] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:37.113831] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:37.310338] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:37.507740] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:37.705745] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:37.908888] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:38.117805] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:38.328138] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:38.552601] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:38.552920] [INFO ] [CONFIGURE ] COP: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:01:38.553003] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2546 tests [2025-09-28T04:01:38.553082] [INFO ] [CONFIGURE ] COP: Testing feature 22/29: add_realized_volatility [2025-09-28T04:01:38.553156] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_realized_volatility'] [2025-09-28T04:01:38.771793] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:39.001427] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:39.220181] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:39.437568] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:39.662352] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:39.874993] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:40.092967] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:40.319141] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:40.550396] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:40.775292] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:40.775526] [INFO ] [CONFIGURE ] COP: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:01:40.775611] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2545 tests [2025-09-28T04:01:40.775714] [INFO ] [CONFIGURE ] COP: Testing feature 23/29: add_recent_range_context [2025-09-28T04:01:40.775867] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_recent_range_context'] [2025-09-28T04:01:40.963228] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:41.157053] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:41.348018] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:41.546734] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:41.744984] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:41.974184] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:42.162169] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:42.354469] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:42.549748] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:42.745342] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:42.745548] [INFO ] [CONFIGURE ] COP: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:01:42.745630] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2544 tests [2025-09-28T04:01:42.745723] [INFO ] [CONFIGURE ] COP: Testing feature 24/29: add_rsi [2025-09-28T04:01:42.745796] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_ema', 'add_rsi'] [2025-09-28T04:01:42.951677] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:01:43.163865] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:43.375446] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:01:43.589113] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:43.809723] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:01:44.013864] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:01:44.231961] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:44.461839] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:44.670203] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:44.883174] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:44.883396] [INFO ] [CONFIGURE ] COP: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:01:44.883477] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2543 tests [2025-09-28T04:01:44.883552] [INFO ] [CONFIGURE ] COP: Testing feature 25/29: add_tick_distribution [2025-09-28T04:01:44.883626] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_tick_distribution'] [2025-09-28T04:01:45.063848] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:45.246090] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:01:45.426391] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:45.608519] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:45.787206] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:45.969380] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:46.153947] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:46.349995] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:46.538040] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:46.732821] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:46.733016] [INFO ] [CONFIGURE ] COP: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:01:46.733100] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2542 tests [2025-09-28T04:01:46.733174] [INFO ] [CONFIGURE ] COP: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:01:46.733247] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T04:01:46.930206] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:47.132357] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:47.326335] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:47.517332] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:47.722714] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:47.913435] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:48.102479] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:48.303160] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:48.497981] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:48.687801] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:48.687988] [INFO ] [CONFIGURE ] COP: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T04:01:48.688069] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2541 tests [2025-09-28T04:01:48.688145] [INFO ] [CONFIGURE ] COP: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:01:48.688218] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T04:01:48.889380] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:49.086426] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:49.289215] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:49.493524] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:01:49.695495] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:49.895169] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:50.097197] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:50.302067] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:50.522475] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:50.783467] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:50.783720] [INFO ] [CONFIGURE ] COP: KEPT add_volume_price_divergence (score: 100.00%) [2025-09-28T04:01:50.783806] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2540 tests [2025-09-28T04:01:50.783882] [INFO ] [CONFIGURE ] COP: Testing feature 28/29: add_volume_profile [2025-09-28T04:01:50.783960] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_volume_price_divergence', 'add_volume_profile'] [2025-09-28T04:01:51.072909] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:51.388191] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:51.653194] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:51.876220] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:52.087319] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:52.293258] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:52.512783] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:52.735034] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:01:52.952593] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:53.172070] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:53.172293] [INFO ] [CONFIGURE ] COP: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:01:53.172374] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2539 tests [2025-09-28T04:01:53.172452] [INFO ] [CONFIGURE ] COP: Testing feature 29/29: add_vwap [2025-09-28T04:01:53.172604] [INFO ] [CONFIGURE ] COP: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_volume_price_divergence', 'add_vwap'] [2025-09-28T04:01:53.389466] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:53.634865] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:01:53.859749] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:01:54.086796] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:54.318700] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:01:54.542989] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:54.760975] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:54.972472] [DEBUG] [FORECASTER] COP: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:01:55.180946] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:01:55.390285] [DEBUG] [FORECASTER] COP: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:01:55.390586] [INFO ] [CONFIGURE ] COP: DISCARDED add_vwap (score: 80.00%) [2025-09-28T04:01:55.390704] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2538 tests [2025-09-28T04:01:55.390815] [INFO ] [CONFIGURE ] COP: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:01:55.390889] [INFO ] [CONFIGURE ] COP: Best accuracy: 100.00% [2025-09-28T04:01:55.390964] [INFO ] [CONFIGURE ] COP: Best feature set (5 features): ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T04:01:55.391035] [INFO ] [CONFIGURE ] COP: Improvement over baseline: 50.00% [2025-09-28T04:01:55.391102] [INFO ] [CONFIGURE ] COP: Total time: 52.1 seconds [2025-09-28T04:01:55.391170] [INFO ] [CONFIGURE ] COP: Average time per feature: 1.9 seconds [2025-09-28T04:01:55.391240] [INFO ] [CONFIGURE ] COP: Average speed: 0.56 features/sec [2025-09-28T04:01:55.392271] [INFO ] [LOCAL ] Saved configuration for COP: 5 features, 100.00% accuracy -> ./output/feature-sets/COP.json [2025-09-28T04:01:55.392367] [INFO ] [CONFIGURE ] COP: Configuration saved successfully: 5 features, 100.00% accuracy. [2025-09-28T04:01:55.392536] [INFO ] [sig ] [48/135] Successfully configured COP | 0.02 sym/s | Total: 36.8m | ETA: 1.1h [2025-09-28T04:01:55.392630] [INFO ] [sig ] [49/135] Configuring CPA... [2025-09-28T04:01:55.392754] [INFO ] [CONFIGURE ] CPA: Configurate test run. [2025-09-28T04:01:55.392874] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CPA' from 'https://tdm.silogroup.org/data/derivative_storage/CPA.csv'. [2025-09-28T04:01:55.420413] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CPA'. [2025-09-28T04:01:55.420998] [INFO ] [CONFIGURE ] CPA: Testing with 29 available features [2025-09-28T04:01:55.421077] [INFO ] [CONFIGURE ] CPA: Establishing baseline with no features... [2025-09-28T04:01:55.533422] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:01:55.640539] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:01:55.749986] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:01:55.858463] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:55.974909] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:01:56.088825] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:56.201697] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:56.315633] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:01:56.432635] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:01:56.551327] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:01:56.551550] [INFO ] [CONFIGURE ] CPA: Baseline score (no features): 50.00% [2025-09-28T04:01:56.551709] [INFO ] [CONFIGURE ] CPA: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:01:56.551788] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:01:56.687308] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:56.817613] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:01:56.947794] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:01:57.078426] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:57.204262] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:01:57.332040] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:01:57.464015] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:01:57.596358] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:01:57.725597] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:01:57.862229] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:01:57.862500] [INFO ] [CONFIGURE ] CPA: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:01:57.862680] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2537 tests [2025-09-28T04:01:57.862765] [INFO ] [CONFIGURE ] CPA: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:01:57.862841] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:01:58.001684] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:58.140347] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:01:58.271326] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:01:58.403150] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:58.541638] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:01:58.677035] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:01:58.807868] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:01:58.944783] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:01:59.083076] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:01:59.220232] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:01:59.220440] [INFO ] [CONFIGURE ] CPA: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:01:59.220519] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2536 tests [2025-09-28T04:01:59.220593] [INFO ] [CONFIGURE ] CPA: Testing feature 3/29: add_daily_returns [2025-09-28T04:01:59.220711] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns'] [2025-09-28T04:01:59.336134] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:01:59.456441] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:01:59.573016] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:01:59.697232] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:01:59.813005] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:01:59.932765] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:00.052994] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:00.170066] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:00.285919] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:00.404437] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:00.404676] [INFO ] [CONFIGURE ] CPA: KEPT add_daily_returns (score: 60.00%) [2025-09-28T04:02:00.404763] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2535 tests [2025-09-28T04:02:00.404876] [INFO ] [CONFIGURE ] CPA: Testing feature 4/29: add_ema [2025-09-28T04:02:00.404965] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T04:02:00.543288] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:00.691458] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:00.848501] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:02:00.989269] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:01.138814] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:01.292523] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:01.444461] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:02:01.604184] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:01.753637] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:01.904504] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:01.904772] [INFO ] [CONFIGURE ] CPA: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:02:01.904878] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2534 tests [2025-09-28T04:02:01.904959] [INFO ] [CONFIGURE ] CPA: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:02:01.905124] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:02:02.053901] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:02.203954] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:02.357348] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:02.508969] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:02.668840] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:02.827893] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:02.986364] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:03.141348] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:03.295041] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:03.449201] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:03.449413] [INFO ] [CONFIGURE ] CPA: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:02:03.449494] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2533 tests [2025-09-28T04:02:03.449572] [INFO ] [CONFIGURE ] CPA: Testing feature 6/29: add_failed_moves [2025-09-28T04:02:03.449668] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T04:02:03.576061] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:03.701461] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:03.839582] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:02:03.970008] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:04.115294] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:04.247930] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:04.378785] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:04.509113] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:04.641499] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:04.772002] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:04.772267] [INFO ] [CONFIGURE ] CPA: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:02:04.772368] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2532 tests [2025-09-28T04:02:04.772468] [INFO ] [CONFIGURE ] CPA: Testing feature 7/29: add_lag_shelf [2025-09-28T04:02:04.772571] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:02:04.900587] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:05.022974] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:05.145362] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:02:05.266454] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:05.391578] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:05.509863] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:05.629415] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:05.749746] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:05.871062] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:05.998081] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:05.998344] [INFO ] [CONFIGURE ] CPA: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:02:05.998451] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2531 tests [2025-09-28T04:02:05.998537] [INFO ] [CONFIGURE ] CPA: Testing feature 8/29: add_macd [2025-09-28T04:02:05.998624] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:02:06.161417] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:06.323354] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:02:06.484341] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:06.647239] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:06.819916] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:02:06.990348] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:07.162742] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:02:07.344927] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:07.521196] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:07.701555] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:02:07.701838] [INFO ] [CONFIGURE ] CPA: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:02:07.701945] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2530 tests [2025-09-28T04:02:07.702041] [INFO ] [CONFIGURE ] CPA: Testing feature 9/29: add_mfi [2025-09-28T04:02:07.702137] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T04:02:07.849291] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:07.995417] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:08.140523] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:02:08.285266] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:08.435803] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:08.587627] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:08.734432] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:08.887898] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:09.035228] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:09.181956] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:09.182278] [INFO ] [CONFIGURE ] CPA: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:02:09.182483] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2529 tests [2025-09-28T04:02:09.182593] [INFO ] [CONFIGURE ] CPA: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:02:09.182727] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:02:09.340583] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:09.506149] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:09.662058] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:09.812140] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:09.961780] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:10.115684] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:10.269415] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:10.420508] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:10.575514] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:10.740679] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:10.740910] [INFO ] [CONFIGURE ] CPA: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:02:10.740994] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2528 tests [2025-09-28T04:02:10.741071] [INFO ] [CONFIGURE ] CPA: Testing feature 11/29: add_obv_daily [2025-09-28T04:02:10.741144] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T04:02:10.873226] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:02:11.003409] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:02:11.130125] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:11.252809] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:11.380913] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:11.511756] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:11.648483] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:11.784914] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:11.918606] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:12.047844] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:12.048148] [INFO ] [CONFIGURE ] CPA: DISCARDED add_obv_daily (score: 30.00%) [2025-09-28T04:02:12.048232] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2527 tests [2025-09-28T04:02:12.048310] [INFO ] [CONFIGURE ] CPA: Testing feature 12/29: add_obv_interval [2025-09-28T04:02:12.048384] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T04:02:12.173117] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:12.297055] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:02:12.423434] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:12.562457] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:12.696837] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:12.825151] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:12.956997] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:13.090376] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:13.234239] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:13.367927] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:13.368148] [INFO ] [CONFIGURE ] CPA: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:02:13.368261] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2526 tests [2025-09-28T04:02:13.368339] [INFO ] [CONFIGURE ] CPA: Testing feature 13/29: add_opening_strength [2025-09-28T04:02:13.368413] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:02:13.500966] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:13.634039] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:13.764499] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:13.899108] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:14.030326] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:02:14.158471] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:14.285886] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:14.418562] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:14.554976] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:14.691386] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:14.691584] [INFO ] [CONFIGURE ] CPA: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:02:14.691689] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2525 tests [2025-09-28T04:02:14.691766] [INFO ] [CONFIGURE ] CPA: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:02:14.691839] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:02:14.832991] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:14.974119] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:02:15.115865] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:15.265154] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:02:15.414353] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:15.563316] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:15.708763] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:15.851719] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:16.004189] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:16.152674] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:16.152910] [INFO ] [CONFIGURE ] CPA: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:02:16.152993] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2524 tests [2025-09-28T04:02:16.153071] [INFO ] [CONFIGURE ] CPA: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:02:16.153120] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:02:16.272179] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:16.398316] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:16.523528] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:16.655881] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:16.782352] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:16.910150] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:17.043796] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:17.173255] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:17.302379] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:17.435327] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:17.435569] [INFO ] [CONFIGURE ] CPA: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:02:17.435677] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2523 tests [2025-09-28T04:02:17.435757] [INFO ] [CONFIGURE ] CPA: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:02:17.435832] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:02:17.571385] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:17.697145] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:17.824011] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:17.957732] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:18.094837] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:18.225340] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:18.360030] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:18.492820] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:18.644501] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:18.788601] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:18.788849] [INFO ] [CONFIGURE ] CPA: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:02:18.788931] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2522 tests [2025-09-28T04:02:18.789007] [INFO ] [CONFIGURE ] CPA: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:02:18.789056] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T04:02:18.928392] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:19.064998] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:19.207297] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:19.347433] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:19.486385] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:19.624638] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:19.768940] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:19.912940] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:20.049354] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:20.188781] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:20.188983] [INFO ] [CONFIGURE ] CPA: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:02:20.189066] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2521 tests [2025-09-28T04:02:20.189142] [INFO ] [CONFIGURE ] CPA: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:02:20.189215] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T04:02:20.312464] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:20.440634] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:20.567044] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:20.692597] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:20.817875] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:20.947932] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:21.072924] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:21.197374] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:21.327045] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:21.466592] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:21.466873] [INFO ] [CONFIGURE ] CPA: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:02:21.466964] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2520 tests [2025-09-28T04:02:21.467050] [INFO ] [CONFIGURE ] CPA: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:02:21.467138] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T04:02:21.596299] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:21.719803] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:21.855611] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:21.980667] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:22.100906] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:22.222523] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:22.344440] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:22.465414] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:22.594101] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:22.722621] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:22.722826] [INFO ] [CONFIGURE ] CPA: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:02:22.722906] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2519 tests [2025-09-28T04:02:22.722981] [INFO ] [CONFIGURE ] CPA: Testing feature 20/29: add_price_rejection [2025-09-28T04:02:22.723053] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_price_rejection'] [2025-09-28T04:02:22.854606] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:22.983738] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:02:23.114283] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:23.246763] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:23.379528] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:23.513637] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:23.673533] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:23.827988] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:23.985736] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:24.153951] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:24.154139] [INFO ] [CONFIGURE ] CPA: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:02:24.154226] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2518 tests [2025-09-28T04:02:24.154300] [INFO ] [CONFIGURE ] CPA: Testing feature 21/29: add_range_position [2025-09-28T04:02:24.154373] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_range_position'] [2025-09-28T04:02:24.304944] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:24.460699] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:24.606605] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:24.751296] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:24.891343] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:25.028300] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:25.170781] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:25.333533] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:25.501953] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:25.692006] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:25.692260] [INFO ] [CONFIGURE ] CPA: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:02:25.692396] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2517 tests [2025-09-28T04:02:25.692495] [INFO ] [CONFIGURE ] CPA: Testing feature 22/29: add_realized_volatility [2025-09-28T04:02:25.692588] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_realized_volatility'] [2025-09-28T04:02:25.868967] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:26.023838] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:26.181295] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:26.343615] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:26.504367] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:26.666449] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:26.832573] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:26.996307] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:27.157760] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:27.327363] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:27.327591] [INFO ] [CONFIGURE ] CPA: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:02:27.327843] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2516 tests [2025-09-28T04:02:27.327993] [INFO ] [CONFIGURE ] CPA: Testing feature 23/29: add_recent_range_context [2025-09-28T04:02:27.328070] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_recent_range_context'] [2025-09-28T04:02:27.462912] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:27.596202] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:27.732239] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:27.870339] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:28.004575] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:28.164815] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:28.298494] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:28.430792] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:28.561738] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:28.696724] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:28.696997] [INFO ] [CONFIGURE ] CPA: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:02:28.697083] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2515 tests [2025-09-28T04:02:28.697160] [INFO ] [CONFIGURE ] CPA: Testing feature 24/29: add_rsi [2025-09-28T04:02:28.697235] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T04:02:28.848305] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:29.010368] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:02:29.164063] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:02:29.311953] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:29.460467] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:29.611670] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:29.766052] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:29.925338] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:30.099086] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:30.258886] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:30.259099] [INFO ] [CONFIGURE ] CPA: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:02:30.259181] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2514 tests [2025-09-28T04:02:30.259256] [INFO ] [CONFIGURE ] CPA: Testing feature 25/29: add_tick_distribution [2025-09-28T04:02:30.259331] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_tick_distribution'] [2025-09-28T04:02:30.387159] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:30.514340] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:30.644241] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:30.785806] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:30.920577] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:31.057954] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:31.193986] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:31.327345] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:31.459934] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:31.592494] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:31.592819] [INFO ] [CONFIGURE ] CPA: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T04:02:31.593014] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2513 tests [2025-09-28T04:02:31.593095] [INFO ] [CONFIGURE ] CPA: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:02:31.593167] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T04:02:31.722226] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:02:31.853900] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:31.981522] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:32.107818] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:32.231841] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:32.360198] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:32.490068] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:32.626327] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:32.757124] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:32.887513] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:32.887747] [INFO ] [CONFIGURE ] CPA: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T04:02:32.887827] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2512 tests [2025-09-28T04:02:32.887903] [INFO ] [CONFIGURE ] CPA: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:02:32.887976] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T04:02:33.025246] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:33.160468] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:33.296314] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:02:33.429894] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:33.573423] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:33.711079] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:33.850597] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:33.991715] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:34.126618] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:34.263939] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:34.264137] [INFO ] [CONFIGURE ] CPA: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T04:02:34.264217] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2511 tests [2025-09-28T04:02:34.264292] [INFO ] [CONFIGURE ] CPA: Testing feature 28/29: add_volume_profile [2025-09-28T04:02:34.264363] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_volume_profile'] [2025-09-28T04:02:34.388004] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:02:34.520083] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:02:34.647409] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:02:34.774755] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:34.903867] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:35.038401] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:35.169129] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:35.299923] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:35.436905] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:35.576126] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:35.576350] [INFO ] [CONFIGURE ] CPA: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T04:02:35.576432] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2510 tests [2025-09-28T04:02:35.576555] [INFO ] [CONFIGURE ] CPA: Testing feature 29/29: add_vwap [2025-09-28T04:02:35.576636] [INFO ] [CONFIGURE ] CPA: Testing with features: ['add_daily_returns', 'add_vwap'] [2025-09-28T04:02:35.713457] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:02:35.849324] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:02:35.981223] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:02:36.111783] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:02:36.240772] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:36.371970] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:02:36.507553] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:36.638409] [DEBUG] [FORECASTER] CPA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:02:36.769188] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:02:36.909278] [DEBUG] [FORECASTER] CPA: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:02:36.909488] [INFO ] [CONFIGURE ] CPA: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:02:36.909570] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2509 tests [2025-09-28T04:02:36.909698] [INFO ] [CONFIGURE ] CPA: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:02:36.909775] [INFO ] [CONFIGURE ] CPA: Best accuracy: 60.00% [2025-09-28T04:02:36.909849] [INFO ] [CONFIGURE ] CPA: Best feature set (1 features): ['add_daily_returns'] [2025-09-28T04:02:36.909921] [INFO ] [CONFIGURE ] CPA: Improvement over baseline: 10.00% [2025-09-28T04:02:36.909995] [INFO ] [CONFIGURE ] CPA: Total time: 40.4 seconds [2025-09-28T04:02:36.910066] [INFO ] [CONFIGURE ] CPA: Average time per feature: 1.4 seconds [2025-09-28T04:02:36.910149] [INFO ] [CONFIGURE ] CPA: Average speed: 0.72 features/sec [2025-09-28T04:02:36.911265] [INFO ] [LOCAL ] Saved configuration for CPA: 1 features, 60.00% accuracy -> ./output/feature-sets/CPA.json [2025-09-28T04:02:36.911354] [INFO ] [CONFIGURE ] CPA: Configuration saved successfully: 1 features, 60.00% accuracy. [2025-09-28T04:02:36.911507] [INFO ] [sig ] [49/135] Successfully configured CPA | 0.02 sym/s | Total: 37.4m | ETA: 1.1h [2025-09-28T04:02:36.911605] [INFO ] [sig ] [50/135] Configuring CPK... [2025-09-28T04:02:36.911702] [INFO ] [CONFIGURE ] CPK: Configurate test run. [2025-09-28T04:02:36.911791] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CPK' from 'https://tdm.silogroup.org/data/derivative_storage/CPK.csv'. [2025-09-28T04:02:37.235109] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CPK'. [2025-09-28T04:02:37.235735] [INFO ] [CONFIGURE ] CPK: Testing with 29 available features [2025-09-28T04:02:37.235819] [INFO ] [CONFIGURE ] CPK: Establishing baseline with no features... [2025-09-28T04:02:37.364468] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:37.479307] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:37.592385] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:37.702437] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:37.810343] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:37.917862] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:38.034769] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:38.144452] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:38.253748] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:38.363629] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:38.363835] [INFO ] [CONFIGURE ] CPK: Baseline score (no features): 50.00% [2025-09-28T04:02:38.363933] [INFO ] [CONFIGURE ] CPK: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:02:38.364012] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:02:38.485678] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:38.606475] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:38.729332] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:38.850837] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:38.972951] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:02:39.095274] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:39.216085] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:39.336571] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:39.462294] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:39.591474] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:39.591725] [INFO ] [CONFIGURE ] CPK: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:02:39.591809] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2508 tests [2025-09-28T04:02:39.591885] [INFO ] [CONFIGURE ] CPK: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:02:39.591935] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:02:39.733128] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:39.876075] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:40.022389] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:40.166079] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:40.305639] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:40.447747] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:40.596042] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:02:40.743316] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:40.889851] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:41.035049] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:41.035278] [INFO ] [CONFIGURE ] CPK: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:02:41.035361] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2507 tests [2025-09-28T04:02:41.035439] [INFO ] [CONFIGURE ] CPK: Testing feature 3/29: add_daily_returns [2025-09-28T04:02:41.035515] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:02:41.161479] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:41.289405] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:41.420937] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:41.551227] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:41.690500] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:02:41.823419] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:41.948262] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:42.077383] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:02:42.207020] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:42.338298] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:42.338514] [INFO ] [CONFIGURE ] CPK: KEPT add_daily_returns (score: 70.00%) [2025-09-28T04:02:42.338597] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2506 tests [2025-09-28T04:02:42.338698] [INFO ] [CONFIGURE ] CPK: Testing feature 4/29: add_ema [2025-09-28T04:02:42.338774] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema'] [2025-09-28T04:02:42.492357] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:42.646980] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:42.801668] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:42.955256] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:43.114615] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:02:43.275050] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:43.438562] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:43.607190] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:43.806067] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:44.014533] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:44.014884] [INFO ] [CONFIGURE ] CPK: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:02:44.014992] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2505 tests [2025-09-28T04:02:44.015092] [INFO ] [CONFIGURE ] CPK: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:02:44.015186] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:02:44.234723] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:44.435327] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:44.612983] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:44.773311] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:02:44.934961] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:45.094622] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:02:45.256624] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:02:45.412762] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:45.644826] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:45.810090] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:45.810294] [INFO ] [CONFIGURE ] CPK: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:02:45.810377] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2504 tests [2025-09-28T04:02:45.810452] [INFO ] [CONFIGURE ] CPK: Testing feature 6/29: add_failed_moves [2025-09-28T04:02:45.810527] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T04:02:45.948341] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:46.083407] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:46.217962] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:46.355606] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:46.503351] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:02:46.640104] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:46.780520] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:46.921705] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:02:47.058734] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:47.206579] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:47.206876] [INFO ] [CONFIGURE ] CPK: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:02:47.206967] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2503 tests [2025-09-28T04:02:47.207043] [INFO ] [CONFIGURE ] CPK: Testing feature 7/29: add_lag_shelf [2025-09-28T04:02:47.207119] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:02:47.335014] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:47.461289] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:47.591313] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:47.728860] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:47.865324] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:48.006574] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:48.140467] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:48.277348] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:48.412246] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:48.546560] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:48.546789] [INFO ] [CONFIGURE ] CPK: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:02:48.546897] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2502 tests [2025-09-28T04:02:48.546973] [INFO ] [CONFIGURE ] CPK: Testing feature 8/29: add_macd [2025-09-28T04:02:48.547065] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:02:48.712620] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:48.880275] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:49.064356] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:49.236511] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:49.418897] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:49.607634] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:49.778457] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:02:49.950922] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:50.132738] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:50.313816] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:50.314165] [INFO ] [CONFIGURE ] CPK: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:02:50.314302] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2501 tests [2025-09-28T04:02:50.314396] [INFO ] [CONFIGURE ] CPK: Testing feature 9/29: add_mfi [2025-09-28T04:02:50.314476] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_mfi'] [2025-09-28T04:02:50.463516] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:50.609591] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:50.760029] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:50.916355] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:51.069451] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:02:51.221437] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:51.375300] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:51.530864] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:02:51.685823] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:02:51.835954] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:51.836201] [INFO ] [CONFIGURE ] CPK: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:02:51.836307] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2500 tests [2025-09-28T04:02:51.836388] [INFO ] [CONFIGURE ] CPK: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:02:51.836463] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:02:52.000885] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:52.167778] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:52.338884] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:52.513077] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:52.690793] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:52.853900] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:53.014152] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:53.201505] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:53.407926] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:02:53.572114] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:53.572338] [INFO ] [CONFIGURE ] CPK: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:02:53.572419] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2499 tests [2025-09-28T04:02:53.572495] [INFO ] [CONFIGURE ] CPK: Testing feature 11/29: add_obv_daily [2025-09-28T04:02:53.572570] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_daily'] [2025-09-28T04:02:53.730945] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:53.898265] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:54.061444] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:54.200250] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:54.348273] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:54.500807] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:54.647623] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:54.794134] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:54.935056] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:55.089793] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:55.090047] [INFO ] [CONFIGURE ] CPK: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:02:55.090136] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2498 tests [2025-09-28T04:02:55.090215] [INFO ] [CONFIGURE ] CPK: Testing feature 12/29: add_obv_interval [2025-09-28T04:02:55.090290] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_interval'] [2025-09-28T04:02:55.230003] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:55.369498] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:55.515094] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:55.657515] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:55.797979] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:55.934475] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:56.071875] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:56.220761] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:56.367771] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:02:56.519187] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:56.519408] [INFO ] [CONFIGURE ] CPK: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:02:56.519489] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2497 tests [2025-09-28T04:02:56.519566] [INFO ] [CONFIGURE ] CPK: Testing feature 13/29: add_opening_strength [2025-09-28T04:02:56.519660] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:02:56.665824] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:56.807282] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:02:56.948148] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:57.090329] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:57.231537] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:02:57.373550] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:57.515305] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:02:57.660001] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:57.806941] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:57.955532] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:02:57.955831] [INFO ] [CONFIGURE ] CPK: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:02:57.955912] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2496 tests [2025-09-28T04:02:57.955989] [INFO ] [CONFIGURE ] CPK: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:02:57.956061] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:02:58.110182] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:58.265864] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:58.418995] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:02:58.580286] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:02:58.732836] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:02:58.885366] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:02:59.041166] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:02:59.195223] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:02:59.352184] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:02:59.502756] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:02:59.502950] [INFO ] [CONFIGURE ] CPK: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:02:59.503029] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2495 tests [2025-09-28T04:02:59.503128] [INFO ] [CONFIGURE ] CPK: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:02:59.503203] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:02:59.629611] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:02:59.762980] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:02:59.894845] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:03:00.026206] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:00.155074] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:00.290899] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:00.427410] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:00.565863] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:00.702172] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:03:00.841265] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:00.841462] [INFO ] [CONFIGURE ] CPK: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:03:00.841543] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2494 tests [2025-09-28T04:03:00.841620] [INFO ] [CONFIGURE ] CPK: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:03:00.841717] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:03:00.983222] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:01.125356] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:01.264711] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:03:01.406196] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:01.551027] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:01.693965] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:01.849115] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:03:02.003211] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:03:02.158440] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:02.311384] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:03:02.311590] [INFO ] [CONFIGURE ] CPK: DISCARDED add_pbf_overnight_gap (score: 30.00%) [2025-09-28T04:03:02.311715] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2493 tests [2025-09-28T04:03:02.311815] [INFO ] [CONFIGURE ] CPK: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:03:02.311913] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T04:03:02.455435] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:02.604628] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:02.752518] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:03:02.900362] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:03.054012] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:03.201395] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:03.349863] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:03.533592] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:03.686673] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:03.847906] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:03:03.848134] [INFO ] [CONFIGURE ] CPK: DISCARDED add_pbf_return_2d (score: 30.00%) [2025-09-28T04:03:03.848277] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2492 tests [2025-09-28T04:03:03.848386] [INFO ] [CONFIGURE ] CPK: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:03:03.848491] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T04:03:03.993053] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:04.121736] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:04.251714] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:03:04.383813] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:04.516371] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:04.652327] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:04.780571] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:04.909943] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:05.042946] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:05.179019] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:05.179237] [INFO ] [CONFIGURE ] CPK: DISCARDED add_pbf_volatility_5d (score: 40.00%) [2025-09-28T04:03:05.179335] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2491 tests [2025-09-28T04:03:05.179414] [INFO ] [CONFIGURE ] CPK: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:03:05.179489] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T04:03:05.320150] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:05.453814] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:05.617733] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:03:05.764789] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:05.906228] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:06.045466] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:06.188863] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:06.324767] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:03:06.463574] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:06.600202] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:06.600391] [INFO ] [CONFIGURE ] CPK: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:03:06.600473] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2490 tests [2025-09-28T04:03:06.600550] [INFO ] [CONFIGURE ] CPK: Testing feature 20/29: add_price_rejection [2025-09-28T04:03:06.600623] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_price_rejection'] [2025-09-28T04:03:06.746080] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:06.887093] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:07.029506] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:03:07.172964] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:07.316196] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:07.470672] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:07.632483] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:07.789866] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:07.944612] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:08.095596] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:08.095895] [INFO ] [CONFIGURE ] CPK: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:03:08.095979] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2489 tests [2025-09-28T04:03:08.096055] [INFO ] [CONFIGURE ] CPK: Testing feature 21/29: add_range_position [2025-09-28T04:03:08.096128] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_range_position'] [2025-09-28T04:03:08.244340] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:08.394509] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:08.543899] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:03:08.694143] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:08.846054] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:09.000410] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:09.152522] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:09.306515] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:09.461858] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:09.616934] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:09.617147] [INFO ] [CONFIGURE ] CPK: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:03:09.617228] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2488 tests [2025-09-28T04:03:09.617306] [INFO ] [CONFIGURE ] CPK: Testing feature 22/29: add_realized_volatility [2025-09-28T04:03:09.617381] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_realized_volatility'] [2025-09-28T04:03:09.785328] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:09.948849] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:10.110532] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:03:10.281156] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:03:10.447053] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:10.617285] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:10.786095] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:03:10.953968] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:03:11.125884] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:03:11.293068] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:11.293276] [INFO ] [CONFIGURE ] CPK: DISCARDED add_realized_volatility (score: 30.00%) [2025-09-28T04:03:11.293357] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2487 tests [2025-09-28T04:03:11.293463] [INFO ] [CONFIGURE ] CPK: Testing feature 23/29: add_recent_range_context [2025-09-28T04:03:11.293540] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_recent_range_context'] [2025-09-28T04:03:11.442130] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:11.586662] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:11.728861] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:03:11.871370] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:12.013346] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:12.160189] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:12.301388] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:12.450182] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:12.602833] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:12.760979] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:12.761214] [INFO ] [CONFIGURE ] CPK: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:03:12.761298] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2486 tests [2025-09-28T04:03:12.761376] [INFO ] [CONFIGURE ] CPK: Testing feature 24/29: add_rsi [2025-09-28T04:03:12.761450] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T04:03:12.925988] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:13.089109] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:03:13.278889] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:03:13.454053] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:13.618432] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:13.782095] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:13.945462] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:14.108550] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:03:14.272254] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:03:14.454285] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:14.455379] [INFO ] [CONFIGURE ] CPK: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:03:14.455468] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2485 tests [2025-09-28T04:03:14.455548] [INFO ] [CONFIGURE ] CPK: Testing feature 25/29: add_tick_distribution [2025-09-28T04:03:14.455621] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_tick_distribution'] [2025-09-28T04:03:14.587970] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:14.719101] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:14.858898] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:03:14.994910] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:15.131027] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:15.272806] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:15.411949] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:15.548378] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:03:15.687307] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:15.826747] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:15.826982] [INFO ] [CONFIGURE ] CPK: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:03:15.827068] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2484 tests [2025-09-28T04:03:15.827311] [INFO ] [CONFIGURE ] CPK: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:03:15.827393] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T04:03:15.968411] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:16.105373] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:16.244264] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:03:16.382959] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:16.523821] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:16.673558] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:16.815864] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:16.961048] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:17.108807] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:17.253054] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:17.253272] [INFO ] [CONFIGURE ] CPK: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T04:03:17.253353] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2483 tests [2025-09-28T04:03:17.253430] [INFO ] [CONFIGURE ] CPK: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:03:17.253503] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T04:03:17.399930] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:17.546385] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:17.694152] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:03:17.844045] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:17.994174] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:18.144451] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:18.294622] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:03:18.441693] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:18.590270] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:18.744100] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:18.744312] [INFO ] [CONFIGURE ] CPK: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:03:18.744394] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2482 tests [2025-09-28T04:03:18.744475] [INFO ] [CONFIGURE ] CPK: Testing feature 28/29: add_volume_profile [2025-09-28T04:03:18.744547] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_profile'] [2025-09-28T04:03:18.888576] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:19.024568] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:19.162064] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:03:19.300946] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:19.447008] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:19.590614] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:19.730878] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:03:19.878561] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:20.017864] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:20.160511] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:20.160728] [INFO ] [CONFIGURE ] CPK: DISCARDED add_volume_profile (score: 30.00%) [2025-09-28T04:03:20.160808] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2481 tests [2025-09-28T04:03:20.160883] [INFO ] [CONFIGURE ] CPK: Testing feature 29/29: add_vwap [2025-09-28T04:03:20.160957] [INFO ] [CONFIGURE ] CPK: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap'] [2025-09-28T04:03:20.298725] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:03:20.440241] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:03:20.586456] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:03:20.731879] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:20.875473] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:03:21.017918] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:21.163855] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:03:21.310195] [DEBUG] [FORECASTER] CPK: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:03:21.456692] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:03:21.605057] [DEBUG] [FORECASTER] CPK: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:03:21.605269] [INFO ] [CONFIGURE ] CPK: DISCARDED add_vwap (score: 40.00%) [2025-09-28T04:03:21.605375] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2480 tests [2025-09-28T04:03:21.605529] [INFO ] [CONFIGURE ] CPK: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:03:21.605625] [INFO ] [CONFIGURE ] CPK: Best accuracy: 70.00% [2025-09-28T04:03:21.605762] [INFO ] [CONFIGURE ] CPK: Best feature set (2 features): ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:03:21.605854] [INFO ] [CONFIGURE ] CPK: Improvement over baseline: 20.00% [2025-09-28T04:03:21.605941] [INFO ] [CONFIGURE ] CPK: Total time: 43.2 seconds [2025-09-28T04:03:21.606029] [INFO ] [CONFIGURE ] CPK: Average time per feature: 1.5 seconds [2025-09-28T04:03:21.606118] [INFO ] [CONFIGURE ] CPK: Average speed: 0.67 features/sec [2025-09-28T04:03:21.607198] [INFO ] [LOCAL ] Saved configuration for CPK: 2 features, 70.00% accuracy -> ./output/feature-sets/CPK.json [2025-09-28T04:03:21.607311] [INFO ] [CONFIGURE ] CPK: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T04:03:21.607442] [INFO ] [sig ] [50/135] Successfully configured CPK | 0.02 sym/s | Total: 38.2m | ETA: 1.1h [2025-09-28T04:03:21.607579] [INFO ] [sig ] [51/135] Configuring CRBG... [2025-09-28T04:03:21.607719] [INFO ] [CONFIGURE ] CRBG: Configurate test run. [2025-09-28T04:03:21.607870] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CRBG' from 'https://tdm.silogroup.org/data/derivative_storage/CRBG.csv'. [2025-09-28T04:03:21.933099] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CRBG'. [2025-09-28T04:03:21.933749] [INFO ] [CONFIGURE ] CRBG: Testing with 29 available features [2025-09-28T04:03:21.933830] [INFO ] [CONFIGURE ] CRBG: Establishing baseline with no features... [2025-09-28T04:03:22.045230] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:22.153834] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:22.264767] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:03:22.375850] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:22.491893] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:22.611797] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:03:22.733788] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:22.848571] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:03:22.964844] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:23.081189] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:23.081383] [INFO ] [CONFIGURE ] CRBG: Baseline score (no features): 40.00% [2025-09-28T04:03:23.081464] [INFO ] [CONFIGURE ] CRBG: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:03:23.081563] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:03:23.205498] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:23.329011] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:23.451597] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:23.576164] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:23.709204] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:23.842775] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:23.971444] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:24.102103] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:24.232771] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:24.363157] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:24.363361] [INFO ] [CONFIGURE ] CRBG: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T04:03:24.363443] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2479 tests [2025-09-28T04:03:24.363519] [INFO ] [CONFIGURE ] CRBG: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:03:24.363699] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:03:24.504803] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:24.648850] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:24.790481] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:03:24.934059] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:25.083303] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:25.232908] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:25.382398] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:25.531778] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:25.685002] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:25.828263] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:25.828463] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T04:03:25.828544] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2478 tests [2025-09-28T04:03:25.828723] [INFO ] [CONFIGURE ] CRBG: Testing feature 3/29: add_daily_returns [2025-09-28T04:03:25.828798] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:03:25.953817] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:26.082492] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:26.210747] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:26.342520] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:26.473117] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:26.602188] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:26.734709] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:26.865869] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:03:26.998310] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:27.132138] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:27.132347] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:03:27.132429] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2477 tests [2025-09-28T04:03:27.132578] [INFO ] [CONFIGURE ] CRBG: Testing feature 4/29: add_ema [2025-09-28T04:03:27.132677] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:03:27.277273] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:27.418728] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:27.562382] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:27.710959] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:27.857363] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:28.017881] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:28.165035] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:03:28.309188] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:28.458448] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:28.603378] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:28.603600] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:03:28.603728] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2476 tests [2025-09-28T04:03:28.603824] [INFO ] [CONFIGURE ] CRBG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:03:28.603911] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:03:28.748826] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:28.899402] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:29.052058] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:29.206439] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:29.361417] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:29.539867] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:29.720632] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:29.886068] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:03:30.057129] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:30.222316] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:30.222535] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:03:30.222631] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2475 tests [2025-09-28T04:03:30.222831] [INFO ] [CONFIGURE ] CRBG: Testing feature 6/29: add_failed_moves [2025-09-28T04:03:30.222936] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:03:30.363255] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:30.495948] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:30.626990] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:30.761118] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:30.898809] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:31.035696] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:31.171940] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:31.304894] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:31.444482] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:31.583786] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:31.583966] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:03:31.584045] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2474 tests [2025-09-28T04:03:31.584206] [INFO ] [CONFIGURE ] CRBG: Testing feature 7/29: add_lag_shelf [2025-09-28T04:03:31.584279] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:03:31.706259] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:31.831869] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:31.961267] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:32.088918] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:32.218523] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:32.347693] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:32.479726] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:32.607335] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:03:32.734355] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:32.879561] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:32.879770] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:03:32.879851] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2473 tests [2025-09-28T04:03:32.879945] [INFO ] [CONFIGURE ] CRBG: Testing feature 8/29: add_macd [2025-09-28T04:03:32.880057] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:03:33.047228] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:33.222192] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:33.388494] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:33.553577] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:33.719195] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:33.883945] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:34.053823] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:34.223133] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:34.390034] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:34.574379] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:34.574668] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:03:34.574852] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2472 tests [2025-09-28T04:03:34.574950] [INFO ] [CONFIGURE ] CRBG: Testing feature 9/29: add_mfi [2025-09-28T04:03:34.575057] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:03:34.725869] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:34.877582] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:35.032780] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:35.179826] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:35.326620] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:35.471341] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:35.621890] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:35.770399] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:35.917199] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:36.065215] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:36.065436] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:03:36.065549] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2471 tests [2025-09-28T04:03:36.065660] [INFO ] [CONFIGURE ] CRBG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:03:36.065743] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:03:36.222552] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:36.377915] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:36.540070] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:03:36.700044] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:36.859296] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:37.024592] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:37.223939] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:37.386547] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:37.542825] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:37.704590] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:37.704811] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:03:37.704892] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2470 tests [2025-09-28T04:03:37.705052] [INFO ] [CONFIGURE ] CRBG: Testing feature 11/29: add_obv_daily [2025-09-28T04:03:37.705125] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:03:37.838254] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:37.973122] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:38.126272] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:38.262596] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:38.406043] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:38.559522] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:38.701165] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:38.839768] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:38.978171] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:03:39.117233] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:39.117438] [INFO ] [CONFIGURE ] CRBG: KEPT add_obv_daily (score: 80.00%) [2025-09-28T04:03:39.117522] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2469 tests [2025-09-28T04:03:39.117704] [INFO ] [CONFIGURE ] CRBG: Testing feature 12/29: add_obv_interval [2025-09-28T04:03:39.117779] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval'] [2025-09-28T04:03:39.254619] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:39.391565] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:39.534327] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:39.678749] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:39.819918] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:39.959946] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:40.103105] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:40.244514] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:40.388812] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:40.535358] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:40.535587] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:03:40.535718] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2468 tests [2025-09-28T04:03:40.535810] [INFO ] [CONFIGURE ] CRBG: Testing feature 13/29: add_opening_strength [2025-09-28T04:03:40.535898] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:03:40.692376] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:40.847494] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:41.003246] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:41.160109] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:41.325445] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:41.487928] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:41.647058] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:03:41.802714] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:41.959875] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:42.120770] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:42.120991] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:03:42.121074] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2467 tests [2025-09-28T04:03:42.121151] [INFO ] [CONFIGURE ] CRBG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:03:42.121301] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T04:03:42.273721] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:42.426775] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:42.583192] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:42.740469] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:42.897205] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:43.056871] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:43.215486] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:43.375167] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:43.532664] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:43.692367] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:43.692579] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:03:43.692718] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2466 tests [2025-09-28T04:03:43.692824] [INFO ] [CONFIGURE ] CRBG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:03:43.692924] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_pbf_morning_momentum'] [2025-09-28T04:03:43.823855] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:43.952848] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:44.082080] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:44.212212] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:44.347521] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:44.482703] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:44.617789] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:44.755104] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:44.892725] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:45.033806] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:45.034058] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:03:45.034150] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2465 tests [2025-09-28T04:03:45.034241] [INFO ] [CONFIGURE ] CRBG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:03:45.034329] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T04:03:45.179246] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:45.321068] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:45.461715] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:45.607676] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:45.755116] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:45.900801] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:46.051851] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:46.199123] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:46.344452] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:46.493845] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:46.494079] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:03:46.494160] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2464 tests [2025-09-28T04:03:46.494236] [INFO ] [CONFIGURE ] CRBG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:03:46.494385] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T04:03:46.640671] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:46.784858] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:46.929065] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:47.076874] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:47.228582] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:47.385768] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:47.534682] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:47.687887] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:47.838780] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:47.992509] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:47.992741] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:03:47.992846] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2463 tests [2025-09-28T04:03:47.992934] [INFO ] [CONFIGURE ] CRBG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:03:47.993024] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T04:03:48.126425] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:48.259830] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:48.396680] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:48.535106] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:48.672374] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:48.813100] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:48.953397] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:49.094526] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:49.237729] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:49.383221] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:49.383467] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:03:49.383590] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2462 tests [2025-09-28T04:03:49.383733] [INFO ] [CONFIGURE ] CRBG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:03:49.383845] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T04:03:49.528814] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:49.674738] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:49.826444] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:49.973468] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:50.115415] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:50.252847] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:50.393343] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:50.536932] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:50.681362] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:03:50.836690] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:50.836940] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:03:50.837021] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2461 tests [2025-09-28T04:03:50.837095] [INFO ] [CONFIGURE ] CRBG: Testing feature 20/29: add_price_rejection [2025-09-28T04:03:50.837202] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_price_rejection'] [2025-09-28T04:03:50.985143] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:51.134057] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:51.288315] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:51.444814] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:51.604495] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:51.761333] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:51.917024] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:03:52.071491] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:52.218584] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:52.365360] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:52.365638] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:03:52.365766] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2460 tests [2025-09-28T04:03:52.365840] [INFO ] [CONFIGURE ] CRBG: Testing feature 21/29: add_range_position [2025-09-28T04:03:52.365925] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_range_position'] [2025-09-28T04:03:52.526761] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:52.686822] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:52.849425] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:53.007378] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:53.170615] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:53.325682] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:53.482774] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:53.649724] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:53.822472] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:54.039928] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:54.040171] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:03:54.040254] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2459 tests [2025-09-28T04:03:54.040330] [INFO ] [CONFIGURE ] CRBG: Testing feature 22/29: add_realized_volatility [2025-09-28T04:03:54.040552] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_realized_volatility'] [2025-09-28T04:03:54.259340] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:54.497549] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:54.715269] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:03:54.909846] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:55.102029] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:55.281895] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:55.461961] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:03:55.643311] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:55.821740] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:03:56.008800] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:56.009029] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:03:56.009143] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2458 tests [2025-09-28T04:03:56.009301] [INFO ] [CONFIGURE ] CRBG: Testing feature 23/29: add_recent_range_context [2025-09-28T04:03:56.009383] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_recent_range_context'] [2025-09-28T04:03:56.159817] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:56.308074] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:56.454383] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:56.609378] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:56.760334] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:56.913257] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:57.061536] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:57.213542] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:57.363089] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:57.511844] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:57.512062] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:03:57.512146] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2457 tests [2025-09-28T04:03:57.512221] [INFO ] [CONFIGURE ] CRBG: Testing feature 24/29: add_rsi [2025-09-28T04:03:57.512332] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_ema', 'add_rsi'] [2025-09-28T04:03:57.680189] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:57.848059] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:58.012397] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:58.178949] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:58.346614] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:03:58.518370] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:03:58.687080] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:03:58.861048] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:03:59.027375] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:03:59.192889] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:03:59.193093] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:03:59.193174] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2456 tests [2025-09-28T04:03:59.193251] [INFO ] [CONFIGURE ] CRBG: Testing feature 25/29: add_tick_distribution [2025-09-28T04:03:59.193352] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_tick_distribution'] [2025-09-28T04:03:59.331049] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:03:59.474087] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:03:59.621369] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:03:59.762801] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:03:59.907164] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:04:00.054461] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:00.203554] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:04:00.350983] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:00.499603] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:00.647449] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:04:00.647694] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:04:00.647911] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2455 tests [2025-09-28T04:04:00.647998] [INFO ] [CONFIGURE ] CRBG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:04:00.648095] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T04:04:00.789920] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:04:00.930281] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:01.071748] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:04:01.226827] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:04:01.373445] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:04:01.520558] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:01.668860] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:01.821507] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:01.972558] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:02.123598] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:04:02.123827] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:04:02.123909] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2454 tests [2025-09-28T04:04:02.123984] [INFO ] [CONFIGURE ] CRBG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:04:02.124088] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T04:04:02.280948] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:04:02.434552] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:02.600087] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:04:02.755174] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:04:02.929098] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:04:03.091264] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:03.276511] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:04:03.445012] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:03.607694] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:04:03.772404] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:04:03.772636] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:04:03.772819] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2453 tests [2025-09-28T04:04:03.772901] [INFO ] [CONFIGURE ] CRBG: Testing feature 28/29: add_volume_profile [2025-09-28T04:04:03.772976] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_volume_profile'] [2025-09-28T04:04:03.923388] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:04:04.072554] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:04.222164] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:04:04.369594] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:04:04.517131] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:04:04.686288] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:04.844972] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:05.003578] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:05.157297] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:04:05.310619] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:04:05.310852] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:04:05.310935] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2452 tests [2025-09-28T04:04:05.311090] [INFO ] [CONFIGURE ] CRBG: Testing feature 29/29: add_vwap [2025-09-28T04:04:05.311166] [INFO ] [CONFIGURE ] CRBG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_vwap'] [2025-09-28T04:04:05.465340] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:04:05.615582] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:05.762964] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:04:05.918388] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:04:06.076850] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:04:06.233339] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:06.382388] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:04:06.536543] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:06.693946] [DEBUG] [FORECASTER] CRBG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:04:06.848308] [DEBUG] [FORECASTER] CRBG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:04:06.848518] [INFO ] [CONFIGURE ] CRBG: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:04:06.848600] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2451 tests [2025-09-28T04:04:06.848785] [INFO ] [CONFIGURE ] CRBG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:04:06.848858] [INFO ] [CONFIGURE ] CRBG: Best accuracy: 80.00% [2025-09-28T04:04:06.848931] [INFO ] [CONFIGURE ] CRBG: Best feature set (2 features): ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:04:06.849015] [INFO ] [CONFIGURE ] CRBG: Improvement over baseline: 40.00% [2025-09-28T04:04:06.849117] [INFO ] [CONFIGURE ] CRBG: Total time: 43.8 seconds [2025-09-28T04:04:06.849187] [INFO ] [CONFIGURE ] CRBG: Average time per feature: 1.5 seconds [2025-09-28T04:04:06.849298] [INFO ] [CONFIGURE ] CRBG: Average speed: 0.66 features/sec [2025-09-28T04:04:06.850015] [INFO ] [LOCAL ] Saved configuration for CRBG: 2 features, 80.00% accuracy -> ./output/feature-sets/CRBG.json [2025-09-28T04:04:06.850096] [INFO ] [CONFIGURE ] CRBG: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T04:04:06.850195] [INFO ] [sig ] [51/135] Successfully configured CRBG | 0.02 sym/s | Total: 38.9m | ETA: 1.1h [2025-09-28T04:04:06.850317] [INFO ] [sig ] [52/135] Configuring CRH... [2025-09-28T04:04:06.850399] [INFO ] [CONFIGURE ] CRH: Configurate test run. [2025-09-28T04:04:06.850483] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CRH' from 'https://tdm.silogroup.org/data/derivative_storage/CRH.csv'. [2025-09-28T04:04:06.955478] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CRH'. [2025-09-28T04:04:06.956138] [INFO ] [CONFIGURE ] CRH: Testing with 29 available features [2025-09-28T04:04:06.956234] [INFO ] [CONFIGURE ] CRH: Establishing baseline with no features... [2025-09-28T04:04:07.067364] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:07.181947] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:07.298480] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:07.410421] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:07.522117] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:07.636587] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:07.749918] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:07.860986] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:07.989379] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:08.102704] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:08.102908] [INFO ] [CONFIGURE ] CRH: Baseline score (no features): 50.00% [2025-09-28T04:04:08.102994] [INFO ] [CONFIGURE ] CRH: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:04:08.103155] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:04:08.223288] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:08.347958] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:08.477694] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:08.619974] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:04:08.744872] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:08.866926] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:08.993941] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:09.121389] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:09.245669] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:09.368964] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:09.369155] [INFO ] [CONFIGURE ] CRH: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:04:09.369234] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2450 tests [2025-09-28T04:04:09.369389] [INFO ] [CONFIGURE ] CRH: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:04:09.369462] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:04:09.494857] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:09.623167] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:09.755981] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:09.884299] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:10.019046] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:10.154152] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:10.291169] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:10.421963] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:10.554363] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:10.684998] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:10.685209] [INFO ] [CONFIGURE ] CRH: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:04:10.685311] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2449 tests [2025-09-28T04:04:10.685401] [INFO ] [CONFIGURE ] CRH: Testing feature 3/29: add_daily_returns [2025-09-28T04:04:10.685486] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns'] [2025-09-28T04:04:10.795334] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:10.907583] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:11.019389] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:11.134668] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:11.250068] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:11.370032] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:11.488408] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:11.608896] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:11.731762] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:11.860925] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:11.861141] [INFO ] [CONFIGURE ] CRH: KEPT add_daily_returns (score: 60.00%) [2025-09-28T04:04:11.861222] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2448 tests [2025-09-28T04:04:11.861298] [INFO ] [CONFIGURE ] CRH: Testing feature 4/29: add_ema [2025-09-28T04:04:11.861373] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T04:04:11.996314] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:12.131960] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:12.272082] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:12.430948] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:12.581367] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:12.725588] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:12.868560] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:13.017950] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:13.168057] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:13.312923] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:13.313165] [INFO ] [CONFIGURE ] CRH: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:04:13.313275] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2447 tests [2025-09-28T04:04:13.313366] [INFO ] [CONFIGURE ] CRH: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:04:13.313458] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:04:13.458388] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:13.611477] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:13.759698] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:13.907151] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:04:14.054013] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:14.200949] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:14.350998] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:14.507306] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:14.655115] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:14.809596] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:14.809833] [INFO ] [CONFIGURE ] CRH: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:04:14.809941] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2446 tests [2025-09-28T04:04:14.810034] [INFO ] [CONFIGURE ] CRH: Testing feature 6/29: add_failed_moves [2025-09-28T04:04:14.810109] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T04:04:14.936301] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:15.065090] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:15.203155] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:15.332544] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:15.459172] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:15.587856] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:15.717475] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:15.853827] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:15.987385] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:16.129620] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:16.129868] [INFO ] [CONFIGURE ] CRH: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:04:16.129954] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2445 tests [2025-09-28T04:04:16.130130] [INFO ] [CONFIGURE ] CRH: Testing feature 7/29: add_lag_shelf [2025-09-28T04:04:16.130206] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:04:16.258851] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:16.378177] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:16.508607] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:16.628302] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:16.747246] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:16.870447] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:16.993636] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:17.117198] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:17.238095] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:17.358625] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:17.358855] [INFO ] [CONFIGURE ] CRH: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:04:17.358937] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2444 tests [2025-09-28T04:04:17.359095] [INFO ] [CONFIGURE ] CRH: Testing feature 8/29: add_macd [2025-09-28T04:04:17.359223] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:04:17.515672] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:17.672345] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:17.828626] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:17.996048] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:18.169869] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:18.334560] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:18.503078] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:18.666664] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:18.831764] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:19.001947] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:19.002177] [INFO ] [CONFIGURE ] CRH: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:04:19.002314] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2443 tests [2025-09-28T04:04:19.002410] [INFO ] [CONFIGURE ] CRH: Testing feature 9/29: add_mfi [2025-09-28T04:04:19.002501] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T04:04:19.143238] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:19.278346] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:19.421499] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:19.561978] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:19.701401] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:19.845193] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:19.989581] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:20.145231] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:20.289517] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:20.437982] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:20.438257] [INFO ] [CONFIGURE ] CRH: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:04:20.438352] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2442 tests [2025-09-28T04:04:20.438507] [INFO ] [CONFIGURE ] CRH: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:04:20.438582] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:04:20.589925] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:20.749124] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:20.907789] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:21.058894] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:21.212238] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:21.372586] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:21.530958] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:21.694368] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:21.858475] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:22.019768] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:22.019981] [INFO ] [CONFIGURE ] CRH: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:04:22.020063] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.6s/test | Remaining: 2441 tests [2025-09-28T04:04:22.020227] [INFO ] [CONFIGURE ] CRH: Testing feature 11/29: add_obv_daily [2025-09-28T04:04:22.020316] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T04:04:22.147333] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:22.287549] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:22.422284] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:22.551991] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:04:22.685083] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:22.811202] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:22.941982] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:23.070201] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:23.195247] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:23.319030] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:23.319227] [INFO ] [CONFIGURE ] CRH: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T04:04:23.319332] [INFO ] [CONFIGURE ] JOB ETA: 1.1h | Avg: 1.5s/test | Remaining: 2440 tests [2025-09-28T04:04:23.319420] [INFO ] [CONFIGURE ] CRH: Testing feature 12/29: add_obv_interval [2025-09-28T04:04:23.319509] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T04:04:23.441236] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:23.565600] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:23.689457] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:23.814150] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:23.941741] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:24.071901] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:24.204288] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:24.333371] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:24.461869] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:24.594834] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:24.595041] [INFO ] [CONFIGURE ] CRH: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:04:24.595149] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2439 tests [2025-09-28T04:04:24.595240] [INFO ] [CONFIGURE ] CRH: Testing feature 13/29: add_opening_strength [2025-09-28T04:04:24.595316] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:04:24.725373] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:24.856504] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:24.989584] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:04:25.116006] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:25.241061] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:25.365851] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:25.493923] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:25.623678] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:25.759565] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:25.909471] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:25.909692] [INFO ] [CONFIGURE ] CRH: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:04:25.909778] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2438 tests [2025-09-28T04:04:25.909886] [INFO ] [CONFIGURE ] CRH: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:04:25.910004] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:04:26.046786] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:26.185441] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:26.327411] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:26.470466] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:26.611726] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:26.746976] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:26.890238] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:27.031400] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:27.184162] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:27.326050] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:27.326262] [INFO ] [CONFIGURE ] CRH: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:04:27.326346] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2437 tests [2025-09-28T04:04:27.326426] [INFO ] [CONFIGURE ] CRH: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:04:27.326502] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:04:27.444444] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:27.565960] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:27.686964] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:27.806345] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:04:27.926930] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:28.048181] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:28.167995] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:28.288238] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:28.410795] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:28.538248] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:28.538476] [INFO ] [CONFIGURE ] CRH: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:04:28.538558] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2436 tests [2025-09-28T04:04:28.538634] [INFO ] [CONFIGURE ] CRH: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:04:28.538736] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:04:28.665400] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:28.794450] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:28.923330] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:29.056040] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:29.183516] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:29.311494] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:29.449005] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:29.580172] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:29.713788] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:29.844638] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:29.844890] [INFO ] [CONFIGURE ] CRH: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:04:29.844974] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2435 tests [2025-09-28T04:04:29.845050] [INFO ] [CONFIGURE ] CRH: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:04:29.845124] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T04:04:29.970976] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:30.107458] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:30.242411] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:30.370786] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:30.504821] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:30.636443] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:30.773165] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:30.907448] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:31.043602] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:31.175020] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:31.175225] [INFO ] [CONFIGURE ] CRH: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:04:31.175286] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2434 tests [2025-09-28T04:04:31.175327] [INFO ] [CONFIGURE ] CRH: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:04:31.175371] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T04:04:31.306406] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:31.423420] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:31.537829] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:31.655182] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:04:31.774893] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:31.907161] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:32.025475] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:32.141508] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:32.258517] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:32.374314] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:32.374507] [INFO ] [CONFIGURE ] CRH: DISCARDED add_pbf_volatility_5d (score: 30.00%) [2025-09-28T04:04:32.374586] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2433 tests [2025-09-28T04:04:32.374685] [INFO ] [CONFIGURE ] CRH: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:04:32.374757] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T04:04:32.488186] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:32.602943] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:32.716114] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:32.836050] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:32.956415] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:33.076095] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:33.194675] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:33.313817] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:33.436886] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:33.558361] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:33.558548] [INFO ] [CONFIGURE ] CRH: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:04:33.558627] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2432 tests [2025-09-28T04:04:33.558726] [INFO ] [CONFIGURE ] CRH: Testing feature 20/29: add_price_rejection [2025-09-28T04:04:33.558799] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_price_rejection'] [2025-09-28T04:04:33.685363] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:33.815040] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:33.944254] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:34.072140] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:34.200218] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:34.327108] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:34.454847] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:34.582583] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:34.711951] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:34.842121] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:34.842327] [INFO ] [CONFIGURE ] CRH: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:04:34.842407] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2431 tests [2025-09-28T04:04:34.842482] [INFO ] [CONFIGURE ] CRH: Testing feature 21/29: add_range_position [2025-09-28T04:04:34.842600] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_range_position'] [2025-09-28T04:04:34.976101] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:35.113999] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:35.253003] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:35.390724] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:35.532236] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:35.675001] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:35.818323] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:35.971967] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:36.128028] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:36.282334] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:36.282522] [INFO ] [CONFIGURE ] CRH: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:04:36.282604] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2430 tests [2025-09-28T04:04:36.282702] [INFO ] [CONFIGURE ] CRH: Testing feature 22/29: add_realized_volatility [2025-09-28T04:04:36.282776] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_realized_volatility'] [2025-09-28T04:04:36.444949] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:36.609075] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:36.773368] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:04:36.938297] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:37.106364] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:37.272585] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:37.438663] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:37.603631] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:37.770256] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:37.943362] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:37.943600] [INFO ] [CONFIGURE ] CRH: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:04:37.943715] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2429 tests [2025-09-28T04:04:37.943793] [INFO ] [CONFIGURE ] CRH: Testing feature 23/29: add_recent_range_context [2025-09-28T04:04:37.943865] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_recent_range_context'] [2025-09-28T04:04:38.078850] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:38.216532] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:38.351744] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:38.490946] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:38.632571] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:38.769294] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:38.913037] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:39.045707] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:39.177476] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:39.310139] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:39.310359] [INFO ] [CONFIGURE ] CRH: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:04:39.310441] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2428 tests [2025-09-28T04:04:39.310515] [INFO ] [CONFIGURE ] CRH: Testing feature 24/29: add_rsi [2025-09-28T04:04:39.310568] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T04:04:39.466099] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:39.628227] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:39.777771] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:39.933974] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:04:40.085324] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:40.240026] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:40.403206] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:40.565896] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:40.730200] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:40.890252] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:40.890452] [INFO ] [CONFIGURE ] CRH: DISCARDED add_rsi (score: 30.00%) [2025-09-28T04:04:40.890531] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2427 tests [2025-09-28T04:04:40.890605] [INFO ] [CONFIGURE ] CRH: Testing feature 25/29: add_tick_distribution [2025-09-28T04:04:40.890739] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_tick_distribution'] [2025-09-28T04:04:41.020080] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:41.153767] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:41.277233] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:41.402241] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:41.532147] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:41.663829] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:41.793280] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:41.925618] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:42.065344] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:42.193572] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:42.193789] [INFO ] [CONFIGURE ] CRH: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T04:04:42.193870] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2426 tests [2025-09-28T04:04:42.193943] [INFO ] [CONFIGURE ] CRH: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:04:42.193998] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T04:04:42.317301] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:42.443758] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:42.570050] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:42.698544] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:42.829166] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:42.962662] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:04:43.100014] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:43.233290] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:43.363050] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:43.494242] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:43.494450] [INFO ] [CONFIGURE ] CRH: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T04:04:43.494532] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2425 tests [2025-09-28T04:04:43.494607] [INFO ] [CONFIGURE ] CRH: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:04:43.494723] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T04:04:43.628595] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:04:43.762776] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:04:43.897077] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:44.035023] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:44.169590] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:44.307623] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:44.448924] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:44.604532] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:44.748924] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:44.894396] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:44.894597] [INFO ] [CONFIGURE ] CRH: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:04:44.894704] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2424 tests [2025-09-28T04:04:44.894783] [INFO ] [CONFIGURE ] CRH: Testing feature 28/29: add_volume_profile [2025-09-28T04:04:44.894857] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_volume_profile'] [2025-09-28T04:04:45.022496] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:45.154002] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:45.290521] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:45.418787] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:45.545513] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:45.673444] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:45.802232] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:45.933128] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:46.062520] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:46.194256] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:46.194467] [INFO ] [CONFIGURE ] CRH: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:04:46.194547] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2423 tests [2025-09-28T04:04:46.194623] [INFO ] [CONFIGURE ] CRH: Testing feature 29/29: add_vwap [2025-09-28T04:04:46.194720] [INFO ] [CONFIGURE ] CRH: Testing with features: ['add_daily_returns', 'add_vwap'] [2025-09-28T04:04:46.323419] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:04:46.473700] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:04:46.621235] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:04:46.782037] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:46.976583] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:04:47.162144] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:04:47.328511] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:04:47.498203] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:04:47.645306] [DEBUG] [FORECASTER] CRH: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:47.803044] [DEBUG] [FORECASTER] CRH: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:04:47.803256] [INFO ] [CONFIGURE ] CRH: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:04:47.803377] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2422 tests [2025-09-28T04:04:47.803482] [INFO ] [CONFIGURE ] CRH: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:04:47.803557] [INFO ] [CONFIGURE ] CRH: Best accuracy: 60.00% [2025-09-28T04:04:47.803630] [INFO ] [CONFIGURE ] CRH: Best feature set (1 features): ['add_daily_returns'] [2025-09-28T04:04:47.803749] [INFO ] [CONFIGURE ] CRH: Improvement over baseline: 10.00% [2025-09-28T04:04:47.803818] [INFO ] [CONFIGURE ] CRH: Total time: 39.7 seconds [2025-09-28T04:04:47.803888] [INFO ] [CONFIGURE ] CRH: Average time per feature: 1.4 seconds [2025-09-28T04:04:47.803959] [INFO ] [CONFIGURE ] CRH: Average speed: 0.73 features/sec [2025-09-28T04:04:47.804451] [INFO ] [LOCAL ] Saved configuration for CRH: 1 features, 60.00% accuracy -> ./output/feature-sets/CRH.json [2025-09-28T04:04:47.804530] [INFO ] [CONFIGURE ] CRH: Configuration saved successfully: 1 features, 60.00% accuracy. [2025-09-28T04:04:47.804636] [INFO ] [sig ] [52/135] Successfully configured CRH | 0.02 sym/s | Total: 39.6m | ETA: 1.1h [2025-09-28T04:04:47.804736] [INFO ] [sig ] [53/135] Configuring CRI... [2025-09-28T04:04:47.804805] [INFO ] [CONFIGURE ] CRI: Configurate test run. [2025-09-28T04:04:47.804875] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CRI' from 'https://tdm.silogroup.org/data/derivative_storage/CRI.csv'. [2025-09-28T04:04:47.824120] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CRI'. [2025-09-28T04:04:47.824596] [INFO ] [CONFIGURE ] CRI: Testing with 29 available features [2025-09-28T04:04:47.824710] [INFO ] [CONFIGURE ] CRI: Establishing baseline with no features... [2025-09-28T04:04:47.934041] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:04:48.038706] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:04:48.143374] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:04:48.247878] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:48.352419] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:04:48.457099] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:04:48.563945] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:04:48.671622] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:04:48.778986] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:04:48.887667] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:04:48.887868] [INFO ] [CONFIGURE ] CRI: Baseline score (no features): 70.00% [2025-09-28T04:04:48.887965] [INFO ] [CONFIGURE ] CRI: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:04:48.888041] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:04:49.010165] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:04:49.138527] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:04:49.267792] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:04:49.396285] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:49.520550] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:04:49.644959] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:04:49.770359] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:04:49.896315] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:04:50.022959] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:50.148210] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:04:50.148445] [INFO ] [CONFIGURE ] CRI: KEPT add_bollinger_bands (score: 80.00%) [2025-09-28T04:04:50.148527] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2421 tests [2025-09-28T04:04:50.148605] [INFO ] [CONFIGURE ] CRI: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:04:50.148737] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:04:50.289551] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:04:50.430224] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:04:50.572907] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:04:50.715603] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:50.862542] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:04:51.008870] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:04:51.153834] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:04:51.295842] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:04:51.433119] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:51.570806] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:04:51.571022] [INFO ] [CONFIGURE ] CRI: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T04:04:51.571103] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2420 tests [2025-09-28T04:04:51.571175] [INFO ] [CONFIGURE ] CRI: Testing feature 3/29: add_daily_returns [2025-09-28T04:04:51.571231] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:04:51.692912] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:04:51.814092] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:04:51.935449] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:04:52.058343] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:52.183846] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:04:52.312667] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:04:52.442610] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:04:52.572612] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:04:52.702194] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:04:52.833618] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:04:52.833874] [INFO ] [CONFIGURE ] CRI: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:04:52.833955] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2419 tests [2025-09-28T04:04:52.834029] [INFO ] [CONFIGURE ] CRI: Testing feature 4/29: add_ema [2025-09-28T04:04:52.834085] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:04:52.970138] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:04:53.110273] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:04:53.250117] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:04:53.385600] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:53.535554] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:04:53.685956] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:04:53.829186] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:04:53.976006] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:04:54.125057] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:04:54.275823] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:04:54.276050] [INFO ] [CONFIGURE ] CRI: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:04:54.276133] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2418 tests [2025-09-28T04:04:54.276209] [INFO ] [CONFIGURE ] CRI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:04:54.276282] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:04:54.425745] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:04:54.663768] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:04:54.817971] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:04:54.968018] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:55.118244] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:04:55.273103] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:04:55.427401] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:04:55.582091] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:04:55.739362] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:55.895410] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:04:55.895613] [INFO ] [CONFIGURE ] CRI: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T04:04:55.895713] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2417 tests [2025-09-28T04:04:55.895787] [INFO ] [CONFIGURE ] CRI: Testing feature 6/29: add_failed_moves [2025-09-28T04:04:55.895860] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:04:56.027949] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:04:56.162720] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:04:56.296068] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:04:56.427795] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:56.567791] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:04:56.700874] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:04:56.837441] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:04:56.970020] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:04:57.103672] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:57.237417] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:04:57.237674] [INFO ] [CONFIGURE ] CRI: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:04:57.237760] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2416 tests [2025-09-28T04:04:57.237837] [INFO ] [CONFIGURE ] CRI: Testing feature 7/29: add_lag_shelf [2025-09-28T04:04:57.237893] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:04:57.362807] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:04:57.486356] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:04:57.615197] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:04:57.744834] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:57.867024] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:04:57.991074] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:04:58.137241] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:04:58.270544] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:04:58.397087] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:04:58.527788] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:04:58.528014] [INFO ] [CONFIGURE ] CRI: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:04:58.528098] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2415 tests [2025-09-28T04:04:58.528175] [INFO ] [CONFIGURE ] CRI: Testing feature 8/29: add_macd [2025-09-28T04:04:58.528252] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:04:58.698253] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:04:58.863585] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:04:59.033052] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:04:59.198974] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:04:59.366826] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:04:59.539073] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:04:59.706919] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:04:59.874840] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:05:00.040429] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:00.206919] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:05:00.207134] [INFO ] [CONFIGURE ] CRI: DISCARDED add_macd (score: 60.00%) [2025-09-28T04:05:00.207219] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2414 tests [2025-09-28T04:05:00.207299] [INFO ] [CONFIGURE ] CRI: Testing feature 9/29: add_mfi [2025-09-28T04:05:00.207376] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:05:00.342290] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:00.477964] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:00.614312] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:00.748730] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:00.884513] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:01.024802] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:01.165200] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:01.311741] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:01.467343] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:01.624370] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:01.624586] [INFO ] [CONFIGURE ] CRI: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:05:01.624694] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2413 tests [2025-09-28T04:05:01.624773] [INFO ] [CONFIGURE ] CRI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:05:01.624848] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:05:01.784801] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:01.947582] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:02.116494] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:02.305217] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:05:02.462899] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:02.627352] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:02.793093] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:02.962542] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:03.147039] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:03.308850] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:03.309160] [INFO ] [CONFIGURE ] CRI: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:05:03.309263] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2412 tests [2025-09-28T04:05:03.309350] [INFO ] [CONFIGURE ] CRI: Testing feature 11/29: add_obv_daily [2025-09-28T04:05:03.309476] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:05:03.442831] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:03.575029] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:05:03.709921] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:03.846305] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:03.974533] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:04.104814] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:04.241619] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:04.383637] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:04.517975] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:04.657047] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:04.657259] [INFO ] [CONFIGURE ] CRI: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:05:04.657342] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2411 tests [2025-09-28T04:05:04.657419] [INFO ] [CONFIGURE ] CRI: Testing feature 12/29: add_obv_interval [2025-09-28T04:05:04.657471] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:05:04.792449] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:04.933288] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:05.067539] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:05.204948] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:05.339808] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:05.475181] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:05.608488] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:05.745241] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:05.881276] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:06.016501] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:06.016735] [INFO ] [CONFIGURE ] CRI: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:05:06.016842] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2410 tests [2025-09-28T04:05:06.016929] [INFO ] [CONFIGURE ] CRI: Testing feature 13/29: add_opening_strength [2025-09-28T04:05:06.017021] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:05:06.157620] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:05:06.298499] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:06.435970] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:06.578014] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:06.720593] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:06.859000] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:07.009486] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:07.158468] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:07.304380] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:07.451961] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:07.452190] [INFO ] [CONFIGURE ] CRI: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:05:07.452286] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2409 tests [2025-09-28T04:05:07.452374] [INFO ] [CONFIGURE ] CRI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:05:07.452439] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T04:05:07.648206] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:07.820886] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:07.964931] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:08.115787] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:08.271360] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:08.421664] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:08.576373] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:08.723802] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:08.887071] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:09.079555] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:09.079902] [INFO ] [CONFIGURE ] CRI: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:05:09.080009] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2408 tests [2025-09-28T04:05:09.080099] [INFO ] [CONFIGURE ] CRI: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:05:09.080189] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T04:05:09.228748] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:09.399431] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:09.539545] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:09.696790] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:09.822283] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:09.944872] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:10.069282] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:10.197110] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:10.323825] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:10.452597] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:10.452811] [INFO ] [CONFIGURE ] CRI: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T04:05:10.452894] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2407 tests [2025-09-28T04:05:10.452971] [INFO ] [CONFIGURE ] CRI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:05:10.453046] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T04:05:10.584537] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:05:10.718723] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:10.851424] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:10.985312] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:11.121381] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:11.259436] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:11.397664] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:11.538991] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:11.683823] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:11.832470] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:11.832710] [INFO ] [CONFIGURE ] CRI: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:05:11.832795] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2406 tests [2025-09-28T04:05:11.832873] [INFO ] [CONFIGURE ] CRI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:05:11.832949] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T04:05:11.973781] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:12.111622] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:12.255586] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:12.396159] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:12.538728] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:12.678335] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:12.823859] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:12.967074] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:13.109270] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:13.251363] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:13.251560] [INFO ] [CONFIGURE ] CRI: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:05:13.251662] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2405 tests [2025-09-28T04:05:13.251746] [INFO ] [CONFIGURE ] CRI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:05:13.251821] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T04:05:13.376140] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:05:13.499336] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:05:13.632797] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:13.758337] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:05:13.884099] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:14.009685] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:14.139381] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:14.271456] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:14.404014] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:14.540343] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:14.540546] [INFO ] [CONFIGURE ] CRI: DISCARDED add_pbf_volatility_5d (score: 30.00%) [2025-09-28T04:05:14.540684] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2404 tests [2025-09-28T04:05:14.540773] [INFO ] [CONFIGURE ] CRI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:05:14.540849] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T04:05:14.677019] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:14.806103] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:14.934839] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:15.061776] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:15.191216] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:15.322233] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:15.454744] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:15.584727] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:15.716885] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:15.844797] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:15.845013] [INFO ] [CONFIGURE ] CRI: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:05:15.845094] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2403 tests [2025-09-28T04:05:15.845168] [INFO ] [CONFIGURE ] CRI: Testing feature 20/29: add_price_rejection [2025-09-28T04:05:15.845240] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T04:05:15.986343] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:16.122207] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:16.264869] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:16.402946] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:05:16.540000] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:16.674462] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:16.810724] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:16.953869] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:17.095410] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:17.238411] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:17.238600] [INFO ] [CONFIGURE ] CRI: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:05:17.238704] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2402 tests [2025-09-28T04:05:17.238781] [INFO ] [CONFIGURE ] CRI: Testing feature 21/29: add_range_position [2025-09-28T04:05:17.238854] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T04:05:17.386054] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:17.543783] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:17.698142] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:17.858273] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:18.006392] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:18.161036] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:18.308227] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:18.463639] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:18.615600] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:18.765923] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:18.766124] [INFO ] [CONFIGURE ] CRI: DISCARDED add_range_position (score: 80.00%) [2025-09-28T04:05:18.766207] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2401 tests [2025-09-28T04:05:18.766288] [INFO ] [CONFIGURE ] CRI: Testing feature 22/29: add_realized_volatility [2025-09-28T04:05:18.766365] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T04:05:18.929255] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:19.088501] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:05:19.250137] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:19.418250] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:05:19.581280] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:19.741898] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:19.901239] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:20.062986] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:05:20.225991] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:20.392883] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:05:20.393070] [INFO ] [CONFIGURE ] CRI: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:05:20.393152] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2400 tests [2025-09-28T04:05:20.393229] [INFO ] [CONFIGURE ] CRI: Testing feature 23/29: add_recent_range_context [2025-09-28T04:05:20.393303] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T04:05:20.525118] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:05:20.659365] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:05:20.797240] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:20.928451] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:21.062392] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:21.194135] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:21.328792] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:21.464338] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:21.603905] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:21.747416] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:21.747623] [INFO ] [CONFIGURE ] CRI: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:05:21.747734] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2399 tests [2025-09-28T04:05:21.747866] [INFO ] [CONFIGURE ] CRI: Testing feature 24/29: add_rsi [2025-09-28T04:05:21.747952] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:05:21.925108] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:22.100071] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:22.263441] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:22.426012] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:22.588913] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:22.748491] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:22.910121] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:23.067664] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:23.224370] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:23.380992] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:23.381214] [INFO ] [CONFIGURE ] CRI: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:05:23.381295] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2398 tests [2025-09-28T04:05:23.381372] [INFO ] [CONFIGURE ] CRI: Testing feature 25/29: add_tick_distribution [2025-09-28T04:05:23.381446] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T04:05:23.513764] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:23.651254] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:23.790101] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:23.942958] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:24.089209] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:24.232779] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:24.381915] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:24.525812] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:24.666731] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:24.802403] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:24.802596] [INFO ] [CONFIGURE ] CRI: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:05:24.802700] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2397 tests [2025-09-28T04:05:24.802781] [INFO ] [CONFIGURE ] CRI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:05:24.802853] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T04:05:24.941457] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:05:25.077358] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:25.212716] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:25.350507] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:25.503487] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:25.639153] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:25.784529] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:25.939252] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:26.075676] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:26.209492] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:26.209692] [INFO ] [CONFIGURE ] CRI: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:05:26.209776] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2396 tests [2025-09-28T04:05:26.209878] [INFO ] [CONFIGURE ] CRI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:05:26.209954] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T04:05:26.348159] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:26.493435] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:26.642430] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:26.796275] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:26.935966] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:27.080861] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:27.228727] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:27.380116] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:27.538531] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:27.689133] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:27.689360] [INFO ] [CONFIGURE ] CRI: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:05:27.689447] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2395 tests [2025-09-28T04:05:27.689531] [INFO ] [CONFIGURE ] CRI: Testing feature 28/29: add_volume_profile [2025-09-28T04:05:27.689603] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T04:05:27.822510] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:05:27.953003] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:28.083332] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:28.215841] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:28.352164] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:28.492113] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:28.632801] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:28.774042] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:28.915920] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:29.063150] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:29.063372] [INFO ] [CONFIGURE ] CRI: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:05:29.063464] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2394 tests [2025-09-28T04:05:29.063570] [INFO ] [CONFIGURE ] CRI: Testing feature 29/29: add_vwap [2025-09-28T04:05:29.063754] [INFO ] [CONFIGURE ] CRI: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T04:05:29.206883] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:05:29.351019] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:05:29.488200] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:29.630609] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:05:29.779424] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:29.919731] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:30.059347] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:05:30.203185] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:05:30.349816] [DEBUG] [FORECASTER] CRI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:30.493496] [DEBUG] [FORECASTER] CRI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:05:30.493758] [INFO ] [CONFIGURE ] CRI: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:05:30.493844] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2393 tests [2025-09-28T04:05:30.493948] [INFO ] [CONFIGURE ] CRI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:05:30.494027] [INFO ] [CONFIGURE ] CRI: Best accuracy: 80.00% [2025-09-28T04:05:30.494102] [INFO ] [CONFIGURE ] CRI: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T04:05:30.494176] [INFO ] [CONFIGURE ] CRI: Improvement over baseline: 10.00% [2025-09-28T04:05:30.494246] [INFO ] [CONFIGURE ] CRI: Total time: 41.6 seconds [2025-09-28T04:05:30.494317] [INFO ] [CONFIGURE ] CRI: Average time per feature: 1.4 seconds [2025-09-28T04:05:30.494389] [INFO ] [CONFIGURE ] CRI: Average speed: 0.70 features/sec [2025-09-28T04:05:30.494916] [INFO ] [LOCAL ] Saved configuration for CRI: 1 features, 80.00% accuracy -> ./output/feature-sets/CRI.json [2025-09-28T04:05:30.495018] [INFO ] [CONFIGURE ] CRI: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T04:05:30.495122] [INFO ] [sig ] [53/135] Successfully configured CRI | 0.02 sym/s | Total: 40.3m | ETA: 1.0h [2025-09-28T04:05:30.495217] [INFO ] [sig ] [54/135] Configuring CWAN... [2025-09-28T04:05:30.495317] [INFO ] [CONFIGURE ] CWAN: Configurate test run. [2025-09-28T04:05:30.495435] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CWAN' from 'https://tdm.silogroup.org/data/derivative_storage/CWAN.csv'. [2025-09-28T04:05:30.801096] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CWAN'. [2025-09-28T04:05:30.801518] [INFO ] [CONFIGURE ] CWAN: Testing with 29 available features [2025-09-28T04:05:30.801598] [INFO ] [CONFIGURE ] CWAN: Establishing baseline with no features... [2025-09-28T04:05:30.907475] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:05:31.013448] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:31.121083] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:31.226060] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:31.336441] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:31.476324] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:31.585923] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:31.694818] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:31.809999] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:31.921024] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:31.921238] [INFO ] [CONFIGURE ] CWAN: Baseline score (no features): 50.00% [2025-09-28T04:05:31.921342] [INFO ] [CONFIGURE ] CWAN: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:05:31.921416] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:05:32.046363] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:32.170109] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:32.297203] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:32.429612] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:32.558191] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:32.686175] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:32.814797] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:32.940160] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:33.068197] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:33.199326] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:33.199528] [INFO ] [CONFIGURE ] CWAN: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:05:33.199608] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2392 tests [2025-09-28T04:05:33.199709] [INFO ] [CONFIGURE ] CWAN: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:05:33.199785] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:05:33.342805] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:33.489737] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:05:33.640308] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:33.791999] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:33.942204] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:34.098860] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:34.254840] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:34.411359] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:34.565045] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:34.718262] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:34.718502] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:05:34.718585] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2391 tests [2025-09-28T04:05:34.718690] [INFO ] [CONFIGURE ] CWAN: Testing feature 3/29: add_daily_returns [2025-09-28T04:05:34.718766] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:05:34.847371] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:05:34.977921] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:35.106740] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:35.241731] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:35.373102] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:35.508117] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:35.641477] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:35.773252] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:35.907180] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:36.039634] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:36.039860] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:05:36.039942] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2390 tests [2025-09-28T04:05:36.040019] [INFO ] [CONFIGURE ] CWAN: Testing feature 4/29: add_ema [2025-09-28T04:05:36.040093] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:05:36.188721] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:36.333255] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:36.481536] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:36.637208] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:36.789051] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:36.944042] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:37.114868] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:37.273406] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:37.425394] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:37.582434] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:37.582683] [INFO ] [CONFIGURE ] CWAN: KEPT add_ema (score: 70.00%) [2025-09-28T04:05:37.582769] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2389 tests [2025-09-28T04:05:37.582870] [INFO ] [CONFIGURE ] CWAN: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:05:37.582945] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:05:37.762568] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:05:37.941533] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:05:38.127483] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:38.309677] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:38.493832] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:38.673919] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:38.853119] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:39.031806] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:39.212609] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:39.402454] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:39.402755] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:05:39.402866] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2388 tests [2025-09-28T04:05:39.402961] [INFO ] [CONFIGURE ] CWAN: Testing feature 6/29: add_failed_moves [2025-09-28T04:05:39.403249] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_failed_moves'] [2025-09-28T04:05:39.597000] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:39.823685] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:40.027304] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:40.240594] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:40.455397] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:40.673191] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:40.842138] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:41.003894] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:41.171755] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:41.335950] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:41.336163] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:05:41.336246] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2387 tests [2025-09-28T04:05:41.336326] [INFO ] [CONFIGURE ] CWAN: Testing feature 7/29: add_lag_shelf [2025-09-28T04:05:41.336401] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf'] [2025-09-28T04:05:41.483243] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:41.651926] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:41.798389] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:41.944083] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:42.086244] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:42.231940] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:42.379071] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:42.531579] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:42.677814] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:42.822951] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:42.823160] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:05:42.823241] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2386 tests [2025-09-28T04:05:42.823322] [INFO ] [CONFIGURE ] CWAN: Testing feature 8/29: add_macd [2025-09-28T04:05:42.823398] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:05:43.009143] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:43.195308] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:43.383723] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:43.571161] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:05:43.753177] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:43.937328] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:44.126381] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:44.318872] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:44.515959] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:44.702725] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:44.702934] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:05:44.703016] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2385 tests [2025-09-28T04:05:44.703093] [INFO ] [CONFIGURE ] CWAN: Testing feature 9/29: add_mfi [2025-09-28T04:05:44.703166] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_mfi'] [2025-09-28T04:05:44.867941] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:45.033404] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:45.199824] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:45.361539] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:45.530257] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:45.697284] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:45.862219] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:46.031017] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:46.202991] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:46.370858] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:46.371089] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:05:46.371172] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2384 tests [2025-09-28T04:05:46.371249] [INFO ] [CONFIGURE ] CWAN: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:05:46.371325] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:05:46.550117] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:46.733487] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:05:46.915809] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:47.095255] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:47.278991] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:47.453548] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:05:47.633938] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:47.816118] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:47.995791] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:48.175219] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:48.175455] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:05:48.175538] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2383 tests [2025-09-28T04:05:48.175612] [INFO ] [CONFIGURE ] CWAN: Testing feature 11/29: add_obv_daily [2025-09-28T04:05:48.175701] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_daily'] [2025-09-28T04:05:48.340740] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:05:48.498580] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:05:48.652983] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:48.810328] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:48.966347] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:49.122546] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:49.286552] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:49.447564] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:49.611003] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:49.781092] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:49.781324] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T04:05:49.781411] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2382 tests [2025-09-28T04:05:49.781492] [INFO ] [CONFIGURE ] CWAN: Testing feature 12/29: add_obv_interval [2025-09-28T04:05:49.781587] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_interval'] [2025-09-28T04:05:49.934523] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:50.102098] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:50.257840] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:50.412789] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:50.580023] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:50.733193] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:50.889257] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:51.042169] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:51.199025] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:51.357836] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:51.358061] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:05:51.358142] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2381 tests [2025-09-28T04:05:51.358219] [INFO ] [CONFIGURE ] CWAN: Testing feature 13/29: add_opening_strength [2025-09-28T04:05:51.358269] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:05:51.524141] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:05:51.692371] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:05:51.865592] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:05:52.030459] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:52.195142] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:52.357659] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:52.523236] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:52.687668] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:05:52.859365] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:53.023951] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:53.024223] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T04:05:53.024307] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2380 tests [2025-09-28T04:05:53.024388] [INFO ] [CONFIGURE ] CWAN: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:05:53.024462] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_order_flow_imbalance'] [2025-09-28T04:05:53.188605] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:53.353918] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:05:53.521345] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:53.690730] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:53.863774] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:54.034995] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:54.206778] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:54.377486] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:54.554312] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:54.723975] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:05:54.724166] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:05:54.724248] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2379 tests [2025-09-28T04:05:54.724325] [INFO ] [CONFIGURE ] CWAN: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:05:54.724380] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum'] [2025-09-28T04:05:54.870923] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:05:55.022266] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:55.172106] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:55.322598] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:05:55.472183] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:05:55.621460] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:55.769854] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:55.918714] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:56.073415] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:56.222863] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:05:56.223053] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:05:56.223134] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2378 tests [2025-09-28T04:05:56.223208] [INFO ] [CONFIGURE ] CWAN: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:05:56.223263] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_overnight_gap'] [2025-09-28T04:05:56.372118] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:56.527626] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:56.685533] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:56.837000] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:05:56.988507] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:57.150813] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:57.306091] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:57.462364] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:57.620201] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:05:57.781109] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:57.781301] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_pbf_overnight_gap (score: 30.00%) [2025-09-28T04:05:57.781385] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2377 tests [2025-09-28T04:05:57.781462] [INFO ] [CONFIGURE ] CWAN: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:05:57.781537] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_return_2d'] [2025-09-28T04:05:57.942959] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:58.103990] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:58.263380] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:05:58.424544] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:05:58.599695] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:05:58.762414] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:05:58.933093] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:05:59.101445] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:05:59.273797] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:05:59.448448] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:05:59.448682] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:05:59.448767] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2376 tests [2025-09-28T04:05:59.448847] [INFO ] [CONFIGURE ] CWAN: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:05:59.448921] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_volatility_5d'] [2025-09-28T04:05:59.593812] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:05:59.736976] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:05:59.883382] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:06:00.041956] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:00.197344] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:00.352299] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:00.508233] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:00.658014] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:00.811134] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:00.969530] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:00.969779] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:06:00.969882] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2375 tests [2025-09-28T04:06:00.969961] [INFO ] [CONFIGURE ] CWAN: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:06:00.970037] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:06:01.116476] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:06:01.266412] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:01.412808] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:06:01.556886] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:01.704301] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:01.871284] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:02.021368] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:02.172926] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:02.352911] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:02.509093] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:02.509321] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:06:02.509405] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2374 tests [2025-09-28T04:06:02.509482] [INFO ] [CONFIGURE ] CWAN: Testing feature 20/29: add_price_rejection [2025-09-28T04:06:02.509557] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection'] [2025-09-28T04:06:02.665719] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:06:02.827237] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:02.985301] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:06:03.142180] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:03.301380] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:03.464216] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:06:03.628979] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:03.796762] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:03.965106] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:04.131801] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:06:04.132028] [INFO ] [CONFIGURE ] CWAN: KEPT add_price_rejection (score: 80.00%) [2025-09-28T04:06:04.132111] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2373 tests [2025-09-28T04:06:04.132216] [INFO ] [CONFIGURE ] CWAN: Testing feature 21/29: add_range_position [2025-09-28T04:06:04.132300] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection', 'add_range_position'] [2025-09-28T04:06:04.315367] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:06:04.563904] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:04.754722] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:06:04.943248] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:05.129154] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:05.317546] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:06:05.515066] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:05.705969] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:05.901400] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:06.092010] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:06.092216] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_range_position (score: 80.00%) [2025-09-28T04:06:06.092295] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2372 tests [2025-09-28T04:06:06.092371] [INFO ] [CONFIGURE ] CWAN: Testing feature 22/29: add_realized_volatility [2025-09-28T04:06:06.092444] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection', 'add_realized_volatility'] [2025-09-28T04:06:06.284999] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:06:06.479573] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:06.678071] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:06:06.873026] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:07.070471] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:07.265339] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:06:07.463176] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:07.666920] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:07.872090] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:08.079668] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:08.079892] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:06:08.079978] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2371 tests [2025-09-28T04:06:08.080079] [INFO ] [CONFIGURE ] CWAN: Testing feature 23/29: add_recent_range_context [2025-09-28T04:06:08.080161] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection', 'add_recent_range_context'] [2025-09-28T04:06:08.251446] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:06:08.426004] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:06:08.607914] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:06:08.778065] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:08.947758] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:09.116714] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:09.290155] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:09.461218] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:09.634733] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:09.813673] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:06:09.813888] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:06:09.813971] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2370 tests [2025-09-28T04:06:09.814067] [INFO ] [CONFIGURE ] CWAN: Testing feature 24/29: add_rsi [2025-09-28T04:06:09.814119] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection', 'add_rsi'] [2025-09-28T04:06:09.982838] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:06:10.152263] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:10.323379] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:06:10.493168] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:06:10.669098] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:10.850456] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:11.031475] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:11.208660] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:11.385923] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:11.560055] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:11.560245] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:06:11.560324] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2369 tests [2025-09-28T04:06:11.560399] [INFO ] [CONFIGURE ] CWAN: Testing feature 25/29: add_tick_distribution [2025-09-28T04:06:11.560470] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection', 'add_tick_distribution'] [2025-09-28T04:06:11.732810] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:06:11.902379] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:06:12.074390] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:06:12.250521] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:12.423059] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:12.622981] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:12.793319] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:12.975779] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:13.148168] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:13.332999] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:06:13.333335] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:06:13.333439] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2368 tests [2025-09-28T04:06:13.333522] [INFO ] [CONFIGURE ] CWAN: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:06:13.333612] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection', 'add_volume_momentum_confirmation'] [2025-09-28T04:06:13.504571] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:06:13.671925] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:13.837126] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:06:14.004561] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:14.177818] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:14.350286] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:14.522317] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:14.692526] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:14.865204] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:15.042733] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:15.042945] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:06:15.043028] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2367 tests [2025-09-28T04:06:15.043106] [INFO ] [CONFIGURE ] CWAN: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:06:15.043181] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection', 'add_volume_price_divergence'] [2025-09-28T04:06:15.226691] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:06:15.405279] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:06:15.581925] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:06:15.760562] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:15.944428] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:16.128669] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:16.310197] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:16.491203] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:16.671124] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:16.856454] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:16.856715] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:06:16.856828] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2366 tests [2025-09-28T04:06:16.856921] [INFO ] [CONFIGURE ] CWAN: Testing feature 28/29: add_volume_profile [2025-09-28T04:06:16.856993] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection', 'add_volume_profile'] [2025-09-28T04:06:17.023730] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:06:17.194548] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:17.373123] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:06:17.545557] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:17.724958] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:17.902132] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:18.069975] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:18.247982] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:18.433771] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:18.612793] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:06:18.613010] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:06:18.613097] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2365 tests [2025-09-28T04:06:18.613176] [INFO ] [CONFIGURE ] CWAN: Testing feature 29/29: add_vwap [2025-09-28T04:06:18.613271] [INFO ] [CONFIGURE ] CWAN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection', 'add_vwap'] [2025-09-28T04:06:18.791014] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:06:18.981915] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:19.162297] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:06:19.348026] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:06:19.524557] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:06:19.708056] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:19.888319] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:06:20.068983] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:06:20.249165] [DEBUG] [FORECASTER] CWAN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:20.432883] [DEBUG] [FORECASTER] CWAN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:20.433169] [INFO ] [CONFIGURE ] CWAN: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:06:20.433256] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2364 tests [2025-09-28T04:06:20.433372] [INFO ] [CONFIGURE ] CWAN: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:06:20.433450] [INFO ] [CONFIGURE ] CWAN: Best accuracy: 80.00% [2025-09-28T04:06:20.433524] [INFO ] [CONFIGURE ] CWAN: Best feature set (3 features): ['add_bollinger_bands', 'add_ema', 'add_price_rejection'] [2025-09-28T04:06:20.433597] [INFO ] [CONFIGURE ] CWAN: Improvement over baseline: 30.00% [2025-09-28T04:06:20.433697] [INFO ] [CONFIGURE ] CWAN: Total time: 48.5 seconds [2025-09-28T04:06:20.433769] [INFO ] [CONFIGURE ] CWAN: Average time per feature: 1.7 seconds [2025-09-28T04:06:20.433840] [INFO ] [CONFIGURE ] CWAN: Average speed: 0.60 features/sec [2025-09-28T04:06:20.434488] [INFO ] [LOCAL ] Saved configuration for CWAN: 3 features, 80.00% accuracy -> ./output/feature-sets/CWAN.json [2025-09-28T04:06:20.434569] [INFO ] [CONFIGURE ] CWAN: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:06:20.434681] [INFO ] [sig ] [54/135] Successfully configured CWAN | 0.02 sym/s | Total: 41.2m | ETA: 1.0h [2025-09-28T04:06:20.434771] [INFO ] [sig ] [55/135] Configuring CXT... [2025-09-28T04:06:20.434845] [INFO ] [CONFIGURE ] CXT: Configurate test run. [2025-09-28T04:06:20.434932] [DEBUG] [REMOTE ] Fetching historical data for symbol 'CXT' from 'https://tdm.silogroup.org/data/derivative_storage/CXT.csv'. [2025-09-28T04:06:20.453163] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'CXT'. [2025-09-28T04:06:20.453559] [INFO ] [CONFIGURE ] CXT: Testing with 29 available features [2025-09-28T04:06:20.453674] [INFO ] [CONFIGURE ] CXT: Establishing baseline with no features... [2025-09-28T04:06:20.564440] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:20.674359] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:20.783503] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:20.898117] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:21.010178] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:21.130050] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:06:21.250447] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:06:21.365229] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:21.483363] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:21.597773] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:21.597974] [INFO ] [CONFIGURE ] CXT: Baseline score (no features): 40.00% [2025-09-28T04:06:21.598054] [INFO ] [CONFIGURE ] CXT: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:06:21.598128] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:06:21.721956] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:21.863249] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:21.989467] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:22.116622] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:22.240450] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:22.368257] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:22.501283] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:06:22.626262] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:22.753586] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:22.904163] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:22.904384] [INFO ] [CONFIGURE ] CXT: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T04:06:22.904465] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2363 tests [2025-09-28T04:06:22.904539] [INFO ] [CONFIGURE ] CXT: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:06:22.904613] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:06:23.035660] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:23.170997] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:23.304727] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:06:23.436456] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:23.576513] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:23.727341] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:23.873008] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:24.011844] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:24.150462] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:24.290040] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:24.290247] [INFO ] [CONFIGURE ] CXT: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T04:06:24.290347] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2362 tests [2025-09-28T04:06:24.290437] [INFO ] [CONFIGURE ] CXT: Testing feature 3/29: add_daily_returns [2025-09-28T04:06:24.290533] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:06:24.432866] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:24.585486] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:24.726876] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:24.867223] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:25.009930] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:25.152272] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:25.306950] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:25.454498] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:25.608417] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:25.759546] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:25.759781] [INFO ] [CONFIGURE ] CXT: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:06:25.759887] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2361 tests [2025-09-28T04:06:25.759973] [INFO ] [CONFIGURE ] CXT: Testing feature 4/29: add_ema [2025-09-28T04:06:25.760065] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:06:25.927112] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:26.087801] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:26.240183] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:26.389504] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:26.543781] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:26.702918] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:06:26.859192] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:27.012551] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:27.167056] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:27.327180] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:27.327413] [INFO ] [CONFIGURE ] CXT: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:06:27.327497] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2360 tests [2025-09-28T04:06:27.327574] [INFO ] [CONFIGURE ] CXT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:06:27.327671] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:06:27.479792] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:27.635546] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:27.794593] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:27.956065] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:28.127081] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:28.291952] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:28.457552] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:28.628609] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:28.801324] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:28.966520] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:28.966755] [INFO ] [CONFIGURE ] CXT: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:06:28.966885] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2359 tests [2025-09-28T04:06:28.967116] [INFO ] [CONFIGURE ] CXT: Testing feature 6/29: add_failed_moves [2025-09-28T04:06:28.967199] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:06:29.109193] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:29.248288] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:29.394687] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:06:29.550720] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:29.694053] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:29.842366] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:29.988047] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:30.135626] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:30.280720] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:30.422346] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:30.422553] [INFO ] [CONFIGURE ] CXT: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:06:30.422634] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2358 tests [2025-09-28T04:06:30.422735] [INFO ] [CONFIGURE ] CXT: Testing feature 7/29: add_lag_shelf [2025-09-28T04:06:30.422809] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:06:30.558013] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:30.691617] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:30.833369] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:06:30.962568] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:31.090946] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:31.239408] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:31.392320] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:31.535730] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:31.664848] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:31.798085] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:31.798305] [INFO ] [CONFIGURE ] CXT: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:06:31.798388] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2357 tests [2025-09-28T04:06:31.798466] [INFO ] [CONFIGURE ] CXT: Testing feature 8/29: add_macd [2025-09-28T04:06:31.798539] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:06:31.971440] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:32.154112] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:32.348336] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:32.543323] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:32.761239] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:32.993080] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:33.227943] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:06:33.399436] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:33.584861] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:33.754678] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:33.754883] [INFO ] [CONFIGURE ] CXT: DISCARDED add_macd (score: 20.00%) [2025-09-28T04:06:33.754990] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2356 tests [2025-09-28T04:06:33.755068] [INFO ] [CONFIGURE ] CXT: Testing feature 9/29: add_mfi [2025-09-28T04:06:33.755141] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T04:06:33.902058] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:34.045743] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:34.191852] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:34.340100] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:34.493354] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:34.646256] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:06:34.792955] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:34.943508] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:35.098889] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:35.251877] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:35.252116] [INFO ] [CONFIGURE ] CXT: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:06:35.252273] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2355 tests [2025-09-28T04:06:35.252355] [INFO ] [CONFIGURE ] CXT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:06:35.252429] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:06:35.427301] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:35.587980] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:35.755620] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:35.922804] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:36.089145] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:36.251279] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:06:36.425421] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:36.595712] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:36.775188] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:36.953404] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:36.953621] [INFO ] [CONFIGURE ] CXT: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:06:36.953731] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2354 tests [2025-09-28T04:06:36.953832] [INFO ] [CONFIGURE ] CXT: Testing feature 11/29: add_obv_daily [2025-09-28T04:06:36.953979] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T04:06:37.099435] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:37.235856] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:37.372893] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:37.524238] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:37.668496] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:37.808794] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:06:37.947681] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:38.089834] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:38.229572] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:38.370379] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:38.370639] [INFO ] [CONFIGURE ] CXT: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:06:38.370764] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2353 tests [2025-09-28T04:06:38.370848] [INFO ] [CONFIGURE ] CXT: Testing feature 12/29: add_obv_interval [2025-09-28T04:06:38.370921] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T04:06:38.511636] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:38.656402] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:38.819328] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:38.960255] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:06:39.102081] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:39.245347] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:39.384937] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:39.529616] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:39.676280] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:39.832316] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:39.832590] [INFO ] [CONFIGURE ] CXT: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:06:39.832867] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2352 tests [2025-09-28T04:06:39.832945] [INFO ] [CONFIGURE ] CXT: Testing feature 13/29: add_opening_strength [2025-09-28T04:06:39.833033] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:06:39.981062] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:40.131085] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:40.279964] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:40.429981] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:40.579735] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:40.735530] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:40.886992] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:41.033806] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:41.180266] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:41.327143] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:41.327375] [INFO ] [CONFIGURE ] CXT: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T04:06:41.327478] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2351 tests [2025-09-28T04:06:41.327565] [INFO ] [CONFIGURE ] CXT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:06:41.327670] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T04:06:41.474829] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:41.622987] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:41.771974] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:41.922046] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:42.073493] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:42.228807] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:42.383629] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:42.538585] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:42.691912] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:42.845998] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:42.846248] [INFO ] [CONFIGURE ] CXT: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:06:42.846333] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2350 tests [2025-09-28T04:06:42.846486] [INFO ] [CONFIGURE ] CXT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:06:42.846559] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T04:06:42.987233] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:43.126076] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:43.259236] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:43.393093] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:06:43.528825] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:43.665890] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:43.802159] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:43.937765] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:44.072630] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:44.210693] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:06:44.210898] [INFO ] [CONFIGURE ] CXT: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:06:44.210978] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2349 tests [2025-09-28T04:06:44.211126] [INFO ] [CONFIGURE ] CXT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:06:44.211199] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T04:06:44.351708] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:44.494385] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:44.636620] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:44.780085] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:06:44.927711] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:45.075552] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:45.226934] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:45.373934] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:45.524010] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:45.675877] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:45.676097] [INFO ] [CONFIGURE ] CXT: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:06:45.676181] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2348 tests [2025-09-28T04:06:45.676391] [INFO ] [CONFIGURE ] CXT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:06:45.676485] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T04:06:45.824002] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:45.968601] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:46.112184] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:46.256967] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:46.401729] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:46.554339] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:46.709596] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:46.859501] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:47.008669] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:47.151521] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:47.151745] [INFO ] [CONFIGURE ] CXT: DISCARDED add_pbf_return_2d (score: 30.00%) [2025-09-28T04:06:47.151827] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2347 tests [2025-09-28T04:06:47.151903] [INFO ] [CONFIGURE ] CXT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:06:47.151975] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T04:06:47.280790] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:47.409685] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:47.539065] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:47.671478] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:47.804404] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:47.938123] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:48.080391] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:48.218289] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:48.357665] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:48.500190] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:48.500382] [INFO ] [CONFIGURE ] CXT: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:06:48.500462] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2346 tests [2025-09-28T04:06:48.500577] [INFO ] [CONFIGURE ] CXT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:06:48.500678] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_pbf_vs_sma_5'] [2025-09-28T04:06:48.634150] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:48.766127] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:48.898704] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:06:49.033192] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:49.166535] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:49.295378] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:49.424482] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:49.558782] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:49.698435] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:49.836211] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:49.836410] [INFO ] [CONFIGURE ] CXT: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:06:49.836492] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2345 tests [2025-09-28T04:06:49.836594] [INFO ] [CONFIGURE ] CXT: Testing feature 20/29: add_price_rejection [2025-09-28T04:06:49.836722] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_price_rejection'] [2025-09-28T04:06:49.982226] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:50.137043] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:50.289989] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:50.440971] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:50.595982] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:50.750509] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:50.908430] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:51.062709] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:51.206511] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:51.353214] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:51.353419] [INFO ] [CONFIGURE ] CXT: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:06:51.353505] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2344 tests [2025-09-28T04:06:51.353685] [INFO ] [CONFIGURE ] CXT: Testing feature 21/29: add_range_position [2025-09-28T04:06:51.353760] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_range_position'] [2025-09-28T04:06:51.509815] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:51.665560] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:51.822815] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:51.980902] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:06:52.134783] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:52.291155] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:52.445368] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:52.602725] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:52.761056] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:52.922050] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:06:52.922250] [INFO ] [CONFIGURE ] CXT: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:06:52.922332] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2343 tests [2025-09-28T04:06:52.922500] [INFO ] [CONFIGURE ] CXT: Testing feature 22/29: add_realized_volatility [2025-09-28T04:06:52.922573] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_realized_volatility'] [2025-09-28T04:06:53.089905] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:53.254371] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:53.421788] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:53.602776] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:53.776056] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:53.960184] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:54.149075] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:54.328420] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:06:54.502310] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:54.677414] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:54.677613] [INFO ] [CONFIGURE ] CXT: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:06:54.677722] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2342 tests [2025-09-28T04:06:54.677811] [INFO ] [CONFIGURE ] CXT: Testing feature 23/29: add_recent_range_context [2025-09-28T04:06:54.677979] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_recent_range_context'] [2025-09-28T04:06:54.820224] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:54.966436] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:55.111496] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:55.256689] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:06:55.398205] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:55.545171] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:06:55.695099] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:55.841833] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:55.986013] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:56.131139] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:56.131344] [INFO ] [CONFIGURE ] CXT: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:06:56.131425] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2341 tests [2025-09-28T04:06:56.131548] [INFO ] [CONFIGURE ] CXT: Testing feature 24/29: add_rsi [2025-09-28T04:06:56.131620] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_rsi'] [2025-09-28T04:06:56.290230] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:56.451444] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:56.618021] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:56.777346] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:06:56.937756] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:57.098781] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:57.259734] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:57.418991] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:57.583279] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:57.747408] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:57.747637] [INFO ] [CONFIGURE ] CXT: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:06:57.747741] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2340 tests [2025-09-28T04:06:57.747908] [INFO ] [CONFIGURE ] CXT: Testing feature 25/29: add_tick_distribution [2025-09-28T04:06:57.747983] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_tick_distribution'] [2025-09-28T04:06:57.886186] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:06:58.025813] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:58.165719] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:58.303044] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:58.443042] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:06:58.582768] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:06:58.726068] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:06:58.868717] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:06:59.009976] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:06:59.156168] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:06:59.156387] [INFO ] [CONFIGURE ] CXT: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T04:06:59.156473] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2339 tests [2025-09-28T04:06:59.156664] [INFO ] [CONFIGURE ] CXT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:06:59.156744] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_volume_momentum_confirmation'] [2025-09-28T04:06:59.296673] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:06:59.435054] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:06:59.572676] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:06:59.712903] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:06:59.854112] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:00.008161] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:07:00.152410] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:00.299935] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:07:00.443566] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:00.587487] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:07:00.587771] [INFO ] [CONFIGURE ] CXT: DISCARDED add_volume_momentum_confirmation (score: 30.00%) [2025-09-28T04:07:00.587890] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2338 tests [2025-09-28T04:07:00.588001] [INFO ] [CONFIGURE ] CXT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:07:00.588091] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_volume_price_divergence'] [2025-09-28T04:07:00.736209] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:00.888709] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:01.039023] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:07:01.194407] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:07:01.359353] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:01.515377] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:07:01.681022] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:01.836085] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:07:01.995303] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:02.151622] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:07:02.151886] [INFO ] [CONFIGURE ] CXT: DISCARDED add_volume_price_divergence (score: 30.00%) [2025-09-28T04:07:02.152016] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2337 tests [2025-09-28T04:07:02.152110] [INFO ] [CONFIGURE ] CXT: Testing feature 28/29: add_volume_profile [2025-09-28T04:07:02.152201] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_volume_profile'] [2025-09-28T04:07:02.293544] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:07:02.435880] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:02.581591] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:07:02.726987] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:02.870047] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:03.016938] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:07:03.160082] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:03.309121] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:07:03.459321] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:03.693497] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:07:03.693744] [INFO ] [CONFIGURE ] CXT: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:07:03.693827] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2336 tests [2025-09-28T04:07:03.694012] [INFO ] [CONFIGURE ] CXT: Testing feature 29/29: add_vwap [2025-09-28T04:07:03.694085] [INFO ] [CONFIGURE ] CXT: Testing with features: ['add_cumulative_delta', 'add_vwap'] [2025-09-28T04:07:03.840539] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:03.991762] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:04.143803] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:07:04.289250] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:07:04.432582] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:04.578020] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:07:04.729206] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:04.882315] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:07:05.029773] [DEBUG] [FORECASTER] CXT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:05.181319] [DEBUG] [FORECASTER] CXT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:07:05.181541] [INFO ] [CONFIGURE ] CXT: DISCARDED add_vwap (score: 40.00%) [2025-09-28T04:07:05.181676] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2335 tests [2025-09-28T04:07:05.181778] [INFO ] [CONFIGURE ] CXT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:07:05.181882] [INFO ] [CONFIGURE ] CXT: Best accuracy: 60.00% [2025-09-28T04:07:05.182018] [INFO ] [CONFIGURE ] CXT: Best feature set (1 features): ['add_cumulative_delta'] [2025-09-28T04:07:05.182091] [INFO ] [CONFIGURE ] CXT: Improvement over baseline: 20.00% [2025-09-28T04:07:05.182138] [INFO ] [CONFIGURE ] CXT: Total time: 43.6 seconds [2025-09-28T04:07:05.182216] [INFO ] [CONFIGURE ] CXT: Average time per feature: 1.5 seconds [2025-09-28T04:07:05.182300] [INFO ] [CONFIGURE ] CXT: Average speed: 0.67 features/sec [2025-09-28T04:07:05.183404] [INFO ] [LOCAL ] Saved configuration for CXT: 1 features, 60.00% accuracy -> ./output/feature-sets/CXT.json [2025-09-28T04:07:05.183500] [INFO ] [CONFIGURE ] CXT: Configuration saved successfully: 1 features, 60.00% accuracy. [2025-09-28T04:07:05.183685] [INFO ] [sig ] [55/135] Successfully configured CXT | 0.02 sym/s | Total: 41.9m | ETA: 1.0h [2025-09-28T04:07:05.183780] [INFO ] [sig ] [56/135] Configuring DAC... [2025-09-28T04:07:05.183890] [INFO ] [CONFIGURE ] DAC: Configurate test run. [2025-09-28T04:07:05.184010] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DAC' from 'https://tdm.silogroup.org/data/derivative_storage/DAC.csv'. [2025-09-28T04:07:05.508638] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DAC'. [2025-09-28T04:07:05.509453] [INFO ] [CONFIGURE ] DAC: Testing with 29 available features [2025-09-28T04:07:05.509540] [INFO ] [CONFIGURE ] DAC: Establishing baseline with no features... [2025-09-28T04:07:05.628266] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:05.742410] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:05.853190] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:05.971772] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:06.087230] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:06.203611] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:07:06.319583] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:06.439222] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:06.565592] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:06.688459] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:07:06.688713] [INFO ] [CONFIGURE ] DAC: Baseline score (no features): 60.00% [2025-09-28T04:07:06.688831] [INFO ] [CONFIGURE ] DAC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:07:06.689023] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:07:06.818600] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:06.948068] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:07.076542] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:07.206782] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:07.333190] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:07.464592] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:07:07.608563] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:07.737492] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:07:07.867906] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:08.001827] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:08.002064] [INFO ] [CONFIGURE ] DAC: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:07:08.002148] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2334 tests [2025-09-28T04:07:08.002307] [INFO ] [CONFIGURE ] DAC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:07:08.002387] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:07:08.139394] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:08.272249] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:08.406967] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:07:08.542270] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:08.673580] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:08.809443] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:07:08.942615] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:09.076484] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:09.214843] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:09.351165] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:07:09.351374] [INFO ] [CONFIGURE ] DAC: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:07:09.351455] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2333 tests [2025-09-28T04:07:09.351532] [INFO ] [CONFIGURE ] DAC: Testing feature 3/29: add_daily_returns [2025-09-28T04:07:09.351712] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_daily_returns'] [2025-09-28T04:07:09.466428] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:09.585499] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:09.704061] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:09.819379] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:09.935550] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:10.051983] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:07:10.175161] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:10.300843] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:10.433337] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:10.558355] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:10.558558] [INFO ] [CONFIGURE ] DAC: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:07:10.558681] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2332 tests [2025-09-28T04:07:10.558776] [INFO ] [CONFIGURE ] DAC: Testing feature 4/29: add_ema [2025-09-28T04:07:10.558863] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_ema'] [2025-09-28T04:07:10.693942] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:10.830874] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:10.965980] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:11.107282] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:11.243454] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:11.374234] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:07:11.502758] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:11.651199] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:11.787269] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:07:11.934027] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:11.934314] [INFO ] [CONFIGURE ] DAC: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:07:11.934523] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2331 tests [2025-09-28T04:07:11.934695] [INFO ] [CONFIGURE ] DAC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:07:11.934783] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:07:12.077135] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:12.212902] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:12.351133] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:12.503241] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:12.648084] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:12.787835] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:12.926090] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:13.072317] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:13.218083] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:13.363992] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:13.364215] [INFO ] [CONFIGURE ] DAC: KEPT add_exhaustion_signals (score: 70.00%) [2025-09-28T04:07:13.364322] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2330 tests [2025-09-28T04:07:13.364414] [INFO ] [CONFIGURE ] DAC: Testing feature 6/29: add_failed_moves [2025-09-28T04:07:13.364501] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:07:13.509375] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:13.663481] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:13.815999] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:13.972525] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:14.128502] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:14.289590] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:14.437386] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:14.584982] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:14.736437] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:14.889795] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:14.890003] [INFO ] [CONFIGURE ] DAC: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:07:14.890085] [INFO ] [CONFIGURE ] JOB ETA: 1.0h | Avg: 1.5s/test | Remaining: 2329 tests [2025-09-28T04:07:14.890160] [INFO ] [CONFIGURE ] DAC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:07:14.890233] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:07:15.033225] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:15.173598] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:15.313917] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:15.456394] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:15.603322] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:15.751157] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:15.902329] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:16.049577] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:16.191339] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:16.333557] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:16.333792] [INFO ] [CONFIGURE ] DAC: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:07:16.333875] [INFO ] [CONFIGURE ] JOB ETA: 60.0m | Avg: 1.5s/test | Remaining: 2328 tests [2025-09-28T04:07:16.333949] [INFO ] [CONFIGURE ] DAC: Testing feature 8/29: add_macd [2025-09-28T04:07:16.333997] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:07:16.498923] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:16.661419] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:16.824291] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:16.996008] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:17.169996] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:17.338254] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:17.505877] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:17.685317] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:17.861253] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:18.034943] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:18.035162] [INFO ] [CONFIGURE ] DAC: KEPT add_macd (score: 80.00%) [2025-09-28T04:07:18.035272] [INFO ] [CONFIGURE ] JOB ETA: 60.0m | Avg: 1.5s/test | Remaining: 2327 tests [2025-09-28T04:07:18.035381] [INFO ] [CONFIGURE ] DAC: Testing feature 9/29: add_mfi [2025-09-28T04:07:18.035458] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_mfi'] [2025-09-28T04:07:18.220270] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:18.400531] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:18.584690] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:18.769851] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:18.953348] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:19.136508] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:19.319162] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:19.502454] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:19.685078] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:19.872723] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:19.872956] [INFO ] [CONFIGURE ] DAC: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:07:19.873040] [INFO ] [CONFIGURE ] JOB ETA: 60.0m | Avg: 1.5s/test | Remaining: 2326 tests [2025-09-28T04:07:19.873119] [INFO ] [CONFIGURE ] DAC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:07:19.873192] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:07:20.077163] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:20.289363] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:20.492536] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:20.697500] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:20.901394] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:21.106358] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:21.313148] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:21.515466] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:21.721245] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:21.929111] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:07:21.929323] [INFO ] [CONFIGURE ] DAC: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:07:21.929404] [INFO ] [CONFIGURE ] JOB ETA: 59.9m | Avg: 1.5s/test | Remaining: 2325 tests [2025-09-28T04:07:21.929490] [INFO ] [CONFIGURE ] DAC: Testing feature 11/29: add_obv_daily [2025-09-28T04:07:21.929582] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_obv_daily'] [2025-09-28T04:07:22.098666] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:22.263895] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:22.440983] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:22.608388] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:22.781180] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:22.951049] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:23.125869] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:23.301245] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:23.483930] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:07:23.667323] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:23.667532] [INFO ] [CONFIGURE ] DAC: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T04:07:23.667615] [INFO ] [CONFIGURE ] JOB ETA: 59.9m | Avg: 1.5s/test | Remaining: 2324 tests [2025-09-28T04:07:23.667721] [INFO ] [CONFIGURE ] DAC: Testing feature 12/29: add_obv_interval [2025-09-28T04:07:23.667799] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_obv_interval'] [2025-09-28T04:07:23.843612] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:24.016948] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:24.190498] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:24.374792] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:24.553401] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:24.731473] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:24.909755] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:25.093029] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:25.277351] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:25.456734] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:25.456979] [INFO ] [CONFIGURE ] DAC: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T04:07:25.457059] [INFO ] [CONFIGURE ] JOB ETA: 59.9m | Avg: 1.5s/test | Remaining: 2323 tests [2025-09-28T04:07:25.457137] [INFO ] [CONFIGURE ] DAC: Testing feature 13/29: add_opening_strength [2025-09-28T04:07:25.457225] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:07:25.641293] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:25.825255] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:26.024288] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:26.212416] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:26.394463] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:26.580070] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:07:26.773369] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:26.962721] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:07:27.146235] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:27.329456] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:27.329681] [INFO ] [CONFIGURE ] DAC: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:07:27.329764] [INFO ] [CONFIGURE ] JOB ETA: 59.9m | Avg: 1.5s/test | Remaining: 2322 tests [2025-09-28T04:07:27.329841] [INFO ] [CONFIGURE ] DAC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:07:27.329955] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T04:07:27.515033] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:27.704910] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:27.894628] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:28.089304] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:28.279811] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:28.470118] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:28.662541] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:28.857414] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:29.050991] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:29.241950] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:29.242166] [INFO ] [CONFIGURE ] DAC: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:07:29.242251] [INFO ] [CONFIGURE ] JOB ETA: 59.9m | Avg: 1.5s/test | Remaining: 2321 tests [2025-09-28T04:07:29.242327] [INFO ] [CONFIGURE ] DAC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:07:29.242413] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T04:07:29.405489] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:29.575577] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:29.743084] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:29.914330] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:30.082914] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:30.250911] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:30.421971] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:30.596688] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:30.787104] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:30.968413] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:07:30.968623] [INFO ] [CONFIGURE ] DAC: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:07:30.968734] [INFO ] [CONFIGURE ] JOB ETA: 59.8m | Avg: 1.5s/test | Remaining: 2320 tests [2025-09-28T04:07:30.968815] [INFO ] [CONFIGURE ] DAC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:07:30.968902] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T04:07:31.150907] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:31.325270] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:31.494126] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:31.671487] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:31.854460] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:32.035410] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:32.217405] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:32.403442] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:32.591497] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:32.783427] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:32.783701] [INFO ] [CONFIGURE ] DAC: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T04:07:32.783810] [INFO ] [CONFIGURE ] JOB ETA: 59.8m | Avg: 1.5s/test | Remaining: 2319 tests [2025-09-28T04:07:32.783902] [INFO ] [CONFIGURE ] DAC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:07:32.783998] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T04:07:32.972923] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:33.161729] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:33.362603] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:33.563767] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:33.750369] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:33.931876] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:34.121973] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:34.308141] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:34.485914] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:34.671083] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:34.671333] [INFO ] [CONFIGURE ] DAC: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:07:34.671417] [INFO ] [CONFIGURE ] JOB ETA: 59.8m | Avg: 1.5s/test | Remaining: 2318 tests [2025-09-28T04:07:34.671512] [INFO ] [CONFIGURE ] DAC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:07:34.671563] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T04:07:34.840104] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:35.015065] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:35.186748] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:35.372243] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:35.548287] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:35.726464] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:35.902052] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:36.072440] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:36.237176] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:36.404126] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:36.404387] [INFO ] [CONFIGURE ] DAC: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:07:36.404472] [INFO ] [CONFIGURE ] JOB ETA: 59.8m | Avg: 1.5s/test | Remaining: 2317 tests [2025-09-28T04:07:36.404549] [INFO ] [CONFIGURE ] DAC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:07:36.404620] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_pbf_vs_sma_5'] [2025-09-28T04:07:36.572425] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:36.738048] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:36.906374] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:37.079392] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:37.244009] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:37.412102] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:37.585335] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:37.755436] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:37.923039] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:38.096190] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:38.096413] [INFO ] [CONFIGURE ] DAC: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:07:38.096495] [INFO ] [CONFIGURE ] JOB ETA: 59.8m | Avg: 1.5s/test | Remaining: 2316 tests [2025-09-28T04:07:38.096699] [INFO ] [CONFIGURE ] DAC: Testing feature 20/29: add_price_rejection [2025-09-28T04:07:38.096853] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_price_rejection'] [2025-09-28T04:07:38.276839] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:38.454011] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:38.634060] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:38.812540] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:38.999637] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:39.180602] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:39.361583] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:39.541679] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:39.722393] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:39.903485] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:07:39.903713] [INFO ] [CONFIGURE ] DAC: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:07:39.903796] [INFO ] [CONFIGURE ] JOB ETA: 59.7m | Avg: 1.5s/test | Remaining: 2315 tests [2025-09-28T04:07:39.903873] [INFO ] [CONFIGURE ] DAC: Testing feature 21/29: add_range_position [2025-09-28T04:07:39.904042] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_range_position'] [2025-09-28T04:07:40.091930] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:40.277628] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:40.465928] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:40.652390] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:40.837788] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:41.032623] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:07:41.221284] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:41.415383] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:41.633859] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:41.831426] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:41.831627] [INFO ] [CONFIGURE ] DAC: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:07:41.831748] [INFO ] [CONFIGURE ] JOB ETA: 59.7m | Avg: 1.5s/test | Remaining: 2314 tests [2025-09-28T04:07:41.831828] [INFO ] [CONFIGURE ] DAC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:07:41.831931] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_realized_volatility'] [2025-09-28T04:07:42.036040] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:42.241089] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:42.457155] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:42.675168] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:42.885487] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:43.125903] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:43.416059] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:43.708835] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:43.997303] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:44.238789] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:44.239050] [INFO ] [CONFIGURE ] DAC: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:07:44.239134] [INFO ] [CONFIGURE ] JOB ETA: 59.7m | Avg: 1.5s/test | Remaining: 2313 tests [2025-09-28T04:07:44.239213] [INFO ] [CONFIGURE ] DAC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:07:44.239290] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_recent_range_context'] [2025-09-28T04:07:44.440285] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:44.636382] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:44.824591] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:45.008167] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:45.195777] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:45.388796] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:45.577862] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:45.774838] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:45.957036] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:46.148487] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:46.148724] [INFO ] [CONFIGURE ] DAC: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:07:46.148809] [INFO ] [CONFIGURE ] JOB ETA: 59.7m | Avg: 1.5s/test | Remaining: 2312 tests [2025-09-28T04:07:46.148944] [INFO ] [CONFIGURE ] DAC: Testing feature 24/29: add_rsi [2025-09-28T04:07:46.149106] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_ema', 'add_rsi'] [2025-09-28T04:07:46.351952] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:46.550308] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:46.752999] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:46.951842] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:47.164077] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:47.367329] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:47.574022] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:47.789535] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:47.993378] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:48.193724] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:48.193981] [INFO ] [CONFIGURE ] DAC: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:07:48.194075] [INFO ] [CONFIGURE ] JOB ETA: 59.7m | Avg: 1.5s/test | Remaining: 2311 tests [2025-09-28T04:07:48.194249] [INFO ] [CONFIGURE ] DAC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:07:48.194364] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_tick_distribution'] [2025-09-28T04:07:48.374563] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:48.547022] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:48.723810] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:48.908007] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:49.086342] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:49.277609] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:49.463866] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:49.659312] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:49.846564] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:50.028342] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:50.028607] [INFO ] [CONFIGURE ] DAC: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:07:50.028722] [INFO ] [CONFIGURE ] JOB ETA: 59.7m | Avg: 1.5s/test | Remaining: 2310 tests [2025-09-28T04:07:50.028801] [INFO ] [CONFIGURE ] DAC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:07:50.028877] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_volume_momentum_confirmation'] [2025-09-28T04:07:50.213867] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:50.389721] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:07:50.569987] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:50.772369] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:50.963513] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:51.139512] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:51.312795] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:51.492821] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:51.666577] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:51.841618] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:51.841896] [INFO ] [CONFIGURE ] DAC: KEPT add_volume_momentum_confirmation (score: 90.00%) [2025-09-28T04:07:51.841981] [INFO ] [CONFIGURE ] JOB ETA: 59.7m | Avg: 1.6s/test | Remaining: 2309 tests [2025-09-28T04:07:51.842056] [INFO ] [CONFIGURE ] DAC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:07:51.842129] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_volume_momentum_confirmation', 'add_volume_price_divergence'] [2025-09-28T04:07:52.025029] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:52.218034] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:52.415605] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:52.614180] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:52.812630] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:53.004631] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:53.192829] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:53.386209] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:07:53.601263] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:53.819388] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:53.819629] [INFO ] [CONFIGURE ] DAC: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:07:53.819777] [INFO ] [CONFIGURE ] JOB ETA: 59.6m | Avg: 1.6s/test | Remaining: 2308 tests [2025-09-28T04:07:53.819860] [INFO ] [CONFIGURE ] DAC: Testing feature 28/29: add_volume_profile [2025-09-28T04:07:53.819948] [INFO ] [CONFIGURE ] DAC: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_volume_momentum_confirmation', 'add_volume_profile'] [2025-09-28T04:07:54.004955] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:54.195628] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:07:54.380536] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:54.564714] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:07:54.753847] [DEBUG] [FORECASTER] DAC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:54.942682] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:07:55.131532] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:07:55.322750] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:07:55.516895] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:07:55.705497] [DEBUG] [FORECASTER] DAC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:55.705734] [INFO ] [CONFIGURE ] DAC: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:07:55.705817] [INFO ] [CONFIGURE ] JOB ETA: 59.6m | Avg: 1.6s/test | Remaining: 2307 tests [2025-09-28T04:07:55.705974] [INFO ] [CONFIGURE ] DAC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:07:55.706063] [INFO ] [CONFIGURE ] DAC: Best accuracy: 90.00% [2025-09-28T04:07:55.706137] [INFO ] [CONFIGURE ] DAC: Best feature set (4 features): ['add_vwap', 'add_exhaustion_signals', 'add_macd', 'add_volume_momentum_confirmation'] [2025-09-28T04:07:55.706220] [INFO ] [CONFIGURE ] DAC: Improvement over baseline: 30.00% [2025-09-28T04:07:55.706316] [INFO ] [CONFIGURE ] DAC: Total time: 49.0 seconds [2025-09-28T04:07:55.706458] [INFO ] [CONFIGURE ] DAC: Average time per feature: 1.8 seconds [2025-09-28T04:07:55.706534] [INFO ] [CONFIGURE ] DAC: Average speed: 0.59 features/sec [2025-09-28T04:07:55.707712] [INFO ] [LOCAL ] Saved configuration for DAC: 4 features, 90.00% accuracy -> ./output/feature-sets/DAC.json [2025-09-28T04:07:55.707792] [INFO ] [CONFIGURE ] DAC: Configuration saved successfully: 4 features, 90.00% accuracy. [2025-09-28T04:07:55.707944] [INFO ] [sig ] [56/135] Successfully configured DAC | 0.02 sym/s | Total: 42.8m | ETA: 1.0h [2025-09-28T04:07:55.708035] [INFO ] [sig ] [57/135] Configuring DBD... [2025-09-28T04:07:55.708119] [INFO ] [CONFIGURE ] DBD: Configurate test run. [2025-09-28T04:07:55.708220] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DBD' from 'https://tdm.silogroup.org/data/derivative_storage/DBD.csv'. [2025-09-28T04:07:55.730599] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DBD'. [2025-09-28T04:07:55.731131] [INFO ] [CONFIGURE ] DBD: Testing with 29 available features [2025-09-28T04:07:55.731210] [INFO ] [CONFIGURE ] DBD: Establishing baseline with no features... [2025-09-28T04:07:55.836755] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:07:55.950364] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:07:56.065041] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:56.174263] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:07:56.282336] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:56.394032] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:07:56.507951] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:56.628367] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:07:56.740840] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:07:56.853299] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:07:56.853488] [INFO ] [CONFIGURE ] DBD: Baseline score (no features): 30.00% [2025-09-28T04:07:56.853568] [INFO ] [CONFIGURE ] DBD: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:07:56.853737] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:07:56.976036] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:07:57.103313] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:07:57.232360] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:57.361054] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:07:57.491473] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:07:57.620507] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:07:57.763131] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:57.960861] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:07:58.133380] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:07:58.258844] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:07:58.259032] [INFO ] [CONFIGURE ] DBD: DISCARDED add_bollinger_bands (score: 20.00%) [2025-09-28T04:07:58.259206] [INFO ] [CONFIGURE ] JOB ETA: 59.6m | Avg: 1.6s/test | Remaining: 2306 tests [2025-09-28T04:07:58.259286] [INFO ] [CONFIGURE ] DBD: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:07:58.259428] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:07:58.389229] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:07:58.528341] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:07:58.662106] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:07:58.791473] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:07:58.919381] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:07:59.049399] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:07:59.189422] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:07:59.319399] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:07:59.453820] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:07:59.613415] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:07:59.613750] [INFO ] [CONFIGURE ] DBD: KEPT add_cumulative_delta (score: 50.00%) [2025-09-28T04:07:59.613898] [INFO ] [CONFIGURE ] JOB ETA: 59.6m | Avg: 1.6s/test | Remaining: 2305 tests [2025-09-28T04:07:59.614002] [INFO ] [CONFIGURE ] DBD: Testing feature 3/29: add_daily_returns [2025-09-28T04:07:59.614122] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:07:59.760168] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:07:59.895126] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:00.028196] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:00.159116] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:00.299107] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:00.436572] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:00.576456] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:00.724546] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:00.863069] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:00.998826] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:00.999012] [INFO ] [CONFIGURE ] DBD: KEPT add_daily_returns (score: 60.00%) [2025-09-28T04:08:00.999109] [INFO ] [CONFIGURE ] JOB ETA: 59.5m | Avg: 1.6s/test | Remaining: 2304 tests [2025-09-28T04:08:00.999197] [INFO ] [CONFIGURE ] DBD: Testing feature 4/29: add_ema [2025-09-28T04:08:00.999281] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_ema'] [2025-09-28T04:08:01.144455] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:08:01.294718] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:01.446724] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:01.607401] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:01.767260] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:01.922342] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:02.079322] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:02.240731] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:02.403342] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:02.568196] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:08:02.568425] [INFO ] [CONFIGURE ] DBD: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:08:02.568522] [INFO ] [CONFIGURE ] JOB ETA: 59.5m | Avg: 1.6s/test | Remaining: 2303 tests [2025-09-28T04:08:02.568729] [INFO ] [CONFIGURE ] DBD: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:08:02.568834] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:08:02.739068] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:02.909225] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:08:03.082107] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:03.242950] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:03.406538] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:03.569340] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:03.739519] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:03.900769] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:04.066095] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:04.232526] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:04.232768] [INFO ] [CONFIGURE ] DBD: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:08:04.232852] [INFO ] [CONFIGURE ] JOB ETA: 59.5m | Avg: 1.6s/test | Remaining: 2302 tests [2025-09-28T04:08:04.233021] [INFO ] [CONFIGURE ] DBD: Testing feature 6/29: add_failed_moves [2025-09-28T04:08:04.233099] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T04:08:04.372845] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:04.513496] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:04.655845] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:04.800942] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:04.947676] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:05.099293] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:05.243621] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:05.393292] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:05.543404] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:05.696358] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:05.696553] [INFO ] [CONFIGURE ] DBD: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:08:05.696674] [INFO ] [CONFIGURE ] JOB ETA: 59.5m | Avg: 1.6s/test | Remaining: 2301 tests [2025-09-28T04:08:05.696765] [INFO ] [CONFIGURE ] DBD: Testing feature 7/29: add_lag_shelf [2025-09-28T04:08:05.696892] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:08:05.829954] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:05.972160] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:06.105226] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:06.235487] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:06.369110] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:06.502681] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:06.638017] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:06.775786] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:06.924414] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:07.062273] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:07.062474] [INFO ] [CONFIGURE ] DBD: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:08:07.062554] [INFO ] [CONFIGURE ] JOB ETA: 59.4m | Avg: 1.6s/test | Remaining: 2300 tests [2025-09-28T04:08:07.062629] [INFO ] [CONFIGURE ] DBD: Testing feature 8/29: add_macd [2025-09-28T04:08:07.062716] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:08:07.233305] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:07.408877] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:08:07.579812] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:08:07.749111] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:07.921423] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:08.208610] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:08.389138] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:08.572056] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:08.752762] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:08.928321] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:08.928533] [INFO ] [CONFIGURE ] DBD: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:08:08.928615] [INFO ] [CONFIGURE ] JOB ETA: 59.4m | Avg: 1.6s/test | Remaining: 2299 tests [2025-09-28T04:08:08.928715] [INFO ] [CONFIGURE ] DBD: Testing feature 9/29: add_mfi [2025-09-28T04:08:08.928763] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_mfi'] [2025-09-28T04:08:09.078105] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:09.228978] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:09.385512] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:09.550173] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:09.717458] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:09.880910] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:10.037772] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:10.193113] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:10.356101] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:10.526063] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:10.526319] [INFO ] [CONFIGURE ] DBD: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:08:10.526404] [INFO ] [CONFIGURE ] JOB ETA: 59.4m | Avg: 1.6s/test | Remaining: 2298 tests [2025-09-28T04:08:10.526480] [INFO ] [CONFIGURE ] DBD: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:08:10.526531] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:08:10.703174] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:10.873518] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:11.045495] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:11.222571] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:11.392142] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:11.561573] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:11.730432] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:11.902802] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:12.073886] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:12.269635] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:12.269906] [INFO ] [CONFIGURE ] DBD: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:08:12.269991] [INFO ] [CONFIGURE ] JOB ETA: 59.4m | Avg: 1.6s/test | Remaining: 2297 tests [2025-09-28T04:08:12.270069] [INFO ] [CONFIGURE ] DBD: Testing feature 11/29: add_obv_daily [2025-09-28T04:08:12.270119] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_obv_daily'] [2025-09-28T04:08:12.429797] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:12.578933] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:08:12.726773] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:12.873152] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:13.020115] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:13.168493] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:13.320491] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:13.471007] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:13.625808] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:13.781966] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:13.782163] [INFO ] [CONFIGURE ] DBD: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:08:13.782243] [INFO ] [CONFIGURE ] JOB ETA: 59.3m | Avg: 1.6s/test | Remaining: 2296 tests [2025-09-28T04:08:13.782317] [INFO ] [CONFIGURE ] DBD: Testing feature 12/29: add_obv_interval [2025-09-28T04:08:13.782365] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_obv_interval'] [2025-09-28T04:08:13.926707] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:14.073008] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:14.224734] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:14.365390] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:14.506338] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:08:14.646544] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:14.785571] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:14.930730] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:15.079956] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:15.242638] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:15.242914] [INFO ] [CONFIGURE ] DBD: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T04:08:15.243008] [INFO ] [CONFIGURE ] JOB ETA: 59.3m | Avg: 1.6s/test | Remaining: 2295 tests [2025-09-28T04:08:15.243096] [INFO ] [CONFIGURE ] DBD: Testing feature 13/29: add_opening_strength [2025-09-28T04:08:15.243190] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:08:15.395946] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:15.543193] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:15.690812] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:15.840048] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:15.991870] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:16.140210] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:16.289086] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:16.439309] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:16.590840] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:16.749237] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:16.749484] [INFO ] [CONFIGURE ] DBD: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:08:16.749572] [INFO ] [CONFIGURE ] JOB ETA: 59.3m | Avg: 1.6s/test | Remaining: 2294 tests [2025-09-28T04:08:16.749676] [INFO ] [CONFIGURE ] DBD: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:08:16.749761] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:08:16.905352] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:17.066716] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:17.223310] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:17.380097] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:17.540165] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:17.701440] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:17.867089] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:18.032378] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:18.199434] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:18.362246] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:18.362464] [INFO ] [CONFIGURE ] DBD: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:08:18.362547] [INFO ] [CONFIGURE ] JOB ETA: 59.3m | Avg: 1.6s/test | Remaining: 2293 tests [2025-09-28T04:08:18.362696] [INFO ] [CONFIGURE ] DBD: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:08:18.362774] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:08:18.503879] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:18.654998] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:18.799236] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:18.940178] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:19.078913] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:19.223012] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:19.365174] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:19.511831] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:19.660663] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:19.812030] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:19.812232] [INFO ] [CONFIGURE ] DBD: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:08:19.812312] [INFO ] [CONFIGURE ] JOB ETA: 59.2m | Avg: 1.6s/test | Remaining: 2292 tests [2025-09-28T04:08:19.812405] [INFO ] [CONFIGURE ] DBD: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:08:19.812483] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:08:19.962369] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:20.112569] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:20.260903] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:20.410204] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:20.559894] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:20.708446] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:20.855291] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:21.005039] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:21.153887] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:21.300151] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:21.300387] [INFO ] [CONFIGURE ] DBD: KEPT add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:08:21.300471] [INFO ] [CONFIGURE ] JOB ETA: 59.2m | Avg: 1.6s/test | Remaining: 2291 tests [2025-09-28T04:08:21.300547] [INFO ] [CONFIGURE ] DBD: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:08:21.300619] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d'] [2025-09-28T04:08:21.459702] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:21.620622] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:21.791257] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:21.951802] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:22.113233] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:22.277838] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:22.440030] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:22.610694] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:22.782675] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:22.959427] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:22.959672] [INFO ] [CONFIGURE ] DBD: KEPT add_pbf_return_2d (score: 80.00%) [2025-09-28T04:08:22.959776] [INFO ] [CONFIGURE ] JOB ETA: 59.2m | Avg: 1.6s/test | Remaining: 2290 tests [2025-09-28T04:08:22.959858] [INFO ] [CONFIGURE ] DBD: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:08:22.959942] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_pbf_volatility_5d'] [2025-09-28T04:08:23.132868] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:23.299937] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:23.467377] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:23.641435] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:23.809520] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:23.976186] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:24.144203] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:24.324280] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:24.497364] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:24.666678] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:24.666923] [INFO ] [CONFIGURE ] DBD: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:08:24.667006] [INFO ] [CONFIGURE ] JOB ETA: 59.2m | Avg: 1.6s/test | Remaining: 2289 tests [2025-09-28T04:08:24.667081] [INFO ] [CONFIGURE ] DBD: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:08:24.667129] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_pbf_vs_sma_5'] [2025-09-28T04:08:24.827845] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:24.989634] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:25.156683] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:25.335483] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:25.523364] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:25.704626] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:25.885229] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:26.069537] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:26.251249] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:26.433327] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:26.433556] [INFO ] [CONFIGURE ] DBD: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:08:26.433664] [INFO ] [CONFIGURE ] JOB ETA: 59.1m | Avg: 1.6s/test | Remaining: 2288 tests [2025-09-28T04:08:26.433818] [INFO ] [CONFIGURE ] DBD: Testing feature 20/29: add_price_rejection [2025-09-28T04:08:26.433894] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_price_rejection'] [2025-09-28T04:08:26.622107] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:26.816956] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:27.005040] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:27.194242] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:27.382819] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:27.572430] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:27.765985] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:27.960826] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:28.155478] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:28.348804] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:28.349099] [INFO ] [CONFIGURE ] DBD: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:08:28.349184] [INFO ] [CONFIGURE ] JOB ETA: 59.1m | Avg: 1.6s/test | Remaining: 2287 tests [2025-09-28T04:08:28.349261] [INFO ] [CONFIGURE ] DBD: Testing feature 21/29: add_range_position [2025-09-28T04:08:28.349339] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_range_position'] [2025-09-28T04:08:28.542180] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:28.738357] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:08:28.931628] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:29.127142] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:29.328262] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:29.525240] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:29.724727] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:29.920888] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:30.115466] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:30.301252] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:30.301464] [INFO ] [CONFIGURE ] DBD: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:08:30.301545] [INFO ] [CONFIGURE ] JOB ETA: 59.1m | Avg: 1.6s/test | Remaining: 2286 tests [2025-09-28T04:08:30.301620] [INFO ] [CONFIGURE ] DBD: Testing feature 22/29: add_realized_volatility [2025-09-28T04:08:30.301704] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_realized_volatility'] [2025-09-28T04:08:30.507846] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:08:30.735301] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:30.942749] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:31.147635] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:31.363726] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:31.572960] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:31.805817] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:32.034197] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:32.252377] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:32.472621] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:32.472853] [INFO ] [CONFIGURE ] DBD: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:08:32.472936] [INFO ] [CONFIGURE ] JOB ETA: 59.1m | Avg: 1.6s/test | Remaining: 2285 tests [2025-09-28T04:08:32.473022] [INFO ] [CONFIGURE ] DBD: Testing feature 23/29: add_recent_range_context [2025-09-28T04:08:32.473153] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_recent_range_context'] [2025-09-28T04:08:32.650870] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:32.827862] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:33.021140] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:33.205611] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:33.383826] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:33.565160] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:33.749221] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:33.933898] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:34.121431] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:34.311040] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:34.311240] [INFO ] [CONFIGURE ] DBD: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:08:34.311323] [INFO ] [CONFIGURE ] JOB ETA: 59.1m | Avg: 1.6s/test | Remaining: 2284 tests [2025-09-28T04:08:34.311429] [INFO ] [CONFIGURE ] DBD: Testing feature 24/29: add_rsi [2025-09-28T04:08:34.311583] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_ema', 'add_rsi'] [2025-09-28T04:08:34.514005] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:34.715292] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:34.913593] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:35.115285] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:35.315218] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:35.516280] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:35.721028] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:35.927603] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:36.172032] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:36.460608] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:08:36.460934] [INFO ] [CONFIGURE ] DBD: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:08:36.461044] [INFO ] [CONFIGURE ] JOB ETA: 59.1m | Avg: 1.6s/test | Remaining: 2283 tests [2025-09-28T04:08:36.461218] [INFO ] [CONFIGURE ] DBD: Testing feature 25/29: add_tick_distribution [2025-09-28T04:08:36.461338] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_tick_distribution'] [2025-09-28T04:08:36.707266] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:36.908363] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:37.102063] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:37.299154] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:37.483998] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:37.667857] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:37.842416] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:38.024686] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:38.200887] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:38.384109] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:38.384334] [INFO ] [CONFIGURE ] DBD: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:08:38.384438] [INFO ] [CONFIGURE ] JOB ETA: 59.0m | Avg: 1.6s/test | Remaining: 2282 tests [2025-09-28T04:08:38.384520] [INFO ] [CONFIGURE ] DBD: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:08:38.384618] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_volume_momentum_confirmation'] [2025-09-28T04:08:38.566130] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:38.760868] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:38.960666] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:39.140429] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:39.331077] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:39.507107] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:39.683160] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:39.862050] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:40.050779] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:08:40.231211] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:40.231493] [INFO ] [CONFIGURE ] DBD: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:08:40.231594] [INFO ] [CONFIGURE ] JOB ETA: 59.0m | Avg: 1.6s/test | Remaining: 2281 tests [2025-09-28T04:08:40.231710] [INFO ] [CONFIGURE ] DBD: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:08:40.231790] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_volume_price_divergence'] [2025-09-28T04:08:40.457828] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:08:40.643829] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:40.831270] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:41.017277] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:41.201102] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:41.390001] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:41.580086] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:41.767706] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:41.957992] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:42.146688] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:42.146918] [INFO ] [CONFIGURE ] DBD: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:08:42.147001] [INFO ] [CONFIGURE ] JOB ETA: 59.0m | Avg: 1.6s/test | Remaining: 2280 tests [2025-09-28T04:08:42.147077] [INFO ] [CONFIGURE ] DBD: Testing feature 28/29: add_volume_profile [2025-09-28T04:08:42.147229] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_volume_profile'] [2025-09-28T04:08:42.322499] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:42.502133] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:42.677141] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:42.857323] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:43.034380] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:43.208902] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:43.389521] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:43.566419] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:43.750154] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:43.933470] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:43.933722] [INFO ] [CONFIGURE ] DBD: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:08:43.933807] [INFO ] [CONFIGURE ] JOB ETA: 59.0m | Avg: 1.6s/test | Remaining: 2279 tests [2025-09-28T04:08:43.933910] [INFO ] [CONFIGURE ] DBD: Testing feature 29/29: add_vwap [2025-09-28T04:08:43.934011] [INFO ] [CONFIGURE ] DBD: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d', 'add_vwap'] [2025-09-28T04:08:44.115960] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:08:44.299375] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:08:44.496892] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:08:44.688050] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:08:44.872041] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:08:45.054353] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:45.249260] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:45.443904] [DEBUG] [FORECASTER] DBD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:08:45.640931] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:45.836926] [DEBUG] [FORECASTER] DBD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:08:45.837142] [INFO ] [CONFIGURE ] DBD: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:08:45.837262] [INFO ] [CONFIGURE ] JOB ETA: 59.0m | Avg: 1.6s/test | Remaining: 2278 tests [2025-09-28T04:08:45.837485] [INFO ] [CONFIGURE ] DBD: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:08:45.837587] [INFO ] [CONFIGURE ] DBD: Best accuracy: 80.00% [2025-09-28T04:08:45.837730] [INFO ] [CONFIGURE ] DBD: Best feature set (4 features): ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d'] [2025-09-28T04:08:45.837824] [INFO ] [CONFIGURE ] DBD: Improvement over baseline: 50.00% [2025-09-28T04:08:45.837921] [INFO ] [CONFIGURE ] DBD: Total time: 49.0 seconds [2025-09-28T04:08:45.838024] [INFO ] [CONFIGURE ] DBD: Average time per feature: 1.7 seconds [2025-09-28T04:08:45.838130] [INFO ] [CONFIGURE ] DBD: Average speed: 0.59 features/sec [2025-09-28T04:08:45.839156] [INFO ] [LOCAL ] Saved configuration for DBD: 4 features, 80.00% accuracy -> ./output/feature-sets/DBD.json [2025-09-28T04:08:45.839269] [INFO ] [CONFIGURE ] DBD: Configuration saved successfully: 4 features, 80.00% accuracy. [2025-09-28T04:08:45.839461] [INFO ] [sig ] [57/135] Successfully configured DBD | 0.02 sym/s | Total: 43.6m | ETA: 59.7m [2025-09-28T04:08:45.839584] [INFO ] [sig ] [58/135] Configuring DEI... [2025-09-28T04:08:45.839739] [INFO ] [CONFIGURE ] DEI: Configurate test run. [2025-09-28T04:08:45.839909] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DEI' from 'https://tdm.silogroup.org/data/derivative_storage/DEI.csv'. [2025-09-28T04:08:46.063231] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DEI'. [2025-09-28T04:08:46.063803] [INFO ] [CONFIGURE ] DEI: Testing with 29 available features [2025-09-28T04:08:46.063884] [INFO ] [CONFIGURE ] DEI: Establishing baseline with no features... [2025-09-28T04:08:46.178939] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:08:46.292538] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:08:46.407194] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:08:46.523789] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:46.644227] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:08:46.762425] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:46.880757] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:46.995538] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:08:47.110767] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:47.223968] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:08:47.224152] [INFO ] [CONFIGURE ] DEI: Baseline score (no features): 80.00% [2025-09-28T04:08:47.224263] [INFO ] [CONFIGURE ] DEI: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:08:47.224424] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:08:47.350012] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:08:47.476030] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:08:47.604388] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:08:47.729877] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:47.858507] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:08:47.985197] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:48.111939] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:08:48.244104] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:08:48.373458] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:48.506970] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:08:48.507163] [INFO ] [CONFIGURE ] DEI: KEPT add_bollinger_bands (score: 90.00%) [2025-09-28T04:08:48.507246] [INFO ] [CONFIGURE ] JOB ETA: 58.9m | Avg: 1.6s/test | Remaining: 2277 tests [2025-09-28T04:08:48.507333] [INFO ] [CONFIGURE ] DEI: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:08:48.507449] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:08:48.655809] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:08:48.805461] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:08:48.957342] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:08:49.102372] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:49.255192] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:08:49.404515] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:49.572863] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:49.727566] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:08:49.878838] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:50.028454] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:08:50.028676] [INFO ] [CONFIGURE ] DEI: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T04:08:50.028757] [INFO ] [CONFIGURE ] JOB ETA: 58.9m | Avg: 1.6s/test | Remaining: 2276 tests [2025-09-28T04:08:50.028859] [INFO ] [CONFIGURE ] DEI: Testing feature 3/29: add_daily_returns [2025-09-28T04:08:50.028949] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:08:50.160477] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:08:50.289995] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:08:50.420881] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:08:50.553224] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:50.688195] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:08:50.818071] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:50.949241] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:51.086162] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:08:51.222094] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:51.361358] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:08:51.361560] [INFO ] [CONFIGURE ] DEI: DISCARDED add_daily_returns (score: 90.00%) [2025-09-28T04:08:51.361692] [INFO ] [CONFIGURE ] JOB ETA: 58.9m | Avg: 1.6s/test | Remaining: 2275 tests [2025-09-28T04:08:51.361783] [INFO ] [CONFIGURE ] DEI: Testing feature 4/29: add_ema [2025-09-28T04:08:51.361870] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:08:51.503505] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:08:51.670048] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:08:51.823740] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:08:51.970411] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:52.123512] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:08:52.269581] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:52.414447] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:08:52.568808] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:08:52.723767] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:52.883909] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:08:52.884142] [INFO ] [CONFIGURE ] DEI: DISCARDED add_ema (score: 80.00%) [2025-09-28T04:08:52.884318] [INFO ] [CONFIGURE ] JOB ETA: 58.8m | Avg: 1.6s/test | Remaining: 2274 tests [2025-09-28T04:08:52.884403] [INFO ] [CONFIGURE ] DEI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:08:52.884476] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:08:53.042727] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:08:53.200124] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:08:53.352992] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:08:53.509034] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:53.668830] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:08:53.833771] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:53.996569] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:54.157620] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:08:54.320235] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:54.481945] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:08:54.482156] [INFO ] [CONFIGURE ] DEI: DISCARDED add_exhaustion_signals (score: 80.00%) [2025-09-28T04:08:54.482240] [INFO ] [CONFIGURE ] JOB ETA: 58.8m | Avg: 1.6s/test | Remaining: 2273 tests [2025-09-28T04:08:54.482406] [INFO ] [CONFIGURE ] DEI: Testing feature 6/29: add_failed_moves [2025-09-28T04:08:54.482495] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:08:54.620589] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:08:54.771502] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:08:54.909675] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:08:55.046952] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:55.179221] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:08:55.312119] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:55.446186] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:08:55.586162] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:08:55.724008] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:55.866661] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:08:55.866888] [INFO ] [CONFIGURE ] DEI: DISCARDED add_failed_moves (score: 90.00%) [2025-09-28T04:08:55.866994] [INFO ] [CONFIGURE ] JOB ETA: 58.8m | Avg: 1.6s/test | Remaining: 2272 tests [2025-09-28T04:08:55.867073] [INFO ] [CONFIGURE ] DEI: Testing feature 7/29: add_lag_shelf [2025-09-28T04:08:55.867181] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:08:55.997473] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:08:56.127757] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:08:56.256781] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:08:56.384475] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:56.512373] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:08:56.637528] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:56.769297] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:08:56.898978] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:08:57.030071] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:57.163789] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:08:57.164022] [INFO ] [CONFIGURE ] DEI: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:08:57.164127] [INFO ] [CONFIGURE ] JOB ETA: 58.8m | Avg: 1.6s/test | Remaining: 2271 tests [2025-09-28T04:08:57.164214] [INFO ] [CONFIGURE ] DEI: Testing feature 8/29: add_macd [2025-09-28T04:08:57.164301] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:08:57.329178] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:08:57.498675] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:08:57.670876] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:08:57.849733] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:58.023090] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:08:58.195326] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:58.365033] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:08:58.537259] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:08:58.710092] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:08:58.883477] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:08:58.883742] [INFO ] [CONFIGURE ] DEI: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:08:58.883825] [INFO ] [CONFIGURE ] JOB ETA: 58.7m | Avg: 1.6s/test | Remaining: 2270 tests [2025-09-28T04:08:58.883980] [INFO ] [CONFIGURE ] DEI: Testing feature 9/29: add_mfi [2025-09-28T04:08:58.884055] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:08:59.026937] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:08:59.166658] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:08:59.303594] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:08:59.444997] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:08:59.586906] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:08:59.736961] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:08:59.880835] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:00.029783] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:00.176509] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:00.320792] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:00.321069] [INFO ] [CONFIGURE ] DEI: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:09:00.321177] [INFO ] [CONFIGURE ] JOB ETA: 58.7m | Avg: 1.6s/test | Remaining: 2269 tests [2025-09-28T04:09:00.321271] [INFO ] [CONFIGURE ] DEI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:09:00.321368] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:09:00.487030] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:09:00.649411] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:00.811178] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:00.969087] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:01.130311] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:01.295410] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:01.464081] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:01.626149] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:01.797891] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:01.963426] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:01.963634] [INFO ] [CONFIGURE ] DEI: DISCARDED add_momentum_acceleration (score: 90.00%) [2025-09-28T04:09:01.963738] [INFO ] [CONFIGURE ] JOB ETA: 58.7m | Avg: 1.6s/test | Remaining: 2268 tests [2025-09-28T04:09:01.963903] [INFO ] [CONFIGURE ] DEI: Testing feature 11/29: add_obv_daily [2025-09-28T04:09:01.963980] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:09:02.100151] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:02.236397] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:02.374699] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:02.507743] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:02.643177] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:02.776369] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:02.913103] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:09:03.053770] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:03.193081] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:03.333738] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:03.333958] [INFO ] [CONFIGURE ] DEI: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T04:09:03.334046] [INFO ] [CONFIGURE ] JOB ETA: 58.7m | Avg: 1.6s/test | Remaining: 2267 tests [2025-09-28T04:09:03.334213] [INFO ] [CONFIGURE ] DEI: Testing feature 12/29: add_obv_interval [2025-09-28T04:09:03.334287] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:09:03.472097] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:03.611151] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:03.748636] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:03.881635] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:04.020440] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:04.161728] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:04.302424] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:04.454467] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:04.595447] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:04.741517] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:04.741759] [INFO ] [CONFIGURE ] DEI: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:09:04.741844] [INFO ] [CONFIGURE ] JOB ETA: 58.6m | Avg: 1.6s/test | Remaining: 2266 tests [2025-09-28T04:09:04.742006] [INFO ] [CONFIGURE ] DEI: Testing feature 13/29: add_opening_strength [2025-09-28T04:09:04.742105] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:09:04.881333] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:05.021174] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:05.168291] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:05.317175] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:05.467835] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:05.610586] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:05.751163] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:09:05.892490] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:06.031846] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:06.177315] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:06.177525] [INFO ] [CONFIGURE ] DEI: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:09:06.177708] [INFO ] [CONFIGURE ] JOB ETA: 58.6m | Avg: 1.6s/test | Remaining: 2265 tests [2025-09-28T04:09:06.177792] [INFO ] [CONFIGURE ] DEI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:09:06.177880] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T04:09:06.319695] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:06.464187] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:06.607050] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:06.750298] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:06.890623] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:07.032827] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:07.176357] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:07.323966] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:07.473777] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:07.624968] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:07.625179] [INFO ] [CONFIGURE ] DEI: DISCARDED add_order_flow_imbalance (score: 90.00%) [2025-09-28T04:09:07.625267] [INFO ] [CONFIGURE ] JOB ETA: 58.6m | Avg: 1.6s/test | Remaining: 2264 tests [2025-09-28T04:09:07.625351] [INFO ] [CONFIGURE ] DEI: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:09:07.625455] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T04:09:07.751242] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:07.874975] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:08.000817] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:08.126783] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:08.253882] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:08.383440] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:08.512629] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:09:08.643934] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:08.773696] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:08.903082] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:08.903273] [INFO ] [CONFIGURE ] DEI: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:09:08.903355] [INFO ] [CONFIGURE ] JOB ETA: 58.5m | Avg: 1.6s/test | Remaining: 2263 tests [2025-09-28T04:09:08.903516] [INFO ] [CONFIGURE ] DEI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:09:08.903591] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T04:09:09.037526] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:09:09.204608] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:09.391637] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:09.561957] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:09.700463] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:09.838719] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:09.976038] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:10.113138] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:10.248063] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:10.388246] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:10.388458] [INFO ] [CONFIGURE ] DEI: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T04:09:10.388541] [INFO ] [CONFIGURE ] JOB ETA: 58.5m | Avg: 1.6s/test | Remaining: 2262 tests [2025-09-28T04:09:10.388679] [INFO ] [CONFIGURE ] DEI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:09:10.388761] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T04:09:10.528921] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:10.665690] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:10.803233] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:10.943340] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:11.080165] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:11.223785] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:11.365111] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:11.514672] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:11.659898] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:11.807590] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:11.807853] [INFO ] [CONFIGURE ] DEI: DISCARDED add_pbf_return_2d (score: 90.00%) [2025-09-28T04:09:11.808046] [INFO ] [CONFIGURE ] JOB ETA: 58.5m | Avg: 1.6s/test | Remaining: 2261 tests [2025-09-28T04:09:11.808147] [INFO ] [CONFIGURE ] DEI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:09:11.808242] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T04:09:11.937741] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:12.066281] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:12.196149] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:12.329454] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:12.465137] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:12.634462] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:12.781143] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:12.909872] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:13.035091] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:13.160716] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:13.160897] [INFO ] [CONFIGURE ] DEI: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:09:13.160977] [INFO ] [CONFIGURE ] JOB ETA: 58.5m | Avg: 1.6s/test | Remaining: 2260 tests [2025-09-28T04:09:13.161073] [INFO ] [CONFIGURE ] DEI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:09:13.161148] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T04:09:13.287490] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:13.412458] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:13.538529] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:13.669814] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:13.799229] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:13.930148] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:14.062820] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:14.190164] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:14.318972] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:14.473440] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:14.473680] [INFO ] [CONFIGURE ] DEI: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:09:14.473820] [INFO ] [CONFIGURE ] JOB ETA: 58.4m | Avg: 1.6s/test | Remaining: 2259 tests [2025-09-28T04:09:14.473949] [INFO ] [CONFIGURE ] DEI: Testing feature 20/29: add_price_rejection [2025-09-28T04:09:14.474039] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T04:09:14.609381] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:14.743913] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:14.879575] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:15.018187] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:15.155074] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:15.289948] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:15.423333] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:09:15.575888] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:15.718557] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:15.865208] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:15.865398] [INFO ] [CONFIGURE ] DEI: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:09:15.865481] [INFO ] [CONFIGURE ] JOB ETA: 58.4m | Avg: 1.6s/test | Remaining: 2258 tests [2025-09-28T04:09:15.865557] [INFO ] [CONFIGURE ] DEI: Testing feature 21/29: add_range_position [2025-09-28T04:09:15.865680] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T04:09:16.019026] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:16.171235] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:16.323558] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:16.524968] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:16.752411] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:16.906387] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:17.065504] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:09:17.220248] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:17.372739] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:17.527919] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:17.528122] [INFO ] [CONFIGURE ] DEI: DISCARDED add_range_position (score: 80.00%) [2025-09-28T04:09:17.528202] [INFO ] [CONFIGURE ] JOB ETA: 58.4m | Avg: 1.6s/test | Remaining: 2257 tests [2025-09-28T04:09:17.528279] [INFO ] [CONFIGURE ] DEI: Testing feature 22/29: add_realized_volatility [2025-09-28T04:09:17.528354] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T04:09:17.694400] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:17.867131] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:18.033608] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:18.203561] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:18.370500] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:18.537909] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:18.703803] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:09:18.873200] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:19.046389] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:19.219444] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:19.219684] [INFO ] [CONFIGURE ] DEI: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:09:19.219768] [INFO ] [CONFIGURE ] JOB ETA: 58.3m | Avg: 1.6s/test | Remaining: 2256 tests [2025-09-28T04:09:19.219846] [INFO ] [CONFIGURE ] DEI: Testing feature 23/29: add_recent_range_context [2025-09-28T04:09:19.219921] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T04:09:19.357877] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:19.495583] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:19.632441] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:19.767343] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:19.903755] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:20.040303] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:20.177791] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:20.315241] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:20.452633] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:20.593446] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:20.593676] [INFO ] [CONFIGURE ] DEI: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:09:20.593760] [INFO ] [CONFIGURE ] JOB ETA: 58.3m | Avg: 1.6s/test | Remaining: 2255 tests [2025-09-28T04:09:20.593836] [INFO ] [CONFIGURE ] DEI: Testing feature 24/29: add_rsi [2025-09-28T04:09:20.593986] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:09:20.750958] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:20.903242] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:21.056891] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:21.212283] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:21.370307] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:21.532375] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:21.694198] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:09:21.854848] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:22.019127] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:22.180035] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:22.180251] [INFO ] [CONFIGURE ] DEI: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:09:22.180332] [INFO ] [CONFIGURE ] JOB ETA: 58.3m | Avg: 1.6s/test | Remaining: 2254 tests [2025-09-28T04:09:22.180408] [INFO ] [CONFIGURE ] DEI: Testing feature 25/29: add_tick_distribution [2025-09-28T04:09:22.180507] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T04:09:22.311976] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:22.444018] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:22.577033] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:22.710593] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:22.839033] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:22.968626] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:23.099852] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:09:23.236271] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:23.378412] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:23.516622] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:23.516856] [INFO ] [CONFIGURE ] DEI: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:09:23.516938] [INFO ] [CONFIGURE ] JOB ETA: 58.3m | Avg: 1.6s/test | Remaining: 2253 tests [2025-09-28T04:09:23.517013] [INFO ] [CONFIGURE ] DEI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:09:23.517085] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T04:09:23.647069] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:23.779205] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:23.910025] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:24.040587] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:24.174430] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:24.330911] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:24.466477] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:24.603502] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:24.753135] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:24.926501] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:24.926748] [INFO ] [CONFIGURE ] DEI: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:09:24.926861] [INFO ] [CONFIGURE ] JOB ETA: 58.2m | Avg: 1.6s/test | Remaining: 2252 tests [2025-09-28T04:09:24.926932] [INFO ] [CONFIGURE ] DEI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:09:24.927039] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T04:09:25.111236] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:25.306523] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:25.496903] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:25.677562] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:25.865879] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:26.052140] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:26.238186] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:26.391628] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:26.536572] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:26.683078] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:26.683287] [INFO ] [CONFIGURE ] DEI: DISCARDED add_volume_price_divergence (score: 90.00%) [2025-09-28T04:09:26.683369] [INFO ] [CONFIGURE ] JOB ETA: 58.2m | Avg: 1.6s/test | Remaining: 2251 tests [2025-09-28T04:09:26.683445] [INFO ] [CONFIGURE ] DEI: Testing feature 28/29: add_volume_profile [2025-09-28T04:09:26.683520] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T04:09:26.818019] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:26.967837] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:27.135545] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:27.304625] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:27.475264] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:27.615603] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:27.756348] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:09:27.896185] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:28.041453] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:28.180327] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:28.180526] [INFO ] [CONFIGURE ] DEI: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:09:28.180608] [INFO ] [CONFIGURE ] JOB ETA: 58.2m | Avg: 1.6s/test | Remaining: 2250 tests [2025-09-28T04:09:28.180706] [INFO ] [CONFIGURE ] DEI: Testing feature 29/29: add_vwap [2025-09-28T04:09:28.180782] [INFO ] [CONFIGURE ] DEI: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T04:09:28.320265] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:09:28.457733] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:28.592616] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:09:28.734402] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:28.876065] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:09:29.016301] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:09:29.160881] [DEBUG] [FORECASTER] DEI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:09:29.301528] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:09:29.447677] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:09:29.593553] [DEBUG] [FORECASTER] DEI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:29.593794] [INFO ] [CONFIGURE ] DEI: DISCARDED add_vwap (score: 80.00%) [2025-09-28T04:09:29.593878] [INFO ] [CONFIGURE ] JOB ETA: 58.2m | Avg: 1.6s/test | Remaining: 2249 tests [2025-09-28T04:09:29.593958] [INFO ] [CONFIGURE ] DEI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:09:29.594035] [INFO ] [CONFIGURE ] DEI: Best accuracy: 90.00% [2025-09-28T04:09:29.594092] [INFO ] [CONFIGURE ] DEI: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T04:09:29.594184] [INFO ] [CONFIGURE ] DEI: Improvement over baseline: 10.00% [2025-09-28T04:09:29.594256] [INFO ] [CONFIGURE ] DEI: Total time: 42.4 seconds [2025-09-28T04:09:29.594326] [INFO ] [CONFIGURE ] DEI: Average time per feature: 1.5 seconds [2025-09-28T04:09:29.594429] [INFO ] [CONFIGURE ] DEI: Average speed: 0.68 features/sec [2025-09-28T04:09:29.595028] [INFO ] [LOCAL ] Saved configuration for DEI: 1 features, 90.00% accuracy -> ./output/feature-sets/DEI.json [2025-09-28T04:09:29.595110] [INFO ] [CONFIGURE ] DEI: Configuration saved successfully: 1 features, 90.00% accuracy. [2025-09-28T04:09:29.595189] [INFO ] [sig ] [58/135] Successfully configured DEI | 0.02 sym/s | Total: 44.3m | ETA: 58.8m [2025-09-28T04:09:29.595263] [INFO ] [sig ] [59/135] Configuring DFIN... [2025-09-28T04:09:29.595332] [INFO ] [CONFIGURE ] DFIN: Configurate test run. [2025-09-28T04:09:29.595403] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DFIN' from 'https://tdm.silogroup.org/data/derivative_storage/DFIN.csv'. [2025-09-28T04:09:29.608573] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DFIN'. [2025-09-28T04:09:29.609163] [INFO ] [CONFIGURE ] DFIN: Testing with 29 available features [2025-09-28T04:09:29.609242] [INFO ] [CONFIGURE ] DFIN: Establishing baseline with no features... [2025-09-28T04:09:29.720272] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:29.860982] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:30.001301] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:09:30.146985] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:09:30.297213] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:09:30.444852] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:30.599073] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:30.749462] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:30.896850] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:31.043167] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:31.043382] [INFO ] [CONFIGURE ] DFIN: Baseline score (no features): 20.00% [2025-09-28T04:09:31.043464] [INFO ] [CONFIGURE ] DFIN: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:09:31.043538] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:09:31.219518] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:31.397467] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:31.545773] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:31.699770] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:31.839987] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:31.967417] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:32.094873] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:32.223959] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:32.353943] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:32.489035] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:32.489255] [INFO ] [CONFIGURE ] DFIN: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T04:09:32.489335] [INFO ] [CONFIGURE ] JOB ETA: 58.1m | Avg: 1.6s/test | Remaining: 2248 tests [2025-09-28T04:09:32.489411] [INFO ] [CONFIGURE ] DFIN: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:09:32.489485] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:09:32.668094] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:32.816133] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:32.957088] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:33.098726] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:33.247897] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:33.394734] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:33.545724] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:33.689567] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:33.837668] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:33.985850] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:33.986048] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:09:33.986134] [INFO ] [CONFIGURE ] JOB ETA: 58.1m | Avg: 1.6s/test | Remaining: 2247 tests [2025-09-28T04:09:33.986211] [INFO ] [CONFIGURE ] DFIN: Testing feature 3/29: add_daily_returns [2025-09-28T04:09:33.986294] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:09:34.114971] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:34.245132] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:34.379739] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:34.504614] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:34.634247] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:34.763495] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:34.893787] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:35.028474] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:35.162955] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:35.290834] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:35.291049] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:09:35.291130] [INFO ] [CONFIGURE ] JOB ETA: 58.1m | Avg: 1.6s/test | Remaining: 2246 tests [2025-09-28T04:09:35.291204] [INFO ] [CONFIGURE ] DFIN: Testing feature 4/29: add_ema [2025-09-28T04:09:35.291275] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:09:35.427496] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:35.564758] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:35.703802] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:09:35.844859] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:35.989163] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:36.132970] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:36.275775] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:36.423108] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:36.574029] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:36.720722] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:36.720953] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:09:36.721034] [INFO ] [CONFIGURE ] JOB ETA: 58.0m | Avg: 1.6s/test | Remaining: 2245 tests [2025-09-28T04:09:36.721109] [INFO ] [CONFIGURE ] DFIN: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:09:36.721163] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:09:36.872881] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:37.023774] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:37.178174] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:37.327515] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:09:37.486215] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:37.644831] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:37.800631] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:37.951936] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:38.102940] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:38.263963] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:38.264205] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_exhaustion_signals (score: 30.00%) [2025-09-28T04:09:38.264286] [INFO ] [CONFIGURE ] JOB ETA: 58.0m | Avg: 1.6s/test | Remaining: 2244 tests [2025-09-28T04:09:38.264364] [INFO ] [CONFIGURE ] DFIN: Testing feature 6/29: add_failed_moves [2025-09-28T04:09:38.264463] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:09:38.394169] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:38.524722] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:38.656115] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:38.789612] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:38.923888] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:39.059360] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:39.196027] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:39.330148] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:39.465623] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:39.602680] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:39.602888] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:09:39.602968] [INFO ] [CONFIGURE ] JOB ETA: 58.0m | Avg: 1.6s/test | Remaining: 2243 tests [2025-09-28T04:09:39.603041] [INFO ] [CONFIGURE ] DFIN: Testing feature 7/29: add_lag_shelf [2025-09-28T04:09:39.603097] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:09:39.723156] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:39.849724] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:39.977028] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:40.110536] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:40.245088] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:40.375737] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:40.507447] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:40.668954] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:40.797588] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:40.927266] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:40.927480] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_lag_shelf (score: 40.00%) [2025-09-28T04:09:40.927575] [INFO ] [CONFIGURE ] JOB ETA: 57.9m | Avg: 1.6s/test | Remaining: 2242 tests [2025-09-28T04:09:40.927686] [INFO ] [CONFIGURE ] DFIN: Testing feature 8/29: add_macd [2025-09-28T04:09:40.927773] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:09:41.096939] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:41.260256] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:41.427147] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:41.604449] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:09:41.775564] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:41.943142] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:42.109163] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:42.283571] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:42.449260] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:42.621795] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:42.622025] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_macd (score: 30.00%) [2025-09-28T04:09:42.622125] [INFO ] [CONFIGURE ] JOB ETA: 57.9m | Avg: 1.6s/test | Remaining: 2241 tests [2025-09-28T04:09:42.622204] [INFO ] [CONFIGURE ] DFIN: Testing feature 9/29: add_mfi [2025-09-28T04:09:42.622279] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:09:42.792170] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:42.930536] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:43.077252] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:43.225512] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:43.371487] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:43.514993] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:43.657603] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:43.806683] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:43.943528] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:44.082479] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:44.082765] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:09:44.082852] [INFO ] [CONFIGURE ] JOB ETA: 57.9m | Avg: 1.6s/test | Remaining: 2240 tests [2025-09-28T04:09:44.082928] [INFO ] [CONFIGURE ] DFIN: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:09:44.083000] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:09:44.239485] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:44.394268] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:44.548073] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:44.712667] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:44.998516] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:45.202662] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:45.379611] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:45.542592] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:45.712176] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:45.903450] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:45.903639] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:09:45.903745] [INFO ] [CONFIGURE ] JOB ETA: 57.9m | Avg: 1.6s/test | Remaining: 2239 tests [2025-09-28T04:09:45.903820] [INFO ] [CONFIGURE ] DFIN: Testing feature 11/29: add_obv_daily [2025-09-28T04:09:45.903893] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:09:46.034899] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:46.167451] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:46.309748] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:46.450264] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:09:46.581438] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:46.716571] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:46.850026] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:46.988558] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:47.122425] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:09:47.253031] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:47.253210] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_obv_daily (score: 20.00%) [2025-09-28T04:09:47.253291] [INFO ] [CONFIGURE ] JOB ETA: 57.8m | Avg: 1.6s/test | Remaining: 2238 tests [2025-09-28T04:09:47.253366] [INFO ] [CONFIGURE ] DFIN: Testing feature 12/29: add_obv_interval [2025-09-28T04:09:47.253420] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:09:47.382748] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:47.536821] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:47.677539] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:47.804488] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:09:47.933926] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:09:48.069417] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:48.224884] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:48.360130] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:48.491271] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:48.621060] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:48.621257] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_obv_interval (score: 20.00%) [2025-09-28T04:09:48.621337] [INFO ] [CONFIGURE ] JOB ETA: 57.8m | Avg: 1.6s/test | Remaining: 2237 tests [2025-09-28T04:09:48.621412] [INFO ] [CONFIGURE ] DFIN: Testing feature 13/29: add_opening_strength [2025-09-28T04:09:48.621483] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:09:48.755033] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:48.890457] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:49.027251] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:49.161952] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:09:49.298905] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:49.437063] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:49.575959] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:49.721048] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:49.865497] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:50.012464] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:50.012697] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T04:09:50.012781] [INFO ] [CONFIGURE ] JOB ETA: 57.8m | Avg: 1.6s/test | Remaining: 2236 tests [2025-09-28T04:09:50.012859] [INFO ] [CONFIGURE ] DFIN: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:09:50.012932] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T04:09:50.155387] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:50.302863] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:50.445781] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:50.586828] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:09:50.730146] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:09:50.874465] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:51.024844] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:51.184290] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:51.339079] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:51.485873] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:51.486079] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_order_flow_imbalance (score: 20.00%) [2025-09-28T04:09:51.486161] [INFO ] [CONFIGURE ] JOB ETA: 57.8m | Avg: 1.6s/test | Remaining: 2235 tests [2025-09-28T04:09:51.486256] [INFO ] [CONFIGURE ] DFIN: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:09:51.486331] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T04:09:51.611018] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:51.736986] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:51.862787] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:09:51.987296] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:52.116109] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:52.240424] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:52.369075] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:52.497813] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:52.626945] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:52.759008] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:52.759226] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:09:52.759307] [INFO ] [CONFIGURE ] JOB ETA: 57.7m | Avg: 1.6s/test | Remaining: 2234 tests [2025-09-28T04:09:52.759381] [INFO ] [CONFIGURE ] DFIN: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:09:52.759454] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T04:09:52.891476] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:53.026406] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:53.160322] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:53.295355] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:53.431081] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:53.569442] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:53.709836] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:53.853260] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:54.000557] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:54.149745] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:54.149985] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:09:54.150070] [INFO ] [CONFIGURE ] JOB ETA: 57.7m | Avg: 1.6s/test | Remaining: 2233 tests [2025-09-28T04:09:54.150146] [INFO ] [CONFIGURE ] DFIN: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:09:54.150221] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T04:09:54.292034] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:54.433321] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:54.583182] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:54.722593] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:54.860868] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:55.005409] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:55.147878] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:55.290125] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:55.434047] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:55.578867] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:09:55.579066] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:09:55.579147] [INFO ] [CONFIGURE ] JOB ETA: 57.7m | Avg: 1.6s/test | Remaining: 2232 tests [2025-09-28T04:09:55.579233] [INFO ] [CONFIGURE ] DFIN: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:09:55.579316] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T04:09:55.708408] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:55.834112] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:55.957347] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:56.085133] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:09:56.212044] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:56.337636] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:56.462432] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:56.590201] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:56.720494] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:56.851002] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:56.851199] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_pbf_volatility_5d (score: 40.00%) [2025-09-28T04:09:56.851278] [INFO ] [CONFIGURE ] JOB ETA: 57.6m | Avg: 1.6s/test | Remaining: 2231 tests [2025-09-28T04:09:56.851352] [INFO ] [CONFIGURE ] DFIN: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:09:56.851426] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T04:09:56.974788] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:57.101601] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:57.231367] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:09:57.359205] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:57.484787] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:57.608803] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:57.733507] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:57.862823] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:57.992799] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:58.128446] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:58.128670] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:09:58.128766] [INFO ] [CONFIGURE ] JOB ETA: 57.6m | Avg: 1.5s/test | Remaining: 2230 tests [2025-09-28T04:09:58.128849] [INFO ] [CONFIGURE ] DFIN: Testing feature 20/29: add_price_rejection [2025-09-28T04:09:58.128905] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T04:09:58.261495] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:58.401521] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:09:58.545052] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:09:58.684078] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:09:58.832066] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:09:58.969615] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:09:59.110204] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:09:59.247924] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:09:59.387770] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:09:59.526959] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:09:59.527147] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:09:59.527229] [INFO ] [CONFIGURE ] JOB ETA: 57.6m | Avg: 1.5s/test | Remaining: 2229 tests [2025-09-28T04:09:59.527305] [INFO ] [CONFIGURE ] DFIN: Testing feature 21/29: add_range_position [2025-09-28T04:09:59.527379] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T04:09:59.672810] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:09:59.819129] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:09:59.970767] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:10:00.116173] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:00.274079] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:10:00.431458] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:00.578092] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:00.734453] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:00.888345] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:10:01.040481] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:10:01.040786] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:10:01.040877] [INFO ] [CONFIGURE ] JOB ETA: 57.6m | Avg: 1.5s/test | Remaining: 2228 tests [2025-09-28T04:10:01.040969] [INFO ] [CONFIGURE ] DFIN: Testing feature 22/29: add_realized_volatility [2025-09-28T04:10:01.041044] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T04:10:01.202617] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:10:01.371402] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:10:01.538200] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:01.716483] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:01.892588] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:10:02.067591] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:02.260310] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:02.442449] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:02.621507] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:10:02.797576] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:10:02.797851] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T04:10:02.797950] [INFO ] [CONFIGURE ] JOB ETA: 57.5m | Avg: 1.6s/test | Remaining: 2227 tests [2025-09-28T04:10:02.798032] [INFO ] [CONFIGURE ] DFIN: Testing feature 23/29: add_recent_range_context [2025-09-28T04:10:02.798089] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T04:10:02.935321] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:10:03.069009] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:10:03.203103] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:10:03.347191] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:03.487414] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:10:03.633279] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:03.771814] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:03.914329] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:04.057600] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:10:04.207264] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:10:04.207565] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T04:10:04.207713] [INFO ] [CONFIGURE ] JOB ETA: 57.5m | Avg: 1.5s/test | Remaining: 2226 tests [2025-09-28T04:10:04.207911] [INFO ] [CONFIGURE ] DFIN: Testing feature 24/29: add_rsi [2025-09-28T04:10:04.208015] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:10:04.379260] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:10:04.551449] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:10:04.714257] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:10:04.877288] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:10:05.040756] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:10:05.207930] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:05.378392] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:05.549068] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:05.718447] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:10:05.887911] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:10:05.888146] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_rsi (score: 20.00%) [2025-09-28T04:10:05.888250] [INFO ] [CONFIGURE ] JOB ETA: 57.5m | Avg: 1.6s/test | Remaining: 2225 tests [2025-09-28T04:10:05.888332] [INFO ] [CONFIGURE ] DFIN: Testing feature 25/29: add_tick_distribution [2025-09-28T04:10:05.888408] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T04:10:06.021801] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:10:06.158319] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:10:06.291416] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:06.433363] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:06.570113] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:10:06.712935] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:06.859731] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:06.993776] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:07.129034] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:10:07.273166] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:10:07.273382] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T04:10:07.273472] [INFO ] [CONFIGURE ] JOB ETA: 57.4m | Avg: 1.5s/test | Remaining: 2224 tests [2025-09-28T04:10:07.273558] [INFO ] [CONFIGURE ] DFIN: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:10:07.273635] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T04:10:07.418066] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:10:07.558051] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:10:07.703407] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:07.847306] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:07.984344] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:10:08.124667] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:08.264447] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:08.403393] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:08.560508] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:10:08.757553] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:10:08.757839] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:10:08.757968] [INFO ] [CONFIGURE ] JOB ETA: 57.4m | Avg: 1.5s/test | Remaining: 2223 tests [2025-09-28T04:10:08.758064] [INFO ] [CONFIGURE ] DFIN: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:10:08.758143] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T04:10:08.905341] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:10:09.050956] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:10:09.202432] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:09.351225] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:09.511172] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:10:09.687176] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:09.853554] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:10.000906] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:10.142497] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:10:10.291785] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:10:10.291994] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:10:10.292076] [INFO ] [CONFIGURE ] JOB ETA: 57.4m | Avg: 1.5s/test | Remaining: 2222 tests [2025-09-28T04:10:10.292151] [INFO ] [CONFIGURE ] DFIN: Testing feature 28/29: add_volume_profile [2025-09-28T04:10:10.292225] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T04:10:10.424951] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:10:10.560087] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:10:10.701756] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:10.848433] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:10:10.992205] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:10:11.131077] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:11.270454] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:11.408564] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:11.549498] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:10:11.696446] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:10:11.696718] [INFO ] [CONFIGURE ] DFIN: DISCARDED add_volume_profile (score: 30.00%) [2025-09-28T04:10:11.696824] [INFO ] [CONFIGURE ] JOB ETA: 57.4m | Avg: 1.5s/test | Remaining: 2221 tests [2025-09-28T04:10:11.696920] [INFO ] [CONFIGURE ] DFIN: Testing feature 29/29: add_vwap [2025-09-28T04:10:11.697008] [INFO ] [CONFIGURE ] DFIN: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T04:10:11.844263] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:10:11.985605] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:10:12.127362] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:12.267908] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:12.414019] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:10:12.563571] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:12.707848] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:12.849261] [DEBUG] [FORECASTER] DFIN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:13.000226] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:10:13.146864] [DEBUG] [FORECASTER] DFIN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:10:13.147164] [INFO ] [CONFIGURE ] DFIN: KEPT add_vwap (score: 60.00%) [2025-09-28T04:10:13.147250] [INFO ] [CONFIGURE ] JOB ETA: 57.3m | Avg: 1.5s/test | Remaining: 2220 tests [2025-09-28T04:10:13.147364] [INFO ] [CONFIGURE ] DFIN: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:10:13.147441] [INFO ] [CONFIGURE ] DFIN: Best accuracy: 60.00% [2025-09-28T04:10:13.147517] [INFO ] [CONFIGURE ] DFIN: Best feature set (2 features): ['add_bollinger_bands', 'add_vwap'] [2025-09-28T04:10:13.147586] [INFO ] [CONFIGURE ] DFIN: Improvement over baseline: 40.00% [2025-09-28T04:10:13.147680] [INFO ] [CONFIGURE ] DFIN: Total time: 42.1 seconds [2025-09-28T04:10:13.147755] [INFO ] [CONFIGURE ] DFIN: Average time per feature: 1.5 seconds [2025-09-28T04:10:13.147845] [INFO ] [CONFIGURE ] DFIN: Average speed: 0.69 features/sec [2025-09-28T04:10:13.148615] [INFO ] [LOCAL ] Saved configuration for DFIN: 2 features, 60.00% accuracy -> ./output/feature-sets/DFIN.json [2025-09-28T04:10:13.148770] [INFO ] [CONFIGURE ] DFIN: Configuration saved successfully: 2 features, 60.00% accuracy. [2025-09-28T04:10:13.148959] [INFO ] [sig ] [59/135] Successfully configured DFIN | 0.02 sym/s | Total: 45.1m | ETA: 58.0m [2025-09-28T04:10:13.149088] [INFO ] [sig ] [60/135] Configuring DFP... [2025-09-28T04:10:13.149191] [INFO ] [CONFIGURE ] DFP: Configurate test run. [2025-09-28T04:10:13.149335] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DFP' from 'https://tdm.silogroup.org/data/derivative_storage/DFP.csv'. [2025-09-28T04:10:13.268326] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DFP'. [2025-09-28T04:10:13.268965] [INFO ] [CONFIGURE ] DFP: Testing with 29 available features [2025-09-28T04:10:13.269050] [INFO ] [CONFIGURE ] DFP: Establishing baseline with no features... [2025-09-28T04:10:13.379354] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:13.500887] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:10:13.620486] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:13.735112] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:13.852117] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:13.963756] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:14.070356] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:14.176323] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:14.287431] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:14.410818] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:14.411117] [INFO ] [CONFIGURE ] DFP: Baseline score (no features): 60.00% [2025-09-28T04:10:14.411252] [INFO ] [CONFIGURE ] DFP: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:10:14.411346] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:10:14.538796] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:14.673450] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:10:14.808791] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:14.929578] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:15.053182] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:15.177142] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:15.298838] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:15.426402] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:15.556610] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:15.686331] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:15.686538] [INFO ] [CONFIGURE ] DFP: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T04:10:15.686620] [INFO ] [CONFIGURE ] JOB ETA: 57.3m | Avg: 1.5s/test | Remaining: 2219 tests [2025-09-28T04:10:15.686726] [INFO ] [CONFIGURE ] DFP: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:10:15.686819] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:10:15.814523] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:15.944178] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:10:16.073665] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:16.204932] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:16.338127] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:16.475571] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:16.637571] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:16.769504] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:16.901532] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:17.033639] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:17.033867] [INFO ] [CONFIGURE ] DFP: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:10:17.033949] [INFO ] [CONFIGURE ] JOB ETA: 57.3m | Avg: 1.5s/test | Remaining: 2218 tests [2025-09-28T04:10:17.034027] [INFO ] [CONFIGURE ] DFP: Testing feature 3/29: add_daily_returns [2025-09-28T04:10:17.034101] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns'] [2025-09-28T04:10:17.151216] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:17.273616] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:17.391401] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:17.506441] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:17.624593] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:17.755425] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:17.881141] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:18.006973] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:18.128225] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:18.253506] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:18.253727] [INFO ] [CONFIGURE ] DFP: KEPT add_daily_returns (score: 70.00%) [2025-09-28T04:10:18.253810] [INFO ] [CONFIGURE ] JOB ETA: 57.2m | Avg: 1.5s/test | Remaining: 2217 tests [2025-09-28T04:10:18.253885] [INFO ] [CONFIGURE ] DFP: Testing feature 4/29: add_ema [2025-09-28T04:10:18.253941] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T04:10:18.392335] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:18.531621] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:18.667047] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:18.807745] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:18.949977] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:19.100680] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:19.239114] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:19.384586] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:19.529503] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:19.673237] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:19.673495] [INFO ] [CONFIGURE ] DFP: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:10:19.673588] [INFO ] [CONFIGURE ] JOB ETA: 57.2m | Avg: 1.5s/test | Remaining: 2216 tests [2025-09-28T04:10:19.673692] [INFO ] [CONFIGURE ] DFP: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:10:19.673768] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:10:19.823164] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:19.968207] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:20.111130] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:20.256173] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:20.404918] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:10:20.563604] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:10:20.726168] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:20.882269] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:21.037088] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:21.189771] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:21.190013] [INFO ] [CONFIGURE ] DFP: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T04:10:21.190097] [INFO ] [CONFIGURE ] JOB ETA: 57.2m | Avg: 1.5s/test | Remaining: 2215 tests [2025-09-28T04:10:21.190173] [INFO ] [CONFIGURE ] DFP: Testing feature 6/29: add_failed_moves [2025-09-28T04:10:21.190232] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T04:10:21.315255] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:21.444532] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:21.573526] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:21.705506] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:21.829774] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:21.967335] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:22.099002] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:22.234453] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:22.367778] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:22.498776] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:22.498971] [INFO ] [CONFIGURE ] DFP: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:10:22.499054] [INFO ] [CONFIGURE ] JOB ETA: 57.2m | Avg: 1.5s/test | Remaining: 2214 tests [2025-09-28T04:10:22.499132] [INFO ] [CONFIGURE ] DFP: Testing feature 7/29: add_lag_shelf [2025-09-28T04:10:22.499207] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:10:22.618368] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:22.745209] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:22.876190] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:22.998193] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:23.131120] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:23.261920] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:23.397690] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:23.551384] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:23.750444] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:23.930441] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:23.930708] [INFO ] [CONFIGURE ] DFP: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:10:23.930805] [INFO ] [CONFIGURE ] JOB ETA: 57.1m | Avg: 1.5s/test | Remaining: 2213 tests [2025-09-28T04:10:23.930891] [INFO ] [CONFIGURE ] DFP: Testing feature 8/29: add_macd [2025-09-28T04:10:23.930974] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:10:24.149575] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:24.364288] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:24.541040] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:24.702907] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:24.867619] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:10:25.026364] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:10:25.184516] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:25.343009] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:25.504870] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:25.673501] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:25.673742] [INFO ] [CONFIGURE ] DFP: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:10:25.673826] [INFO ] [CONFIGURE ] JOB ETA: 57.1m | Avg: 1.5s/test | Remaining: 2212 tests [2025-09-28T04:10:25.673899] [INFO ] [CONFIGURE ] DFP: Testing feature 9/29: add_mfi [2025-09-28T04:10:25.674046] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T04:10:25.803666] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:25.936399] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:26.069479] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:26.205259] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:26.343681] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:26.484526] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:26.637684] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:26.776110] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:26.914976] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:27.055992] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:27.056221] [INFO ] [CONFIGURE ] DFP: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:10:27.056304] [INFO ] [CONFIGURE ] JOB ETA: 57.1m | Avg: 1.5s/test | Remaining: 2211 tests [2025-09-28T04:10:27.056389] [INFO ] [CONFIGURE ] DFP: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:10:27.056504] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:10:27.205423] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:27.349602] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:27.500248] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:27.652138] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:27.800859] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:27.944344] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:28.094442] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:28.252461] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:28.408254] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:28.563509] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:28.563775] [INFO ] [CONFIGURE ] DFP: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:10:28.563860] [INFO ] [CONFIGURE ] JOB ETA: 57.1m | Avg: 1.5s/test | Remaining: 2210 tests [2025-09-28T04:10:28.564020] [INFO ] [CONFIGURE ] DFP: Testing feature 11/29: add_obv_daily [2025-09-28T04:10:28.564095] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T04:10:28.686164] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:28.810203] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:10:28.933132] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:29.064912] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:29.196974] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:29.330882] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:29.470533] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:29.613836] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:29.741935] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:29.867253] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:29.867475] [INFO ] [CONFIGURE ] DFP: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:10:29.867583] [INFO ] [CONFIGURE ] JOB ETA: 57.0m | Avg: 1.5s/test | Remaining: 2209 tests [2025-09-28T04:10:29.867708] [INFO ] [CONFIGURE ] DFP: Testing feature 12/29: add_obv_interval [2025-09-28T04:10:29.867786] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T04:10:29.988060] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:30.104554] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:30.221831] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:30.340499] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:30.464501] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:30.585971] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:30.707676] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:30.831203] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:30.952506] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:31.078751] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:31.079017] [INFO ] [CONFIGURE ] DFP: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:10:31.079116] [INFO ] [CONFIGURE ] JOB ETA: 57.0m | Avg: 1.5s/test | Remaining: 2208 tests [2025-09-28T04:10:31.079238] [INFO ] [CONFIGURE ] DFP: Testing feature 13/29: add_opening_strength [2025-09-28T04:10:31.079342] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:10:31.203829] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:31.332054] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:10:31.458115] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:31.595040] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:10:31.725843] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:31.857251] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:31.986393] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:32.125780] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:32.273259] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:32.420736] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:32.420987] [INFO ] [CONFIGURE ] DFP: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:10:32.421093] [INFO ] [CONFIGURE ] JOB ETA: 57.0m | Avg: 1.5s/test | Remaining: 2207 tests [2025-09-28T04:10:32.421278] [INFO ] [CONFIGURE ] DFP: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:10:32.421400] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:10:32.585722] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:32.735278] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:32.879686] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:33.023103] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:33.165776] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:33.304704] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:33.449526] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:33.591201] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:33.730091] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:33.871270] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:33.871474] [INFO ] [CONFIGURE ] DFP: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:10:33.871556] [INFO ] [CONFIGURE ] JOB ETA: 56.9m | Avg: 1.5s/test | Remaining: 2206 tests [2025-09-28T04:10:33.871634] [INFO ] [CONFIGURE ] DFP: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:10:33.871755] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:10:33.994257] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:34.109266] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:34.231788] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:34.355829] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:34.472689] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:34.593542] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:34.718522] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:34.841293] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:34.965664] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:35.088622] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:35.088834] [INFO ] [CONFIGURE ] DFP: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:10:35.088913] [INFO ] [CONFIGURE ] JOB ETA: 56.9m | Avg: 1.5s/test | Remaining: 2205 tests [2025-09-28T04:10:35.088988] [INFO ] [CONFIGURE ] DFP: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:10:35.089042] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:10:35.212316] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:35.337124] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:35.472178] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:35.607589] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:35.737469] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:35.878516] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:10:36.005283] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:36.133740] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:36.264077] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:36.397304] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:36.397523] [INFO ] [CONFIGURE ] DFP: KEPT add_pbf_overnight_gap (score: 80.00%) [2025-09-28T04:10:36.397603] [INFO ] [CONFIGURE ] JOB ETA: 56.9m | Avg: 1.5s/test | Remaining: 2204 tests [2025-09-28T04:10:36.397741] [INFO ] [CONFIGURE ] DFP: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:10:36.397813] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d'] [2025-09-28T04:10:36.537756] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:36.682775] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:36.824275] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:36.966151] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:37.115873] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:37.270784] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:37.413500] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:37.560968] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:10:37.708532] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:37.858525] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:10:37.858811] [INFO ] [CONFIGURE ] DFP: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:10:37.858898] [INFO ] [CONFIGURE ] JOB ETA: 56.8m | Avg: 1.5s/test | Remaining: 2203 tests [2025-09-28T04:10:37.859008] [INFO ] [CONFIGURE ] DFP: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:10:37.859098] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_volatility_5d'] [2025-09-28T04:10:37.998411] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:38.132584] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:38.280942] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:38.411568] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:38.546321] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:38.679039] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:38.813299] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:38.951681] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:39.084821] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:39.218493] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:10:39.218712] [INFO ] [CONFIGURE ] DFP: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:10:39.218799] [INFO ] [CONFIGURE ] JOB ETA: 56.8m | Avg: 1.5s/test | Remaining: 2202 tests [2025-09-28T04:10:39.218898] [INFO ] [CONFIGURE ] DFP: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:10:39.219003] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5'] [2025-09-28T04:10:39.348041] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:39.478291] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:39.626264] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:39.761845] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:39.894390] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:40.028330] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:10:40.166732] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:40.289904] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:40.415084] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:40.545149] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:40.545341] [INFO ] [CONFIGURE ] DFP: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:10:40.545422] [INFO ] [CONFIGURE ] JOB ETA: 56.8m | Avg: 1.5s/test | Remaining: 2201 tests [2025-09-28T04:10:40.545497] [INFO ] [CONFIGURE ] DFP: Testing feature 20/29: add_price_rejection [2025-09-28T04:10:40.545592] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_price_rejection'] [2025-09-28T04:10:40.677189] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:40.815337] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:40.954025] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:41.095379] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:41.237199] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:41.378325] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:41.519123] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:41.663253] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:41.810221] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:41.958002] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:41.958218] [INFO ] [CONFIGURE ] DFP: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:10:41.958301] [INFO ] [CONFIGURE ] JOB ETA: 56.7m | Avg: 1.5s/test | Remaining: 2200 tests [2025-09-28T04:10:41.958385] [INFO ] [CONFIGURE ] DFP: Testing feature 21/29: add_range_position [2025-09-28T04:10:41.958484] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_range_position'] [2025-09-28T04:10:42.109060] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:42.260495] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:42.406321] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:10:42.552480] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:42.701774] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:42.845334] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:42.988834] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:43.136102] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:43.281877] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:43.436288] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:43.436521] [INFO ] [CONFIGURE ] DFP: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:10:43.436606] [INFO ] [CONFIGURE ] JOB ETA: 56.7m | Avg: 1.5s/test | Remaining: 2199 tests [2025-09-28T04:10:43.436760] [INFO ] [CONFIGURE ] DFP: Testing feature 22/29: add_realized_volatility [2025-09-28T04:10:43.436864] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_realized_volatility'] [2025-09-28T04:10:43.635734] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:43.805460] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:10:43.978105] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:44.149224] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:44.322621] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:44.493158] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:10:44.665854] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:44.833851] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:45.005254] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:45.184313] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:45.184682] [INFO ] [CONFIGURE ] DFP: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:10:45.184897] [INFO ] [CONFIGURE ] JOB ETA: 56.7m | Avg: 1.5s/test | Remaining: 2198 tests [2025-09-28T04:10:45.184982] [INFO ] [CONFIGURE ] DFP: Testing feature 23/29: add_recent_range_context [2025-09-28T04:10:45.185095] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_recent_range_context'] [2025-09-28T04:10:45.323220] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:45.455403] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:45.593470] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:45.733624] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:45.876900] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:46.023375] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:46.166616] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:46.307603] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:46.450495] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:46.598751] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:46.598970] [INFO ] [CONFIGURE ] DFP: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:10:46.599071] [INFO ] [CONFIGURE ] JOB ETA: 56.7m | Avg: 1.5s/test | Remaining: 2197 tests [2025-09-28T04:10:46.599250] [INFO ] [CONFIGURE ] DFP: Testing feature 24/29: add_rsi [2025-09-28T04:10:46.599337] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_ema', 'add_rsi'] [2025-09-28T04:10:46.762814] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:46.928298] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:10:47.106392] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:47.279669] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:47.443339] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:47.602447] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:47.771160] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:47.937881] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:48.105056] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:48.268675] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:10:48.268892] [INFO ] [CONFIGURE ] DFP: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:10:48.268989] [INFO ] [CONFIGURE ] JOB ETA: 56.6m | Avg: 1.5s/test | Remaining: 2196 tests [2025-09-28T04:10:48.269169] [INFO ] [CONFIGURE ] DFP: Testing feature 25/29: add_tick_distribution [2025-09-28T04:10:48.269300] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_tick_distribution'] [2025-09-28T04:10:48.410184] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:48.546099] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:48.681277] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:48.823049] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:48.960069] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:49.091670] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:10:49.246485] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:49.402785] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:49.549217] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:49.690124] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:49.690338] [INFO ] [CONFIGURE ] DFP: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:10:49.690419] [INFO ] [CONFIGURE ] JOB ETA: 56.6m | Avg: 1.5s/test | Remaining: 2195 tests [2025-09-28T04:10:49.690494] [INFO ] [CONFIGURE ] DFP: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:10:49.690597] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_volume_momentum_confirmation'] [2025-09-28T04:10:49.830796] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:49.971261] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:10:50.112497] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:10:50.250202] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:50.391469] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:50.531152] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:10:50.674966] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:50.821809] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:50.964024] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:51.107322] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:51.107526] [INFO ] [CONFIGURE ] DFP: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:10:51.107609] [INFO ] [CONFIGURE ] JOB ETA: 56.6m | Avg: 1.5s/test | Remaining: 2194 tests [2025-09-28T04:10:51.107745] [INFO ] [CONFIGURE ] DFP: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:10:51.107826] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_volume_price_divergence'] [2025-09-28T04:10:51.251627] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:10:51.404945] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:51.552004] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:10:51.699185] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:51.850726] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:52.001137] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:52.158748] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:52.308772] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:52.467044] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:52.621005] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:52.621211] [INFO ] [CONFIGURE ] DFP: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T04:10:52.621319] [INFO ] [CONFIGURE ] JOB ETA: 56.6m | Avg: 1.5s/test | Remaining: 2193 tests [2025-09-28T04:10:52.621456] [INFO ] [CONFIGURE ] DFP: Testing feature 28/29: add_volume_profile [2025-09-28T04:10:52.621552] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_volume_profile'] [2025-09-28T04:10:52.764931] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:52.908365] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:53.044107] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:10:53.177301] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:53.312709] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:10:53.454821] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:10:53.602294] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:53.754284] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:53.912964] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:54.065591] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:54.065875] [INFO ] [CONFIGURE ] DFP: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:10:54.066019] [INFO ] [CONFIGURE ] JOB ETA: 56.5m | Avg: 1.5s/test | Remaining: 2192 tests [2025-09-28T04:10:54.066118] [INFO ] [CONFIGURE ] DFP: Testing feature 29/29: add_vwap [2025-09-28T04:10:54.066221] [INFO ] [CONFIGURE ] DFP: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap', 'add_vwap'] [2025-09-28T04:10:54.217135] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:10:54.369928] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:10:54.520525] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:54.670055] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:10:54.817499] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:10:54.967690] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:10:55.118002] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:10:55.273497] [DEBUG] [FORECASTER] DFP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:10:55.422923] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:55.574996] [DEBUG] [FORECASTER] DFP: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:10:55.575213] [INFO ] [CONFIGURE ] DFP: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:10:55.575297] [INFO ] [CONFIGURE ] JOB ETA: 56.5m | Avg: 1.5s/test | Remaining: 2191 tests [2025-09-28T04:10:55.575379] [INFO ] [CONFIGURE ] DFP: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:10:55.575510] [INFO ] [CONFIGURE ] DFP: Best accuracy: 80.00% [2025-09-28T04:10:55.575584] [INFO ] [CONFIGURE ] DFP: Best feature set (2 features): ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:10:55.575703] [INFO ] [CONFIGURE ] DFP: Improvement over baseline: 20.00% [2025-09-28T04:10:55.575776] [INFO ] [CONFIGURE ] DFP: Total time: 41.2 seconds [2025-09-28T04:10:55.575870] [INFO ] [CONFIGURE ] DFP: Average time per feature: 1.4 seconds [2025-09-28T04:10:55.575963] [INFO ] [CONFIGURE ] DFP: Average speed: 0.70 features/sec [2025-09-28T04:10:55.576927] [INFO ] [LOCAL ] Saved configuration for DFP: 2 features, 80.00% accuracy -> ./output/feature-sets/DFP.json [2025-09-28T04:10:55.577006] [INFO ] [CONFIGURE ] DFP: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T04:10:55.577128] [INFO ] [sig ] [60/135] Successfully configured DFP | 0.02 sym/s | Total: 45.8m | ETA: 57.2m [2025-09-28T04:10:55.577221] [INFO ] [sig ] [61/135] Configuring DHF... [2025-09-28T04:10:55.577293] [INFO ] [CONFIGURE ] DHF: Configurate test run. [2025-09-28T04:10:55.577363] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DHF' from 'https://tdm.silogroup.org/data/derivative_storage/DHF.csv'. [2025-09-28T04:10:55.595402] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DHF'. [2025-09-28T04:10:55.595893] [INFO ] [CONFIGURE ] DHF: Testing with 29 available features [2025-09-28T04:10:55.595973] [INFO ] [CONFIGURE ] DHF: Establishing baseline with no features... [2025-09-28T04:10:55.704465] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:10:55.813256] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:55.923171] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:56.041541] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:10:56.152834] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:10:56.264399] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:56.378232] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:56.492055] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:10:56.604412] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:56.724257] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:10:56.724469] [INFO ] [CONFIGURE ] DHF: Baseline score (no features): 30.00% [2025-09-28T04:10:56.724535] [INFO ] [CONFIGURE ] DHF: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:10:56.724712] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:10:56.849064] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:10:56.974533] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:57.099272] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:10:57.229274] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:10:57.360826] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:10:57.498330] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:57.646575] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:10:57.779213] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:10:57.908991] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:58.044448] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:10:58.044745] [INFO ] [CONFIGURE ] DHF: KEPT add_bollinger_bands (score: 40.00%) [2025-09-28T04:10:58.044853] [INFO ] [CONFIGURE ] JOB ETA: 56.5m | Avg: 1.5s/test | Remaining: 2190 tests [2025-09-28T04:10:58.044946] [INFO ] [CONFIGURE ] DHF: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:10:58.045036] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:10:58.194977] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:10:58.348472] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:58.494899] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:10:58.636249] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:10:58.779042] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:10:58.924622] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:10:59.071552] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:10:59.215425] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:10:59.366363] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:10:59.517847] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:10:59.518128] [INFO ] [CONFIGURE ] DHF: KEPT add_cumulative_delta (score: 50.00%) [2025-09-28T04:10:59.518219] [INFO ] [CONFIGURE ] JOB ETA: 56.5m | Avg: 1.5s/test | Remaining: 2189 tests [2025-09-28T04:10:59.518298] [INFO ] [CONFIGURE ] DHF: Testing feature 3/29: add_daily_returns [2025-09-28T04:10:59.518387] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:10:59.675918] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:10:59.824971] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:10:59.977310] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:00.132422] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:00.287743] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:00.440595] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:00.601237] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:00.760026] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:00.911752] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:01.065481] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:01.065722] [INFO ] [CONFIGURE ] DHF: KEPT add_daily_returns (score: 60.00%) [2025-09-28T04:11:01.065805] [INFO ] [CONFIGURE ] JOB ETA: 56.4m | Avg: 1.5s/test | Remaining: 2188 tests [2025-09-28T04:11:01.065881] [INFO ] [CONFIGURE ] DHF: Testing feature 4/29: add_ema [2025-09-28T04:11:01.065930] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema'] [2025-09-28T04:11:01.236025] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:01.408455] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:01.581615] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:01.766275] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:01.932408] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:02.103675] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:02.277233] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:02.449006] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:02.628563] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:02.821445] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:02.821691] [INFO ] [CONFIGURE ] DHF: KEPT add_ema (score: 70.00%) [2025-09-28T04:11:02.821848] [INFO ] [CONFIGURE ] JOB ETA: 56.4m | Avg: 1.5s/test | Remaining: 2187 tests [2025-09-28T04:11:02.821951] [INFO ] [CONFIGURE ] DHF: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:11:02.822031] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:11:03.017936] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:03.215370] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:11:03.414136] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:03.610087] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:03.811810] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:11:04.017970] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:04.230776] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:04.442633] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:04.650977] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:04.902239] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:04.902514] [INFO ] [CONFIGURE ] DHF: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:11:04.902623] [INFO ] [CONFIGURE ] JOB ETA: 56.4m | Avg: 1.5s/test | Remaining: 2186 tests [2025-09-28T04:11:04.902744] [INFO ] [CONFIGURE ] DHF: Testing feature 6/29: add_failed_moves [2025-09-28T04:11:04.902926] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_failed_moves'] [2025-09-28T04:11:05.083135] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:05.264257] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:05.441146] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:05.621886] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:05.800308] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:05.997939] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:06.199621] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:06.384002] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:06.577183] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:06.796720] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:06.796981] [INFO ] [CONFIGURE ] DHF: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:11:06.797068] [INFO ] [CONFIGURE ] JOB ETA: 56.4m | Avg: 1.5s/test | Remaining: 2185 tests [2025-09-28T04:11:06.797146] [INFO ] [CONFIGURE ] DHF: Testing feature 7/29: add_lag_shelf [2025-09-28T04:11:06.797249] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_lag_shelf'] [2025-09-28T04:11:06.970553] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:07.163296] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:07.335722] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:07.508571] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:07.697305] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:07.872678] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:08.049766] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:08.220835] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:08.396192] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:08.586093] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:08.586297] [INFO ] [CONFIGURE ] DHF: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:11:08.586386] [INFO ] [CONFIGURE ] JOB ETA: 56.4m | Avg: 1.5s/test | Remaining: 2184 tests [2025-09-28T04:11:08.586476] [INFO ] [CONFIGURE ] DHF: Testing feature 8/29: add_macd [2025-09-28T04:11:08.586568] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:11:08.811159] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:09.020395] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:09.225908] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:09.444514] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:09.663963] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:09.877908] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:10.092834] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:10.308133] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:10.527996] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:10.748559] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:10.748814] [INFO ] [CONFIGURE ] DHF: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:11:10.748902] [INFO ] [CONFIGURE ] JOB ETA: 56.3m | Avg: 1.5s/test | Remaining: 2183 tests [2025-09-28T04:11:10.748979] [INFO ] [CONFIGURE ] DHF: Testing feature 9/29: add_mfi [2025-09-28T04:11:10.749052] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_mfi'] [2025-09-28T04:11:10.932087] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:11.123531] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:11.310727] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:11.503821] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:11.701609] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:11.901354] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:12.100132] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:12.291259] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:12.516366] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:12.781387] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:12.781621] [INFO ] [CONFIGURE ] DHF: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:11:12.781752] [INFO ] [CONFIGURE ] JOB ETA: 56.3m | Avg: 1.5s/test | Remaining: 2182 tests [2025-09-28T04:11:12.781894] [INFO ] [CONFIGURE ] DHF: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:11:12.782003] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:11:12.990552] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:13.195445] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:13.404083] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:13.607694] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:13.811471] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:14.008241] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:14.207508] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:14.410318] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:14.616778] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:14.817203] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:14.817407] [INFO ] [CONFIGURE ] DHF: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:11:14.817487] [INFO ] [CONFIGURE ] JOB ETA: 56.3m | Avg: 1.5s/test | Remaining: 2181 tests [2025-09-28T04:11:14.817574] [INFO ] [CONFIGURE ] DHF: Testing feature 11/29: add_obv_daily [2025-09-28T04:11:14.817664] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_obv_daily'] [2025-09-28T04:11:14.990310] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:15.173437] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:15.353607] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:15.535213] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:15.713951] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:15.898552] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:16.083629] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:16.279393] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:16.462501] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:16.650804] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:16.651004] [INFO ] [CONFIGURE ] DHF: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:11:16.651086] [INFO ] [CONFIGURE ] JOB ETA: 56.3m | Avg: 1.5s/test | Remaining: 2180 tests [2025-09-28T04:11:16.651162] [INFO ] [CONFIGURE ] DHF: Testing feature 12/29: add_obv_interval [2025-09-28T04:11:16.651236] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_obv_interval'] [2025-09-28T04:11:16.830544] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:17.004270] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:17.180978] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:17.358568] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:17.543017] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:17.759175] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:17.948351] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:18.128705] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:18.315731] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:18.495962] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:18.496195] [INFO ] [CONFIGURE ] DHF: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:11:18.496277] [INFO ] [CONFIGURE ] JOB ETA: 56.3m | Avg: 1.5s/test | Remaining: 2179 tests [2025-09-28T04:11:18.496444] [INFO ] [CONFIGURE ] DHF: Testing feature 13/29: add_opening_strength [2025-09-28T04:11:18.496495] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_opening_strength'] [2025-09-28T04:11:18.680722] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:18.858450] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:19.033956] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:19.212976] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:19.402629] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:19.599216] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:19.787228] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:19.979409] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:20.173391] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:20.371061] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:20.371270] [INFO ] [CONFIGURE ] DHF: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:11:20.371361] [INFO ] [CONFIGURE ] JOB ETA: 56.2m | Avg: 1.5s/test | Remaining: 2178 tests [2025-09-28T04:11:20.371443] [INFO ] [CONFIGURE ] DHF: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:11:20.371553] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_order_flow_imbalance'] [2025-09-28T04:11:20.562153] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:20.749110] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:20.943580] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:21.129334] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:21.321527] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:21.518721] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:21.772052] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:21.974127] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:22.170560] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:22.362196] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:22.362410] [INFO ] [CONFIGURE ] DHF: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:11:22.362491] [INFO ] [CONFIGURE ] JOB ETA: 56.2m | Avg: 1.5s/test | Remaining: 2177 tests [2025-09-28T04:11:22.362626] [INFO ] [CONFIGURE ] DHF: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:11:22.362725] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_pbf_morning_momentum'] [2025-09-28T04:11:22.532226] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:22.701361] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:22.877937] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:23.045997] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:23.220976] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:23.398450] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:23.576708] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:23.756394] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:23.935835] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:24.114765] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:24.114974] [INFO ] [CONFIGURE ] DHF: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:11:24.115057] [INFO ] [CONFIGURE ] JOB ETA: 56.2m | Avg: 1.5s/test | Remaining: 2176 tests [2025-09-28T04:11:24.115129] [INFO ] [CONFIGURE ] DHF: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:11:24.115212] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_pbf_overnight_gap'] [2025-09-28T04:11:24.293999] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:24.473835] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:24.663587] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:24.852260] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:25.040799] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:25.228156] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:25.415062] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:25.603192] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:25.792047] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:25.981667] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:25.981875] [INFO ] [CONFIGURE ] DHF: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:11:25.981959] [INFO ] [CONFIGURE ] JOB ETA: 56.2m | Avg: 1.6s/test | Remaining: 2175 tests [2025-09-28T04:11:25.982037] [INFO ] [CONFIGURE ] DHF: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:11:25.982109] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_pbf_return_2d'] [2025-09-28T04:11:26.166861] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:26.346262] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:26.540993] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:26.772057] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:26.958970] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:27.145801] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:27.331134] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:27.517094] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:27.711904] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:27.897957] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:27.898145] [INFO ] [CONFIGURE ] DHF: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:11:27.898226] [INFO ] [CONFIGURE ] JOB ETA: 56.2m | Avg: 1.6s/test | Remaining: 2174 tests [2025-09-28T04:11:27.898300] [INFO ] [CONFIGURE ] DHF: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:11:27.898373] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_pbf_volatility_5d'] [2025-09-28T04:11:28.070197] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:28.239801] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:28.407257] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:28.585955] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:28.760297] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:28.936075] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:29.111579] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:29.288527] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:29.465202] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:29.641384] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:29.641586] [INFO ] [CONFIGURE ] DHF: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:11:29.641698] [INFO ] [CONFIGURE ] JOB ETA: 56.2m | Avg: 1.6s/test | Remaining: 2173 tests [2025-09-28T04:11:29.641775] [INFO ] [CONFIGURE ] DHF: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:11:29.641854] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:11:29.814375] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:29.983872] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:30.152607] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:30.320193] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:30.490661] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:30.666450] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:30.848070] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:31.024744] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:31.203981] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:31.379917] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:31.380138] [INFO ] [CONFIGURE ] DHF: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:11:31.380221] [INFO ] [CONFIGURE ] JOB ETA: 56.1m | Avg: 1.6s/test | Remaining: 2172 tests [2025-09-28T04:11:31.380315] [INFO ] [CONFIGURE ] DHF: Testing feature 20/29: add_price_rejection [2025-09-28T04:11:31.380414] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_price_rejection'] [2025-09-28T04:11:31.563041] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:31.751580] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:31.935142] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:32.124289] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:32.311280] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:32.496908] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:32.687979] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:32.884830] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:33.076051] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:33.268465] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:33.268708] [INFO ] [CONFIGURE ] DHF: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:11:33.268801] [INFO ] [CONFIGURE ] JOB ETA: 56.1m | Avg: 1.6s/test | Remaining: 2171 tests [2025-09-28T04:11:33.268887] [INFO ] [CONFIGURE ] DHF: Testing feature 21/29: add_range_position [2025-09-28T04:11:33.268988] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_range_position'] [2025-09-28T04:11:33.469887] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:11:33.674557] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:33.877597] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:34.106175] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:34.341588] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:34.584292] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:34.874234] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:35.103815] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:35.316734] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:35.522026] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:35.522264] [INFO ] [CONFIGURE ] DHF: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:11:35.522348] [INFO ] [CONFIGURE ] JOB ETA: 56.1m | Avg: 1.6s/test | Remaining: 2170 tests [2025-09-28T04:11:35.522425] [INFO ] [CONFIGURE ] DHF: Testing feature 22/29: add_realized_volatility [2025-09-28T04:11:35.522527] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_realized_volatility'] [2025-09-28T04:11:35.736583] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:35.946072] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:36.155731] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:36.362126] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:36.571195] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:36.790037] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:37.007976] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:37.220313] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:37.442679] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:37.662857] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:37.663079] [INFO ] [CONFIGURE ] DHF: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:11:37.663163] [INFO ] [CONFIGURE ] JOB ETA: 56.1m | Avg: 1.6s/test | Remaining: 2169 tests [2025-09-28T04:11:37.663240] [INFO ] [CONFIGURE ] DHF: Testing feature 23/29: add_recent_range_context [2025-09-28T04:11:37.663344] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_recent_range_context'] [2025-09-28T04:11:37.848554] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:38.040536] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:38.223147] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:38.408485] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:38.586145] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:38.771727] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:38.955270] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:39.138830] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:39.325299] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:39.516991] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:39.517277] [INFO ] [CONFIGURE ] DHF: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:11:39.517442] [INFO ] [CONFIGURE ] JOB ETA: 56.1m | Avg: 1.6s/test | Remaining: 2168 tests [2025-09-28T04:11:39.517547] [INFO ] [CONFIGURE ] DHF: Testing feature 24/29: add_rsi [2025-09-28T04:11:39.517664] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T04:11:39.703015] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:11:39.883442] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:40.064670] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:40.243819] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:40.422854] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:40.605636] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:40.790059] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:40.978892] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:41.170221] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:41.357870] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:41.358102] [INFO ] [CONFIGURE ] DHF: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:11:41.358244] [INFO ] [CONFIGURE ] JOB ETA: 56.0m | Avg: 1.6s/test | Remaining: 2167 tests [2025-09-28T04:11:41.358319] [INFO ] [CONFIGURE ] DHF: Testing feature 25/29: add_tick_distribution [2025-09-28T04:11:41.358444] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_tick_distribution'] [2025-09-28T04:11:41.542120] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:41.737220] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:41.918468] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:42.095055] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:42.300118] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:42.477804] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:42.659423] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:42.835090] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:43.013667] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:43.185005] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:43.185205] [INFO ] [CONFIGURE ] DHF: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:11:43.185286] [INFO ] [CONFIGURE ] JOB ETA: 56.0m | Avg: 1.6s/test | Remaining: 2166 tests [2025-09-28T04:11:43.185359] [INFO ] [CONFIGURE ] DHF: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:11:43.185431] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_volume_momentum_confirmation'] [2025-09-28T04:11:43.365538] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:43.545341] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:43.718662] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:43.892505] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:44.067858] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:44.240402] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:44.457213] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:44.633305] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:44.815266] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:44.995011] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:44.995218] [INFO ] [CONFIGURE ] DHF: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:11:44.995301] [INFO ] [CONFIGURE ] JOB ETA: 56.0m | Avg: 1.6s/test | Remaining: 2165 tests [2025-09-28T04:11:44.995406] [INFO ] [CONFIGURE ] DHF: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:11:44.995485] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_volume_price_divergence'] [2025-09-28T04:11:45.184968] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:45.375983] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:45.576692] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:11:45.778056] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:45.978958] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:46.185291] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:46.388107] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:46.585428] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:46.787618] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:46.979007] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:46.979219] [INFO ] [CONFIGURE ] DHF: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:11:46.979301] [INFO ] [CONFIGURE ] JOB ETA: 56.0m | Avg: 1.6s/test | Remaining: 2164 tests [2025-09-28T04:11:46.979376] [INFO ] [CONFIGURE ] DHF: Testing feature 28/29: add_volume_profile [2025-09-28T04:11:46.979430] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_volume_profile'] [2025-09-28T04:11:47.155108] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:47.331004] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:47.506058] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:47.699236] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:47.905033] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:11:48.088485] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:11:48.270357] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:48.455452] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:48.644985] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:48.876612] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:48.876893] [INFO ] [CONFIGURE ] DHF: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:11:48.877024] [INFO ] [CONFIGURE ] JOB ETA: 56.0m | Avg: 1.6s/test | Remaining: 2163 tests [2025-09-28T04:11:48.877123] [INFO ] [CONFIGURE ] DHF: Testing feature 29/29: add_vwap [2025-09-28T04:11:48.877191] [INFO ] [CONFIGURE ] DHF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_vwap'] [2025-09-28T04:11:49.067557] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:49.248882] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:11:49.431001] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:49.612070] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:49.826736] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:11:50.040605] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:11:50.233449] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:50.414075] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:50.600709] [DEBUG] [FORECASTER] DHF: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:50.798087] [DEBUG] [FORECASTER] DHF: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:50.798334] [INFO ] [CONFIGURE ] DHF: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:11:50.798438] [INFO ] [CONFIGURE ] JOB ETA: 56.0m | Avg: 1.6s/test | Remaining: 2162 tests [2025-09-28T04:11:50.798609] [INFO ] [CONFIGURE ] DHF: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:11:50.798711] [INFO ] [CONFIGURE ] DHF: Best accuracy: 70.00% [2025-09-28T04:11:50.798793] [INFO ] [CONFIGURE ] DHF: Best feature set (4 features): ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_ema'] [2025-09-28T04:11:50.798865] [INFO ] [CONFIGURE ] DHF: Improvement over baseline: 40.00% [2025-09-28T04:11:50.798934] [INFO ] [CONFIGURE ] DHF: Total time: 54.1 seconds [2025-09-28T04:11:50.799005] [INFO ] [CONFIGURE ] DHF: Average time per feature: 1.9 seconds [2025-09-28T04:11:50.799075] [INFO ] [CONFIGURE ] DHF: Average speed: 0.54 features/sec [2025-09-28T04:11:50.799753] [INFO ] [LOCAL ] Saved configuration for DHF: 4 features, 70.00% accuracy -> ./output/feature-sets/DHF.json [2025-09-28T04:11:50.799853] [INFO ] [CONFIGURE ] DHF: Configuration saved successfully: 4 features, 70.00% accuracy. [2025-09-28T04:11:50.799967] [INFO ] [sig ] [61/135] Successfully configured DHF | 0.02 sym/s | Total: 46.7m | ETA: 56.6m [2025-09-28T04:11:50.800064] [INFO ] [sig ] [62/135] Configuring DHI... [2025-09-28T04:11:50.800172] [INFO ] [CONFIGURE ] DHI: Configurate test run. [2025-09-28T04:11:50.800284] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DHI' from 'https://tdm.silogroup.org/data/derivative_storage/DHI.csv'. [2025-09-28T04:11:51.015114] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DHI'. [2025-09-28T04:11:51.015786] [INFO ] [CONFIGURE ] DHI: Testing with 29 available features [2025-09-28T04:11:51.015864] [INFO ] [CONFIGURE ] DHI: Establishing baseline with no features... [2025-09-28T04:11:51.125574] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:51.236732] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:11:51.344942] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:51.459219] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:51.593214] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:11:51.711798] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:11:51.829330] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:51.945340] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:52.061010] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:52.179079] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:11:52.179264] [INFO ] [CONFIGURE ] DHI: Baseline score (no features): 50.00% [2025-09-28T04:11:52.179372] [INFO ] [CONFIGURE ] DHI: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:11:52.179473] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:11:52.302251] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:52.425605] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:11:52.547806] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:52.671454] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:52.799208] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:11:52.924285] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:11:53.048829] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:11:53.173239] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:11:53.300028] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:53.429623] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:11:53.429862] [INFO ] [CONFIGURE ] DHI: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:11:53.429945] [INFO ] [CONFIGURE ] JOB ETA: 55.9m | Avg: 1.6s/test | Remaining: 2161 tests [2025-09-28T04:11:53.430108] [INFO ] [CONFIGURE ] DHI: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:11:53.430187] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:11:53.572672] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:53.715302] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:11:53.859578] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:54.003529] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:11:54.150342] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:11:54.295387] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:11:54.440384] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:11:54.589754] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:54.737973] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:54.890315] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:11:54.890516] [INFO ] [CONFIGURE ] DHI: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:11:54.890620] [INFO ] [CONFIGURE ] JOB ETA: 55.9m | Avg: 1.6s/test | Remaining: 2160 tests [2025-09-28T04:11:54.890821] [INFO ] [CONFIGURE ] DHI: Testing feature 3/29: add_daily_returns [2025-09-28T04:11:54.890899] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:11:55.016498] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:55.147466] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:11:55.276016] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:55.405151] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:11:55.534703] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:11:55.666544] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:11:55.834339] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:11:56.010177] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:56.187134] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:11:56.360755] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:11:56.360963] [INFO ] [CONFIGURE ] DHI: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:11:56.361055] [INFO ] [CONFIGURE ] JOB ETA: 55.9m | Avg: 1.6s/test | Remaining: 2159 tests [2025-09-28T04:11:56.361270] [INFO ] [CONFIGURE ] DHI: Testing feature 4/29: add_ema [2025-09-28T04:11:56.361359] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:11:56.527382] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:56.674334] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:11:56.817127] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:56.960473] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:11:57.107890] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:11:57.257818] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:11:57.405341] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:11:57.555533] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:11:57.707101] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:11:57.855118] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:57.855325] [INFO ] [CONFIGURE ] DHI: KEPT add_ema (score: 70.00%) [2025-09-28T04:11:57.855437] [INFO ] [CONFIGURE ] JOB ETA: 55.8m | Avg: 1.6s/test | Remaining: 2158 tests [2025-09-28T04:11:57.855542] [INFO ] [CONFIGURE ] DHI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:11:57.855667] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:11:58.024246] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:58.196016] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:11:58.366671] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:11:58.562452] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:11:58.742291] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:11:58.912850] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:11:59.082121] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:11:59.262908] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:11:59.438045] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:11:59.617127] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:11:59.617325] [INFO ] [CONFIGURE ] DHI: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T04:11:59.617406] [INFO ] [CONFIGURE ] JOB ETA: 55.8m | Avg: 1.6s/test | Remaining: 2157 tests [2025-09-28T04:11:59.617564] [INFO ] [CONFIGURE ] DHI: Testing feature 6/29: add_failed_moves [2025-09-28T04:11:59.617615] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_failed_moves'] [2025-09-28T04:11:59.770187] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:11:59.922179] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:00.073895] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:00.225462] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:00.382961] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:00.538168] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:00.706605] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:00.868068] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:01.021794] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:01.176395] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:01.176624] [INFO ] [CONFIGURE ] DHI: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:12:01.176728] [INFO ] [CONFIGURE ] JOB ETA: 55.8m | Avg: 1.6s/test | Remaining: 2156 tests [2025-09-28T04:12:01.176866] [INFO ] [CONFIGURE ] DHI: Testing feature 7/29: add_lag_shelf [2025-09-28T04:12:01.176989] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf'] [2025-09-28T04:12:01.320357] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:01.461442] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:01.600950] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:01.751122] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:01.899790] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:02.043974] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:02.219780] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:02.366513] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:02.515305] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:02.678257] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:02.678533] [INFO ] [CONFIGURE ] DHI: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:12:02.678621] [INFO ] [CONFIGURE ] JOB ETA: 55.8m | Avg: 1.6s/test | Remaining: 2155 tests [2025-09-28T04:12:02.678747] [INFO ] [CONFIGURE ] DHI: Testing feature 8/29: add_macd [2025-09-28T04:12:02.678858] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:12:02.864184] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:03.041995] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:03.232139] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:03.421065] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:03.607547] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:03.793607] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:03.978360] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:04.161349] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:04.345193] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:04.530246] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:04.530492] [INFO ] [CONFIGURE ] DHI: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:12:04.530614] [INFO ] [CONFIGURE ] JOB ETA: 55.7m | Avg: 1.6s/test | Remaining: 2154 tests [2025-09-28T04:12:04.530798] [INFO ] [CONFIGURE ] DHI: Testing feature 9/29: add_mfi [2025-09-28T04:12:04.530879] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_mfi'] [2025-09-28T04:12:04.695842] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:04.857547] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:05.019927] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:05.184965] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:05.347735] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:05.510299] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:05.680924] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:05.847076] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:06.005573] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:06.166522] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:06.166763] [INFO ] [CONFIGURE ] DHI: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:12:06.166883] [INFO ] [CONFIGURE ] JOB ETA: 55.7m | Avg: 1.6s/test | Remaining: 2153 tests [2025-09-28T04:12:06.166975] [INFO ] [CONFIGURE ] DHI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:12:06.167050] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:12:06.332895] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:06.501880] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:06.695804] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:06.873856] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:07.043409] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:07.220628] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:07.394674] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:07.571822] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:07.753059] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:07.933062] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:07.933280] [INFO ] [CONFIGURE ] DHI: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:12:07.933436] [INFO ] [CONFIGURE ] JOB ETA: 55.7m | Avg: 1.6s/test | Remaining: 2152 tests [2025-09-28T04:12:07.933520] [INFO ] [CONFIGURE ] DHI: Testing feature 11/29: add_obv_daily [2025-09-28T04:12:07.933597] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_daily'] [2025-09-28T04:12:08.081720] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:08.230605] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:08.376986] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:08.530549] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:08.683472] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:08.842883] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:09.014605] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:09.171190] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:09.323631] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:09.472460] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:09.472719] [INFO ] [CONFIGURE ] DHI: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:12:09.472803] [INFO ] [CONFIGURE ] JOB ETA: 55.7m | Avg: 1.6s/test | Remaining: 2151 tests [2025-09-28T04:12:09.472954] [INFO ] [CONFIGURE ] DHI: Testing feature 12/29: add_obv_interval [2025-09-28T04:12:09.473027] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_interval'] [2025-09-28T04:12:09.615815] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:09.759844] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:09.904399] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:10.052370] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:10.203719] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:10.351304] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:10.502991] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:10.655558] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:10.811594] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:10.962034] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:10.962263] [INFO ] [CONFIGURE ] DHI: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:12:10.962369] [INFO ] [CONFIGURE ] JOB ETA: 55.6m | Avg: 1.6s/test | Remaining: 2150 tests [2025-09-28T04:12:10.962460] [INFO ] [CONFIGURE ] DHI: Testing feature 13/29: add_opening_strength [2025-09-28T04:12:10.962550] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:12:11.119475] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:11.277259] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:11.447582] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:11.607492] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:11.812005] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:11.995457] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:12.153516] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:12.312972] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:12.473511] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:12.646374] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:12.646599] [INFO ] [CONFIGURE ] DHI: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:12:12.646828] [INFO ] [CONFIGURE ] JOB ETA: 55.6m | Avg: 1.6s/test | Remaining: 2149 tests [2025-09-28T04:12:12.646909] [INFO ] [CONFIGURE ] DHI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:12:12.647020] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_order_flow_imbalance'] [2025-09-28T04:12:12.820730] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:12.982486] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:13.145790] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:13.309789] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:13.471662] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:13.636154] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:13.808226] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:13.971167] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:14.167000] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:12:14.332796] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:14.333001] [INFO ] [CONFIGURE ] DHI: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:12:14.333082] [INFO ] [CONFIGURE ] JOB ETA: 55.6m | Avg: 1.6s/test | Remaining: 2148 tests [2025-09-28T04:12:14.333155] [INFO ] [CONFIGURE ] DHI: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:12:14.333254] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum'] [2025-09-28T04:12:14.474961] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:14.619282] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:14.767042] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:14.917783] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:15.063719] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:15.210633] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:15.355837] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:15.502106] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:15.650674] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:15.799673] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:15.799875] [INFO ] [CONFIGURE ] DHI: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:12:15.799956] [INFO ] [CONFIGURE ] JOB ETA: 55.6m | Avg: 1.6s/test | Remaining: 2147 tests [2025-09-28T04:12:15.800031] [INFO ] [CONFIGURE ] DHI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:12:15.800086] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_overnight_gap'] [2025-09-28T04:12:16.090567] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:16.236328] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:16.383697] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:16.535351] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:16.685596] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:16.835995] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:16.985940] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:17.133531] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:17.281257] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:17.434817] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:17.435049] [INFO ] [CONFIGURE ] DHI: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:12:17.435130] [INFO ] [CONFIGURE ] JOB ETA: 55.5m | Avg: 1.6s/test | Remaining: 2146 tests [2025-09-28T04:12:17.435211] [INFO ] [CONFIGURE ] DHI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:12:17.435298] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_return_2d'] [2025-09-28T04:12:17.592386] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:17.747723] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:17.907448] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:18.077602] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:18.242883] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:18.405944] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:18.571060] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:18.735211] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:18.907821] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:19.067008] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:19.067206] [INFO ] [CONFIGURE ] DHI: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:12:19.067286] [INFO ] [CONFIGURE ] JOB ETA: 55.5m | Avg: 1.6s/test | Remaining: 2145 tests [2025-09-28T04:12:19.067361] [INFO ] [CONFIGURE ] DHI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:12:19.067434] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_volatility_5d'] [2025-09-28T04:12:19.208013] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:19.352518] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:19.502567] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:19.648505] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:19.814610] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:19.961241] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:20.113748] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:20.267054] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:20.416067] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:20.575731] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:20.575945] [INFO ] [CONFIGURE ] DHI: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:12:20.576027] [INFO ] [CONFIGURE ] JOB ETA: 55.5m | Avg: 1.6s/test | Remaining: 2144 tests [2025-09-28T04:12:20.576182] [INFO ] [CONFIGURE ] DHI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:12:20.576257] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:12:20.752497] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:20.899633] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:21.040315] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:21.179407] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:21.326722] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:21.469711] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:21.616134] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:21.763309] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:21.917925] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:22.068365] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:22.068589] [INFO ] [CONFIGURE ] DHI: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:12:22.068723] [INFO ] [CONFIGURE ] JOB ETA: 55.5m | Avg: 1.6s/test | Remaining: 2143 tests [2025-09-28T04:12:22.068818] [INFO ] [CONFIGURE ] DHI: Testing feature 20/29: add_price_rejection [2025-09-28T04:12:22.068894] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection'] [2025-09-28T04:12:22.232219] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:22.387015] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:22.540718] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:22.692107] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:22.852671] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:23.004089] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:23.155383] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:23.309201] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:23.463277] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:12:23.618601] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:23.618821] [INFO ] [CONFIGURE ] DHI: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:12:23.618900] [INFO ] [CONFIGURE ] JOB ETA: 55.4m | Avg: 1.6s/test | Remaining: 2142 tests [2025-09-28T04:12:23.618973] [INFO ] [CONFIGURE ] DHI: Testing feature 21/29: add_range_position [2025-09-28T04:12:23.619046] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_range_position'] [2025-09-28T04:12:23.776516] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:23.936145] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:24.099465] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:24.262670] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:24.429299] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:24.594587] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:24.767333] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:24.934251] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:25.103859] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:25.272964] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:25.273173] [INFO ] [CONFIGURE ] DHI: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:12:25.273272] [INFO ] [CONFIGURE ] JOB ETA: 55.4m | Avg: 1.6s/test | Remaining: 2141 tests [2025-09-28T04:12:25.273360] [INFO ] [CONFIGURE ] DHI: Testing feature 22/29: add_realized_volatility [2025-09-28T04:12:25.273445] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_realized_volatility'] [2025-09-28T04:12:25.446405] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:25.621618] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:25.799881] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:25.979947] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:26.183733] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:26.369257] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:26.561743] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:26.773390] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:27.042867] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:27.280486] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:27.280788] [INFO ] [CONFIGURE ] DHI: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:12:27.280921] [INFO ] [CONFIGURE ] JOB ETA: 55.4m | Avg: 1.6s/test | Remaining: 2140 tests [2025-09-28T04:12:27.281038] [INFO ] [CONFIGURE ] DHI: Testing feature 23/29: add_recent_range_context [2025-09-28T04:12:27.281151] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_recent_range_context'] [2025-09-28T04:12:27.480865] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:27.630155] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:27.782564] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:27.927720] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:28.074072] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:28.220051] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:28.376119] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:28.527755] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:28.678662] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:28.834842] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:28.835086] [INFO ] [CONFIGURE ] DHI: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:12:28.835254] [INFO ] [CONFIGURE ] JOB ETA: 55.4m | Avg: 1.6s/test | Remaining: 2139 tests [2025-09-28T04:12:28.835336] [INFO ] [CONFIGURE ] DHI: Testing feature 24/29: add_rsi [2025-09-28T04:12:28.835432] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:12:28.982659] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:29.130988] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:29.279530] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:29.429633] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:29.585894] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:29.739639] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:29.892535] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:30.062398] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:30.220298] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:30.380758] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:30.380973] [INFO ] [CONFIGURE ] DHI: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:12:30.381076] [INFO ] [CONFIGURE ] JOB ETA: 55.3m | Avg: 1.6s/test | Remaining: 2138 tests [2025-09-28T04:12:30.381171] [INFO ] [CONFIGURE ] DHI: Testing feature 25/29: add_tick_distribution [2025-09-28T04:12:30.381280] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_tick_distribution'] [2025-09-28T04:12:30.530106] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:30.684517] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:30.847840] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:30.999852] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:31.153800] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:31.302873] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:31.451524] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:31.598862] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:31.746285] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:31.896954] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:31.897201] [INFO ] [CONFIGURE ] DHI: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:12:31.897306] [INFO ] [CONFIGURE ] JOB ETA: 55.3m | Avg: 1.6s/test | Remaining: 2137 tests [2025-09-28T04:12:31.897397] [INFO ] [CONFIGURE ] DHI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:12:31.897485] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_momentum_confirmation'] [2025-09-28T04:12:32.065394] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:32.257818] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:32.406280] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:32.560840] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:32.712301] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:32.872265] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:33.032068] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:12:33.184919] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:33.340071] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:33.492416] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:33.492599] [INFO ] [CONFIGURE ] DHI: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:12:33.492777] [INFO ] [CONFIGURE ] JOB ETA: 55.3m | Avg: 1.6s/test | Remaining: 2136 tests [2025-09-28T04:12:33.492858] [INFO ] [CONFIGURE ] DHI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:12:33.492935] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_price_divergence'] [2025-09-28T04:12:33.653580] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:33.819874] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:34.004488] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:34.179804] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:34.357067] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:34.519638] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:34.679255] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:34.845522] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:12:35.013745] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:35.194581] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:35.194845] [INFO ] [CONFIGURE ] DHI: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:12:35.194969] [INFO ] [CONFIGURE ] JOB ETA: 55.3m | Avg: 1.6s/test | Remaining: 2135 tests [2025-09-28T04:12:35.195085] [INFO ] [CONFIGURE ] DHI: Testing feature 28/29: add_volume_profile [2025-09-28T04:12:35.195201] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_profile'] [2025-09-28T04:12:35.356506] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:35.516324] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:12:35.678353] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:35.838248] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:35.997441] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:36.165577] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:36.324523] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:36.485780] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:36.642603] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:36.792475] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:36.792685] [INFO ] [CONFIGURE ] DHI: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:12:36.792791] [INFO ] [CONFIGURE ] JOB ETA: 55.2m | Avg: 1.6s/test | Remaining: 2134 tests [2025-09-28T04:12:36.792880] [INFO ] [CONFIGURE ] DHI: Testing feature 29/29: add_vwap [2025-09-28T04:12:36.792966] [INFO ] [CONFIGURE ] DHI: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap'] [2025-09-28T04:12:36.947218] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:12:37.106869] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:12:37.263136] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:37.416081] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:37.571728] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:37.729411] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:12:37.883948] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:12:38.037372] [DEBUG] [FORECASTER] DHI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:12:38.188848] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:12:38.343240] [DEBUG] [FORECASTER] DHI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:12:38.343458] [INFO ] [CONFIGURE ] DHI: DISCARDED add_vwap (score: 50.00%) [2025-09-28T04:12:38.343569] [INFO ] [CONFIGURE ] JOB ETA: 55.2m | Avg: 1.6s/test | Remaining: 2133 tests [2025-09-28T04:12:38.343694] [INFO ] [CONFIGURE ] DHI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:12:38.343791] [INFO ] [CONFIGURE ] DHI: Best accuracy: 70.00% [2025-09-28T04:12:38.343878] [INFO ] [CONFIGURE ] DHI: Best feature set (2 features): ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:12:38.344014] [INFO ] [CONFIGURE ] DHI: Improvement over baseline: 20.00% [2025-09-28T04:12:38.344087] [INFO ] [CONFIGURE ] DHI: Total time: 46.2 seconds [2025-09-28T04:12:38.344169] [INFO ] [CONFIGURE ] DHI: Average time per feature: 1.6 seconds [2025-09-28T04:12:38.344250] [INFO ] [CONFIGURE ] DHI: Average speed: 0.63 features/sec [2025-09-28T04:12:38.345221] [INFO ] [LOCAL ] Saved configuration for DHI: 2 features, 70.00% accuracy -> ./output/feature-sets/DHI.json [2025-09-28T04:12:38.345300] [INFO ] [CONFIGURE ] DHI: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T04:12:38.345422] [INFO ] [sig ] [62/135] Successfully configured DHI | 0.02 sym/s | Total: 47.5m | ETA: 55.9m [2025-09-28T04:12:38.345502] [INFO ] [sig ] [63/135] Configuring DK... [2025-09-28T04:12:38.345586] [INFO ] [CONFIGURE ] DK: Configurate test run. [2025-09-28T04:12:38.345706] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DK' from 'https://tdm.silogroup.org/data/derivative_storage/DK.csv'. [2025-09-28T04:12:38.366194] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DK'. [2025-09-28T04:12:38.366895] [INFO ] [CONFIGURE ] DK: Testing with 29 available features [2025-09-28T04:12:38.366978] [INFO ] [CONFIGURE ] DK: Establishing baseline with no features... [2025-09-28T04:12:38.473814] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:38.580994] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:38.690147] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:38.798096] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:38.904806] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:39.010181] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:39.118757] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:39.227153] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:39.335235] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:39.445588] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:39.445798] [INFO ] [CONFIGURE ] DK: Baseline score (no features): 70.00% [2025-09-28T04:12:39.445881] [INFO ] [CONFIGURE ] DK: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:12:39.445952] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:12:39.564367] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:39.683566] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:39.803955] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:39.924496] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:40.049475] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:40.170550] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:40.291723] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:40.412871] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:40.535427] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:40.665845] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:40.666069] [INFO ] [CONFIGURE ] DK: DISCARDED add_bollinger_bands (score: 70.00%) [2025-09-28T04:12:40.666152] [INFO ] [CONFIGURE ] JOB ETA: 55.2m | Avg: 1.6s/test | Remaining: 2132 tests [2025-09-28T04:12:40.666260] [INFO ] [CONFIGURE ] DK: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:12:40.666334] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:12:40.790260] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:12:40.920414] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:41.061802] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:12:41.212661] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:41.355115] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:41.497722] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:41.638267] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:41.786016] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:41.928996] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:42.072517] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:42.072851] [INFO ] [CONFIGURE ] DK: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:12:42.072952] [INFO ] [CONFIGURE ] JOB ETA: 55.2m | Avg: 1.6s/test | Remaining: 2131 tests [2025-09-28T04:12:42.073058] [INFO ] [CONFIGURE ] DK: Testing feature 3/29: add_daily_returns [2025-09-28T04:12:42.073183] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_daily_returns'] [2025-09-28T04:12:42.196829] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:42.320225] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:42.449563] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:42.575664] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:42.696264] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:42.818733] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:42.941118] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:43.063829] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:43.187726] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:43.317064] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:43.317420] [INFO ] [CONFIGURE ] DK: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:12:43.317510] [INFO ] [CONFIGURE ] JOB ETA: 55.1m | Avg: 1.6s/test | Remaining: 2130 tests [2025-09-28T04:12:43.317587] [INFO ] [CONFIGURE ] DK: Testing feature 4/29: add_ema [2025-09-28T04:12:43.317671] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_ema'] [2025-09-28T04:12:43.454548] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:12:43.592146] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:43.735730] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:12:43.870357] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:44.002055] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:44.137092] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:44.285238] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:44.433256] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:44.568357] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:44.707589] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:44.707928] [INFO ] [CONFIGURE ] DK: DISCARDED add_ema (score: 30.00%) [2025-09-28T04:12:44.708017] [INFO ] [CONFIGURE ] JOB ETA: 55.1m | Avg: 1.6s/test | Remaining: 2129 tests [2025-09-28T04:12:44.708097] [INFO ] [CONFIGURE ] DK: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:12:44.708175] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:12:44.857635] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:12:45.007575] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:45.154755] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:45.301939] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:45.445328] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:45.609222] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:45.750532] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:45.897576] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:46.045892] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:46.189874] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:46.190173] [INFO ] [CONFIGURE ] DK: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:12:46.190279] [INFO ] [CONFIGURE ] JOB ETA: 55.1m | Avg: 1.6s/test | Remaining: 2128 tests [2025-09-28T04:12:46.190367] [INFO ] [CONFIGURE ] DK: Testing feature 6/29: add_failed_moves [2025-09-28T04:12:46.190435] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_failed_moves'] [2025-09-28T04:12:46.305552] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:46.423517] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:46.539948] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:46.654301] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:46.769744] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:46.885613] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:47.007435] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:47.135371] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:47.262063] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:47.386218] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:47.386458] [INFO ] [CONFIGURE ] DK: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:12:47.386555] [INFO ] [CONFIGURE ] JOB ETA: 55.0m | Avg: 1.6s/test | Remaining: 2127 tests [2025-09-28T04:12:47.386631] [INFO ] [CONFIGURE ] DK: Testing feature 7/29: add_lag_shelf [2025-09-28T04:12:47.386721] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_lag_shelf'] [2025-09-28T04:12:47.503132] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:47.625844] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:47.744728] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:47.857880] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:47.973767] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:48.089067] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:48.201424] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:48.314779] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:48.429638] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:48.548113] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:48.548363] [INFO ] [CONFIGURE ] DK: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:12:48.548447] [INFO ] [CONFIGURE ] JOB ETA: 55.0m | Avg: 1.6s/test | Remaining: 2126 tests [2025-09-28T04:12:48.548525] [INFO ] [CONFIGURE ] DK: Testing feature 8/29: add_macd [2025-09-28T04:12:48.548753] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:12:48.708540] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:48.865732] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:49.029809] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:12:49.187352] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:49.339360] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:49.489523] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:49.639357] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:12:49.787013] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:12:49.939313] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:50.094150] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:50.094407] [INFO ] [CONFIGURE ] DK: DISCARDED add_macd (score: 30.00%) [2025-09-28T04:12:50.094575] [INFO ] [CONFIGURE ] JOB ETA: 55.0m | Avg: 1.6s/test | Remaining: 2125 tests [2025-09-28T04:12:50.094680] [INFO ] [CONFIGURE ] DK: Testing feature 9/29: add_mfi [2025-09-28T04:12:50.094772] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_mfi'] [2025-09-28T04:12:50.219127] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:50.342175] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:50.464774] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:50.587579] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:50.717766] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:50.843063] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:50.968171] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:51.094904] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:51.225668] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:51.354593] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:51.354841] [INFO ] [CONFIGURE ] DK: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:12:51.354949] [INFO ] [CONFIGURE ] JOB ETA: 54.9m | Avg: 1.6s/test | Remaining: 2124 tests [2025-09-28T04:12:51.355113] [INFO ] [CONFIGURE ] DK: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:12:51.355192] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:12:51.499491] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:12:51.641343] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:51.781930] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:12:51.924000] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:52.062470] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:52.208555] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:52.350573] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:52.499305] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:52.650332] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:12:52.811380] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:52.811605] [INFO ] [CONFIGURE ] DK: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:12:52.811797] [INFO ] [CONFIGURE ] JOB ETA: 54.9m | Avg: 1.6s/test | Remaining: 2123 tests [2025-09-28T04:12:52.811879] [INFO ] [CONFIGURE ] DK: Testing feature 11/29: add_obv_daily [2025-09-28T04:12:52.811967] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_obv_daily'] [2025-09-28T04:12:52.925762] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:53.038869] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:12:53.153612] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:53.268613] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:12:53.381539] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:12:53.497973] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:53.613829] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:53.729142] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:53.844837] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:53.962565] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:53.962797] [INFO ] [CONFIGURE ] DK: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:12:53.962901] [INFO ] [CONFIGURE ] JOB ETA: 54.9m | Avg: 1.6s/test | Remaining: 2122 tests [2025-09-28T04:12:53.962992] [INFO ] [CONFIGURE ] DK: Testing feature 12/29: add_obv_interval [2025-09-28T04:12:53.963079] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_obv_interval'] [2025-09-28T04:12:54.077363] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:54.193164] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:12:54.310146] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:54.424634] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:54.551873] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:54.669394] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:54.786861] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:54.904157] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:55.019599] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:55.135036] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:55.135237] [INFO ] [CONFIGURE ] DK: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:12:55.135323] [INFO ] [CONFIGURE ] JOB ETA: 54.9m | Avg: 1.6s/test | Remaining: 2121 tests [2025-09-28T04:12:55.135476] [INFO ] [CONFIGURE ] DK: Testing feature 13/29: add_opening_strength [2025-09-28T04:12:55.135549] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:12:55.260244] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:55.385622] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:55.507833] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:55.632382] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:55.759602] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:55.884852] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:56.008212] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:56.135703] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:56.267113] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:56.402145] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:56.402363] [INFO ] [CONFIGURE ] DK: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:12:56.402444] [INFO ] [CONFIGURE ] JOB ETA: 54.8m | Avg: 1.6s/test | Remaining: 2120 tests [2025-09-28T04:12:56.402605] [INFO ] [CONFIGURE ] DK: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:12:56.402703] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T04:12:56.542713] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:56.679408] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:56.806514] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:56.937530] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:57.068143] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:57.204051] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:57.337813] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:57.469658] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:57.602983] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:12:57.741716] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:57.741925] [INFO ] [CONFIGURE ] DK: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:12:57.742007] [INFO ] [CONFIGURE ] JOB ETA: 54.8m | Avg: 1.6s/test | Remaining: 2119 tests [2025-09-28T04:12:57.742084] [INFO ] [CONFIGURE ] DK: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:12:57.742191] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T04:12:57.854061] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:12:57.964075] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:58.072964] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:58.180130] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:58.289034] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:58.479305] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:58.592076] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:58.707662] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:12:58.816202] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:12:58.926548] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:12:58.926839] [INFO ] [CONFIGURE ] DK: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:12:58.926935] [INFO ] [CONFIGURE ] JOB ETA: 54.8m | Avg: 1.6s/test | Remaining: 2118 tests [2025-09-28T04:12:58.927027] [INFO ] [CONFIGURE ] DK: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:12:58.927115] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T04:12:59.044700] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:12:59.168892] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:12:59.297780] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:12:59.426304] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:12:59.558124] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:12:59.683410] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:12:59.808673] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:12:59.930232] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:00.052024] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:00.174096] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:00.174328] [INFO ] [CONFIGURE ] DK: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:13:00.174411] [INFO ] [CONFIGURE ] JOB ETA: 54.7m | Avg: 1.6s/test | Remaining: 2117 tests [2025-09-28T04:13:00.174569] [INFO ] [CONFIGURE ] DK: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:13:00.174664] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_pbf_return_2d'] [2025-09-28T04:13:00.298727] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:00.426192] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:00.551007] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:00.676770] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:13:00.803043] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:13:00.926284] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:01.055074] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:01.186563] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:01.320060] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:01.446536] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:01.446755] [INFO ] [CONFIGURE ] DK: DISCARDED add_pbf_return_2d (score: 30.00%) [2025-09-28T04:13:01.446999] [INFO ] [CONFIGURE ] JOB ETA: 54.7m | Avg: 1.6s/test | Remaining: 2116 tests [2025-09-28T04:13:01.447079] [INFO ] [CONFIGURE ] DK: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:13:01.447164] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T04:13:01.560025] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:01.673308] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:01.787252] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:01.906089] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:02.019381] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:13:02.139978] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:02.256120] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:02.373231] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:02.494415] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:02.613302] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:02.613499] [INFO ] [CONFIGURE ] DK: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:13:02.613606] [INFO ] [CONFIGURE ] JOB ETA: 54.7m | Avg: 1.6s/test | Remaining: 2115 tests [2025-09-28T04:13:02.613727] [INFO ] [CONFIGURE ] DK: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:13:02.613815] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T04:13:02.737229] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:02.849824] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:02.960701] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:03.073864] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:03.185434] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:13:03.299486] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:03.413270] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:03.526442] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:03.639762] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:03.749205] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:03.749389] [INFO ] [CONFIGURE ] DK: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:13:03.749467] [INFO ] [CONFIGURE ] JOB ETA: 54.6m | Avg: 1.6s/test | Remaining: 2114 tests [2025-09-28T04:13:03.749563] [INFO ] [CONFIGURE ] DK: Testing feature 20/29: add_price_rejection [2025-09-28T04:13:03.749674] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_price_rejection'] [2025-09-28T04:13:03.866371] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:03.986422] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:04.105517] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:04.226465] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:04.342815] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:13:04.462569] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:13:04.588421] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:04.718482] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:04.858411] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:05.002906] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:05.003127] [INFO ] [CONFIGURE ] DK: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:13:05.003215] [INFO ] [CONFIGURE ] JOB ETA: 54.6m | Avg: 1.6s/test | Remaining: 2113 tests [2025-09-28T04:13:05.003294] [INFO ] [CONFIGURE ] DK: Testing feature 21/29: add_range_position [2025-09-28T04:13:05.003422] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_range_position'] [2025-09-28T04:13:05.149748] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:05.291601] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:05.424272] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:05.552081] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:05.683588] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:13:05.816454] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:13:05.953168] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:13:06.088284] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:06.223156] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:06.357425] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:06.357704] [INFO ] [CONFIGURE ] DK: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:13:06.357827] [INFO ] [CONFIGURE ] JOB ETA: 54.6m | Avg: 1.6s/test | Remaining: 2112 tests [2025-09-28T04:13:06.357924] [INFO ] [CONFIGURE ] DK: Testing feature 22/29: add_realized_volatility [2025-09-28T04:13:06.358024] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_realized_volatility'] [2025-09-28T04:13:06.512136] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:06.657164] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:06.818838] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:06.971366] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:07.119304] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:13:07.272328] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:07.423031] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:07.598224] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:07.757825] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:07.912676] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:07.912865] [INFO ] [CONFIGURE ] DK: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:13:07.912944] [INFO ] [CONFIGURE ] JOB ETA: 54.5m | Avg: 1.6s/test | Remaining: 2111 tests [2025-09-28T04:13:07.913057] [INFO ] [CONFIGURE ] DK: Testing feature 23/29: add_recent_range_context [2025-09-28T04:13:07.913143] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_recent_range_context'] [2025-09-28T04:13:08.032934] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:08.155418] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:08.278306] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:08.397515] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:08.519283] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:13:08.649091] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:08.773914] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:08.901815] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:09.032437] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:09.158438] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:09.158667] [INFO ] [CONFIGURE ] DK: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:13:09.158750] [INFO ] [CONFIGURE ] JOB ETA: 54.5m | Avg: 1.6s/test | Remaining: 2110 tests [2025-09-28T04:13:09.158902] [INFO ] [CONFIGURE ] DK: Testing feature 24/29: add_rsi [2025-09-28T04:13:09.158979] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T04:13:09.308347] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:09.453387] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:09.595972] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:09.734505] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:09.876313] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:13:10.017987] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:13:10.163581] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:10.310415] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:10.457434] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:10.610435] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:10.610674] [INFO ] [CONFIGURE ] DK: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:13:10.610759] [INFO ] [CONFIGURE ] JOB ETA: 54.5m | Avg: 1.6s/test | Remaining: 2109 tests [2025-09-28T04:13:10.610913] [INFO ] [CONFIGURE ] DK: Testing feature 25/29: add_tick_distribution [2025-09-28T04:13:10.610989] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_tick_distribution'] [2025-09-28T04:13:10.732425] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:10.867456] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:10.986215] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:11.101386] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:11.219048] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:13:11.338933] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:11.457314] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:11.579120] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:11.698175] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:11.815269] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:11.815486] [INFO ] [CONFIGURE ] DK: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:13:11.815727] [INFO ] [CONFIGURE ] JOB ETA: 54.5m | Avg: 1.5s/test | Remaining: 2108 tests [2025-09-28T04:13:11.815809] [INFO ] [CONFIGURE ] DK: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:13:11.815883] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_volume_momentum_confirmation'] [2025-09-28T04:13:11.930231] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:12.045824] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:13:12.164856] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:12.285868] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:12.405031] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:13:12.526885] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:12.655406] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:12.773560] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:12.889166] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:13.005318] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:13.005509] [INFO ] [CONFIGURE ] DK: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:13:13.005593] [INFO ] [CONFIGURE ] JOB ETA: 54.4m | Avg: 1.5s/test | Remaining: 2107 tests [2025-09-28T04:13:13.005780] [INFO ] [CONFIGURE ] DK: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:13:13.005851] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_volume_price_divergence'] [2025-09-28T04:13:13.128395] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:13.253957] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:13.382125] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:13.508117] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:13.636026] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:13:13.762317] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:13.886919] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:14.011506] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:14.137859] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:14.265164] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:14.265369] [INFO ] [CONFIGURE ] DK: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:13:14.265450] [INFO ] [CONFIGURE ] JOB ETA: 54.4m | Avg: 1.5s/test | Remaining: 2106 tests [2025-09-28T04:13:14.265633] [INFO ] [CONFIGURE ] DK: Testing feature 28/29: add_volume_profile [2025-09-28T04:13:14.265731] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_volume_profile'] [2025-09-28T04:13:14.378761] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:14.494348] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:14.614856] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:14.737804] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:14.861768] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:13:14.982680] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:15.117112] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:15.246492] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:15.374351] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:15.506220] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:15.506431] [INFO ] [CONFIGURE ] DK: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:13:15.506513] [INFO ] [CONFIGURE ] JOB ETA: 54.4m | Avg: 1.5s/test | Remaining: 2105 tests [2025-09-28T04:13:15.506699] [INFO ] [CONFIGURE ] DK: Testing feature 29/29: add_vwap [2025-09-28T04:13:15.506814] [INFO ] [CONFIGURE ] DK: Testing with features: ['add_vwap'] [2025-09-28T04:13:15.671312] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:15.793515] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:15.915992] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:16.037304] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:13:16.157632] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:13:16.276863] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:13:16.398847] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:13:16.521353] [DEBUG] [FORECASTER] DK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:13:16.642503] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:16.760431] [DEBUG] [FORECASTER] DK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:13:16.760618] [INFO ] [CONFIGURE ] DK: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:13:16.760720] [INFO ] [CONFIGURE ] JOB ETA: 54.3m | Avg: 1.5s/test | Remaining: 2104 tests [2025-09-28T04:13:16.760932] [INFO ] [CONFIGURE ] DK: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:13:16.761007] [INFO ] [CONFIGURE ] DK: Best accuracy: 70.00% [2025-09-28T04:13:16.761109] [INFO ] [CONFIGURE ] DK: Best feature set (0 features): [] [2025-09-28T04:13:16.761178] [INFO ] [CONFIGURE ] DK: Improvement over baseline: 0.00% [2025-09-28T04:13:16.761276] [INFO ] [CONFIGURE ] DK: Total time: 37.3 seconds [2025-09-28T04:13:16.761345] [INFO ] [CONFIGURE ] DK: Average time per feature: 1.3 seconds [2025-09-28T04:13:16.761426] [INFO ] [CONFIGURE ] DK: Average speed: 0.78 features/sec [2025-09-28T04:13:16.761998] [INFO ] [LOCAL ] Saved configuration for DK: 0 features, 70.00% accuracy -> ./output/feature-sets/DK.json [2025-09-28T04:13:16.762094] [INFO ] [CONFIGURE ] DK: Configuration saved successfully: 0 features, 70.00% accuracy. [2025-09-28T04:13:16.762220] [INFO ] [sig ] [63/135] Successfully configured DK | 0.02 sym/s | Total: 48.1m | ETA: 55.0m [2025-09-28T04:13:16.762315] [INFO ] [sig ] [64/135] Configuring DKL... [2025-09-28T04:13:16.762422] [INFO ] [CONFIGURE ] DKL: Configurate test run. [2025-09-28T04:13:16.762554] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DKL' from 'https://tdm.silogroup.org/data/derivative_storage/DKL.csv'. [2025-09-28T04:13:17.091158] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DKL'. [2025-09-28T04:13:17.091713] [INFO ] [CONFIGURE ] DKL: Testing with 29 available features [2025-09-28T04:13:17.091793] [INFO ] [CONFIGURE ] DKL: Establishing baseline with no features... [2025-09-28T04:13:17.198922] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:17.303536] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:17.407981] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:17.518468] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:17.632322] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:17.744099] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:17.856196] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:17.965404] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:18.075492] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:18.191785] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:18.191976] [INFO ] [CONFIGURE ] DKL: Baseline score (no features): 50.00% [2025-09-28T04:13:18.192119] [INFO ] [CONFIGURE ] DKL: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:13:18.192209] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:13:18.315011] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:18.438335] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:18.565828] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:18.692019] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:18.821966] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:18.974129] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:19.117489] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:19.274164] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:19.432087] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:19.613957] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:19.614240] [INFO ] [CONFIGURE ] DKL: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T04:13:19.614345] [INFO ] [CONFIGURE ] JOB ETA: 54.3m | Avg: 1.5s/test | Remaining: 2103 tests [2025-09-28T04:13:19.614443] [INFO ] [CONFIGURE ] DKL: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:13:19.614571] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:13:19.776322] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:19.930892] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:20.077185] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:20.214013] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:13:20.350587] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:20.505821] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:13:20.636337] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:13:20.765691] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:20.903542] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:21.035978] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:21.036171] [INFO ] [CONFIGURE ] DKL: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:13:21.036253] [INFO ] [CONFIGURE ] JOB ETA: 54.3m | Avg: 1.5s/test | Remaining: 2102 tests [2025-09-28T04:13:21.036349] [INFO ] [CONFIGURE ] DKL: Testing feature 3/29: add_daily_returns [2025-09-28T04:13:21.036456] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns'] [2025-09-28T04:13:21.175258] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:21.304168] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:21.415447] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:21.530484] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:21.651743] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:21.764451] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:21.880917] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:21.999276] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:22.117453] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:22.249496] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:13:22.249765] [INFO ] [CONFIGURE ] DKL: KEPT add_daily_returns (score: 70.00%) [2025-09-28T04:13:22.250044] [INFO ] [CONFIGURE ] JOB ETA: 54.2m | Avg: 1.5s/test | Remaining: 2101 tests [2025-09-28T04:13:22.250140] [INFO ] [CONFIGURE ] DKL: Testing feature 4/29: add_ema [2025-09-28T04:13:22.250387] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T04:13:22.423523] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:22.594985] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:22.767859] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:22.924623] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:13:23.067009] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:23.207346] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:23.345414] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:23.489720] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:23.631889] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:23.768540] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:23.768944] [INFO ] [CONFIGURE ] DKL: DISCARDED add_ema (score: 30.00%) [2025-09-28T04:13:23.769029] [INFO ] [CONFIGURE ] JOB ETA: 54.2m | Avg: 1.5s/test | Remaining: 2100 tests [2025-09-28T04:13:23.769117] [INFO ] [CONFIGURE ] DKL: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:13:23.769203] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:13:23.909573] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:24.055043] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:24.209872] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:24.353423] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:24.497873] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:24.639936] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:13:24.783501] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:24.929989] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:25.077163] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:25.226323] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:25.226511] [INFO ] [CONFIGURE ] DKL: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T04:13:25.226592] [INFO ] [CONFIGURE ] JOB ETA: 54.2m | Avg: 1.5s/test | Remaining: 2099 tests [2025-09-28T04:13:25.226715] [INFO ] [CONFIGURE ] DKL: Testing feature 6/29: add_failed_moves [2025-09-28T04:13:25.226835] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T04:13:25.350217] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:25.472755] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:25.600057] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:25.729164] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:25.854002] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:25.984495] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:26.113046] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:26.237120] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:26.362921] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:26.491240] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:13:26.491456] [INFO ] [CONFIGURE ] DKL: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:13:26.491683] [INFO ] [CONFIGURE ] JOB ETA: 54.1m | Avg: 1.5s/test | Remaining: 2098 tests [2025-09-28T04:13:26.491754] [INFO ] [CONFIGURE ] DKL: Testing feature 7/29: add_lag_shelf [2025-09-28T04:13:26.491838] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:13:26.608057] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:26.730377] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:26.859470] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:26.978806] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:27.092715] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:27.215636] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:27.338259] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:27.456194] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:27.574246] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:27.699319] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:13:27.699510] [INFO ] [CONFIGURE ] DKL: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:13:27.699591] [INFO ] [CONFIGURE ] JOB ETA: 54.1m | Avg: 1.5s/test | Remaining: 2097 tests [2025-09-28T04:13:27.699713] [INFO ] [CONFIGURE ] DKL: Testing feature 8/29: add_macd [2025-09-28T04:13:27.699802] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:13:27.855901] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:28.019988] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:28.177345] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:28.335210] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:28.492675] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:28.647340] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:13:28.804581] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:28.957203] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:29.115538] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:29.278511] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:29.278823] [INFO ] [CONFIGURE ] DKL: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:13:29.278932] [INFO ] [CONFIGURE ] JOB ETA: 54.1m | Avg: 1.5s/test | Remaining: 2096 tests [2025-09-28T04:13:29.279022] [INFO ] [CONFIGURE ] DKL: Testing feature 9/29: add_mfi [2025-09-28T04:13:29.279109] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T04:13:29.413034] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:29.545635] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:29.689594] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:29.832380] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:29.976932] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:30.116742] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:30.258114] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:30.400610] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:30.572469] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:30.724607] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:13:30.724827] [INFO ] [CONFIGURE ] DKL: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:13:30.724987] [INFO ] [CONFIGURE ] JOB ETA: 54.1m | Avg: 1.5s/test | Remaining: 2095 tests [2025-09-28T04:13:30.725068] [INFO ] [CONFIGURE ] DKL: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:13:30.725141] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:13:30.869516] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:31.023057] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:31.181486] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:31.339302] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:31.497209] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:31.651506] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:31.807903] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:31.968108] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:32.127027] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:32.288353] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:32.288578] [INFO ] [CONFIGURE ] DKL: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:13:32.288948] [INFO ] [CONFIGURE ] JOB ETA: 54.0m | Avg: 1.5s/test | Remaining: 2094 tests [2025-09-28T04:13:32.289049] [INFO ] [CONFIGURE ] DKL: Testing feature 11/29: add_obv_daily [2025-09-28T04:13:32.289144] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T04:13:32.419303] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:32.551765] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:32.686343] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:32.813464] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:32.941286] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:33.067405] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:33.192866] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:33.332318] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:33.471677] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:33.614798] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:33.615005] [INFO ] [CONFIGURE ] DKL: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:13:33.615111] [INFO ] [CONFIGURE ] JOB ETA: 54.0m | Avg: 1.5s/test | Remaining: 2093 tests [2025-09-28T04:13:33.615211] [INFO ] [CONFIGURE ] DKL: Testing feature 12/29: add_obv_interval [2025-09-28T04:13:33.615329] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T04:13:33.749195] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:33.879489] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:33.995513] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:34.118305] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:34.239916] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:34.362841] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:34.484108] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:34.605563] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:34.726599] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:34.852515] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:34.852745] [INFO ] [CONFIGURE ] DKL: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:13:34.852828] [INFO ] [CONFIGURE ] JOB ETA: 54.0m | Avg: 1.5s/test | Remaining: 2092 tests [2025-09-28T04:13:34.852988] [INFO ] [CONFIGURE ] DKL: Testing feature 13/29: add_opening_strength [2025-09-28T04:13:34.853073] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:13:34.989697] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:35.112860] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:35.236270] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:35.364539] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:35.486385] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:35.615723] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:35.746517] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:35.890022] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:36.021062] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:36.153255] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:36.153481] [INFO ] [CONFIGURE ] DKL: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:13:36.153586] [INFO ] [CONFIGURE ] JOB ETA: 53.9m | Avg: 1.5s/test | Remaining: 2091 tests [2025-09-28T04:13:36.153702] [INFO ] [CONFIGURE ] DKL: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:13:36.153789] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:13:36.296304] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:36.436204] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:36.573010] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:36.707867] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:36.846515] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:36.988795] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:37.127965] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:37.284334] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:37.428537] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:37.569250] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:37.569446] [INFO ] [CONFIGURE ] DKL: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T04:13:37.569527] [INFO ] [CONFIGURE ] JOB ETA: 53.9m | Avg: 1.5s/test | Remaining: 2090 tests [2025-09-28T04:13:37.569603] [INFO ] [CONFIGURE ] DKL: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:13:37.569731] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:13:37.688057] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:37.807198] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:37.925832] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:38.045067] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:38.166638] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:38.285801] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:38.404547] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:13:38.524797] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:38.644528] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:38.791762] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:38.792015] [INFO ] [CONFIGURE ] DKL: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:13:38.792120] [INFO ] [CONFIGURE ] JOB ETA: 53.9m | Avg: 1.5s/test | Remaining: 2089 tests [2025-09-28T04:13:38.792231] [INFO ] [CONFIGURE ] DKL: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:13:38.792319] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:13:38.930613] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:39.057221] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:39.186885] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:39.316164] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:39.448116] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:39.579190] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:39.710601] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:39.841722] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:39.971079] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:40.102478] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:40.102720] [INFO ] [CONFIGURE ] DKL: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:13:40.102807] [INFO ] [CONFIGURE ] JOB ETA: 53.9m | Avg: 1.5s/test | Remaining: 2088 tests [2025-09-28T04:13:40.102883] [INFO ] [CONFIGURE ] DKL: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:13:40.102959] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T04:13:40.236611] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:40.369738] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:40.511135] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:40.655434] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:40.785829] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:40.915636] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:41.048261] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:13:41.180311] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:41.313308] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:41.447171] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:41.447382] [INFO ] [CONFIGURE ] DKL: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:13:41.447464] [INFO ] [CONFIGURE ] JOB ETA: 53.8m | Avg: 1.5s/test | Remaining: 2087 tests [2025-09-28T04:13:41.447537] [INFO ] [CONFIGURE ] DKL: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:13:41.447609] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T04:13:41.563890] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:41.683854] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:41.807418] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:41.935664] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:42.057785] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:42.181412] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:42.304148] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:42.424174] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:42.543824] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:42.666462] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:42.666683] [INFO ] [CONFIGURE ] DKL: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:13:42.666769] [INFO ] [CONFIGURE ] JOB ETA: 53.8m | Avg: 1.5s/test | Remaining: 2086 tests [2025-09-28T04:13:42.666869] [INFO ] [CONFIGURE ] DKL: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:13:42.666945] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T04:13:42.784569] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:42.901624] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:43.027871] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:43.153944] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:43.272554] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:43.390943] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:43.506673] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:43.625322] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:43.743821] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:43.864107] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:43.864298] [INFO ] [CONFIGURE ] DKL: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:13:43.864411] [INFO ] [CONFIGURE ] JOB ETA: 53.8m | Avg: 1.5s/test | Remaining: 2085 tests [2025-09-28T04:13:43.864507] [INFO ] [CONFIGURE ] DKL: Testing feature 20/29: add_price_rejection [2025-09-28T04:13:43.864599] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_price_rejection'] [2025-09-28T04:13:43.994572] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:44.126075] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:44.252590] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:44.385987] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:44.519143] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:44.653916] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:44.785755] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:44.921450] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:45.050922] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:45.183368] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:45.183581] [INFO ] [CONFIGURE ] DKL: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:13:45.183685] [INFO ] [CONFIGURE ] JOB ETA: 53.7m | Avg: 1.5s/test | Remaining: 2084 tests [2025-09-28T04:13:45.183762] [INFO ] [CONFIGURE ] DKL: Testing feature 21/29: add_range_position [2025-09-28T04:13:45.183864] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_range_position'] [2025-09-28T04:13:45.322073] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:45.457836] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:45.593273] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:45.727668] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:45.865815] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:46.010256] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:46.151899] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:46.300947] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:46.461060] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:46.617627] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:46.617870] [INFO ] [CONFIGURE ] DKL: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:13:46.617974] [INFO ] [CONFIGURE ] JOB ETA: 53.7m | Avg: 1.5s/test | Remaining: 2083 tests [2025-09-28T04:13:46.618055] [INFO ] [CONFIGURE ] DKL: Testing feature 22/29: add_realized_volatility [2025-09-28T04:13:46.618240] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_realized_volatility'] [2025-09-28T04:13:46.781959] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:46.941715] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:47.105618] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:47.263135] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:47.421861] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:47.590172] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:47.748177] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:13:47.904013] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:48.067661] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:48.223980] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:13:48.224202] [INFO ] [CONFIGURE ] DKL: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:13:48.224311] [INFO ] [CONFIGURE ] JOB ETA: 53.7m | Avg: 1.5s/test | Remaining: 2082 tests [2025-09-28T04:13:48.224405] [INFO ] [CONFIGURE ] DKL: Testing feature 23/29: add_recent_range_context [2025-09-28T04:13:48.224492] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_recent_range_context'] [2025-09-28T04:13:48.354806] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:48.477070] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:48.610135] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:48.748689] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:48.880425] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:49.007285] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:49.133631] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:13:49.261339] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:49.388495] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:49.517778] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:49.518006] [INFO ] [CONFIGURE ] DKL: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:13:49.518111] [INFO ] [CONFIGURE ] JOB ETA: 53.6m | Avg: 1.5s/test | Remaining: 2081 tests [2025-09-28T04:13:49.518191] [INFO ] [CONFIGURE ] DKL: Testing feature 24/29: add_rsi [2025-09-28T04:13:49.518345] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T04:13:49.664401] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:49.836514] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:50.031587] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:50.226762] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:50.421475] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:50.585264] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:50.730455] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:50.886273] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:51.043069] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:51.193123] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:51.193312] [INFO ] [CONFIGURE ] DKL: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:13:51.193394] [INFO ] [CONFIGURE ] JOB ETA: 53.6m | Avg: 1.5s/test | Remaining: 2080 tests [2025-09-28T04:13:51.193548] [INFO ] [CONFIGURE ] DKL: Testing feature 25/29: add_tick_distribution [2025-09-28T04:13:51.193623] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_tick_distribution'] [2025-09-28T04:13:51.316146] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:51.450813] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:51.572036] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:51.693948] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:51.817776] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:51.947582] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:52.073729] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:52.201391] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:52.325156] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:52.455194] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:52.455381] [INFO ] [CONFIGURE ] DKL: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:13:52.455488] [INFO ] [CONFIGURE ] JOB ETA: 53.6m | Avg: 1.5s/test | Remaining: 2079 tests [2025-09-28T04:13:52.455575] [INFO ] [CONFIGURE ] DKL: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:13:52.455687] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T04:13:52.584071] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:52.713276] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:52.838721] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:52.968891] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:53.097975] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:53.226991] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:53.358291] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:13:53.485513] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:53.633587] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:53.786066] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:53.786291] [INFO ] [CONFIGURE ] DKL: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:13:53.786374] [INFO ] [CONFIGURE ] JOB ETA: 53.6m | Avg: 1.5s/test | Remaining: 2078 tests [2025-09-28T04:13:53.786680] [INFO ] [CONFIGURE ] DKL: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:13:53.786819] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T04:13:53.941191] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:54.089631] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:54.227866] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:54.370996] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:54.513568] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:54.656127] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:54.813529] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:54.958205] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:55.100508] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:55.241787] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:55.242006] [INFO ] [CONFIGURE ] DKL: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T04:13:55.242090] [INFO ] [CONFIGURE ] JOB ETA: 53.5m | Avg: 1.5s/test | Remaining: 2077 tests [2025-09-28T04:13:55.242175] [INFO ] [CONFIGURE ] DKL: Testing feature 28/29: add_volume_profile [2025-09-28T04:13:55.242281] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_volume_profile'] [2025-09-28T04:13:55.369614] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:55.499600] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:55.632885] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:13:55.761459] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:55.888722] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:56.018201] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:56.147192] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:13:56.275947] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:56.404877] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:56.533968] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:56.534180] [INFO ] [CONFIGURE ] DKL: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T04:13:56.534288] [INFO ] [CONFIGURE ] JOB ETA: 53.5m | Avg: 1.5s/test | Remaining: 2076 tests [2025-09-28T04:13:56.534446] [INFO ] [CONFIGURE ] DKL: Testing feature 29/29: add_vwap [2025-09-28T04:13:56.534523] [INFO ] [CONFIGURE ] DKL: Testing with features: ['add_daily_returns', 'add_vwap'] [2025-09-28T04:13:56.665021] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:56.799906] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:13:56.932105] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:13:57.066433] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:57.196989] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:13:57.332284] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:57.478885] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:13:57.618734] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:13:57.759874] [DEBUG] [FORECASTER] DKL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:13:57.904492] [DEBUG] [FORECASTER] DKL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:13:57.904802] [INFO ] [CONFIGURE ] DKL: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:13:57.904908] [INFO ] [CONFIGURE ] JOB ETA: 53.5m | Avg: 1.5s/test | Remaining: 2075 tests [2025-09-28T04:13:57.904999] [INFO ] [CONFIGURE ] DKL: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:13:57.905083] [INFO ] [CONFIGURE ] DKL: Best accuracy: 70.00% [2025-09-28T04:13:57.905169] [INFO ] [CONFIGURE ] DKL: Best feature set (1 features): ['add_daily_returns'] [2025-09-28T04:13:57.905257] [INFO ] [CONFIGURE ] DKL: Improvement over baseline: 20.00% [2025-09-28T04:13:57.905339] [INFO ] [CONFIGURE ] DKL: Total time: 39.7 seconds [2025-09-28T04:13:57.905421] [INFO ] [CONFIGURE ] DKL: Average time per feature: 1.4 seconds [2025-09-28T04:13:57.905502] [INFO ] [CONFIGURE ] DKL: Average speed: 0.73 features/sec [2025-09-28T04:13:57.906496] [INFO ] [LOCAL ] Saved configuration for DKL: 1 features, 70.00% accuracy -> ./output/feature-sets/DKL.json [2025-09-28T04:13:57.906575] [INFO ] [CONFIGURE ] DKL: Configuration saved successfully: 1 features, 70.00% accuracy. [2025-09-28T04:13:57.906757] [INFO ] [sig ] [64/135] Successfully configured DKL | 0.02 sym/s | Total: 48.8m | ETA: 54.1m [2025-09-28T04:13:57.906880] [INFO ] [sig ] [65/135] Configuring DLNG... [2025-09-28T04:13:57.906967] [INFO ] [CONFIGURE ] DLNG: Configurate test run. [2025-09-28T04:13:57.907071] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DLNG' from 'https://tdm.silogroup.org/data/derivative_storage/DLNG.csv'. [2025-09-28T04:13:58.122921] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DLNG'. [2025-09-28T04:13:58.123589] [INFO ] [CONFIGURE ] DLNG: Testing with 29 available features [2025-09-28T04:13:58.123728] [INFO ] [CONFIGURE ] DLNG: Establishing baseline with no features... [2025-09-28T04:13:58.236931] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:13:58.349447] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:13:58.462967] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:13:58.575848] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:58.690929] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:58.805392] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:13:58.922930] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:13:59.037344] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:13:59.152754] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:13:59.274665] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:13:59.274892] [INFO ] [CONFIGURE ] DLNG: Baseline score (no features): 50.00% [2025-09-28T04:13:59.274988] [INFO ] [CONFIGURE ] DLNG: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:13:59.275080] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:13:59.392580] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:13:59.512431] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:13:59.628784] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:13:59.745590] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:13:59.865222] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:13:59.985370] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:00.112760] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:00.240599] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:00.364485] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:00.489162] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:00.489425] [INFO ] [CONFIGURE ] DLNG: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T04:14:00.489543] [INFO ] [CONFIGURE ] JOB ETA: 53.4m | Avg: 1.5s/test | Remaining: 2074 tests [2025-09-28T04:14:00.489618] [INFO ] [CONFIGURE ] DLNG: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:14:00.489716] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:14:00.626600] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:14:00.764491] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:00.909442] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:01.050661] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:01.190053] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:14:01.342412] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:01.495547] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:01.653068] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:01.804378] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:14:01.959321] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:01.959555] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:14:01.959686] [INFO ] [CONFIGURE ] JOB ETA: 53.4m | Avg: 1.5s/test | Remaining: 2073 tests [2025-09-28T04:14:01.959766] [INFO ] [CONFIGURE ] DLNG: Testing feature 3/29: add_daily_returns [2025-09-28T04:14:01.959840] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:14:02.093907] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:02.229716] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:02.360581] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:02.482297] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:02.608860] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:14:02.739941] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:02.872165] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:03.003290] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:03.133032] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:03.259978] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:03.260170] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:14:03.260249] [INFO ] [CONFIGURE ] JOB ETA: 53.4m | Avg: 1.5s/test | Remaining: 2072 tests [2025-09-28T04:14:03.260326] [INFO ] [CONFIGURE ] DLNG: Testing feature 4/29: add_ema [2025-09-28T04:14:03.260397] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:14:03.395338] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:03.528386] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:03.661818] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:03.805970] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:03.956164] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:04.099627] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:04.245521] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:04.387709] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:04.530909] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:04.678045] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:04.678263] [INFO ] [CONFIGURE ] DLNG: KEPT add_ema (score: 80.00%) [2025-09-28T04:14:04.678347] [INFO ] [CONFIGURE ] JOB ETA: 53.4m | Avg: 1.5s/test | Remaining: 2071 tests [2025-09-28T04:14:04.678423] [INFO ] [CONFIGURE ] DLNG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:14:04.678496] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:14:04.846096] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:05.017956] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:05.206837] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:05.389282] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:05.560896] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:05.737857] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:14:05.916894] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:14:06.087025] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:06.267480] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:06.435386] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:06.435617] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T04:14:06.435774] [INFO ] [CONFIGURE ] JOB ETA: 53.3m | Avg: 1.5s/test | Remaining: 2070 tests [2025-09-28T04:14:06.435841] [INFO ] [CONFIGURE ] DLNG: Testing feature 6/29: add_failed_moves [2025-09-28T04:14:06.435907] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_failed_moves'] [2025-09-28T04:14:06.580496] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:06.724896] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:06.872614] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:07.016970] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:07.161197] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:07.305536] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:07.460311] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:07.605125] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:07.755485] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:07.906533] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:07.906759] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:14:07.906860] [INFO ] [CONFIGURE ] JOB ETA: 53.3m | Avg: 1.5s/test | Remaining: 2069 tests [2025-09-28T04:14:07.906937] [INFO ] [CONFIGURE ] DLNG: Testing feature 7/29: add_lag_shelf [2025-09-28T04:14:07.906992] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf'] [2025-09-28T04:14:08.045273] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:08.185243] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:08.316218] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:08.452403] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:08.589273] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:08.731112] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:08.869759] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:09.008060] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:09.161595] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:09.317242] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:09.317505] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:14:09.317614] [INFO ] [CONFIGURE ] JOB ETA: 53.3m | Avg: 1.5s/test | Remaining: 2068 tests [2025-09-28T04:14:09.317725] [INFO ] [CONFIGURE ] DLNG: Testing feature 8/29: add_macd [2025-09-28T04:14:09.317813] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:14:09.492071] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:09.665237] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:09.838621] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:10.012785] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:10.188446] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:10.366986] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:14:10.553869] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:14:10.741413] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:10.921779] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:11.103298] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:11.103570] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:14:11.103707] [INFO ] [CONFIGURE ] JOB ETA: 53.3m | Avg: 1.5s/test | Remaining: 2067 tests [2025-09-28T04:14:11.103800] [INFO ] [CONFIGURE ] DLNG: Testing feature 9/29: add_mfi [2025-09-28T04:14:11.103873] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_mfi'] [2025-09-28T04:14:11.258171] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:11.415195] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:11.569732] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:11.726385] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:11.893621] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:12.053785] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:12.216130] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:12.392638] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:12.586961] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:12.810716] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:12.811006] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:14:12.811111] [INFO ] [CONFIGURE ] JOB ETA: 53.2m | Avg: 1.5s/test | Remaining: 2066 tests [2025-09-28T04:14:12.811207] [INFO ] [CONFIGURE ] DLNG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:14:12.811353] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:14:13.059613] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:13.290278] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:13.497078] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:13.690078] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:13.864810] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:14:14.042596] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:14.216436] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:14.394808] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:14.575463] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:14.755871] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:14.756077] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:14:14.756166] [INFO ] [CONFIGURE ] JOB ETA: 53.2m | Avg: 1.5s/test | Remaining: 2065 tests [2025-09-28T04:14:14.756242] [INFO ] [CONFIGURE ] DLNG: Testing feature 11/29: add_obv_daily [2025-09-28T04:14:14.756415] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_daily'] [2025-09-28T04:14:14.907241] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:15.058229] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:15.209779] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:15.362769] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:15.520864] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:14:15.687331] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:15.847174] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:16.004696] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:16.188465] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:16.344819] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:16.345031] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:14:16.345115] [INFO ] [CONFIGURE ] JOB ETA: 53.2m | Avg: 1.5s/test | Remaining: 2064 tests [2025-09-28T04:14:16.345276] [INFO ] [CONFIGURE ] DLNG: Testing feature 12/29: add_obv_interval [2025-09-28T04:14:16.345334] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_interval'] [2025-09-28T04:14:16.516276] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:16.678984] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:16.843354] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:17.003717] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:17.162903] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:14:17.322816] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:14:17.482802] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:17.641475] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:17.806417] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:17.971552] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:17.971850] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:14:17.971960] [INFO ] [CONFIGURE ] JOB ETA: 53.2m | Avg: 1.5s/test | Remaining: 2063 tests [2025-09-28T04:14:17.972070] [INFO ] [CONFIGURE ] DLNG: Testing feature 13/29: add_opening_strength [2025-09-28T04:14:17.972165] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:14:18.144464] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:18.312351] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:18.480992] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:18.651926] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:18.827171] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:18.997435] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:14:19.169354] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:19.346743] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:19.519273] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:19.696490] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:19.696737] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_opening_strength (score: 80.00%) [2025-09-28T04:14:19.696862] [INFO ] [CONFIGURE ] JOB ETA: 53.1m | Avg: 1.5s/test | Remaining: 2062 tests [2025-09-28T04:14:19.696954] [INFO ] [CONFIGURE ] DLNG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:14:19.697053] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_order_flow_imbalance'] [2025-09-28T04:14:19.870002] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:20.045040] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:20.218250] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:20.402127] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:20.576275] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:14:20.750310] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:20.925196] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:21.106146] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:21.283130] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:14:21.457615] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:21.457875] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:14:21.457979] [INFO ] [CONFIGURE ] JOB ETA: 53.1m | Avg: 1.5s/test | Remaining: 2061 tests [2025-09-28T04:14:21.458075] [INFO ] [CONFIGURE ] DLNG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:14:21.458172] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum'] [2025-09-28T04:14:21.607772] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:21.758175] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:21.909755] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:22.062466] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:22.216143] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:14:22.371808] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:22.518615] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:22.665710] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:22.812665] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:22.961809] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:22.962024] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:14:22.962111] [INFO ] [CONFIGURE ] JOB ETA: 53.1m | Avg: 1.5s/test | Remaining: 2060 tests [2025-09-28T04:14:22.962187] [INFO ] [CONFIGURE ] DLNG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:14:22.962258] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_overnight_gap'] [2025-09-28T04:14:23.109458] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:23.270901] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:23.431407] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:23.589951] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:23.749079] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:23.909447] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:14:24.072152] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:24.233044] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:24.396002] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:14:24.559173] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:24.559390] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:14:24.559471] [INFO ] [CONFIGURE ] JOB ETA: 53.1m | Avg: 1.5s/test | Remaining: 2059 tests [2025-09-28T04:14:24.559544] [INFO ] [CONFIGURE ] DLNG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:14:24.559616] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_return_2d'] [2025-09-28T04:14:24.711516] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:24.864768] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:25.019506] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:25.175174] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:25.333553] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:25.505891] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:25.703113] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:25.879795] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:26.053271] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:26.228102] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:26.228297] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:14:26.228378] [INFO ] [CONFIGURE ] JOB ETA: 53.0m | Avg: 1.5s/test | Remaining: 2058 tests [2025-09-28T04:14:26.228453] [INFO ] [CONFIGURE ] DLNG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:14:26.228536] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_volatility_5d'] [2025-09-28T04:14:26.385140] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:26.539619] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:26.686697] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:26.842596] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:26.990541] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:27.139051] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:27.285888] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:14:27.435036] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:27.585127] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:27.727975] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:27.728264] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:14:27.728357] [INFO ] [CONFIGURE ] JOB ETA: 53.0m | Avg: 1.5s/test | Remaining: 2057 tests [2025-09-28T04:14:27.728435] [INFO ] [CONFIGURE ] DLNG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:14:27.728512] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:14:27.871993] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:28.014472] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:28.153996] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:28.294305] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:28.431787] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:28.572357] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:28.714231] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:28.862022] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:29.009178] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:29.156122] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:29.156331] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:14:29.156438] [INFO ] [CONFIGURE ] JOB ETA: 53.0m | Avg: 1.5s/test | Remaining: 2056 tests [2025-09-28T04:14:29.156517] [INFO ] [CONFIGURE ] DLNG: Testing feature 20/29: add_price_rejection [2025-09-28T04:14:29.156591] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection'] [2025-09-28T04:14:29.318377] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:29.474218] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:29.632840] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:29.788882] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:29.950552] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:30.117262] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:30.271381] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:30.432671] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:30.589464] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:30.772129] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:30.772331] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:14:30.772441] [INFO ] [CONFIGURE ] JOB ETA: 53.0m | Avg: 1.5s/test | Remaining: 2055 tests [2025-09-28T04:14:30.772530] [INFO ] [CONFIGURE ] DLNG: Testing feature 21/29: add_range_position [2025-09-28T04:14:30.772603] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_range_position'] [2025-09-28T04:14:30.939785] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:14:31.109797] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:31.264862] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:31.422557] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:31.585363] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:14:31.750767] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:14:31.921638] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:32.106904] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:32.295091] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:14:32.486602] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:32.486859] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:14:32.486946] [INFO ] [CONFIGURE ] JOB ETA: 52.9m | Avg: 1.5s/test | Remaining: 2054 tests [2025-09-28T04:14:32.487025] [INFO ] [CONFIGURE ] DLNG: Testing feature 22/29: add_realized_volatility [2025-09-28T04:14:32.487100] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_realized_volatility'] [2025-09-28T04:14:32.678905] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:32.867931] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:33.053766] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:33.240140] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:33.421927] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:33.607962] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:33.789470] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:33.974418] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:34.157700] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:34.345301] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:34.345527] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:14:34.345610] [INFO ] [CONFIGURE ] JOB ETA: 52.9m | Avg: 1.5s/test | Remaining: 2053 tests [2025-09-28T04:14:34.345709] [INFO ] [CONFIGURE ] DLNG: Testing feature 23/29: add_recent_range_context [2025-09-28T04:14:34.345785] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_recent_range_context'] [2025-09-28T04:14:34.504555] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:34.666663] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:34.830530] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:34.983462] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:35.225812] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:35.452721] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:35.614984] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:35.771289] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:35.930519] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:14:36.090821] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:36.091089] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:14:36.091174] [INFO ] [CONFIGURE ] JOB ETA: 52.9m | Avg: 1.5s/test | Remaining: 2052 tests [2025-09-28T04:14:36.091247] [INFO ] [CONFIGURE ] DLNG: Testing feature 24/29: add_rsi [2025-09-28T04:14:36.091317] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:14:36.244291] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:36.397961] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:36.558993] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:36.724308] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:36.884902] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:37.095666] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:37.272531] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:37.438515] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:37.621438] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:37.791416] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:37.791638] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:14:37.791741] [INFO ] [CONFIGURE ] JOB ETA: 52.9m | Avg: 1.5s/test | Remaining: 2051 tests [2025-09-28T04:14:37.791825] [INFO ] [CONFIGURE ] DLNG: Testing feature 25/29: add_tick_distribution [2025-09-28T04:14:37.791923] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_tick_distribution'] [2025-09-28T04:14:37.952044] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:38.110373] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:38.269405] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:14:38.425205] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:38.584812] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:38.747005] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:38.907082] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:39.063333] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:39.222885] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:39.383768] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:39.383989] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:14:39.384089] [INFO ] [CONFIGURE ] JOB ETA: 52.9m | Avg: 1.5s/test | Remaining: 2050 tests [2025-09-28T04:14:39.384183] [INFO ] [CONFIGURE ] DLNG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:14:39.384278] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_momentum_confirmation'] [2025-09-28T04:14:39.543192] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:39.706254] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:39.868110] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:40.029713] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:40.183090] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:14:40.334939] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:40.488193] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:40.647565] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:40.803880] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:14:40.975260] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:40.975496] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:14:40.975595] [INFO ] [CONFIGURE ] JOB ETA: 52.8m | Avg: 1.5s/test | Remaining: 2049 tests [2025-09-28T04:14:40.975746] [INFO ] [CONFIGURE ] DLNG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:14:40.975847] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_price_divergence'] [2025-09-28T04:14:41.143879] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:41.318672] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:41.487789] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:41.660627] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:41.827127] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:41.990047] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:14:42.151953] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:42.314610] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:42.474413] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:42.637018] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:42.637233] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:14:42.637315] [INFO ] [CONFIGURE ] JOB ETA: 52.8m | Avg: 1.5s/test | Remaining: 2048 tests [2025-09-28T04:14:42.637388] [INFO ] [CONFIGURE ] DLNG: Testing feature 28/29: add_volume_profile [2025-09-28T04:14:42.637462] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_profile'] [2025-09-28T04:14:42.793235] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:42.945373] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:43.095085] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:43.241627] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:43.392799] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:43.545795] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:14:43.695842] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:14:43.848295] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:43.998916] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:44.163349] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:44.163577] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:14:44.163864] [INFO ] [CONFIGURE ] JOB ETA: 52.8m | Avg: 1.5s/test | Remaining: 2047 tests [2025-09-28T04:14:44.163960] [INFO ] [CONFIGURE ] DLNG: Testing feature 29/29: add_vwap [2025-09-28T04:14:44.164036] [INFO ] [CONFIGURE ] DLNG: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap'] [2025-09-28T04:14:44.311099] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:44.464618] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:14:44.609182] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:14:44.766079] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:14:44.925451] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:14:45.077991] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:14:45.229103] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:14:45.401467] [DEBUG] [FORECASTER] DLNG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:45.559522] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:14:45.733296] [DEBUG] [FORECASTER] DLNG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:45.733510] [INFO ] [CONFIGURE ] DLNG: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:14:45.733595] [INFO ] [CONFIGURE ] JOB ETA: 52.8m | Avg: 1.5s/test | Remaining: 2046 tests [2025-09-28T04:14:45.733765] [INFO ] [CONFIGURE ] DLNG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:14:45.733844] [INFO ] [CONFIGURE ] DLNG: Best accuracy: 80.00% [2025-09-28T04:14:45.733919] [INFO ] [CONFIGURE ] DLNG: Best feature set (2 features): ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:14:45.733989] [INFO ] [CONFIGURE ] DLNG: Improvement over baseline: 30.00% [2025-09-28T04:14:45.734058] [INFO ] [CONFIGURE ] DLNG: Total time: 46.5 seconds [2025-09-28T04:14:45.734127] [INFO ] [CONFIGURE ] DLNG: Average time per feature: 1.6 seconds [2025-09-28T04:14:45.734197] [INFO ] [CONFIGURE ] DLNG: Average speed: 0.62 features/sec [2025-09-28T04:14:45.735274] [INFO ] [LOCAL ] Saved configuration for DLNG: 2 features, 80.00% accuracy -> ./output/feature-sets/DLNG.json [2025-09-28T04:14:45.735372] [INFO ] [CONFIGURE ] DLNG: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T04:14:45.735491] [INFO ] [sig ] [65/135] Successfully configured DLNG | 0.02 sym/s | Total: 49.6m | ETA: 53.4m [2025-09-28T04:14:45.735600] [INFO ] [sig ] [66/135] Configuring DLR... [2025-09-28T04:14:45.735730] [INFO ] [CONFIGURE ] DLR: Configurate test run. [2025-09-28T04:14:45.735853] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DLR' from 'https://tdm.silogroup.org/data/derivative_storage/DLR.csv'. [2025-09-28T04:14:45.969461] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DLR'. [2025-09-28T04:14:45.970050] [INFO ] [CONFIGURE ] DLR: Testing with 29 available features [2025-09-28T04:14:45.970130] [INFO ] [CONFIGURE ] DLR: Establishing baseline with no features... [2025-09-28T04:14:46.081462] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:46.188301] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:14:46.292286] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:14:46.396491] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:14:46.501046] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:14:46.607507] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:46.719903] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:46.839015] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:46.957359] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:14:47.076481] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:47.076723] [INFO ] [CONFIGURE ] DLR: Baseline score (no features): 40.00% [2025-09-28T04:14:47.076854] [INFO ] [CONFIGURE ] DLR: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:14:47.076975] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:14:47.202567] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:47.326739] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:14:47.450494] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:14:47.574730] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:14:47.700368] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:14:47.827086] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:47.962334] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:48.098971] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:48.226330] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:14:48.359071] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:48.359329] [INFO ] [CONFIGURE ] DLR: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:14:48.359448] [INFO ] [CONFIGURE ] JOB ETA: 52.7m | Avg: 1.5s/test | Remaining: 2045 tests [2025-09-28T04:14:48.359539] [INFO ] [CONFIGURE ] DLR: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:14:48.359627] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:14:48.492351] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:48.627046] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:14:48.764045] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:14:48.913303] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:14:49.041520] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:14:49.178301] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:49.313526] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:49.447451] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:49.585074] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:14:49.721176] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:49.721382] [INFO ] [CONFIGURE ] DLR: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:14:49.721466] [INFO ] [CONFIGURE ] JOB ETA: 52.7m | Avg: 1.5s/test | Remaining: 2044 tests [2025-09-28T04:14:49.721546] [INFO ] [CONFIGURE ] DLR: Testing feature 3/29: add_daily_returns [2025-09-28T04:14:49.721733] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns'] [2025-09-28T04:14:49.834453] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:49.947046] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:14:50.061134] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:14:50.174373] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:14:50.285717] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:14:50.398833] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:50.511953] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:50.629258] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:50.753104] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:14:50.872161] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:50.872362] [INFO ] [CONFIGURE ] DLR: KEPT add_daily_returns (score: 50.00%) [2025-09-28T04:14:50.872444] [INFO ] [CONFIGURE ] JOB ETA: 52.7m | Avg: 1.5s/test | Remaining: 2043 tests [2025-09-28T04:14:50.872605] [INFO ] [CONFIGURE ] DLR: Testing feature 4/29: add_ema [2025-09-28T04:14:50.872697] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T04:14:51.012589] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:51.148331] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:14:51.289868] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:14:51.427899] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:14:51.565999] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:14:51.699919] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:51.834024] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:51.972681] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:52.111324] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:14:52.248127] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:14:52.248343] [INFO ] [CONFIGURE ] DLR: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:14:52.248499] [INFO ] [CONFIGURE ] JOB ETA: 52.6m | Avg: 1.5s/test | Remaining: 2042 tests [2025-09-28T04:14:52.248580] [INFO ] [CONFIGURE ] DLR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:14:52.248690] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:14:52.388504] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:52.543279] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:14:52.694024] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:14:52.838532] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:14:52.986947] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:14:53.134541] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:53.278281] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:53.426952] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:53.576462] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:14:53.728425] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:53.728680] [INFO ] [CONFIGURE ] DLR: KEPT add_exhaustion_signals (score: 60.00%) [2025-09-28T04:14:53.728793] [INFO ] [CONFIGURE ] JOB ETA: 52.6m | Avg: 1.5s/test | Remaining: 2041 tests [2025-09-28T04:14:53.728978] [INFO ] [CONFIGURE ] DLR: Testing feature 6/29: add_failed_moves [2025-09-28T04:14:53.729059] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:14:53.878487] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:54.032967] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:14:54.187356] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:14:54.339463] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:14:54.488844] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:14:54.640990] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:54.792314] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:54.950809] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:55.108405] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:14:55.260046] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:55.260248] [INFO ] [CONFIGURE ] DLR: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:14:55.260328] [INFO ] [CONFIGURE ] JOB ETA: 52.6m | Avg: 1.5s/test | Remaining: 2040 tests [2025-09-28T04:14:55.260402] [INFO ] [CONFIGURE ] DLR: Testing feature 7/29: add_lag_shelf [2025-09-28T04:14:55.260505] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:14:55.400103] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:55.539218] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:14:55.684198] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:14:55.831441] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:14:55.974426] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:14:56.115838] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:56.259723] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:56.403565] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:56.548176] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:14:56.691209] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:14:56.691447] [INFO ] [CONFIGURE ] DLR: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:14:56.691533] [INFO ] [CONFIGURE ] JOB ETA: 52.6m | Avg: 1.5s/test | Remaining: 2039 tests [2025-09-28T04:14:56.691611] [INFO ] [CONFIGURE ] DLR: Testing feature 8/29: add_macd [2025-09-28T04:14:56.691750] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:14:56.863336] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:57.027795] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:14:57.193392] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:14:57.369847] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:14:57.537581] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:14:57.704489] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:57.870844] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:58.039324] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:58.219889] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:14:58.395579] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:14:58.395837] [INFO ] [CONFIGURE ] DLR: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:14:58.395922] [INFO ] [CONFIGURE ] JOB ETA: 52.5m | Avg: 1.5s/test | Remaining: 2038 tests [2025-09-28T04:14:58.396012] [INFO ] [CONFIGURE ] DLR: Testing feature 9/29: add_mfi [2025-09-28T04:14:58.396089] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T04:14:58.561330] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:14:58.720562] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:14:58.880184] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:14:59.039932] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:14:59.204671] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:14:59.367764] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:14:59.535294] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:14:59.701237] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:14:59.868817] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:00.035859] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:00.036100] [INFO ] [CONFIGURE ] DLR: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:15:00.036261] [INFO ] [CONFIGURE ] JOB ETA: 52.5m | Avg: 1.5s/test | Remaining: 2037 tests [2025-09-28T04:15:00.036360] [INFO ] [CONFIGURE ] DLR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:15:00.036436] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:15:00.217411] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:00.398485] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:00.590803] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:00.773534] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:00.955530] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:01.135105] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:01.309040] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:01.498942] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:01.677993] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:01.861499] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:01.861759] [INFO ] [CONFIGURE ] DLR: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:15:01.861842] [INFO ] [CONFIGURE ] JOB ETA: 52.5m | Avg: 1.5s/test | Remaining: 2036 tests [2025-09-28T04:15:01.861996] [INFO ] [CONFIGURE ] DLR: Testing feature 11/29: add_obv_daily [2025-09-28T04:15:01.862088] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T04:15:02.019276] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:02.187982] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:02.370436] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:02.551866] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:02.729589] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:02.893791] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:03.054727] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:03.216962] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:03.375095] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:03.535102] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:03.535340] [INFO ] [CONFIGURE ] DLR: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:15:03.535453] [INFO ] [CONFIGURE ] JOB ETA: 52.5m | Avg: 1.5s/test | Remaining: 2035 tests [2025-09-28T04:15:03.535544] [INFO ] [CONFIGURE ] DLR: Testing feature 12/29: add_obv_interval [2025-09-28T04:15:03.535633] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T04:15:03.689130] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:03.835694] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:03.980785] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:04.126870] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:04.273745] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:04.422309] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:04.573925] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:04.728240] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:04.876191] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:05.025155] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:15:05.025349] [INFO ] [CONFIGURE ] DLR: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:15:05.025429] [INFO ] [CONFIGURE ] JOB ETA: 52.4m | Avg: 1.5s/test | Remaining: 2034 tests [2025-09-28T04:15:05.025588] [INFO ] [CONFIGURE ] DLR: Testing feature 13/29: add_opening_strength [2025-09-28T04:15:05.025690] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_opening_strength'] [2025-09-28T04:15:05.177692] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:05.330161] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:05.485841] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:05.646580] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:15:05.799677] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:05.949895] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:06.103435] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:06.263568] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:06.426049] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:06.586918] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:06.587129] [INFO ] [CONFIGURE ] DLR: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:15:06.587211] [INFO ] [CONFIGURE ] JOB ETA: 52.4m | Avg: 1.5s/test | Remaining: 2033 tests [2025-09-28T04:15:06.587287] [INFO ] [CONFIGURE ] DLR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:15:06.587399] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T04:15:06.759453] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:06.927270] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:07.093667] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:07.262292] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:07.426382] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:07.590860] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:07.761959] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:07.933724] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:08.101309] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:08.279314] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:08.279529] [INFO ] [CONFIGURE ] DLR: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T04:15:08.279638] [INFO ] [CONFIGURE ] JOB ETA: 52.4m | Avg: 1.5s/test | Remaining: 2032 tests [2025-09-28T04:15:08.279759] [INFO ] [CONFIGURE ] DLR: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:15:08.279887] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T04:15:08.438215] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:08.599942] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:08.760732] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:08.915620] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:09.070941] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:09.226311] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:09.384131] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:09.544178] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:09.711056] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:09.875016] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:09.875256] [INFO ] [CONFIGURE ] DLR: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:15:09.875362] [INFO ] [CONFIGURE ] JOB ETA: 52.4m | Avg: 1.5s/test | Remaining: 2031 tests [2025-09-28T04:15:09.875492] [INFO ] [CONFIGURE ] DLR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:15:09.875589] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T04:15:10.038461] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:10.205591] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:10.364269] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:10.521845] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:15:10.680934] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:10.840045] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:10.998991] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:11.157792] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:11.317284] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:11.481290] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:11.481506] [INFO ] [CONFIGURE ] DLR: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:15:11.481617] [INFO ] [CONFIGURE ] JOB ETA: 52.3m | Avg: 1.5s/test | Remaining: 2030 tests [2025-09-28T04:15:11.481737] [INFO ] [CONFIGURE ] DLR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:15:11.481862] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T04:15:11.645879] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:11.809225] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:11.979922] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:12.150303] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:12.317871] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:12.477779] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:12.643530] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:12.805434] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:12.969386] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:13.133360] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:13.133585] [INFO ] [CONFIGURE ] DLR: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:15:13.133716] [INFO ] [CONFIGURE ] JOB ETA: 52.3m | Avg: 1.5s/test | Remaining: 2029 tests [2025-09-28T04:15:13.133809] [INFO ] [CONFIGURE ] DLR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:15:13.133899] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T04:15:13.283817] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:13.431234] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:13.580478] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:13.725584] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:15:13.873693] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:14.025024] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:14.170748] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:14.319835] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:14.471029] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:14.624537] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:15:14.624811] [INFO ] [CONFIGURE ] DLR: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:15:14.624919] [INFO ] [CONFIGURE ] JOB ETA: 52.3m | Avg: 1.5s/test | Remaining: 2028 tests [2025-09-28T04:15:14.625012] [INFO ] [CONFIGURE ] DLR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:15:14.625106] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T04:15:14.779899] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:14.939735] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:15.100776] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:15.254971] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:15.409967] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:15.568822] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:15.727111] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:15.885229] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:16.051534] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:16.215400] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:16.215629] [INFO ] [CONFIGURE ] DLR: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:15:16.215753] [INFO ] [CONFIGURE ] JOB ETA: 52.3m | Avg: 1.5s/test | Remaining: 2027 tests [2025-09-28T04:15:16.215893] [INFO ] [CONFIGURE ] DLR: Testing feature 20/29: add_price_rejection [2025-09-28T04:15:16.215992] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T04:15:16.370675] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:16.523819] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:16.676101] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:16.829051] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:16.990540] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:17.151429] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:17.303523] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:17.457427] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:17.616008] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:17.780859] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:17.781076] [INFO ] [CONFIGURE ] DLR: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:15:17.781159] [INFO ] [CONFIGURE ] JOB ETA: 52.2m | Avg: 1.5s/test | Remaining: 2026 tests [2025-09-28T04:15:17.781238] [INFO ] [CONFIGURE ] DLR: Testing feature 21/29: add_range_position [2025-09-28T04:15:17.781343] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T04:15:17.949824] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:18.120990] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:18.283899] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:18.450862] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:18.621399] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:18.789842] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:18.960327] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:19.135180] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:19.307222] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:19.485258] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:19.485505] [INFO ] [CONFIGURE ] DLR: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:15:19.485592] [INFO ] [CONFIGURE ] JOB ETA: 52.2m | Avg: 1.5s/test | Remaining: 2025 tests [2025-09-28T04:15:19.485784] [INFO ] [CONFIGURE ] DLR: Testing feature 22/29: add_realized_volatility [2025-09-28T04:15:19.485894] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T04:15:19.666567] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:19.849201] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:20.040396] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:20.226337] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:20.412548] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:20.593381] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:20.778154] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:20.978031] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:21.161830] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:21.349392] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:21.349614] [INFO ] [CONFIGURE ] DLR: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:15:21.349804] [INFO ] [CONFIGURE ] JOB ETA: 52.2m | Avg: 1.5s/test | Remaining: 2024 tests [2025-09-28T04:15:21.349885] [INFO ] [CONFIGURE ] DLR: Testing feature 23/29: add_recent_range_context [2025-09-28T04:15:21.349971] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T04:15:21.506584] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:21.660059] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:21.813755] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:21.970001] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:22.130463] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:22.289510] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:22.456610] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:22.615230] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:22.771011] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:22.929223] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:22.929438] [INFO ] [CONFIGURE ] DLR: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:15:22.929594] [INFO ] [CONFIGURE ] JOB ETA: 52.2m | Avg: 1.5s/test | Remaining: 2023 tests [2025-09-28T04:15:22.929699] [INFO ] [CONFIGURE ] DLR: Testing feature 24/29: add_rsi [2025-09-28T04:15:22.929787] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T04:15:23.104026] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:23.276885] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:23.471954] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:23.677212] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:15:23.917418] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:24.173346] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:24.399929] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:24.625871] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:24.804941] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:24.985159] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:24.985375] [INFO ] [CONFIGURE ] DLR: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:15:24.985508] [INFO ] [CONFIGURE ] JOB ETA: 52.2m | Avg: 1.5s/test | Remaining: 2022 tests [2025-09-28T04:15:24.985590] [INFO ] [CONFIGURE ] DLR: Testing feature 25/29: add_tick_distribution [2025-09-28T04:15:24.985705] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T04:15:25.144811] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:25.319824] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:25.471136] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:25.629913] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:25.782089] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:25.935822] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:26.097969] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:26.256439] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:26.413521] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:26.571384] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:26.571600] [INFO ] [CONFIGURE ] DLR: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:15:26.571707] [INFO ] [CONFIGURE ] JOB ETA: 52.1m | Avg: 1.5s/test | Remaining: 2021 tests [2025-09-28T04:15:26.571865] [INFO ] [CONFIGURE ] DLR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:15:26.571942] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T04:15:26.739284] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:26.905048] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:27.069742] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:27.226285] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:15:27.380571] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:27.545281] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:27.708438] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:27.879095] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:28.039552] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:28.201810] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:28.202021] [INFO ] [CONFIGURE ] DLR: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:15:28.202115] [INFO ] [CONFIGURE ] JOB ETA: 52.1m | Avg: 1.5s/test | Remaining: 2020 tests [2025-09-28T04:15:28.202195] [INFO ] [CONFIGURE ] DLR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:15:28.202306] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T04:15:28.365767] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:28.529069] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:28.694504] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:28.859798] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:15:29.031029] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:29.200383] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:29.367510] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:29.538864] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:29.714758] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:29.903785] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:15:29.903999] [INFO ] [CONFIGURE ] DLR: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:15:29.904082] [INFO ] [CONFIGURE ] JOB ETA: 52.1m | Avg: 1.5s/test | Remaining: 2019 tests [2025-09-28T04:15:29.904205] [INFO ] [CONFIGURE ] DLR: Testing feature 28/29: add_volume_profile [2025-09-28T04:15:29.904279] [INFO ] [CONFIGURE ] DLR: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T04:15:30.071475] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:30.223753] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:30.381989] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:30.539948] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:15:30.695986] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:15:30.855937] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:31.020796] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:15:31.189806] [DEBUG] [FORECASTER] DLR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:31.358235] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:15:31.530114] [DEBUG] [FORECASTER] DLR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:31.530347] [INFO ] [CONFIGURE ] DLR: KEPT add_volume_profile (score: 70.00%) [2025-09-28T04:15:31.530431] [INFO ] [CONFIGURE ] JOB ETA: 52.1m | Avg: 1.5s/test | Remaining: 2018 tests [2025-09-28T04:15:31.530516] [INFO ] [CONFIGURE ] DLR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:15:31.530620] [INFO ] [CONFIGURE ] DLR: Best accuracy: 70.00% [2025-09-28T04:15:31.530734] [INFO ] [CONFIGURE ] DLR: Best feature set (4 features): ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T04:15:31.530820] [INFO ] [CONFIGURE ] DLR: Improvement over baseline: 30.00% [2025-09-28T04:15:31.530900] [INFO ] [CONFIGURE ] DLR: Total time: 44.5 seconds [2025-09-28T04:15:31.530982] [INFO ] [CONFIGURE ] DLR: Average time per feature: 1.6 seconds [2025-09-28T04:15:31.531065] [INFO ] [CONFIGURE ] DLR: Average speed: 0.65 features/sec [2025-09-28T04:15:31.531581] [INFO ] [LOCAL ] Saved configuration for DLR: 4 features, 70.00% accuracy -> ./output/feature-sets/DLR.json [2025-09-28T04:15:31.531682] [INFO ] [CONFIGURE ] DLR: Configuration saved successfully: 4 features, 70.00% accuracy. [2025-09-28T04:15:31.531793] [INFO ] [sig ] [66/135] Successfully configured DLR | 0.02 sym/s | Total: 50.4m | ETA: 52.6m [2025-09-28T04:15:31.531887] [INFO ] [sig ] [67/135] Configuring DMA... [2025-09-28T04:15:31.531970] [INFO ] [CONFIGURE ] DMA: Configurate test run. [2025-09-28T04:15:31.532056] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DMA' from 'https://tdm.silogroup.org/data/derivative_storage/DMA.csv'. [2025-09-28T04:15:31.545753] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DMA'. [2025-09-28T04:15:31.546402] [INFO ] [CONFIGURE ] DMA: Testing with 29 available features [2025-09-28T04:15:31.546487] [INFO ] [CONFIGURE ] DMA: Establishing baseline with no features... [2025-09-28T04:15:31.656306] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:31.763349] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:31.872486] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:31.985300] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:32.094002] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:32.205065] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:32.318121] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:32.429039] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:15:32.538409] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:32.649631] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:32.649849] [INFO ] [CONFIGURE ] DMA: Baseline score (no features): 50.00% [2025-09-28T04:15:32.649932] [INFO ] [CONFIGURE ] DMA: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:15:32.650006] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:15:32.770593] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:32.892231] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:33.015540] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:33.139791] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:33.263148] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:33.388957] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:33.524799] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:15:33.655444] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:33.783794] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:33.911390] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:33.911608] [INFO ] [CONFIGURE ] DMA: DISCARDED add_bollinger_bands (score: 20.00%) [2025-09-28T04:15:33.911712] [INFO ] [CONFIGURE ] JOB ETA: 52.0m | Avg: 1.5s/test | Remaining: 2017 tests [2025-09-28T04:15:33.911789] [INFO ] [CONFIGURE ] DMA: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:15:33.911866] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:15:34.051664] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:34.182148] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:34.315234] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:34.447545] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:34.579876] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:34.716661] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:34.851009] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:34.985330] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:35.118934] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:35.254386] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:35.254612] [INFO ] [CONFIGURE ] DMA: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:15:35.254720] [INFO ] [CONFIGURE ] JOB ETA: 52.0m | Avg: 1.5s/test | Remaining: 2016 tests [2025-09-28T04:15:35.254874] [INFO ] [CONFIGURE ] DMA: Testing feature 3/29: add_daily_returns [2025-09-28T04:15:35.254951] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_daily_returns'] [2025-09-28T04:15:35.383929] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:35.504047] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:35.618850] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:35.735026] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:35.854213] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:35.972979] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:36.086982] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:15:36.201183] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:15:36.316178] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:36.430825] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:36.431031] [INFO ] [CONFIGURE ] DMA: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:15:36.431115] [INFO ] [CONFIGURE ] JOB ETA: 52.0m | Avg: 1.5s/test | Remaining: 2015 tests [2025-09-28T04:15:36.431192] [INFO ] [CONFIGURE ] DMA: Testing feature 4/29: add_ema [2025-09-28T04:15:36.431248] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_ema'] [2025-09-28T04:15:36.555735] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:36.684495] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:36.811620] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:36.938141] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:37.065208] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:37.206457] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:37.337272] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:15:37.471576] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:37.607977] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:37.747760] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:37.747998] [INFO ] [CONFIGURE ] DMA: DISCARDED add_ema (score: 30.00%) [2025-09-28T04:15:37.748083] [INFO ] [CONFIGURE ] JOB ETA: 51.9m | Avg: 1.5s/test | Remaining: 2014 tests [2025-09-28T04:15:37.748171] [INFO ] [CONFIGURE ] DMA: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:15:37.748230] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:15:37.885960] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:38.027504] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:38.167497] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:38.307597] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:38.448568] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:38.589095] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:38.729921] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:38.868416] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:39.011296] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:39.163423] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:39.163699] [INFO ] [CONFIGURE ] DMA: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:15:39.163828] [INFO ] [CONFIGURE ] JOB ETA: 51.9m | Avg: 1.5s/test | Remaining: 2013 tests [2025-09-28T04:15:39.163908] [INFO ] [CONFIGURE ] DMA: Testing feature 6/29: add_failed_moves [2025-09-28T04:15:39.164008] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_failed_moves'] [2025-09-28T04:15:39.305615] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:39.425944] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:39.542218] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:39.659143] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:39.777538] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:39.897209] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:40.016758] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:40.135046] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:15:40.252756] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:40.370930] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:40.371126] [INFO ] [CONFIGURE ] DMA: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:15:40.371210] [INFO ] [CONFIGURE ] JOB ETA: 51.9m | Avg: 1.5s/test | Remaining: 2012 tests [2025-09-28T04:15:40.371285] [INFO ] [CONFIGURE ] DMA: Testing feature 7/29: add_lag_shelf [2025-09-28T04:15:40.371359] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_lag_shelf'] [2025-09-28T04:15:40.479309] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:40.586115] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:40.694105] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:40.810537] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:40.927726] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:41.041208] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:41.155051] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:41.263327] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:15:41.372686] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:41.483367] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:41.483562] [INFO ] [CONFIGURE ] DMA: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:15:41.483662] [INFO ] [CONFIGURE ] JOB ETA: 51.8m | Avg: 1.5s/test | Remaining: 2011 tests [2025-09-28T04:15:41.483739] [INFO ] [CONFIGURE ] DMA: Testing feature 8/29: add_macd [2025-09-28T04:15:41.483792] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:15:41.636931] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:41.787877] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:41.938083] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:42.094012] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:42.251541] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:42.405298] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:42.559219] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:42.711397] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:15:42.863444] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:43.017770] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:43.018020] [INFO ] [CONFIGURE ] DMA: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:15:43.018106] [INFO ] [CONFIGURE ] JOB ETA: 51.8m | Avg: 1.5s/test | Remaining: 2010 tests [2025-09-28T04:15:43.018184] [INFO ] [CONFIGURE ] DMA: Testing feature 9/29: add_mfi [2025-09-28T04:15:43.018258] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_mfi'] [2025-09-28T04:15:43.144702] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:43.269574] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:43.393314] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:43.522216] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:43.648572] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:43.776207] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:43.905619] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:44.034101] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:44.161697] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:44.288846] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:44.289078] [INFO ] [CONFIGURE ] DMA: DISCARDED add_mfi (score: 30.00%) [2025-09-28T04:15:44.289180] [INFO ] [CONFIGURE ] JOB ETA: 51.8m | Avg: 1.5s/test | Remaining: 2009 tests [2025-09-28T04:15:44.289266] [INFO ] [CONFIGURE ] DMA: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:15:44.289353] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:15:44.432793] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:44.582494] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:44.726755] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:44.865787] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:45.017919] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:45.174526] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:45.314551] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:15:45.460316] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:45.598506] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:45.739619] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:45.739889] [INFO ] [CONFIGURE ] DMA: DISCARDED add_momentum_acceleration (score: 20.00%) [2025-09-28T04:15:45.740003] [INFO ] [CONFIGURE ] JOB ETA: 51.8m | Avg: 1.5s/test | Remaining: 2008 tests [2025-09-28T04:15:45.740096] [INFO ] [CONFIGURE ] DMA: Testing feature 11/29: add_obv_daily [2025-09-28T04:15:45.740185] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_daily'] [2025-09-28T04:15:45.853002] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:45.968415] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:46.082366] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:46.196480] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:46.310111] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:46.438603] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:46.564447] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:46.682220] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:46.806542] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:46.925502] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:46.925721] [INFO ] [CONFIGURE ] DMA: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:15:46.925805] [INFO ] [CONFIGURE ] JOB ETA: 51.7m | Avg: 1.5s/test | Remaining: 2007 tests [2025-09-28T04:15:46.925959] [INFO ] [CONFIGURE ] DMA: Testing feature 12/29: add_obv_interval [2025-09-28T04:15:46.926053] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval'] [2025-09-28T04:15:47.039988] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:47.157465] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:47.276361] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:47.394382] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:47.514563] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:47.635415] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:47.758340] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:47.878726] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:15:48.002155] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:48.132180] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:48.132387] [INFO ] [CONFIGURE ] DMA: KEPT add_obv_interval (score: 60.00%) [2025-09-28T04:15:48.132470] [INFO ] [CONFIGURE ] JOB ETA: 51.7m | Avg: 1.5s/test | Remaining: 2006 tests [2025-09-28T04:15:48.132548] [INFO ] [CONFIGURE ] DMA: Testing feature 13/29: add_opening_strength [2025-09-28T04:15:48.132676] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:15:48.274596] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:48.421236] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:48.565287] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:48.697576] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:48.830051] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:48.965179] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:49.099172] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:15:49.235398] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:49.371232] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:49.510104] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:49.510310] [INFO ] [CONFIGURE ] DMA: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:15:49.510392] [INFO ] [CONFIGURE ] JOB ETA: 51.7m | Avg: 1.5s/test | Remaining: 2005 tests [2025-09-28T04:15:49.510468] [INFO ] [CONFIGURE ] DMA: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:15:49.510589] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_order_flow_imbalance'] [2025-09-28T04:15:49.646915] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:49.787181] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:49.927815] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:50.069726] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:50.225511] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:50.370325] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:50.516868] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:50.658218] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:15:50.804521] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:50.948616] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:50.948874] [INFO ] [CONFIGURE ] DMA: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:15:50.948961] [INFO ] [CONFIGURE ] JOB ETA: 51.6m | Avg: 1.5s/test | Remaining: 2004 tests [2025-09-28T04:15:50.949117] [INFO ] [CONFIGURE ] DMA: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:15:50.949204] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_pbf_morning_momentum'] [2025-09-28T04:15:51.069147] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:51.187911] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:51.309301] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:51.431922] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:51.555798] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:51.681934] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:51.805561] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:51.932137] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:52.056269] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:52.180781] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:52.181012] [INFO ] [CONFIGURE ] DMA: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:15:52.181094] [INFO ] [CONFIGURE ] JOB ETA: 51.6m | Avg: 1.5s/test | Remaining: 2003 tests [2025-09-28T04:15:52.181170] [INFO ] [CONFIGURE ] DMA: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:15:52.181323] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_pbf_overnight_gap'] [2025-09-28T04:15:52.311212] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:52.444423] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:52.577009] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:52.706016] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:52.837046] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:52.970821] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:15:53.106210] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:53.246904] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:53.385222] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:53.532229] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:53.532451] [INFO ] [CONFIGURE ] DMA: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T04:15:53.532534] [INFO ] [CONFIGURE ] JOB ETA: 51.6m | Avg: 1.5s/test | Remaining: 2002 tests [2025-09-28T04:15:53.532709] [INFO ] [CONFIGURE ] DMA: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:15:53.532800] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_pbf_return_2d'] [2025-09-28T04:15:53.675306] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:53.814594] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:53.947260] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:54.087343] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:54.243743] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:54.387531] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:54.530050] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:54.670941] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:54.813465] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:54.955197] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:54.955389] [INFO ] [CONFIGURE ] DMA: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:15:54.955469] [INFO ] [CONFIGURE ] JOB ETA: 51.5m | Avg: 1.5s/test | Remaining: 2001 tests [2025-09-28T04:15:54.955544] [INFO ] [CONFIGURE ] DMA: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:15:54.955669] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_pbf_volatility_5d'] [2025-09-28T04:15:55.079890] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:55.201468] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:55.320853] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:55.437143] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:55.554894] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:55.675769] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:55.798451] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:15:55.920460] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:56.046881] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:56.191201] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:56.191405] [INFO ] [CONFIGURE ] DMA: DISCARDED add_pbf_volatility_5d (score: 40.00%) [2025-09-28T04:15:56.191487] [INFO ] [CONFIGURE ] JOB ETA: 51.5m | Avg: 1.5s/test | Remaining: 2000 tests [2025-09-28T04:15:56.191624] [INFO ] [CONFIGURE ] DMA: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:15:56.191723] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_pbf_vs_sma_5'] [2025-09-28T04:15:56.318442] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:56.440119] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:15:56.571896] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:56.703034] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:56.833776] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:56.974446] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:57.110378] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:57.244814] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:15:57.375489] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:57.510074] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:57.510286] [INFO ] [CONFIGURE ] DMA: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:15:57.510403] [INFO ] [CONFIGURE ] JOB ETA: 51.5m | Avg: 1.5s/test | Remaining: 1999 tests [2025-09-28T04:15:57.510515] [INFO ] [CONFIGURE ] DMA: Testing feature 20/29: add_price_rejection [2025-09-28T04:15:57.510619] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_price_rejection'] [2025-09-28T04:15:57.646365] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:15:57.783990] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:57.922753] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:15:58.063457] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:58.209248] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:58.348511] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:15:58.490435] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:15:58.633289] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:15:58.775778] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:15:58.921183] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:15:58.921386] [INFO ] [CONFIGURE ] DMA: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:15:58.921485] [INFO ] [CONFIGURE ] JOB ETA: 51.5m | Avg: 1.5s/test | Remaining: 1998 tests [2025-09-28T04:15:58.921686] [INFO ] [CONFIGURE ] DMA: Testing feature 21/29: add_range_position [2025-09-28T04:15:58.921781] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_range_position'] [2025-09-28T04:15:59.068776] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:15:59.248168] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:15:59.433221] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:15:59.593225] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:15:59.730941] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:15:59.874266] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:00.019684] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:16:00.161502] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:00.305588] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:16:00.446670] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:00.446889] [INFO ] [CONFIGURE ] DMA: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:16:00.446973] [INFO ] [CONFIGURE ] JOB ETA: 51.4m | Avg: 1.5s/test | Remaining: 1997 tests [2025-09-28T04:16:00.447135] [INFO ] [CONFIGURE ] DMA: Testing feature 22/29: add_realized_volatility [2025-09-28T04:16:00.447213] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_realized_volatility'] [2025-09-28T04:16:00.597278] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:16:00.759577] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:16:00.917309] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:16:01.074756] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:01.249207] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:16:01.413667] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:01.578445] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:16:01.755286] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:16:01.956273] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:16:02.135007] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:02.135200] [INFO ] [CONFIGURE ] DMA: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T04:16:02.135290] [INFO ] [CONFIGURE ] JOB ETA: 51.4m | Avg: 1.5s/test | Remaining: 1996 tests [2025-09-28T04:16:02.135461] [INFO ] [CONFIGURE ] DMA: Testing feature 23/29: add_recent_range_context [2025-09-28T04:16:02.135549] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_recent_range_context'] [2025-09-28T04:16:02.264114] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:16:02.393381] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:16:02.524813] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:02.660489] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:02.792780] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:16:02.947092] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:03.105217] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:16:03.245261] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:03.380721] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:16:03.512251] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:03.512464] [INFO ] [CONFIGURE ] DMA: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:16:03.512634] [INFO ] [CONFIGURE ] JOB ETA: 51.4m | Avg: 1.5s/test | Remaining: 1995 tests [2025-09-28T04:16:03.512890] [INFO ] [CONFIGURE ] DMA: Testing feature 24/29: add_rsi [2025-09-28T04:16:03.512981] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_ema', 'add_rsi'] [2025-09-28T04:16:03.690363] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:03.851016] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:16:04.008474] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:16:04.161669] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:04.312992] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:16:04.470611] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:04.630427] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:16:04.796601] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:16:04.991732] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:16:05.156153] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:05.156358] [INFO ] [CONFIGURE ] DMA: DISCARDED add_rsi (score: 20.00%) [2025-09-28T04:16:05.156439] [INFO ] [CONFIGURE ] JOB ETA: 51.4m | Avg: 1.5s/test | Remaining: 1994 tests [2025-09-28T04:16:05.156594] [INFO ] [CONFIGURE ] DMA: Testing feature 25/29: add_tick_distribution [2025-09-28T04:16:05.156713] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_tick_distribution'] [2025-09-28T04:16:05.282523] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:05.407343] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:16:05.539337] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:05.665627] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:05.791023] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:16:05.926810] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:06.056470] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:16:06.186357] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:16:06.322051] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:16:06.452363] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:06.452631] [INFO ] [CONFIGURE ] DMA: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T04:16:06.452728] [INFO ] [CONFIGURE ] JOB ETA: 51.3m | Avg: 1.5s/test | Remaining: 1993 tests [2025-09-28T04:16:06.452825] [INFO ] [CONFIGURE ] DMA: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:16:06.452911] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_volume_momentum_confirmation'] [2025-09-28T04:16:06.592092] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:06.721387] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:16:06.849796] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:06.981345] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:07.113917] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:16:07.244458] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:07.388348] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:16:07.521777] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:07.653526] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:16:07.785611] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:07.785834] [INFO ] [CONFIGURE ] DMA: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:16:07.785915] [INFO ] [CONFIGURE ] JOB ETA: 51.3m | Avg: 1.5s/test | Remaining: 1992 tests [2025-09-28T04:16:07.785991] [INFO ] [CONFIGURE ] DMA: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:16:07.786092] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_volume_price_divergence'] [2025-09-28T04:16:07.919236] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:16:08.055529] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:16:08.190859] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:16:08.329877] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:08.471144] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:16:08.613862] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:08.760374] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:16:08.904027] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:16:09.046618] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:16:09.188660] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:09.188856] [INFO ] [CONFIGURE ] DMA: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:16:09.188940] [INFO ] [CONFIGURE ] JOB ETA: 51.3m | Avg: 1.5s/test | Remaining: 1991 tests [2025-09-28T04:16:09.189017] [INFO ] [CONFIGURE ] DMA: Testing feature 28/29: add_volume_profile [2025-09-28T04:16:09.189140] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_volume_profile'] [2025-09-28T04:16:09.315037] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:16:09.443588] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:16:09.603880] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:16:09.777883] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:09.948270] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:16:10.120915] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:10.278803] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:16:10.409471] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:16:10.542150] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:16:10.678872] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:10.679085] [INFO ] [CONFIGURE ] DMA: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T04:16:10.679271] [INFO ] [CONFIGURE ] JOB ETA: 51.2m | Avg: 1.5s/test | Remaining: 1990 tests [2025-09-28T04:16:10.679375] [INFO ] [CONFIGURE ] DMA: Testing feature 29/29: add_vwap [2025-09-28T04:16:10.679491] [INFO ] [CONFIGURE ] DMA: Testing with features: ['add_obv_interval', 'add_vwap'] [2025-09-28T04:16:10.846847] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:16:11.005369] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:16:11.158617] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:11.317297] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:11.454785] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:16:11.593184] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:11.733813] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:16:11.876531] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:12.016980] [DEBUG] [FORECASTER] DMA: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:16:12.158879] [DEBUG] [FORECASTER] DMA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:12.159194] [INFO ] [CONFIGURE ] DMA: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:16:12.159313] [INFO ] [CONFIGURE ] JOB ETA: 51.2m | Avg: 1.5s/test | Remaining: 1989 tests [2025-09-28T04:16:12.159409] [INFO ] [CONFIGURE ] DMA: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:16:12.159497] [INFO ] [CONFIGURE ] DMA: Best accuracy: 60.00% [2025-09-28T04:16:12.159589] [INFO ] [CONFIGURE ] DMA: Best feature set (1 features): ['add_obv_interval'] [2025-09-28T04:16:12.159697] [INFO ] [CONFIGURE ] DMA: Improvement over baseline: 10.00% [2025-09-28T04:16:12.159878] [INFO ] [CONFIGURE ] DMA: Total time: 39.5 seconds [2025-09-28T04:16:12.159955] [INFO ] [CONFIGURE ] DMA: Average time per feature: 1.4 seconds [2025-09-28T04:16:12.160025] [INFO ] [CONFIGURE ] DMA: Average speed: 0.73 features/sec [2025-09-28T04:16:12.160734] [INFO ] [LOCAL ] Saved configuration for DMA: 1 features, 60.00% accuracy -> ./output/feature-sets/DMA.json [2025-09-28T04:16:12.160813] [INFO ] [CONFIGURE ] DMA: Configuration saved successfully: 1 features, 60.00% accuracy. [2025-09-28T04:16:12.160896] [INFO ] [sig ] [67/135] Successfully configured DMA | 0.02 sym/s | Total: 51.0m | ETA: 51.8m [2025-09-28T04:16:12.160986] [INFO ] [sig ] [68/135] Configuring DNA... [2025-09-28T04:16:12.161085] [INFO ] [CONFIGURE ] DNA: Configurate test run. [2025-09-28T04:16:12.161171] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DNA' from 'https://tdm.silogroup.org/data/derivative_storage/DNA.csv'. [2025-09-28T04:16:12.375989] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DNA'. [2025-09-28T04:16:12.376589] [INFO ] [CONFIGURE ] DNA: Testing with 29 available features [2025-09-28T04:16:12.376692] [INFO ] [CONFIGURE ] DNA: Establishing baseline with no features... [2025-09-28T04:16:12.497888] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:16:12.614088] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:12.741604] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:16:12.861138] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:12.977104] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:13.101912] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:13.221480] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:13.359693] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:13.487056] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:13.610856] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:13.611092] [INFO ] [CONFIGURE ] DNA: Baseline score (no features): 50.00% [2025-09-28T04:16:13.611253] [INFO ] [CONFIGURE ] DNA: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:16:13.611336] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:16:13.737569] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:13.861091] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:13.985430] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:14.113793] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:14.242378] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:14.380478] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:14.515256] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:14.652523] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:14.784220] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:14.912829] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:14.913045] [INFO ] [CONFIGURE ] DNA: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T04:16:14.913126] [INFO ] [CONFIGURE ] JOB ETA: 51.2m | Avg: 1.5s/test | Remaining: 1988 tests [2025-09-28T04:16:14.913282] [INFO ] [CONFIGURE ] DNA: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:16:14.913365] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:16:15.051448] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:15.191889] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:16:15.337912] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:15.485230] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:15.637792] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:15.784313] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:15.930614] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:16.075587] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:16.237325] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:16.411741] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:16:16.412015] [INFO ] [CONFIGURE ] DNA: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:16:16.412119] [INFO ] [CONFIGURE ] JOB ETA: 51.2m | Avg: 1.5s/test | Remaining: 1987 tests [2025-09-28T04:16:16.412218] [INFO ] [CONFIGURE ] DNA: Testing feature 3/29: add_daily_returns [2025-09-28T04:16:16.412346] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:16:16.609419] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:16.768048] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:16.923386] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:17.090064] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:16:17.261580] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:17.409552] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:17.566482] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:17.717350] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:17.855605] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:17.985239] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:17.985475] [INFO ] [CONFIGURE ] DNA: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T04:16:17.985667] [INFO ] [CONFIGURE ] JOB ETA: 51.1m | Avg: 1.5s/test | Remaining: 1986 tests [2025-09-28T04:16:17.985750] [INFO ] [CONFIGURE ] DNA: Testing feature 4/29: add_ema [2025-09-28T04:16:17.985850] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:16:18.126141] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:18.272532] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:18.416484] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:18.560725] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:18.702877] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:18.850944] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:18.995043] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:19.142914] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:19.294043] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:19.450448] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:19.450723] [INFO ] [CONFIGURE ] DNA: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:16:19.450832] [INFO ] [CONFIGURE ] JOB ETA: 51.1m | Avg: 1.5s/test | Remaining: 1985 tests [2025-09-28T04:16:19.450927] [INFO ] [CONFIGURE ] DNA: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:16:19.451015] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:16:19.610133] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:19.767141] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:19.931094] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:20.087109] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:20.244383] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:20.405443] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:20.567127] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:20.731698] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:16:20.897660] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:21.061967] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:21.062174] [INFO ] [CONFIGURE ] DNA: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:16:21.062329] [INFO ] [CONFIGURE ] JOB ETA: 51.1m | Avg: 1.5s/test | Remaining: 1984 tests [2025-09-28T04:16:21.062424] [INFO ] [CONFIGURE ] DNA: Testing feature 6/29: add_failed_moves [2025-09-28T04:16:21.062513] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:16:21.195186] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:21.329793] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:21.464559] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:21.603766] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:21.737817] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:21.887153] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:22.045363] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:22.187012] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:22.338827] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:22.494580] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:22.494802] [INFO ] [CONFIGURE ] DNA: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:16:22.494887] [INFO ] [CONFIGURE ] JOB ETA: 51.1m | Avg: 1.5s/test | Remaining: 1983 tests [2025-09-28T04:16:22.494964] [INFO ] [CONFIGURE ] DNA: Testing feature 7/29: add_lag_shelf [2025-09-28T04:16:22.495064] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:16:22.632888] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:22.767214] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:22.902884] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:23.039515] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:23.177990] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:23.311380] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:23.444746] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:23.587263] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:16:23.734304] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:23.874439] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:23.874671] [INFO ] [CONFIGURE ] DNA: DISCARDED add_lag_shelf (score: 40.00%) [2025-09-28T04:16:23.874768] [INFO ] [CONFIGURE ] JOB ETA: 51.0m | Avg: 1.5s/test | Remaining: 1982 tests [2025-09-28T04:16:23.874882] [INFO ] [CONFIGURE ] DNA: Testing feature 8/29: add_macd [2025-09-28T04:16:23.875004] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:16:24.054904] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:24.239735] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:16:24.440880] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:24.618501] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:24.790617] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:24.965181] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:25.134550] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:25.306141] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:25.484354] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:25.662053] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:25.662311] [INFO ] [CONFIGURE ] DNA: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:16:25.662423] [INFO ] [CONFIGURE ] JOB ETA: 51.0m | Avg: 1.5s/test | Remaining: 1981 tests [2025-09-28T04:16:25.662516] [INFO ] [CONFIGURE ] DNA: Testing feature 9/29: add_mfi [2025-09-28T04:16:25.662620] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:16:25.807492] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:25.951281] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:26.096873] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:26.249123] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:26.390673] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:26.536280] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:26.682506] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:16:26.824299] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:26.970143] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:27.116393] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:27.116750] [INFO ] [CONFIGURE ] DNA: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:16:27.116895] [INFO ] [CONFIGURE ] JOB ETA: 51.0m | Avg: 1.5s/test | Remaining: 1980 tests [2025-09-28T04:16:27.116990] [INFO ] [CONFIGURE ] DNA: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:16:27.117079] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:16:27.272018] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:27.427597] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:16:27.584028] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:27.751010] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:27.907121] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:28.066951] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:28.228803] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:16:28.390677] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:28.558895] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:28.720803] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:16:28.721034] [INFO ] [CONFIGURE ] DNA: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:16:28.721119] [INFO ] [CONFIGURE ] JOB ETA: 51.0m | Avg: 1.5s/test | Remaining: 1979 tests [2025-09-28T04:16:28.721293] [INFO ] [CONFIGURE ] DNA: Testing feature 11/29: add_obv_daily [2025-09-28T04:16:28.721376] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:16:28.857365] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:28.994313] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:29.136092] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:29.276920] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:29.424390] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:29.558235] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:29.692220] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:16:29.831361] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:29.974600] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:30.113127] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:30.113327] [INFO ] [CONFIGURE ] DNA: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:16:30.113501] [INFO ] [CONFIGURE ] JOB ETA: 50.9m | Avg: 1.5s/test | Remaining: 1978 tests [2025-09-28T04:16:30.113584] [INFO ] [CONFIGURE ] DNA: Testing feature 12/29: add_obv_interval [2025-09-28T04:16:30.113704] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:16:30.249274] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:30.381193] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:30.514996] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:30.647247] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:30.779938] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:30.907399] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:31.037029] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:31.167156] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:31.297873] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:31.442057] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:31.442299] [INFO ] [CONFIGURE ] DNA: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:16:31.442407] [INFO ] [CONFIGURE ] JOB ETA: 50.9m | Avg: 1.5s/test | Remaining: 1977 tests [2025-09-28T04:16:31.442486] [INFO ] [CONFIGURE ] DNA: Testing feature 13/29: add_opening_strength [2025-09-28T04:16:31.442562] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:16:31.591403] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:31.735452] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:16:31.884265] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:32.034199] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:16:32.186380] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:32.331556] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:32.476762] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:32.666623] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:32.812534] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:32.968701] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:32.969369] [INFO ] [CONFIGURE ] DNA: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:16:32.969468] [INFO ] [CONFIGURE ] JOB ETA: 50.9m | Avg: 1.5s/test | Remaining: 1976 tests [2025-09-28T04:16:32.969589] [INFO ] [CONFIGURE ] DNA: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:16:32.969731] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T04:16:33.116286] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:33.257935] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:33.404732] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:33.554552] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:16:33.728026] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:33.885276] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:34.050964] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:34.209619] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:34.417407] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:34.629254] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:34.629578] [INFO ] [CONFIGURE ] DNA: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:16:34.629746] [INFO ] [CONFIGURE ] JOB ETA: 50.8m | Avg: 1.5s/test | Remaining: 1975 tests [2025-09-28T04:16:34.629961] [INFO ] [CONFIGURE ] DNA: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:16:34.630056] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T04:16:34.801529] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:34.975148] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:16:35.149351] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:35.292327] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:35.419837] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:35.550125] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:35.684924] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:35.825814] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:35.963581] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:36.093591] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:36.093865] [INFO ] [CONFIGURE ] DNA: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:16:36.094004] [INFO ] [CONFIGURE ] JOB ETA: 50.8m | Avg: 1.5s/test | Remaining: 1974 tests [2025-09-28T04:16:36.094130] [INFO ] [CONFIGURE ] DNA: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:16:36.094222] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T04:16:36.229015] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:36.363986] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:36.507052] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:16:36.657170] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:36.799139] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:16:36.939583] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:37.080906] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:37.235767] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:37.385757] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:37.536236] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:16:37.536495] [INFO ] [CONFIGURE ] DNA: DISCARDED add_pbf_overnight_gap (score: 30.00%) [2025-09-28T04:16:37.536688] [INFO ] [CONFIGURE ] JOB ETA: 50.8m | Avg: 1.5s/test | Remaining: 1973 tests [2025-09-28T04:16:37.536815] [INFO ] [CONFIGURE ] DNA: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:16:37.536927] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T04:16:37.693216] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:37.843467] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:37.999384] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:38.151391] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:38.305216] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:38.459119] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:38.613371] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:38.771400] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:38.925465] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:39.083525] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:39.083766] [INFO ] [CONFIGURE ] DNA: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:16:39.083890] [INFO ] [CONFIGURE ] JOB ETA: 50.8m | Avg: 1.5s/test | Remaining: 1972 tests [2025-09-28T04:16:39.083997] [INFO ] [CONFIGURE ] DNA: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:16:39.084097] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T04:16:39.220730] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:39.360824] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:39.499335] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:39.639138] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:39.778511] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:39.921148] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:40.063537] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:40.206906] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:40.350798] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:40.491395] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:40.491593] [INFO ] [CONFIGURE ] DNA: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:16:40.491797] [INFO ] [CONFIGURE ] JOB ETA: 50.7m | Avg: 1.5s/test | Remaining: 1971 tests [2025-09-28T04:16:40.491895] [INFO ] [CONFIGURE ] DNA: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:16:40.492004] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T04:16:40.629202] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:40.764402] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:40.901005] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:41.038151] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:41.178690] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:41.317140] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:41.460565] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:41.604028] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:41.750296] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:41.899744] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:41.899988] [INFO ] [CONFIGURE ] DNA: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:16:41.900086] [INFO ] [CONFIGURE ] JOB ETA: 50.7m | Avg: 1.5s/test | Remaining: 1970 tests [2025-09-28T04:16:41.900253] [INFO ] [CONFIGURE ] DNA: Testing feature 20/29: add_price_rejection [2025-09-28T04:16:41.900344] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T04:16:42.051170] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:42.198045] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:42.346446] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:42.496807] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:42.649410] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:42.802966] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:42.946382] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:43.089095] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:43.228764] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:43.367404] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:43.367758] [INFO ] [CONFIGURE ] DNA: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:16:43.367884] [INFO ] [CONFIGURE ] JOB ETA: 50.7m | Avg: 1.5s/test | Remaining: 1969 tests [2025-09-28T04:16:43.367974] [INFO ] [CONFIGURE ] DNA: Testing feature 21/29: add_range_position [2025-09-28T04:16:43.368062] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T04:16:43.515791] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:43.663377] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:43.807412] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:43.954304] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:44.108166] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:44.296480] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:44.447605] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:44.597105] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:44.747207] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:44.895899] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:16:44.896115] [INFO ] [CONFIGURE ] DNA: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:16:44.896271] [INFO ] [CONFIGURE ] JOB ETA: 50.7m | Avg: 1.5s/test | Remaining: 1968 tests [2025-09-28T04:16:44.896352] [INFO ] [CONFIGURE ] DNA: Testing feature 22/29: add_realized_volatility [2025-09-28T04:16:44.896460] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T04:16:45.059416] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:45.226411] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:45.392443] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:45.561518] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:45.724611] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:45.894813] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:46.062844] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:46.237805] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:46.426847] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:46.605954] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:16:46.606184] [INFO ] [CONFIGURE ] DNA: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:16:46.606269] [INFO ] [CONFIGURE ] JOB ETA: 50.6m | Avg: 1.5s/test | Remaining: 1967 tests [2025-09-28T04:16:46.606348] [INFO ] [CONFIGURE ] DNA: Testing feature 23/29: add_recent_range_context [2025-09-28T04:16:46.606462] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T04:16:46.740292] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:46.874579] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:16:47.021102] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:47.154429] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:47.286857] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:47.425061] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:47.563848] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:47.702164] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:47.837440] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:47.975911] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:47.976137] [INFO ] [CONFIGURE ] DNA: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T04:16:47.976220] [INFO ] [CONFIGURE ] JOB ETA: 50.6m | Avg: 1.5s/test | Remaining: 1966 tests [2025-09-28T04:16:47.976410] [INFO ] [CONFIGURE ] DNA: Testing feature 24/29: add_rsi [2025-09-28T04:16:47.976493] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:16:48.127668] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:48.290693] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:48.444310] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:48.598841] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:16:48.755639] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:48.913201] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:49.075960] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:49.236346] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:49.396333] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:49.554477] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:49.554699] [INFO ] [CONFIGURE ] DNA: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:16:49.554783] [INFO ] [CONFIGURE ] JOB ETA: 50.6m | Avg: 1.5s/test | Remaining: 1965 tests [2025-09-28T04:16:49.554884] [INFO ] [CONFIGURE ] DNA: Testing feature 25/29: add_tick_distribution [2025-09-28T04:16:49.554973] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T04:16:49.688502] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:49.819116] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:16:49.949000] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:50.084659] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:50.218057] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:50.353575] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:50.492317] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:50.632155] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:50.767741] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:50.903625] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:50.903859] [INFO ] [CONFIGURE ] DNA: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:16:50.903941] [INFO ] [CONFIGURE ] JOB ETA: 50.5m | Avg: 1.5s/test | Remaining: 1964 tests [2025-09-28T04:16:50.904040] [INFO ] [CONFIGURE ] DNA: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:16:50.904146] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T04:16:51.042800] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:51.182377] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:51.320383] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:51.458234] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:51.600936] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:51.747916] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:51.889209] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:52.027112] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:52.172264] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:52.317588] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:52.317840] [INFO ] [CONFIGURE ] DNA: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:16:52.317955] [INFO ] [CONFIGURE ] JOB ETA: 50.5m | Avg: 1.5s/test | Remaining: 1963 tests [2025-09-28T04:16:52.318066] [INFO ] [CONFIGURE ] DNA: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:16:52.318175] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T04:16:52.472472] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:52.611902] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:52.757710] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:52.900605] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:53.045223] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:53.189552] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:16:53.333022] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:53.478812] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:53.622174] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:53.812799] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:53.813011] [INFO ] [CONFIGURE ] DNA: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:16:53.813219] [INFO ] [CONFIGURE ] JOB ETA: 50.5m | Avg: 1.5s/test | Remaining: 1962 tests [2025-09-28T04:16:53.813300] [INFO ] [CONFIGURE ] DNA: Testing feature 28/29: add_volume_profile [2025-09-28T04:16:53.813388] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T04:16:53.951451] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:54.089839] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:54.225879] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:54.359733] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:54.500587] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:54.639338] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:54.777774] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:16:54.914598] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:55.055485] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:55.196076] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:55.196296] [INFO ] [CONFIGURE ] DNA: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:16:55.196378] [INFO ] [CONFIGURE ] JOB ETA: 50.5m | Avg: 1.5s/test | Remaining: 1961 tests [2025-09-28T04:16:55.196567] [INFO ] [CONFIGURE ] DNA: Testing feature 29/29: add_vwap [2025-09-28T04:16:55.196696] [INFO ] [CONFIGURE ] DNA: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T04:16:55.333363] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:16:55.474300] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:16:55.622152] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:55.766562] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:16:55.905422] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:56.047299] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:16:56.188874] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:56.331996] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:56.479232] [DEBUG] [FORECASTER] DNA: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:16:56.652367] [DEBUG] [FORECASTER] DNA: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:16:56.652690] [INFO ] [CONFIGURE ] DNA: DISCARDED add_vwap (score: 50.00%) [2025-09-28T04:16:56.652796] [INFO ] [CONFIGURE ] JOB ETA: 50.4m | Avg: 1.5s/test | Remaining: 1960 tests [2025-09-28T04:16:56.652984] [INFO ] [CONFIGURE ] DNA: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:16:56.653095] [INFO ] [CONFIGURE ] DNA: Best accuracy: 70.00% [2025-09-28T04:16:56.653220] [INFO ] [CONFIGURE ] DNA: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T04:16:56.653342] [INFO ] [CONFIGURE ] DNA: Improvement over baseline: 20.00% [2025-09-28T04:16:56.653472] [INFO ] [CONFIGURE ] DNA: Total time: 43.0 seconds [2025-09-28T04:16:56.653572] [INFO ] [CONFIGURE ] DNA: Average time per feature: 1.5 seconds [2025-09-28T04:16:56.653725] [INFO ] [CONFIGURE ] DNA: Average speed: 0.67 features/sec [2025-09-28T04:16:56.654519] [INFO ] [LOCAL ] Saved configuration for DNA: 1 features, 70.00% accuracy -> ./output/feature-sets/DNA.json [2025-09-28T04:16:56.654619] [INFO ] [CONFIGURE ] DNA: Configuration saved successfully: 1 features, 70.00% accuracy. [2025-09-28T04:16:56.654781] [INFO ] [sig ] [68/135] Successfully configured DNA | 0.02 sym/s | Total: 51.8m | ETA: 51.0m [2025-09-28T04:16:56.654878] [INFO ] [sig ] [69/135] Configuring DSMC... [2025-09-28T04:16:56.654988] [INFO ] [CONFIGURE ] DSMC: Configurate test run. [2025-09-28T04:16:56.655109] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DSMC' from 'https://tdm.silogroup.org/data/derivative_storage/DSMC.csv'. [2025-09-28T04:16:56.679690] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DSMC'. [2025-09-28T04:16:56.680309] [INFO ] [CONFIGURE ] DSMC: Testing with 29 available features [2025-09-28T04:16:56.680391] [INFO ] [CONFIGURE ] DSMC: Establishing baseline with no features... [2025-09-28T04:16:56.817509] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:16:56.955503] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:16:57.071318] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:16:57.181235] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:16:57.288712] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:16:57.404123] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:16:57.515770] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:16:57.627893] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:16:57.743605] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:57.855578] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:16:57.855788] [INFO ] [CONFIGURE ] DSMC: Baseline score (no features): 40.00% [2025-09-28T04:16:57.855929] [INFO ] [CONFIGURE ] DSMC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:16:57.856023] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:16:57.979976] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:16:58.102052] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:16:58.224685] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:16:58.347000] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:16:58.466207] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:58.586164] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:16:58.709948] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:16:58.834636] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:16:58.956329] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:16:59.079598] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:16:59.079823] [INFO ] [CONFIGURE ] DSMC: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T04:16:59.079926] [INFO ] [CONFIGURE ] JOB ETA: 50.4m | Avg: 1.5s/test | Remaining: 1959 tests [2025-09-28T04:16:59.080015] [INFO ] [CONFIGURE ] DSMC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:16:59.080101] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:16:59.217790] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:16:59.363504] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:16:59.500076] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:16:59.638771] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:16:59.778251] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:16:59.918673] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:00.057040] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:00.195634] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:00.338521] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:00.486574] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:00.486840] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T04:17:00.486947] [INFO ] [CONFIGURE ] JOB ETA: 50.4m | Avg: 1.5s/test | Remaining: 1958 tests [2025-09-28T04:17:00.487041] [INFO ] [CONFIGURE ] DSMC: Testing feature 3/29: add_daily_returns [2025-09-28T04:17:00.487132] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:17:00.633368] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:00.762836] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:00.888049] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:01.013775] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:17:01.139544] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:01.272757] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:01.414608] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:01.547894] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:01.685393] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:01.814918] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:01.815125] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T04:17:01.815228] [INFO ] [CONFIGURE ] JOB ETA: 50.4m | Avg: 1.5s/test | Remaining: 1957 tests [2025-09-28T04:17:01.815318] [INFO ] [CONFIGURE ] DSMC: Testing feature 4/29: add_ema [2025-09-28T04:17:01.815405] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:17:01.954841] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:02.124588] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:02.276100] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:02.422470] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:17:02.568122] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:02.713364] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:02.854013] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:02.995876] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:03.157954] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:03.313572] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:03.313849] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:17:03.313995] [INFO ] [CONFIGURE ] JOB ETA: 50.3m | Avg: 1.5s/test | Remaining: 1956 tests [2025-09-28T04:17:03.314090] [INFO ] [CONFIGURE ] DSMC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:17:03.314181] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:17:03.475032] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:03.640957] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:03.798101] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:03.956149] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:04.108318] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:04.256660] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:04.404356] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:04.551576] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:04.703847] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:04.851188] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:04.851403] [INFO ] [CONFIGURE ] DSMC: KEPT add_exhaustion_signals (score: 80.00%) [2025-09-28T04:17:04.851501] [INFO ] [CONFIGURE ] JOB ETA: 50.3m | Avg: 1.5s/test | Remaining: 1955 tests [2025-09-28T04:17:04.851582] [INFO ] [CONFIGURE ] DSMC: Testing feature 6/29: add_failed_moves [2025-09-28T04:17:04.851735] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:17:05.006691] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:05.158310] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:05.309757] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:05.462568] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:05.615052] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:05.772471] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:05.962962] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:06.142661] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:06.311409] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:06.478863] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:06.479067] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:17:06.479223] [INFO ] [CONFIGURE ] JOB ETA: 50.3m | Avg: 1.5s/test | Remaining: 1954 tests [2025-09-28T04:17:06.479306] [INFO ] [CONFIGURE ] DSMC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:17:06.479394] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:17:06.627860] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:06.780741] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:06.932054] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:07.095801] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:07.245806] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:07.398579] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:07.549467] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:07.712994] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:07.864997] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:08.014507] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:08.014791] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:17:08.014906] [INFO ] [CONFIGURE ] JOB ETA: 50.2m | Avg: 1.5s/test | Remaining: 1953 tests [2025-09-28T04:17:08.014996] [INFO ] [CONFIGURE ] DSMC: Testing feature 8/29: add_macd [2025-09-28T04:17:08.015068] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:17:08.184740] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:08.357986] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:08.529314] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:08.706374] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:08.919777] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:09.154397] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:09.394383] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:09.669001] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:09.886021] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:10.139189] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:10.139535] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:17:10.140507] [INFO ] [CONFIGURE ] JOB ETA: 50.2m | Avg: 1.5s/test | Remaining: 1952 tests [2025-09-28T04:17:10.140610] [INFO ] [CONFIGURE ] DSMC: Testing feature 9/29: add_mfi [2025-09-28T04:17:10.140749] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T04:17:10.329670] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:10.491535] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:10.648843] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:10.806546] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:10.966503] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:11.133452] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:11.306001] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:11.480934] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:11.660731] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:11.845467] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:11.845732] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:17:11.845839] [INFO ] [CONFIGURE ] JOB ETA: 50.2m | Avg: 1.5s/test | Remaining: 1951 tests [2025-09-28T04:17:11.845933] [INFO ] [CONFIGURE ] DSMC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:17:11.846087] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:17:12.052347] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:12.249578] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:12.430546] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:12.622985] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:12.804336] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:12.984106] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:13.158569] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:13.333759] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:13.519626] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:13.696203] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:13.696410] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:17:13.696519] [INFO ] [CONFIGURE ] JOB ETA: 50.2m | Avg: 1.5s/test | Remaining: 1950 tests [2025-09-28T04:17:13.696681] [INFO ] [CONFIGURE ] DSMC: Testing feature 11/29: add_obv_daily [2025-09-28T04:17:13.696804] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T04:17:13.845428] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:13.993631] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:14.153466] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:14.311976] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:14.472199] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:14.650378] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:14.812743] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:14.978476] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:15.157312] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:15.331132] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:15.331341] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:17:15.331450] [INFO ] [CONFIGURE ] JOB ETA: 50.2m | Avg: 1.5s/test | Remaining: 1949 tests [2025-09-28T04:17:15.331553] [INFO ] [CONFIGURE ] DSMC: Testing feature 12/29: add_obv_interval [2025-09-28T04:17:15.331676] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T04:17:15.497277] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:15.666428] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:15.841675] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:16.012968] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:16.185858] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:16.355795] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:16.527817] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:16.696694] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:16.869040] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:17.042130] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:17.042375] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T04:17:17.042496] [INFO ] [CONFIGURE ] JOB ETA: 50.1m | Avg: 1.5s/test | Remaining: 1948 tests [2025-09-28T04:17:17.042602] [INFO ] [CONFIGURE ] DSMC: Testing feature 13/29: add_opening_strength [2025-09-28T04:17:17.042757] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:17:17.216746] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:17.389749] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:17.569837] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:17.748217] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:17:17.925506] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:18.114456] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:18.286940] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:18.456243] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:18.623509] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:18.791568] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:18.791789] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:17:18.791896] [INFO ] [CONFIGURE ] JOB ETA: 50.1m | Avg: 1.5s/test | Remaining: 1947 tests [2025-09-28T04:17:18.791989] [INFO ] [CONFIGURE ] DSMC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:17:18.792082] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T04:17:18.963422] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:19.135482] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:19.308178] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:19.486535] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:19.662093] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:19.898257] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:20.084602] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:20.259669] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:20.438388] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:20.616812] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:20.617035] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:17:20.617144] [INFO ] [CONFIGURE ] JOB ETA: 50.1m | Avg: 1.5s/test | Remaining: 1946 tests [2025-09-28T04:17:20.617236] [INFO ] [CONFIGURE ] DSMC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:17:20.617384] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T04:17:20.769273] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:20.923259] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:21.099440] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:21.270065] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:21.424093] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:21.575426] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:21.731405] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:21.888613] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:22.046126] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:22.205872] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:22.206052] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T04:17:22.206133] [INFO ] [CONFIGURE ] JOB ETA: 50.1m | Avg: 1.5s/test | Remaining: 1945 tests [2025-09-28T04:17:22.206208] [INFO ] [CONFIGURE ] DSMC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:17:22.206374] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T04:17:22.366308] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:22.542820] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:22.718443] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:22.891295] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:23.064631] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:23.236952] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:23.398408] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:23.567432] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:23.735746] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:23.912221] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:23.912456] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:17:23.912550] [INFO ] [CONFIGURE ] JOB ETA: 50.0m | Avg: 1.5s/test | Remaining: 1944 tests [2025-09-28T04:17:23.912824] [INFO ] [CONFIGURE ] DSMC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:17:23.912908] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T04:17:24.087313] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:24.256547] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:24.423911] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:24.605797] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:24.787247] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:24.956613] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:25.125794] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:25.290226] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:25.459865] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:25.633222] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:25.633439] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:17:25.633607] [INFO ] [CONFIGURE ] JOB ETA: 50.0m | Avg: 1.5s/test | Remaining: 1943 tests [2025-09-28T04:17:25.633727] [INFO ] [CONFIGURE ] DSMC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:17:25.633820] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T04:17:25.786970] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:25.940221] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:26.095335] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:26.247440] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:17:26.402949] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:26.554185] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:26.716350] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:26.882517] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:27.045755] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:27.203499] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:27.203747] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:17:27.203833] [INFO ] [CONFIGURE ] JOB ETA: 50.0m | Avg: 1.5s/test | Remaining: 1942 tests [2025-09-28T04:17:27.203997] [INFO ] [CONFIGURE ] DSMC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:17:27.204076] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T04:17:27.358043] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:27.516758] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:27.748784] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:27.933306] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:28.091530] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:28.249796] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:28.415920] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:28.570012] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:28.725747] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:28.883057] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:28.883248] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:17:28.883327] [INFO ] [CONFIGURE ] JOB ETA: 50.0m | Avg: 1.5s/test | Remaining: 1941 tests [2025-09-28T04:17:28.883401] [INFO ] [CONFIGURE ] DSMC: Testing feature 20/29: add_price_rejection [2025-09-28T04:17:28.883596] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T04:17:29.054363] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:29.218887] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:29.388867] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:29.557864] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:17:29.723933] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:29.898586] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:30.066844] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:30.237589] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:30.399844] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:30.559836] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:30.560043] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:17:30.560146] [INFO ] [CONFIGURE ] JOB ETA: 50.0m | Avg: 1.5s/test | Remaining: 1940 tests [2025-09-28T04:17:30.560240] [INFO ] [CONFIGURE ] DSMC: Testing feature 21/29: add_range_position [2025-09-28T04:17:30.560326] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T04:17:30.731142] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:30.904785] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:31.076768] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:31.247817] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:31.425910] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:31.600884] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:31.780362] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:31.958913] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:32.140077] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:32.323298] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:32.323521] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:17:32.323710] [INFO ] [CONFIGURE ] JOB ETA: 49.9m | Avg: 1.5s/test | Remaining: 1939 tests [2025-09-28T04:17:32.323806] [INFO ] [CONFIGURE ] DSMC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:17:32.323896] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T04:17:32.532299] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:32.729914] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:32.945429] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:33.156445] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:33.358425] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:33.565727] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:33.785197] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:33.988298] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:34.190063] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:34.397224] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:34.397460] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:17:34.397543] [INFO ] [CONFIGURE ] JOB ETA: 49.9m | Avg: 1.5s/test | Remaining: 1938 tests [2025-09-28T04:17:34.397621] [INFO ] [CONFIGURE ] DSMC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:17:34.397815] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T04:17:34.574381] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:34.747217] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:34.922887] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:35.111156] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:35.288880] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:35.460492] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:35.633438] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:35.805832] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:35.983061] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:36.157669] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:36.157897] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:17:36.157985] [INFO ] [CONFIGURE ] JOB ETA: 49.9m | Avg: 1.5s/test | Remaining: 1937 tests [2025-09-28T04:17:36.158159] [INFO ] [CONFIGURE ] DSMC: Testing feature 24/29: add_rsi [2025-09-28T04:17:36.158236] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T04:17:36.349209] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:36.535000] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:36.722525] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:36.903285] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:17:37.085453] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:37.274380] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:37.457703] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:37.641797] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:37.826261] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:38.017369] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:38.017568] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:17:38.017699] [INFO ] [CONFIGURE ] JOB ETA: 49.9m | Avg: 1.5s/test | Remaining: 1936 tests [2025-09-28T04:17:38.017851] [INFO ] [CONFIGURE ] DSMC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:17:38.017945] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T04:17:38.212523] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:38.368428] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:38.528329] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:38.706999] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:17:38.941926] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:39.108373] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:39.278435] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:39.447898] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:39.612341] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:39.775301] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:39.775559] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:17:39.775696] [INFO ] [CONFIGURE ] JOB ETA: 49.8m | Avg: 1.5s/test | Remaining: 1935 tests [2025-09-28T04:17:39.775812] [INFO ] [CONFIGURE ] DSMC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:17:39.775892] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T04:17:39.940509] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:40.104725] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:40.270948] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:40.434824] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:40.594843] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:40.754492] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:40.911454] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:17:41.068694] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:41.229468] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:41.388692] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:41.388891] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:17:41.388975] [INFO ] [CONFIGURE ] JOB ETA: 49.8m | Avg: 1.5s/test | Remaining: 1934 tests [2025-09-28T04:17:41.389147] [INFO ] [CONFIGURE ] DSMC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:17:41.389223] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T04:17:41.466583] [FATAL] [FORECASTER] Failed to test lookback=11: [04:17:41] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:41.541032] [FATAL] [FORECASTER] Failed to test lookback=10: [04:17:41] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:41.616849] [FATAL] [FORECASTER] Failed to test lookback=9: [04:17:41] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:41.693661] [FATAL] [FORECASTER] Failed to test lookback=8: [04:17:41] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:41.776292] [FATAL] [FORECASTER] Failed to test lookback=7: [04:17:41] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:41.856559] [FATAL] [FORECASTER] Failed to test lookback=6: [04:17:41] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:41.935405] [FATAL] [FORECASTER] Failed to test lookback=5: [04:17:41] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:42.015359] [FATAL] [FORECASTER] Failed to test lookback=4: [04:17:42] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:42.094798] [FATAL] [FORECASTER] Failed to test lookback=3: [04:17:42] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:42.175343] [FATAL] [FORECASTER] Failed to test lookback=2: [04:17:42] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:17:42.175572] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_volume_price_divergence (score: 0.00%) [2025-09-28T04:17:42.175627] [INFO ] [CONFIGURE ] JOB ETA: 49.8m | Avg: 1.5s/test | Remaining: 1933 tests [2025-09-28T04:17:42.175709] [INFO ] [CONFIGURE ] DSMC: Testing feature 28/29: add_volume_profile [2025-09-28T04:17:42.175764] [INFO ] [CONFIGURE ] DSMC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T04:17:42.335225] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:17:42.495376] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:42.659787] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:17:42.853124] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:17:43.042007] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:17:43.202010] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:43.375447] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:17:43.540856] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:17:43.709898] [DEBUG] [FORECASTER] DSMC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:43.873282] [DEBUG] [FORECASTER] DSMC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:17:43.873520] [INFO ] [CONFIGURE ] DSMC: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:17:43.873603] [INFO ] [CONFIGURE ] JOB ETA: 49.8m | Avg: 1.5s/test | Remaining: 1932 tests [2025-09-28T04:17:43.873713] [INFO ] [CONFIGURE ] DSMC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:17:43.873793] [INFO ] [CONFIGURE ] DSMC: Best accuracy: 80.00% [2025-09-28T04:17:43.873865] [INFO ] [CONFIGURE ] DSMC: Best feature set (3 features): ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:17:43.873969] [INFO ] [CONFIGURE ] DSMC: Improvement over baseline: 40.00% [2025-09-28T04:17:43.874038] [INFO ] [CONFIGURE ] DSMC: Total time: 46.0 seconds [2025-09-28T04:17:43.874106] [INFO ] [CONFIGURE ] DSMC: Average time per feature: 1.6 seconds [2025-09-28T04:17:43.874174] [INFO ] [CONFIGURE ] DSMC: Average speed: 0.63 features/sec [2025-09-28T04:17:43.875183] [INFO ] [LOCAL ] Saved configuration for DSMC: 3 features, 80.00% accuracy -> ./output/feature-sets/DSMC.json [2025-09-28T04:17:43.875263] [INFO ] [CONFIGURE ] DSMC: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:17:43.875391] [INFO ] [sig ] [69/135] Successfully configured DSMC | 0.02 sym/s | Total: 52.6m | ETA: 50.3m [2025-09-28T04:17:43.875487] [INFO ] [sig ] [70/135] Configuring DT... [2025-09-28T04:17:43.875558] [INFO ] [CONFIGURE ] DT: Configurate test run. [2025-09-28T04:17:43.875662] [DEBUG] [REMOTE ] Fetching historical data for symbol 'DT' from 'https://tdm.silogroup.org/data/derivative_storage/DT.csv'. [2025-09-28T04:17:44.001293] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'DT'. [2025-09-28T04:17:44.001849] [INFO ] [CONFIGURE ] DT: Testing with 29 available features [2025-09-28T04:17:44.001928] [INFO ] [CONFIGURE ] DT: Establishing baseline with no features... [2025-09-28T04:17:44.110332] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:44.220430] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:44.337265] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:17:44.448467] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:44.563199] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:44.674392] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:17:44.784596] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:17:44.899972] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:45.012885] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:45.126112] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:45.126381] [INFO ] [CONFIGURE ] DT: Baseline score (no features): 60.00% [2025-09-28T04:17:45.126478] [INFO ] [CONFIGURE ] DT: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:17:45.126558] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:17:45.250118] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:45.370135] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:45.489878] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:17:45.611910] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:17:45.738592] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:45.871579] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:17:45.992382] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:17:46.113082] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:46.239116] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:46.363195] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:46.363445] [INFO ] [CONFIGURE ] DT: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T04:17:46.363573] [INFO ] [CONFIGURE ] JOB ETA: 49.7m | Avg: 1.5s/test | Remaining: 1931 tests [2025-09-28T04:17:46.363671] [INFO ] [CONFIGURE ] DT: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:17:46.363751] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:17:46.491969] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:46.619163] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:46.747213] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:17:46.872109] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:47.000234] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:47.131324] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:17:47.261531] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:17:47.390969] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:47.522695] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:17:47.653618] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:47.653827] [INFO ] [CONFIGURE ] DT: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T04:17:47.653907] [INFO ] [CONFIGURE ] JOB ETA: 49.7m | Avg: 1.5s/test | Remaining: 1930 tests [2025-09-28T04:17:47.653984] [INFO ] [CONFIGURE ] DT: Testing feature 3/29: add_daily_returns [2025-09-28T04:17:47.654057] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_daily_returns'] [2025-09-28T04:17:47.766943] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:47.877488] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:47.988667] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:17:48.101825] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:48.218328] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:48.333277] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:17:48.443986] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:17:48.556942] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:48.788598] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:48.903135] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:48.903321] [INFO ] [CONFIGURE ] DT: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:17:48.903436] [INFO ] [CONFIGURE ] JOB ETA: 49.7m | Avg: 1.5s/test | Remaining: 1929 tests [2025-09-28T04:17:48.903511] [INFO ] [CONFIGURE ] DT: Testing feature 4/29: add_ema [2025-09-28T04:17:48.903584] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_ema'] [2025-09-28T04:17:49.029236] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:49.155507] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:17:49.282455] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:17:49.407521] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:49.539404] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:49.689985] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:17:49.831065] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:17:49.965076] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:50.102053] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:50.234385] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:50.234586] [INFO ] [CONFIGURE ] DT: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:17:50.234694] [INFO ] [CONFIGURE ] JOB ETA: 49.6m | Avg: 1.5s/test | Remaining: 1928 tests [2025-09-28T04:17:50.234770] [INFO ] [CONFIGURE ] DT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:17:50.234821] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:17:50.373406] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:50.512032] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:50.722304] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:17:50.942695] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:51.160478] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:51.370870] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:17:51.585147] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:17:51.786586] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:51.927697] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:17:52.069367] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:52.069575] [INFO ] [CONFIGURE ] DT: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:17:52.069682] [INFO ] [CONFIGURE ] JOB ETA: 49.6m | Avg: 1.5s/test | Remaining: 1927 tests [2025-09-28T04:17:52.069762] [INFO ] [CONFIGURE ] DT: Testing feature 6/29: add_failed_moves [2025-09-28T04:17:52.069834] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_failed_moves'] [2025-09-28T04:17:52.187554] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:52.302810] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:52.418728] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:17:52.534961] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:52.653416] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:52.771293] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:17:52.888373] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:17:53.003311] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:53.121986] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:53.242214] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:53.242446] [INFO ] [CONFIGURE ] DT: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:17:53.242532] [INFO ] [CONFIGURE ] JOB ETA: 49.6m | Avg: 1.5s/test | Remaining: 1926 tests [2025-09-28T04:17:53.242618] [INFO ] [CONFIGURE ] DT: Testing feature 7/29: add_lag_shelf [2025-09-28T04:17:53.242724] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_lag_shelf'] [2025-09-28T04:17:53.352382] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:53.459089] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:53.564827] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:17:53.668232] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:53.775015] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:53.884504] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:17:53.994160] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:17:54.105170] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:54.223370] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:54.335790] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:54.335977] [INFO ] [CONFIGURE ] DT: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:17:54.336056] [INFO ] [CONFIGURE ] JOB ETA: 49.6m | Avg: 1.5s/test | Remaining: 1925 tests [2025-09-28T04:17:54.336131] [INFO ] [CONFIGURE ] DT: Testing feature 8/29: add_macd [2025-09-28T04:17:54.336183] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:17:54.480774] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:54.628147] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:54.776171] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:17:54.922699] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:55.071164] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:55.217248] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:55.364485] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:17:55.515198] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:55.666494] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:55.815917] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:55.816124] [INFO ] [CONFIGURE ] DT: KEPT add_macd (score: 90.00%) [2025-09-28T04:17:55.816207] [INFO ] [CONFIGURE ] JOB ETA: 49.5m | Avg: 1.5s/test | Remaining: 1924 tests [2025-09-28T04:17:55.816284] [INFO ] [CONFIGURE ] DT: Testing feature 9/29: add_mfi [2025-09-28T04:17:55.816354] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T04:17:55.982845] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:56.152969] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:56.324674] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:17:56.488204] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:56.654938] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:56.823000] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:17:56.989420] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:17:57.158513] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:57.326975] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:17:57.493907] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:57.494135] [INFO ] [CONFIGURE ] DT: DISCARDED add_mfi (score: 90.00%) [2025-09-28T04:17:57.494215] [INFO ] [CONFIGURE ] JOB ETA: 49.5m | Avg: 1.5s/test | Remaining: 1923 tests [2025-09-28T04:17:57.494307] [INFO ] [CONFIGURE ] DT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:17:57.494377] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:17:57.670255] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:57.845576] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:17:58.024041] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:17:58.199508] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:17:58.380745] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:17:58.577891] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:17:58.776516] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:17:58.964336] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:17:59.153557] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:17:59.342981] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:17:59.343222] [INFO ] [CONFIGURE ] DT: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:17:59.343309] [INFO ] [CONFIGURE ] JOB ETA: 49.5m | Avg: 1.5s/test | Remaining: 1922 tests [2025-09-28T04:17:59.343385] [INFO ] [CONFIGURE ] DT: Testing feature 11/29: add_obv_daily [2025-09-28T04:17:59.343446] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T04:17:59.503779] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:17:59.662304] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:17:59.821555] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:17:59.982836] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:00.142208] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:00.299079] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:00.457951] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:00.617735] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:00.778336] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:18:00.940888] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:00.941121] [INFO ] [CONFIGURE ] DT: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T04:18:00.941205] [INFO ] [CONFIGURE ] JOB ETA: 49.5m | Avg: 1.5s/test | Remaining: 1921 tests [2025-09-28T04:18:00.941278] [INFO ] [CONFIGURE ] DT: Testing feature 12/29: add_obv_interval [2025-09-28T04:18:00.941330] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T04:18:01.093300] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:01.244824] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:18:01.396303] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:18:01.549606] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:01.707612] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:01.868804] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:02.026937] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:02.207086] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:02.400917] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:02.644722] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:02.645037] [INFO ] [CONFIGURE ] DT: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T04:18:02.645145] [INFO ] [CONFIGURE ] JOB ETA: 49.4m | Avg: 1.5s/test | Remaining: 1920 tests [2025-09-28T04:18:02.645242] [INFO ] [CONFIGURE ] DT: Testing feature 13/29: add_opening_strength [2025-09-28T04:18:02.645321] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:18:02.891350] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:03.124223] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:03.334336] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:03.524452] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:03.716472] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:03.890446] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:04.060666] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:04.231545] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:04.408901] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:04.590908] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:04.591115] [INFO ] [CONFIGURE ] DT: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:18:04.591197] [INFO ] [CONFIGURE ] JOB ETA: 49.4m | Avg: 1.5s/test | Remaining: 1919 tests [2025-09-28T04:18:04.591273] [INFO ] [CONFIGURE ] DT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:18:04.591327] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T04:18:04.778969] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:04.951955] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:05.141631] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:05.342858] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:05.523118] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:05.696713] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:18:05.871942] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:18:06.054788] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:06.226122] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:06.400545] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:06.400847] [INFO ] [CONFIGURE ] DT: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:18:06.400940] [INFO ] [CONFIGURE ] JOB ETA: 49.4m | Avg: 1.5s/test | Remaining: 1918 tests [2025-09-28T04:18:06.401031] [INFO ] [CONFIGURE ] DT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:18:06.401105] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T04:18:06.551187] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:06.701334] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:06.854295] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:07.001775] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:07.156383] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:07.311615] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:07.463509] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:18:07.614771] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:07.768884] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:18:07.920528] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:07.920739] [INFO ] [CONFIGURE ] DT: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:18:07.920820] [INFO ] [CONFIGURE ] JOB ETA: 49.4m | Avg: 1.5s/test | Remaining: 1917 tests [2025-09-28T04:18:07.920894] [INFO ] [CONFIGURE ] DT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:18:07.920941] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T04:18:08.075470] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:08.231180] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:08.394013] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:08.549233] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:08.748610] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:08.911341] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:09.071040] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:18:09.228353] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:09.387991] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:09.546179] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:09.546414] [INFO ] [CONFIGURE ] DT: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:18:09.546503] [INFO ] [CONFIGURE ] JOB ETA: 49.3m | Avg: 1.5s/test | Remaining: 1916 tests [2025-09-28T04:18:09.546583] [INFO ] [CONFIGURE ] DT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:18:09.546682] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T04:18:09.711140] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:09.878327] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:10.041836] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:10.206287] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:10.370116] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:10.530863] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:10.696553] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:10.862083] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:11.035484] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:11.200741] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:11.200935] [INFO ] [CONFIGURE ] DT: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:18:11.201014] [INFO ] [CONFIGURE ] JOB ETA: 49.3m | Avg: 1.5s/test | Remaining: 1915 tests [2025-09-28T04:18:11.201088] [INFO ] [CONFIGURE ] DT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:18:11.201163] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T04:18:11.351411] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:11.509391] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:11.659241] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:11.808631] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:11.961480] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:12.120980] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:18:12.277228] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:12.435604] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:12.591077] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:12.748397] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:12.748589] [INFO ] [CONFIGURE ] DT: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T04:18:12.748694] [INFO ] [CONFIGURE ] JOB ETA: 49.3m | Avg: 1.5s/test | Remaining: 1914 tests [2025-09-28T04:18:12.748768] [INFO ] [CONFIGURE ] DT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:18:12.748840] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_vs_sma_5'] [2025-09-28T04:18:12.897161] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:13.050725] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:13.204935] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:13.362929] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:13.520799] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:13.681516] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:18:13.842230] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:13.991943] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:14.143030] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:18:14.290689] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:14.290885] [INFO ] [CONFIGURE ] DT: DISCARDED add_pbf_vs_sma_5 (score: 90.00%) [2025-09-28T04:18:14.290964] [INFO ] [CONFIGURE ] JOB ETA: 49.3m | Avg: 1.5s/test | Remaining: 1913 tests [2025-09-28T04:18:14.291037] [INFO ] [CONFIGURE ] DT: Testing feature 20/29: add_price_rejection [2025-09-28T04:18:14.291108] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_price_rejection'] [2025-09-28T04:18:14.451374] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:14.610266] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:14.771184] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:14.933155] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:15.101805] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:15.263810] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:15.423689] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:15.583682] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:15.748334] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:18:15.912547] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:15.912786] [INFO ] [CONFIGURE ] DT: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:18:15.912871] [INFO ] [CONFIGURE ] JOB ETA: 49.2m | Avg: 1.5s/test | Remaining: 1912 tests [2025-09-28T04:18:15.912948] [INFO ] [CONFIGURE ] DT: Testing feature 21/29: add_range_position [2025-09-28T04:18:15.913022] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_range_position'] [2025-09-28T04:18:16.080380] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:18:16.252353] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:18:16.420287] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:16.592146] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:16.764924] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:16.949353] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:17.135192] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:17.320663] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:17.510238] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:18:17.706839] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:17.707068] [INFO ] [CONFIGURE ] DT: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:18:17.707153] [INFO ] [CONFIGURE ] JOB ETA: 49.2m | Avg: 1.5s/test | Remaining: 1911 tests [2025-09-28T04:18:17.707232] [INFO ] [CONFIGURE ] DT: Testing feature 22/29: add_realized_volatility [2025-09-28T04:18:17.707307] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_realized_volatility'] [2025-09-28T04:18:17.912099] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:18.095527] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:18.284550] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:18.475738] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:18.681054] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:18.876688] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:19.072518] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:19.265405] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:19.462661] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:19.658611] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:19.658872] [INFO ] [CONFIGURE ] DT: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:18:19.658959] [INFO ] [CONFIGURE ] JOB ETA: 49.2m | Avg: 1.5s/test | Remaining: 1910 tests [2025-09-28T04:18:19.659039] [INFO ] [CONFIGURE ] DT: Testing feature 23/29: add_recent_range_context [2025-09-28T04:18:19.659155] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_recent_range_context'] [2025-09-28T04:18:19.821992] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:19.994904] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:18:20.168027] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:20.336352] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:20.515368] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:20.704021] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:18:20.872863] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:21.061400] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:21.234126] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:21.410760] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:21.410994] [INFO ] [CONFIGURE ] DT: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:18:21.411080] [INFO ] [CONFIGURE ] JOB ETA: 49.2m | Avg: 1.5s/test | Remaining: 1909 tests [2025-09-28T04:18:21.411177] [INFO ] [CONFIGURE ] DT: Testing feature 24/29: add_rsi [2025-09-28T04:18:21.411257] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_ema', 'add_rsi'] [2025-09-28T04:18:21.599597] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:21.794299] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:18:21.977566] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:18:22.167923] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:22.374997] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:22.578067] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:22.762318] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:22.944519] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:23.124504] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:18:23.313401] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:23.313625] [INFO ] [CONFIGURE ] DT: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:18:23.313730] [INFO ] [CONFIGURE ] JOB ETA: 49.2m | Avg: 1.5s/test | Remaining: 1908 tests [2025-09-28T04:18:23.313810] [INFO ] [CONFIGURE ] DT: Testing feature 25/29: add_tick_distribution [2025-09-28T04:18:23.313886] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_tick_distribution'] [2025-09-28T04:18:23.480297] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:23.658928] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:18:23.836076] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:24.017879] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:24.187533] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:24.345589] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:24.504567] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:24.666696] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:24.823056] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:18:24.981845] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:24.982031] [INFO ] [CONFIGURE ] DT: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:18:24.982125] [INFO ] [CONFIGURE ] JOB ETA: 49.1m | Avg: 1.5s/test | Remaining: 1907 tests [2025-09-28T04:18:24.982213] [INFO ] [CONFIGURE ] DT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:18:24.982292] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_volume_momentum_confirmation'] [2025-09-28T04:18:25.148882] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:25.311382] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:25.477142] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:25.647092] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:25.820157] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:25.997760] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:18:26.157926] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:26.317409] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:26.477349] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:18:26.689667] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:26.689899] [INFO ] [CONFIGURE ] DT: DISCARDED add_volume_momentum_confirmation (score: 90.00%) [2025-09-28T04:18:26.690002] [INFO ] [CONFIGURE ] JOB ETA: 49.1m | Avg: 1.5s/test | Remaining: 1906 tests [2025-09-28T04:18:26.690094] [INFO ] [CONFIGURE ] DT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:18:26.690174] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_volume_price_divergence'] [2025-09-28T04:18:26.930574] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:18:27.138585] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:27.321730] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:18:27.503271] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:27.684708] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:27.874733] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:18:28.055631] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:18:28.235298] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:28.419210] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:28.605520] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:28.605784] [INFO ] [CONFIGURE ] DT: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:18:28.605888] [INFO ] [CONFIGURE ] JOB ETA: 49.1m | Avg: 1.5s/test | Remaining: 1905 tests [2025-09-28T04:18:28.605992] [INFO ] [CONFIGURE ] DT: Testing feature 28/29: add_volume_profile [2025-09-28T04:18:28.606077] [INFO ] [CONFIGURE ] DT: Testing with features: ['add_vwap', 'add_macd', 'add_volume_profile'] [2025-09-28T04:18:28.774220] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:18:28.951623] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:18:29.120180] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:18:29.290054] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:29.459917] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:18:29.635733] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:18:29.807010] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:29.983342] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:18:30.159031] [DEBUG] [FORECASTER] DT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:30.332472] [DEBUG] [FORECASTER] DT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:18:30.332720] [INFO ] [CONFIGURE ] DT: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:18:30.332821] [INFO ] [CONFIGURE ] JOB ETA: 49.1m | Avg: 1.5s/test | Remaining: 1904 tests [2025-09-28T04:18:30.332944] [INFO ] [CONFIGURE ] DT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:18:30.333038] [INFO ] [CONFIGURE ] DT: Best accuracy: 90.00% [2025-09-28T04:18:30.333139] [INFO ] [CONFIGURE ] DT: Best feature set (2 features): ['add_vwap', 'add_macd'] [2025-09-28T04:18:30.333229] [INFO ] [CONFIGURE ] DT: Improvement over baseline: 30.00% [2025-09-28T04:18:30.333316] [INFO ] [CONFIGURE ] DT: Total time: 45.2 seconds [2025-09-28T04:18:30.333405] [INFO ] [CONFIGURE ] DT: Average time per feature: 1.6 seconds [2025-09-28T04:18:30.333495] [INFO ] [CONFIGURE ] DT: Average speed: 0.64 features/sec [2025-09-28T04:18:30.334074] [INFO ] [LOCAL ] Saved configuration for DT: 2 features, 90.00% accuracy -> ./output/feature-sets/DT.json [2025-09-28T04:18:30.334190] [INFO ] [CONFIGURE ] DT: Configuration saved successfully: 2 features, 90.00% accuracy. [2025-09-28T04:18:30.334334] [INFO ] [sig ] [70/135] Successfully configured DT | 0.02 sym/s | Total: 53.3m | ETA: 49.5m [2025-09-28T04:18:30.334464] [INFO ] [sig ] [71/135] Configuring EB... [2025-09-28T04:18:30.334584] [INFO ] [CONFIGURE ] EB: Configurate test run. [2025-09-28T04:18:30.334744] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EB' from 'https://tdm.silogroup.org/data/derivative_storage/EB.csv'. [2025-09-28T04:18:30.353481] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EB'. [2025-09-28T04:18:30.353957] [INFO ] [CONFIGURE ] EB: Testing with 29 available features [2025-09-28T04:18:30.354054] [INFO ] [CONFIGURE ] EB: Establishing baseline with no features... [2025-09-28T04:18:30.473781] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:30.594473] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:30.722179] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:30.854500] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:30.975532] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:31.093262] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:31.211106] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:31.328527] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:31.446824] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:31.565093] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:31.565289] [INFO ] [CONFIGURE ] EB: Baseline score (no features): 50.00% [2025-09-28T04:18:31.565387] [INFO ] [CONFIGURE ] EB: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:18:31.565521] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:18:31.692291] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:18:31.820801] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:31.959445] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:32.088933] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:32.219361] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:32.357357] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:18:32.493214] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:32.633493] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:32.769945] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:32.903869] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:32.904096] [INFO ] [CONFIGURE ] EB: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T04:18:32.904199] [INFO ] [CONFIGURE ] JOB ETA: 49.0m | Avg: 1.5s/test | Remaining: 1903 tests [2025-09-28T04:18:32.904283] [INFO ] [CONFIGURE ] EB: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:18:32.904443] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:18:33.046113] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:33.182034] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:33.318878] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:33.450677] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:33.585809] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:33.719761] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:33.852764] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:18:33.993807] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:18:34.132354] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:34.272120] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:34.272332] [INFO ] [CONFIGURE ] EB: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:18:34.272417] [INFO ] [CONFIGURE ] JOB ETA: 49.0m | Avg: 1.5s/test | Remaining: 1902 tests [2025-09-28T04:18:34.272503] [INFO ] [CONFIGURE ] EB: Testing feature 3/29: add_daily_returns [2025-09-28T04:18:34.272612] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_daily_returns'] [2025-09-28T04:18:34.394072] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:34.507594] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:34.625824] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:34.741998] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:34.869011] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:34.985539] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:35.108837] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:35.232092] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:18:35.355418] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:35.474852] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:35.475069] [INFO ] [CONFIGURE ] EB: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:18:35.475190] [INFO ] [CONFIGURE ] JOB ETA: 49.0m | Avg: 1.5s/test | Remaining: 1901 tests [2025-09-28T04:18:35.475270] [INFO ] [CONFIGURE ] EB: Testing feature 4/29: add_ema [2025-09-28T04:18:35.475342] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema'] [2025-09-28T04:18:35.606737] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:35.741187] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:35.879025] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:36.006723] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:36.141245] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:18:36.273128] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:36.404595] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:36.534306] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:36.667891] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:36.802369] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:36.802588] [INFO ] [CONFIGURE ] EB: KEPT add_ema (score: 60.00%) [2025-09-28T04:18:36.802698] [INFO ] [CONFIGURE ] JOB ETA: 49.0m | Avg: 1.5s/test | Remaining: 1900 tests [2025-09-28T04:18:36.802781] [INFO ] [CONFIGURE ] EB: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:18:36.802863] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:18:36.960018] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:37.122025] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:37.280946] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:37.478202] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:37.648901] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:37.809809] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:37.966309] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:18:38.132108] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:18:38.298349] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:38.460013] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:38.460208] [INFO ] [CONFIGURE ] EB: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:18:38.460287] [INFO ] [CONFIGURE ] JOB ETA: 48.9m | Avg: 1.5s/test | Remaining: 1899 tests [2025-09-28T04:18:38.460362] [INFO ] [CONFIGURE ] EB: Testing feature 6/29: add_failed_moves [2025-09-28T04:18:38.460435] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_failed_moves'] [2025-09-28T04:18:38.597250] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:38.768445] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:38.904219] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:39.043307] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:39.189540] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:18:39.327114] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:39.467413] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:39.606498] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:39.750072] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:39.889447] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:39.889668] [INFO ] [CONFIGURE ] EB: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:18:39.889753] [INFO ] [CONFIGURE ] JOB ETA: 48.9m | Avg: 1.5s/test | Remaining: 1898 tests [2025-09-28T04:18:39.889829] [INFO ] [CONFIGURE ] EB: Testing feature 7/29: add_lag_shelf [2025-09-28T04:18:39.889900] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_lag_shelf'] [2025-09-28T04:18:40.017280] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:40.147149] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:40.272067] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:40.399760] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:40.522837] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:18:40.645423] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:40.778105] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:40.908632] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:41.038359] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:41.169385] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:41.169628] [INFO ] [CONFIGURE ] EB: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:18:41.169736] [INFO ] [CONFIGURE ] JOB ETA: 48.9m | Avg: 1.5s/test | Remaining: 1897 tests [2025-09-28T04:18:41.169811] [INFO ] [CONFIGURE ] EB: Testing feature 8/29: add_macd [2025-09-28T04:18:41.169885] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:18:41.331035] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:18:41.499099] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:41.664425] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:41.844439] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:42.005874] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:42.169224] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:42.331144] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:18:42.495843] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:18:42.659703] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:42.826762] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:42.826992] [INFO ] [CONFIGURE ] EB: DISCARDED add_macd (score: 30.00%) [2025-09-28T04:18:42.827074] [INFO ] [CONFIGURE ] JOB ETA: 48.8m | Avg: 1.5s/test | Remaining: 1896 tests [2025-09-28T04:18:42.827270] [INFO ] [CONFIGURE ] EB: Testing feature 9/29: add_mfi [2025-09-28T04:18:42.827352] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_mfi'] [2025-09-28T04:18:42.970425] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:43.116637] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:43.271562] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:43.424677] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:43.582750] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:18:43.733490] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:43.887892] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:44.042043] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:44.198845] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:44.357070] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:44.357265] [INFO ] [CONFIGURE ] EB: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:18:44.357350] [INFO ] [CONFIGURE ] JOB ETA: 48.8m | Avg: 1.5s/test | Remaining: 1895 tests [2025-09-28T04:18:44.357427] [INFO ] [CONFIGURE ] EB: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:18:44.357510] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:18:44.525077] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:44.695832] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:44.862192] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:45.021323] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:45.178601] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:45.350205] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:45.551107] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:45.762454] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:45.971492] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:46.136575] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:46.136886] [INFO ] [CONFIGURE ] EB: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:18:46.136977] [INFO ] [CONFIGURE ] JOB ETA: 48.8m | Avg: 1.5s/test | Remaining: 1894 tests [2025-09-28T04:18:46.137082] [INFO ] [CONFIGURE ] EB: Testing feature 11/29: add_obv_daily [2025-09-28T04:18:46.137186] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_obv_daily'] [2025-09-28T04:18:46.279479] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:46.418413] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:46.563995] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:18:46.714048] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:46.860538] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:18:47.001985] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:47.146121] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:47.285395] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:18:47.428031] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:47.590582] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:47.590808] [INFO ] [CONFIGURE ] EB: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:18:47.590888] [INFO ] [CONFIGURE ] JOB ETA: 48.8m | Avg: 1.5s/test | Remaining: 1893 tests [2025-09-28T04:18:47.590962] [INFO ] [CONFIGURE ] EB: Testing feature 12/29: add_obv_interval [2025-09-28T04:18:47.591032] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_obv_interval'] [2025-09-28T04:18:47.733955] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:18:47.866810] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:48.032877] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:48.215148] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:48.392752] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:48.535471] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:48.675389] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:18:48.818247] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:48.960238] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:49.103624] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:49.103847] [INFO ] [CONFIGURE ] EB: DISCARDED add_obv_interval (score: 30.00%) [2025-09-28T04:18:49.103928] [INFO ] [CONFIGURE ] JOB ETA: 48.7m | Avg: 1.5s/test | Remaining: 1892 tests [2025-09-28T04:18:49.104008] [INFO ] [CONFIGURE ] EB: Testing feature 13/29: add_opening_strength [2025-09-28T04:18:49.104084] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:18:49.250853] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:49.398424] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:49.546616] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:18:49.704411] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:49.858154] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:50.002426] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:18:50.152062] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:50.300848] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:18:50.455823] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:50.609067] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:50.609268] [INFO ] [CONFIGURE ] EB: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T04:18:50.609351] [INFO ] [CONFIGURE ] JOB ETA: 48.7m | Avg: 1.5s/test | Remaining: 1891 tests [2025-09-28T04:18:50.609427] [INFO ] [CONFIGURE ] EB: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:18:50.609503] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_order_flow_imbalance'] [2025-09-28T04:18:50.756937] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:50.911176] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:51.065768] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:51.224273] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:51.381190] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:51.538869] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:51.702618] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:51.861402] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:52.033363] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:52.214282] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:52.214500] [INFO ] [CONFIGURE ] EB: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T04:18:52.214580] [INFO ] [CONFIGURE ] JOB ETA: 48.7m | Avg: 1.5s/test | Remaining: 1890 tests [2025-09-28T04:18:52.214684] [INFO ] [CONFIGURE ] EB: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:18:52.214762] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_pbf_morning_momentum'] [2025-09-28T04:18:52.348217] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:52.495376] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:52.642610] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:52.781674] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:52.917856] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:53.059196] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:53.206865] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:53.354594] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:53.495664] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:53.635860] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:53.636078] [INFO ] [CONFIGURE ] EB: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:18:53.636157] [INFO ] [CONFIGURE ] JOB ETA: 48.7m | Avg: 1.5s/test | Remaining: 1889 tests [2025-09-28T04:18:53.636232] [INFO ] [CONFIGURE ] EB: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:18:53.636304] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_pbf_overnight_gap'] [2025-09-28T04:18:53.781042] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:53.920083] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:54.063017] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:54.209094] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:54.351512] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:18:54.495520] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:54.637248] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:54.781979] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:54.924522] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:55.068465] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:55.068761] [INFO ] [CONFIGURE ] EB: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:18:55.068843] [INFO ] [CONFIGURE ] JOB ETA: 48.6m | Avg: 1.5s/test | Remaining: 1888 tests [2025-09-28T04:18:55.068917] [INFO ] [CONFIGURE ] EB: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:18:55.068988] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_pbf_return_2d'] [2025-09-28T04:18:55.209451] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:55.357507] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:55.498453] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:18:55.647073] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:55.794367] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:18:55.946046] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:56.092443] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:18:56.237029] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:56.379254] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:56.526967] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:56.527219] [INFO ] [CONFIGURE ] EB: DISCARDED add_pbf_return_2d (score: 20.00%) [2025-09-28T04:18:56.527300] [INFO ] [CONFIGURE ] JOB ETA: 48.6m | Avg: 1.5s/test | Remaining: 1887 tests [2025-09-28T04:18:56.527373] [INFO ] [CONFIGURE ] EB: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:18:56.527446] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_pbf_volatility_5d'] [2025-09-28T04:18:56.656974] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:56.788326] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:56.920297] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:57.060169] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:57.197328] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:18:57.334682] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:57.471663] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:57.614944] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:57.748879] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:57.882978] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:57.883183] [INFO ] [CONFIGURE ] EB: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:18:57.883263] [INFO ] [CONFIGURE ] JOB ETA: 48.6m | Avg: 1.5s/test | Remaining: 1886 tests [2025-09-28T04:18:57.883336] [INFO ] [CONFIGURE ] EB: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:18:57.883391] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:18:58.012200] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:58.143803] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:58.270771] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:18:58.399489] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:18:58.531947] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:18:58.669555] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:18:58.802086] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:18:58.934007] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:18:59.069028] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:18:59.202489] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:18:59.202718] [INFO ] [CONFIGURE ] EB: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:18:59.202800] [INFO ] [CONFIGURE ] JOB ETA: 48.6m | Avg: 1.5s/test | Remaining: 1885 tests [2025-09-28T04:18:59.202872] [INFO ] [CONFIGURE ] EB: Testing feature 20/29: add_price_rejection [2025-09-28T04:18:59.202926] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_price_rejection'] [2025-09-28T04:18:59.341928] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:18:59.483077] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:18:59.625216] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:18:59.768632] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:18:59.909677] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:19:00.050590] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:00.198005] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:00.349404] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:19:00.498265] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:19:00.652218] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:00.652445] [INFO ] [CONFIGURE ] EB: DISCARDED add_price_rejection (score: 30.00%) [2025-09-28T04:19:00.652527] [INFO ] [CONFIGURE ] JOB ETA: 48.5m | Avg: 1.5s/test | Remaining: 1884 tests [2025-09-28T04:19:00.652603] [INFO ] [CONFIGURE ] EB: Testing feature 21/29: add_range_position [2025-09-28T04:19:00.652697] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_range_position'] [2025-09-28T04:19:00.798263] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:00.947280] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:01.098868] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:01.248411] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:19:01.402153] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:19:01.558962] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:01.718509] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:19:01.883783] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:19:02.039030] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:19:02.199473] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:02.199696] [INFO ] [CONFIGURE ] EB: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:19:02.199813] [INFO ] [CONFIGURE ] JOB ETA: 48.5m | Avg: 1.5s/test | Remaining: 1883 tests [2025-09-28T04:19:02.199892] [INFO ] [CONFIGURE ] EB: Testing feature 22/29: add_realized_volatility [2025-09-28T04:19:02.199942] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_realized_volatility'] [2025-09-28T04:19:02.363031] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:02.535589] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:02.700538] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:02.868087] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:19:03.036969] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:19:03.202348] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:03.367142] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:19:03.548171] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:19:03.719173] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:19:03.891724] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:03.891947] [INFO ] [CONFIGURE ] EB: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T04:19:03.892030] [INFO ] [CONFIGURE ] JOB ETA: 48.5m | Avg: 1.5s/test | Remaining: 1882 tests [2025-09-28T04:19:03.892108] [INFO ] [CONFIGURE ] EB: Testing feature 23/29: add_recent_range_context [2025-09-28T04:19:03.892161] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_recent_range_context'] [2025-09-28T04:19:04.030074] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:19:04.178972] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:04.313179] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:04.455794] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:19:04.598754] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:19:04.751073] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:04.895455] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:19:05.046976] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:19:05.193980] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:19:05.338820] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:05.339044] [INFO ] [CONFIGURE ] EB: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:19:05.339125] [INFO ] [CONFIGURE ] JOB ETA: 48.5m | Avg: 1.5s/test | Remaining: 1881 tests [2025-09-28T04:19:05.339197] [INFO ] [CONFIGURE ] EB: Testing feature 24/29: add_rsi [2025-09-28T04:19:05.339251] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T04:19:05.480235] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:05.623146] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:05.764744] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:05.909108] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:19:06.078257] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:19:06.220441] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:06.363451] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:19:06.505546] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:19:06.649345] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:19:06.795090] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:06.795322] [INFO ] [CONFIGURE ] EB: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:19:06.795406] [INFO ] [CONFIGURE ] JOB ETA: 48.4m | Avg: 1.5s/test | Remaining: 1880 tests [2025-09-28T04:19:06.795481] [INFO ] [CONFIGURE ] EB: Testing feature 25/29: add_tick_distribution [2025-09-28T04:19:06.795553] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_tick_distribution'] [2025-09-28T04:19:06.926303] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:07.056598] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:07.189982] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:07.323526] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:19:07.457943] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:19:07.594343] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:07.730178] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:19:07.867231] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:19:08.006758] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:19:08.144784] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:08.144988] [INFO ] [CONFIGURE ] EB: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:19:08.145072] [INFO ] [CONFIGURE ] JOB ETA: 48.4m | Avg: 1.5s/test | Remaining: 1879 tests [2025-09-28T04:19:08.145146] [INFO ] [CONFIGURE ] EB: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:19:08.145221] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_volume_momentum_confirmation'] [2025-09-28T04:19:08.283544] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:08.426281] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:08.571794] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:08.717833] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:19:08.864503] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:19:09.006389] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:09.155670] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:09.307437] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:09.457508] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:19:09.608925] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:09.609159] [INFO ] [CONFIGURE ] EB: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T04:19:09.609242] [INFO ] [CONFIGURE ] JOB ETA: 48.4m | Avg: 1.5s/test | Remaining: 1878 tests [2025-09-28T04:19:09.609371] [INFO ] [CONFIGURE ] EB: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:19:09.609447] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_volume_price_divergence'] [2025-09-28T04:19:09.757106] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:09.906379] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:10.062169] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:10.216408] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:19:10.374125] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:19:10.531319] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:10.686982] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:19:10.846639] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:11.003605] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:19:11.163455] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:11.163699] [INFO ] [CONFIGURE ] EB: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:19:11.163786] [INFO ] [CONFIGURE ] JOB ETA: 48.3m | Avg: 1.5s/test | Remaining: 1877 tests [2025-09-28T04:19:11.163864] [INFO ] [CONFIGURE ] EB: Testing feature 28/29: add_volume_profile [2025-09-28T04:19:11.163951] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_volume_profile'] [2025-09-28T04:19:11.305237] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:11.446406] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:11.600186] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:11.759412] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:19:11.903168] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:19:12.045432] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:12.185721] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:19:12.326416] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:12.472238] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:19:12.622858] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:12.623068] [INFO ] [CONFIGURE ] EB: KEPT add_volume_profile (score: 80.00%) [2025-09-28T04:19:12.623151] [INFO ] [CONFIGURE ] JOB ETA: 48.3m | Avg: 1.5s/test | Remaining: 1876 tests [2025-09-28T04:19:12.623228] [INFO ] [CONFIGURE ] EB: Testing feature 29/29: add_vwap [2025-09-28T04:19:12.623302] [INFO ] [CONFIGURE ] EB: Testing with features: ['add_ema', 'add_volume_profile', 'add_vwap'] [2025-09-28T04:19:12.803736] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:12.958364] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:13.107536] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:13.260807] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:19:13.411359] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:19:13.569352] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:13.731359] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:13.889188] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:14.052852] [DEBUG] [FORECASTER] EB: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:19:14.214319] [DEBUG] [FORECASTER] EB: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:14.214511] [INFO ] [CONFIGURE ] EB: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:19:14.214601] [INFO ] [CONFIGURE ] JOB ETA: 48.3m | Avg: 1.5s/test | Remaining: 1875 tests [2025-09-28T04:19:14.214732] [INFO ] [CONFIGURE ] EB: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:19:14.214842] [INFO ] [CONFIGURE ] EB: Best accuracy: 80.00% [2025-09-28T04:19:14.214918] [INFO ] [CONFIGURE ] EB: Best feature set (2 features): ['add_ema', 'add_volume_profile'] [2025-09-28T04:19:14.214988] [INFO ] [CONFIGURE ] EB: Improvement over baseline: 30.00% [2025-09-28T04:19:14.215056] [INFO ] [CONFIGURE ] EB: Total time: 42.6 seconds [2025-09-28T04:19:14.215126] [INFO ] [CONFIGURE ] EB: Average time per feature: 1.5 seconds [2025-09-28T04:19:14.215195] [INFO ] [CONFIGURE ] EB: Average speed: 0.68 features/sec [2025-09-28T04:19:14.216137] [INFO ] [LOCAL ] Saved configuration for EB: 2 features, 80.00% accuracy -> ./output/feature-sets/EB.json [2025-09-28T04:19:14.216217] [INFO ] [CONFIGURE ] EB: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T04:19:14.216335] [INFO ] [sig ] [71/135] Successfully configured EB | 0.02 sym/s | Total: 54.1m | ETA: 48.7m [2025-09-28T04:19:14.216411] [INFO ] [sig ] [72/135] Configuring EBF... [2025-09-28T04:19:14.216460] [INFO ] [CONFIGURE ] EBF: Configurate test run. [2025-09-28T04:19:14.216541] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EBF' from 'https://tdm.silogroup.org/data/derivative_storage/EBF.csv'. [2025-09-28T04:19:14.542007] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EBF'. [2025-09-28T04:19:14.542702] [INFO ] [CONFIGURE ] EBF: Testing with 29 available features [2025-09-28T04:19:14.542779] [INFO ] [CONFIGURE ] EBF: Establishing baseline with no features... [2025-09-28T04:19:14.649357] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:19:14.761931] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:14.879211] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:14.996008] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:15.107068] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:19:15.254837] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:15.375826] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:15.497589] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:15.645689] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:15.762902] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:15.763118] [INFO ] [CONFIGURE ] EBF: Baseline score (no features): 50.00% [2025-09-28T04:19:15.763223] [INFO ] [CONFIGURE ] EBF: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:19:15.763334] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:19:15.883819] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:16.009250] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:16.130430] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:16.245369] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:16.364739] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:16.496509] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:16.619569] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:16.745468] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:16.872444] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:17.007006] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:17.007230] [INFO ] [CONFIGURE ] EBF: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:19:17.007318] [INFO ] [CONFIGURE ] JOB ETA: 48.3m | Avg: 1.5s/test | Remaining: 1874 tests [2025-09-28T04:19:17.007395] [INFO ] [CONFIGURE ] EBF: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:19:17.007471] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:19:17.162998] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:17.337247] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:19:17.493858] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:17.636983] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:19:17.788144] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:17.936497] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:18.088196] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:18.234920] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:18.378900] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:18.519015] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:18.519305] [INFO ] [CONFIGURE ] EBF: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:19:18.519402] [INFO ] [CONFIGURE ] JOB ETA: 48.2m | Avg: 1.5s/test | Remaining: 1873 tests [2025-09-28T04:19:18.519491] [INFO ] [CONFIGURE ] EBF: Testing feature 3/29: add_daily_returns [2025-09-28T04:19:18.519569] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:19:18.644940] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:18.781318] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:18.910674] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:19.040195] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:19:19.171208] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:19.299394] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:19.430449] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:19.559604] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:19.687740] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:19.817449] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:19.817699] [INFO ] [CONFIGURE ] EBF: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:19:19.817783] [INFO ] [CONFIGURE ] JOB ETA: 48.2m | Avg: 1.5s/test | Remaining: 1872 tests [2025-09-28T04:19:19.817857] [INFO ] [CONFIGURE ] EBF: Testing feature 4/29: add_ema [2025-09-28T04:19:19.817931] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:19:19.965817] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:20.109309] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:20.252463] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:20.393625] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:20.541158] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:20.682423] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:20.830002] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:20.986470] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:21.153856] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:21.294525] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:21.294782] [INFO ] [CONFIGURE ] EBF: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:19:21.294867] [INFO ] [CONFIGURE ] JOB ETA: 48.2m | Avg: 1.5s/test | Remaining: 1871 tests [2025-09-28T04:19:21.294944] [INFO ] [CONFIGURE ] EBF: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:19:21.295016] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:19:21.440742] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:19:21.595389] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:21.745239] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:21.896287] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:22.048278] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:22.210202] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:22.371600] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:22.530395] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:22.702363] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:22.858035] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:22.858252] [INFO ] [CONFIGURE ] EBF: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:19:22.858336] [INFO ] [CONFIGURE ] JOB ETA: 48.2m | Avg: 1.5s/test | Remaining: 1870 tests [2025-09-28T04:19:22.858415] [INFO ] [CONFIGURE ] EBF: Testing feature 6/29: add_failed_moves [2025-09-28T04:19:22.858488] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:19:22.991849] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:23.121805] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:23.275361] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:23.411828] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:23.543563] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:23.677844] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:23.813197] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:23.955181] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:24.091109] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:24.226923] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:24.227143] [INFO ] [CONFIGURE ] EBF: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:19:24.227227] [INFO ] [CONFIGURE ] JOB ETA: 48.1m | Avg: 1.5s/test | Remaining: 1869 tests [2025-09-28T04:19:24.227305] [INFO ] [CONFIGURE ] EBF: Testing feature 7/29: add_lag_shelf [2025-09-28T04:19:24.227425] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:19:24.364317] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:19:24.493197] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:24.608444] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:24.724256] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:19:24.843488] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:24.962342] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:25.088604] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:25.217118] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:25.343380] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:25.569800] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:19:25.570008] [INFO ] [CONFIGURE ] EBF: DISCARDED add_lag_shelf (score: 40.00%) [2025-09-28T04:19:25.570110] [INFO ] [CONFIGURE ] JOB ETA: 48.1m | Avg: 1.5s/test | Remaining: 1868 tests [2025-09-28T04:19:25.570191] [INFO ] [CONFIGURE ] EBF: Testing feature 8/29: add_macd [2025-09-28T04:19:25.570266] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:19:25.748127] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:25.912784] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:26.084749] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:26.254390] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:26.419376] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:26.590921] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:26.763403] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:26.935444] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:27.109001] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:27.276857] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:27.277133] [INFO ] [CONFIGURE ] EBF: KEPT add_macd (score: 80.00%) [2025-09-28T04:19:27.277217] [INFO ] [CONFIGURE ] JOB ETA: 48.1m | Avg: 1.5s/test | Remaining: 1867 tests [2025-09-28T04:19:27.277293] [INFO ] [CONFIGURE ] EBF: Testing feature 9/29: add_mfi [2025-09-28T04:19:27.277366] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T04:19:27.455844] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:27.647344] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:27.829715] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:28.015916] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:28.203932] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:28.385367] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:28.567231] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:28.765044] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:28.946867] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:29.132610] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:29.132926] [INFO ] [CONFIGURE ] EBF: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:19:29.133014] [INFO ] [CONFIGURE ] JOB ETA: 48.1m | Avg: 1.5s/test | Remaining: 1866 tests [2025-09-28T04:19:29.133102] [INFO ] [CONFIGURE ] EBF: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:19:29.133181] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:19:29.342865] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:29.557773] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:29.758950] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:29.955638] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:30.154491] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:30.355426] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:30.553988] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:30.755589] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:30.963743] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:31.165959] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:31.166181] [INFO ] [CONFIGURE ] EBF: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T04:19:31.166263] [INFO ] [CONFIGURE ] JOB ETA: 48.0m | Avg: 1.5s/test | Remaining: 1865 tests [2025-09-28T04:19:31.166339] [INFO ] [CONFIGURE ] EBF: Testing feature 11/29: add_obv_daily [2025-09-28T04:19:31.166430] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T04:19:31.362543] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:31.533433] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:31.710202] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:31.891983] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:32.081847] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:32.261982] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:32.445783] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:32.629990] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:32.812625] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:32.995302] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:32.995509] [INFO ] [CONFIGURE ] EBF: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:19:32.995590] [INFO ] [CONFIGURE ] JOB ETA: 48.0m | Avg: 1.5s/test | Remaining: 1864 tests [2025-09-28T04:19:32.995691] [INFO ] [CONFIGURE ] EBF: Testing feature 12/29: add_obv_interval [2025-09-28T04:19:32.995768] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T04:19:33.162009] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:33.332600] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:33.504078] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:33.673984] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:33.847051] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:34.021673] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:34.201260] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:34.386220] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:34.570737] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:34.747391] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:34.747620] [INFO ] [CONFIGURE ] EBF: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:19:34.747723] [INFO ] [CONFIGURE ] JOB ETA: 48.0m | Avg: 1.5s/test | Remaining: 1863 tests [2025-09-28T04:19:34.747799] [INFO ] [CONFIGURE ] EBF: Testing feature 13/29: add_opening_strength [2025-09-28T04:19:34.747871] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:19:34.927131] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:35.109386] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:35.295499] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:35.477389] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:35.656952] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:35.837417] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:36.021031] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:36.207448] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:36.404323] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:36.595206] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:36.595457] [INFO ] [CONFIGURE ] EBF: DISCARDED add_opening_strength (score: 80.00%) [2025-09-28T04:19:36.595544] [INFO ] [CONFIGURE ] JOB ETA: 48.0m | Avg: 1.5s/test | Remaining: 1862 tests [2025-09-28T04:19:36.595622] [INFO ] [CONFIGURE ] EBF: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:19:36.595722] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T04:19:36.778542] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:36.961006] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:37.151061] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:37.339163] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:37.548462] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:37.749600] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:37.937589] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:38.129212] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:38.324878] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:38.521357] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:38.521740] [INFO ] [CONFIGURE ] EBF: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:19:38.521827] [INFO ] [CONFIGURE ] JOB ETA: 47.9m | Avg: 1.5s/test | Remaining: 1861 tests [2025-09-28T04:19:38.521916] [INFO ] [CONFIGURE ] EBF: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:19:38.521995] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T04:19:38.689610] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:38.857169] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:39.034239] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:39.209801] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:39.381460] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:39.553565] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:39.718208] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:39.881297] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:40.062602] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:40.231239] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:40.231465] [INFO ] [CONFIGURE ] EBF: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T04:19:40.231549] [INFO ] [CONFIGURE ] JOB ETA: 47.9m | Avg: 1.5s/test | Remaining: 1860 tests [2025-09-28T04:19:40.231633] [INFO ] [CONFIGURE ] EBF: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:19:40.231746] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T04:19:40.401543] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:40.564965] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:40.731951] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:19:40.903095] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:41.070139] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:41.249843] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:41.420033] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:41.594466] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:41.774004] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:41.944750] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:41.944984] [INFO ] [CONFIGURE ] EBF: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:19:41.945093] [INFO ] [CONFIGURE ] JOB ETA: 47.9m | Avg: 1.5s/test | Remaining: 1859 tests [2025-09-28T04:19:41.945169] [INFO ] [CONFIGURE ] EBF: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:19:41.945243] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T04:19:42.118678] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:42.298472] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:42.475988] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:42.650608] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:42.834388] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:43.009365] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:43.190604] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:43.368987] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:43.545291] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:43.726161] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:43.726412] [INFO ] [CONFIGURE ] EBF: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:19:43.726497] [INFO ] [CONFIGURE ] JOB ETA: 47.9m | Avg: 1.5s/test | Remaining: 1858 tests [2025-09-28T04:19:43.726576] [INFO ] [CONFIGURE ] EBF: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:19:43.726675] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T04:19:43.900151] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:44.070038] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:44.234851] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:44.399164] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:44.566416] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:44.732838] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:44.900841] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:45.071302] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:45.237818] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:45.403830] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:45.404027] [INFO ] [CONFIGURE ] EBF: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T04:19:45.404108] [INFO ] [CONFIGURE ] JOB ETA: 47.9m | Avg: 1.5s/test | Remaining: 1857 tests [2025-09-28T04:19:45.404258] [INFO ] [CONFIGURE ] EBF: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:19:45.404394] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_vs_sma_5'] [2025-09-28T04:19:45.561482] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:45.719555] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:45.878966] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:46.040919] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:46.206031] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:46.360534] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:46.520448] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:46.679899] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:46.843244] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:47.007245] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:47.007503] [INFO ] [CONFIGURE ] EBF: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:19:47.007585] [INFO ] [CONFIGURE ] JOB ETA: 47.8m | Avg: 1.5s/test | Remaining: 1856 tests [2025-09-28T04:19:47.007685] [INFO ] [CONFIGURE ] EBF: Testing feature 20/29: add_price_rejection [2025-09-28T04:19:47.007760] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_price_rejection'] [2025-09-28T04:19:47.183227] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:47.364583] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:47.546184] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:47.728090] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:47.913813] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:48.089612] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:48.277204] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:48.457564] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:48.654065] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:48.850499] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:48.850719] [INFO ] [CONFIGURE ] EBF: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:19:48.850830] [INFO ] [CONFIGURE ] JOB ETA: 47.8m | Avg: 1.5s/test | Remaining: 1855 tests [2025-09-28T04:19:48.850907] [INFO ] [CONFIGURE ] EBF: Testing feature 21/29: add_range_position [2025-09-28T04:19:48.850987] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_range_position'] [2025-09-28T04:19:49.027414] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:49.209397] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:49.394953] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:49.578316] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:49.759286] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:49.960274] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:50.155030] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:50.345548] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:50.537836] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:50.719115] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:50.719316] [INFO ] [CONFIGURE ] EBF: DISCARDED add_range_position (score: 80.00%) [2025-09-28T04:19:50.719397] [INFO ] [CONFIGURE ] JOB ETA: 47.8m | Avg: 1.5s/test | Remaining: 1854 tests [2025-09-28T04:19:50.719475] [INFO ] [CONFIGURE ] EBF: Testing feature 22/29: add_realized_volatility [2025-09-28T04:19:50.719550] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_realized_volatility'] [2025-09-28T04:19:50.919122] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:51.117986] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:51.319218] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:51.529909] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:51.738426] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:51.947301] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:52.153739] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:52.359925] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:52.566190] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:52.777295] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:52.777554] [INFO ] [CONFIGURE ] EBF: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:19:52.777638] [INFO ] [CONFIGURE ] JOB ETA: 47.8m | Avg: 1.5s/test | Remaining: 1853 tests [2025-09-28T04:19:52.777739] [INFO ] [CONFIGURE ] EBF: Testing feature 23/29: add_recent_range_context [2025-09-28T04:19:52.777812] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_recent_range_context'] [2025-09-28T04:19:52.953375] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:19:53.127132] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:53.299966] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:53.475007] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:53.656741] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:53.839863] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:54.020600] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:54.200112] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:54.381171] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:54.560141] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:54.560350] [INFO ] [CONFIGURE ] EBF: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:19:54.560430] [INFO ] [CONFIGURE ] JOB ETA: 47.7m | Avg: 1.5s/test | Remaining: 1852 tests [2025-09-28T04:19:54.560511] [INFO ] [CONFIGURE ] EBF: Testing feature 24/29: add_rsi [2025-09-28T04:19:54.560586] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_ema', 'add_rsi'] [2025-09-28T04:19:54.749073] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:54.939209] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:55.129675] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:55.319067] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:55.506463] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:55.694769] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:55.887765] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:56.090830] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:56.287916] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:56.486420] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:56.486610] [INFO ] [CONFIGURE ] EBF: DISCARDED add_rsi (score: 80.00%) [2025-09-28T04:19:56.486711] [INFO ] [CONFIGURE ] JOB ETA: 47.7m | Avg: 1.5s/test | Remaining: 1851 tests [2025-09-28T04:19:56.486850] [INFO ] [CONFIGURE ] EBF: Testing feature 25/29: add_tick_distribution [2025-09-28T04:19:56.486932] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_tick_distribution'] [2025-09-28T04:19:56.660295] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:56.829134] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:56.999024] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:57.176957] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:57.344016] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:57.509074] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:57.767807] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:57.953340] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:58.129965] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:19:58.300385] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:19:58.300582] [INFO ] [CONFIGURE ] EBF: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:19:58.300688] [INFO ] [CONFIGURE ] JOB ETA: 47.7m | Avg: 1.5s/test | Remaining: 1850 tests [2025-09-28T04:19:58.300764] [INFO ] [CONFIGURE ] EBF: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:19:58.300836] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_volume_momentum_confirmation'] [2025-09-28T04:19:58.474709] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:19:58.650664] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:19:58.836753] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:19:59.031971] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:19:59.237349] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:19:59.425228] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:19:59.615417] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:19:59.802029] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:19:59.992290] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:20:00.203884] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:00.204090] [INFO ] [CONFIGURE ] EBF: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T04:20:00.204187] [INFO ] [CONFIGURE ] JOB ETA: 47.7m | Avg: 1.5s/test | Remaining: 1849 tests [2025-09-28T04:20:00.204282] [INFO ] [CONFIGURE ] EBF: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:20:00.204418] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_volume_price_divergence'] [2025-09-28T04:20:00.403681] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:20:00.594911] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:00.790411] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:00.978230] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:01.179434] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:20:01.406590] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:20:01.602753] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:20:01.860380] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:20:02.053348] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:20:02.248728] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:02.248932] [INFO ] [CONFIGURE ] EBF: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:20:02.249015] [INFO ] [CONFIGURE ] JOB ETA: 47.7m | Avg: 1.5s/test | Remaining: 1848 tests [2025-09-28T04:20:02.249091] [INFO ] [CONFIGURE ] EBF: Testing feature 28/29: add_volume_profile [2025-09-28T04:20:02.249166] [INFO ] [CONFIGURE ] EBF: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_volume_profile'] [2025-09-28T04:20:02.427959] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:20:02.605038] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:02.784631] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:02.978127] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:03.162392] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:20:03.349204] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:20:03.535390] [DEBUG] [FORECASTER] EBF: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:20:03.721281] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:20:03.904353] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:20:04.089565] [DEBUG] [FORECASTER] EBF: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:04.089819] [INFO ] [CONFIGURE ] EBF: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:20:04.089918] [INFO ] [CONFIGURE ] JOB ETA: 47.6m | Avg: 1.5s/test | Remaining: 1847 tests [2025-09-28T04:20:04.090067] [INFO ] [CONFIGURE ] EBF: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:20:04.090159] [INFO ] [CONFIGURE ] EBF: Best accuracy: 80.00% [2025-09-28T04:20:04.090251] [INFO ] [CONFIGURE ] EBF: Best feature set (3 features): ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:20:04.090345] [INFO ] [CONFIGURE ] EBF: Improvement over baseline: 30.00% [2025-09-28T04:20:04.090431] [INFO ] [CONFIGURE ] EBF: Total time: 48.3 seconds [2025-09-28T04:20:04.090519] [INFO ] [CONFIGURE ] EBF: Average time per feature: 1.7 seconds [2025-09-28T04:20:04.090613] [INFO ] [CONFIGURE ] EBF: Average speed: 0.60 features/sec [2025-09-28T04:20:04.091448] [INFO ] [LOCAL ] Saved configuration for EBF: 3 features, 80.00% accuracy -> ./output/feature-sets/EBF.json [2025-09-28T04:20:04.091560] [INFO ] [CONFIGURE ] EBF: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:20:04.091773] [INFO ] [sig ] [72/135] Successfully configured EBF | 0.02 sym/s | Total: 54.9m | ETA: 48.0m [2025-09-28T04:20:04.091908] [INFO ] [sig ] [73/135] Configuring EC... [2025-09-28T04:20:04.092027] [INFO ] [CONFIGURE ] EC: Configurate test run. [2025-09-28T04:20:04.092175] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EC' from 'https://tdm.silogroup.org/data/derivative_storage/EC.csv'. [2025-09-28T04:20:04.123555] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EC'. [2025-09-28T04:20:04.124322] [INFO ] [CONFIGURE ] EC: Testing with 29 available features [2025-09-28T04:20:04.124405] [INFO ] [CONFIGURE ] EC: Establishing baseline with no features... [2025-09-28T04:20:04.239294] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:04.349171] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:20:04.460086] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:04.569615] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:20:04.682928] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:04.801881] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:04.912123] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:05.024297] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:05.138804] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:05.250724] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:05.250908] [INFO ] [CONFIGURE ] EC: Baseline score (no features): 50.00% [2025-09-28T04:20:05.251017] [INFO ] [CONFIGURE ] EC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:20:05.251093] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:20:05.373489] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:05.497595] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:20:05.625997] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:05.757226] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:20:05.882611] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:06.047832] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:06.212374] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:06.345263] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:06.474136] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:06.604745] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:06.604960] [INFO ] [CONFIGURE ] EC: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:20:06.605081] [INFO ] [CONFIGURE ] JOB ETA: 47.6m | Avg: 1.5s/test | Remaining: 1846 tests [2025-09-28T04:20:06.605158] [INFO ] [CONFIGURE ] EC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:20:06.605233] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:20:06.739482] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:06.875002] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:07.002041] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:07.150760] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:07.289862] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:07.445197] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:07.652743] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:07.832200] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:08.033224] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:08.232402] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:08.232769] [INFO ] [CONFIGURE ] EC: KEPT add_cumulative_delta (score: 70.00%) [2025-09-28T04:20:08.232943] [INFO ] [CONFIGURE ] JOB ETA: 47.6m | Avg: 1.5s/test | Remaining: 1845 tests [2025-09-28T04:20:08.233066] [INFO ] [CONFIGURE ] EC: Testing feature 3/29: add_daily_returns [2025-09-28T04:20:08.233173] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:20:08.423918] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:08.580744] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:08.768948] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:08.920237] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:09.103630] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:09.249351] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:09.387279] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:09.525469] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:09.665996] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:09.810841] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:09.811071] [INFO ] [CONFIGURE ] EC: KEPT add_daily_returns (score: 80.00%) [2025-09-28T04:20:09.811157] [INFO ] [CONFIGURE ] JOB ETA: 47.6m | Avg: 1.5s/test | Remaining: 1844 tests [2025-09-28T04:20:09.811234] [INFO ] [CONFIGURE ] EC: Testing feature 4/29: add_ema [2025-09-28T04:20:09.811310] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_ema'] [2025-09-28T04:20:09.966077] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:10.122221] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:10.277371] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:10.432076] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:10.591848] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:10.751324] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:10.912843] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:11.077214] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:11.250340] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:11.412284] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:11.412546] [INFO ] [CONFIGURE ] EC: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:20:11.412635] [INFO ] [CONFIGURE ] JOB ETA: 47.5m | Avg: 1.5s/test | Remaining: 1843 tests [2025-09-28T04:20:11.412769] [INFO ] [CONFIGURE ] EC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:20:11.412847] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:20:11.583857] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:20:11.752168] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:11.924942] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:12.093738] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:12.262146] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:12.429137] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:12.596267] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:12.772147] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:12.943527] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:13.111918] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:13.112158] [INFO ] [CONFIGURE ] EC: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:20:13.112241] [INFO ] [CONFIGURE ] JOB ETA: 47.5m | Avg: 1.5s/test | Remaining: 1842 tests [2025-09-28T04:20:13.112319] [INFO ] [CONFIGURE ] EC: Testing feature 6/29: add_failed_moves [2025-09-28T04:20:13.112392] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T04:20:13.255606] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:13.402450] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:13.552606] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:13.701563] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:13.862336] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:14.021377] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:14.175425] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:14.328195] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:14.478766] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:14.627402] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:14.627613] [INFO ] [CONFIGURE ] EC: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:20:14.627715] [INFO ] [CONFIGURE ] JOB ETA: 47.5m | Avg: 1.5s/test | Remaining: 1841 tests [2025-09-28T04:20:14.627794] [INFO ] [CONFIGURE ] EC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:20:14.627869] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:20:14.761035] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:14.901376] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:15.040378] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:15.178897] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:15.338090] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:15.478629] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:15.617570] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:15.757631] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:15.905553] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:16.069336] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:16.069535] [INFO ] [CONFIGURE ] EC: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:20:16.069616] [INFO ] [CONFIGURE ] JOB ETA: 47.5m | Avg: 1.5s/test | Remaining: 1840 tests [2025-09-28T04:20:16.069712] [INFO ] [CONFIGURE ] EC: Testing feature 8/29: add_macd [2025-09-28T04:20:16.069784] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:20:16.251023] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:20:16.422253] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:16.604898] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:16.782799] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:16.964623] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:17.170612] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:17.351974] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:17.537325] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:17.719545] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:17.898618] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:17.898858] [INFO ] [CONFIGURE ] EC: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:20:17.898942] [INFO ] [CONFIGURE ] JOB ETA: 47.4m | Avg: 1.5s/test | Remaining: 1839 tests [2025-09-28T04:20:17.899018] [INFO ] [CONFIGURE ] EC: Testing feature 9/29: add_mfi [2025-09-28T04:20:17.899092] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_mfi'] [2025-09-28T04:20:18.051547] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:18.200523] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:18.354221] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:18.504758] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:18.660711] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:18.819738] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:18.971033] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:19.131041] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:19.300987] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:19.463329] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:19.463563] [INFO ] [CONFIGURE ] EC: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:20:19.463669] [INFO ] [CONFIGURE ] JOB ETA: 47.4m | Avg: 1.5s/test | Remaining: 1838 tests [2025-09-28T04:20:19.463774] [INFO ] [CONFIGURE ] EC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:20:19.463854] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:20:19.634459] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:19.804006] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:19.976623] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:20.143717] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:20.318793] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:20.503238] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:20:20.684798] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:20.888244] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:21.072668] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:21.247136] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:21.247364] [INFO ] [CONFIGURE ] EC: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T04:20:21.247475] [INFO ] [CONFIGURE ] JOB ETA: 47.4m | Avg: 1.5s/test | Remaining: 1837 tests [2025-09-28T04:20:21.247555] [INFO ] [CONFIGURE ] EC: Testing feature 11/29: add_obv_daily [2025-09-28T04:20:21.247628] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_obv_daily'] [2025-09-28T04:20:21.394395] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:20:21.543036] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:21.691153] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:21.845411] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:22.024292] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:22.207336] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:22.364906] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:22.516866] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:22.676586] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:22.828718] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:22.828927] [INFO ] [CONFIGURE ] EC: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:20:22.829011] [INFO ] [CONFIGURE ] JOB ETA: 47.4m | Avg: 1.5s/test | Remaining: 1836 tests [2025-09-28T04:20:22.829088] [INFO ] [CONFIGURE ] EC: Testing feature 12/29: add_obv_interval [2025-09-28T04:20:22.829138] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_obv_interval'] [2025-09-28T04:20:22.974622] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:23.120540] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:23.267849] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:23.409553] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:23.554430] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:23.722846] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:23.895772] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:24.044333] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:24.193788] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:24.341639] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:24.341874] [INFO ] [CONFIGURE ] EC: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:20:24.341957] [INFO ] [CONFIGURE ] JOB ETA: 47.3m | Avg: 1.5s/test | Remaining: 1835 tests [2025-09-28T04:20:24.342035] [INFO ] [CONFIGURE ] EC: Testing feature 13/29: add_opening_strength [2025-09-28T04:20:24.342111] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:20:24.488296] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:24.629759] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:24.773852] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:24.933785] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:25.087629] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:25.239204] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:25.386019] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:25.551728] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:25.701188] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:25.850877] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:25.851117] [INFO ] [CONFIGURE ] EC: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:20:25.851200] [INFO ] [CONFIGURE ] JOB ETA: 47.3m | Avg: 1.5s/test | Remaining: 1834 tests [2025-09-28T04:20:25.851276] [INFO ] [CONFIGURE ] EC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:20:25.851349] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:20:26.009727] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:26.180222] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:26.338583] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:26.498430] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:26.651483] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:26.815770] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:26.982357] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:27.139820] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:27.294285] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:27.450336] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:27.450541] [INFO ] [CONFIGURE ] EC: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:20:27.450622] [INFO ] [CONFIGURE ] JOB ETA: 47.3m | Avg: 1.5s/test | Remaining: 1833 tests [2025-09-28T04:20:27.450723] [INFO ] [CONFIGURE ] EC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:20:27.450796] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:20:27.589933] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:27.726382] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:27.885978] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:28.025454] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:28.168761] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:28.314295] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:28.456068] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:28.604824] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:28.751870] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:28.900014] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:28.900237] [INFO ] [CONFIGURE ] EC: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:20:28.900319] [INFO ] [CONFIGURE ] JOB ETA: 47.3m | Avg: 1.5s/test | Remaining: 1832 tests [2025-09-28T04:20:28.900394] [INFO ] [CONFIGURE ] EC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:20:28.900469] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:20:29.070136] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:29.269367] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:29.460492] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:29.652897] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:29.820779] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:29.974510] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:30.140135] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:30.327639] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:30.556003] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:30.751413] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:30.751620] [INFO ] [CONFIGURE ] EC: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:20:30.751725] [INFO ] [CONFIGURE ] JOB ETA: 47.2m | Avg: 1.5s/test | Remaining: 1831 tests [2025-09-28T04:20:30.751803] [INFO ] [CONFIGURE ] EC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:20:30.751881] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T04:20:30.923678] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:20:31.082629] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:31.240177] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:31.405302] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:31.560691] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:31.730872] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:31.900425] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:32.070677] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:32.238312] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:32.398062] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:32.398318] [INFO ] [CONFIGURE ] EC: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:20:32.398400] [INFO ] [CONFIGURE ] JOB ETA: 47.2m | Avg: 1.5s/test | Remaining: 1830 tests [2025-09-28T04:20:32.398476] [INFO ] [CONFIGURE ] EC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:20:32.398551] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T04:20:32.554601] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:32.705764] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:32.850225] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:32.999539] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:33.148385] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:33.292728] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:33.437117] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:33.605358] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:33.754913] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:33.901885] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:33.902104] [INFO ] [CONFIGURE ] EC: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:20:33.902204] [INFO ] [CONFIGURE ] JOB ETA: 47.2m | Avg: 1.5s/test | Remaining: 1829 tests [2025-09-28T04:20:33.902284] [INFO ] [CONFIGURE ] EC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:20:33.902358] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T04:20:34.046822] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:34.190805] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:34.330129] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:34.469810] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:34.617042] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:34.760303] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:34.896294] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:35.038482] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:35.188882] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:35.355451] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:35.355683] [INFO ] [CONFIGURE ] EC: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:20:35.355764] [INFO ] [CONFIGURE ] JOB ETA: 47.2m | Avg: 1.5s/test | Remaining: 1828 tests [2025-09-28T04:20:35.355836] [INFO ] [CONFIGURE ] EC: Testing feature 20/29: add_price_rejection [2025-09-28T04:20:35.355906] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_price_rejection'] [2025-09-28T04:20:35.510679] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:35.663627] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:35.823966] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:35.976660] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:36.131559] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:36.281178] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:36.435337] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:36.593952] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:36.753013] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:36.920122] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:36.920342] [INFO ] [CONFIGURE ] EC: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:20:36.920423] [INFO ] [CONFIGURE ] JOB ETA: 47.1m | Avg: 1.5s/test | Remaining: 1827 tests [2025-09-28T04:20:36.920500] [INFO ] [CONFIGURE ] EC: Testing feature 21/29: add_range_position [2025-09-28T04:20:36.920615] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_range_position'] [2025-09-28T04:20:37.082134] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:20:37.245389] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:37.425879] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:37.600344] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:37.758307] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:37.914967] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:38.080944] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:38.251341] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:38.427109] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:38.605675] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:38.605958] [INFO ] [CONFIGURE ] EC: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:20:38.606044] [INFO ] [CONFIGURE ] JOB ETA: 47.1m | Avg: 1.5s/test | Remaining: 1826 tests [2025-09-28T04:20:38.606123] [INFO ] [CONFIGURE ] EC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:20:38.606196] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_realized_volatility'] [2025-09-28T04:20:38.800309] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:38.980323] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:20:39.166627] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:39.348104] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:39.527803] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:39.708822] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:39.890046] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:40.075564] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:40.263064] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:40.447677] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:40.447892] [INFO ] [CONFIGURE ] EC: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:20:40.447974] [INFO ] [CONFIGURE ] JOB ETA: 47.1m | Avg: 1.5s/test | Remaining: 1825 tests [2025-09-28T04:20:40.448051] [INFO ] [CONFIGURE ] EC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:20:40.448126] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_recent_range_context'] [2025-09-28T04:20:40.594523] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:20:40.747451] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:40.912581] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:41.062326] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:20:41.207797] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:41.360430] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:41.517307] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:41.675846] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:41.830545] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:42.002930] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:42.003233] [INFO ] [CONFIGURE ] EC: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:20:42.003331] [INFO ] [CONFIGURE ] JOB ETA: 47.1m | Avg: 1.5s/test | Remaining: 1824 tests [2025-09-28T04:20:42.003413] [INFO ] [CONFIGURE ] EC: Testing feature 24/29: add_rsi [2025-09-28T04:20:42.003490] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T04:20:42.186987] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:42.355790] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:42.549667] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:42.738109] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:42.910575] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:43.078455] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:43.257130] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:43.430929] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:43.601342] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:43.778619] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:43.778879] [INFO ] [CONFIGURE ] EC: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:20:43.778960] [INFO ] [CONFIGURE ] JOB ETA: 47.0m | Avg: 1.5s/test | Remaining: 1823 tests [2025-09-28T04:20:43.779038] [INFO ] [CONFIGURE ] EC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:20:43.779112] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_tick_distribution'] [2025-09-28T04:20:43.922531] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:44.060231] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:44.204560] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:44.360375] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:44.513095] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:44.662193] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:44.808674] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:44.957618] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:20:45.105398] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:45.254967] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:45.255223] [INFO ] [CONFIGURE ] EC: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:20:45.255305] [INFO ] [CONFIGURE ] JOB ETA: 47.0m | Avg: 1.5s/test | Remaining: 1822 tests [2025-09-28T04:20:45.255381] [INFO ] [CONFIGURE ] EC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:20:45.255430] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T04:20:45.403178] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:45.548876] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:45.701787] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:45.858870] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:46.020230] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:46.170258] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:46.318784] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:46.474412] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:46.633520] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:46.790166] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:46.790365] [INFO ] [CONFIGURE ] EC: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:20:46.790446] [INFO ] [CONFIGURE ] JOB ETA: 47.0m | Avg: 1.5s/test | Remaining: 1821 tests [2025-09-28T04:20:46.790523] [INFO ] [CONFIGURE ] EC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:20:46.790595] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T04:20:46.980388] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:47.143058] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:47.307439] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:47.467290] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:20:47.623289] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:47.784332] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:47.950021] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:48.125551] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:48.293159] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:48.453047] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:48.453261] [INFO ] [CONFIGURE ] EC: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:20:48.453344] [INFO ] [CONFIGURE ] JOB ETA: 47.0m | Avg: 1.5s/test | Remaining: 1820 tests [2025-09-28T04:20:48.453421] [INFO ] [CONFIGURE ] EC: Testing feature 28/29: add_volume_profile [2025-09-28T04:20:48.453495] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_volume_profile'] [2025-09-28T04:20:48.594318] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:48.737415] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:48.883714] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:49.037991] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:49.214944] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:49.356736] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:49.502835] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:49.656112] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:49.807544] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:49.951347] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:49.951546] [INFO ] [CONFIGURE ] EC: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:20:49.951624] [INFO ] [CONFIGURE ] JOB ETA: 46.9m | Avg: 1.5s/test | Remaining: 1819 tests [2025-09-28T04:20:49.951726] [INFO ] [CONFIGURE ] EC: Testing feature 29/29: add_vwap [2025-09-28T04:20:49.951798] [INFO ] [CONFIGURE ] EC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap'] [2025-09-28T04:20:50.097405] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:50.250593] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:20:50.403753] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:50.559407] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:50.723102] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:50.890616] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:20:51.048363] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:20:51.234814] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:20:51.404415] [DEBUG] [FORECASTER] EC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:20:51.561058] [DEBUG] [FORECASTER] EC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:20:51.561279] [INFO ] [CONFIGURE ] EC: DISCARDED add_vwap (score: 50.00%) [2025-09-28T04:20:51.561360] [INFO ] [CONFIGURE ] JOB ETA: 46.9m | Avg: 1.5s/test | Remaining: 1818 tests [2025-09-28T04:20:51.561472] [INFO ] [CONFIGURE ] EC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:20:51.561547] [INFO ] [CONFIGURE ] EC: Best accuracy: 80.00% [2025-09-28T04:20:51.561617] [INFO ] [CONFIGURE ] EC: Best feature set (2 features): ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:20:51.561708] [INFO ] [CONFIGURE ] EC: Improvement over baseline: 30.00% [2025-09-28T04:20:51.561777] [INFO ] [CONFIGURE ] EC: Total time: 46.3 seconds [2025-09-28T04:20:51.561844] [INFO ] [CONFIGURE ] EC: Average time per feature: 1.6 seconds [2025-09-28T04:20:51.561917] [INFO ] [CONFIGURE ] EC: Average speed: 0.63 features/sec [2025-09-28T04:20:51.563142] [INFO ] [LOCAL ] Saved configuration for EC: 2 features, 80.00% accuracy -> ./output/feature-sets/EC.json [2025-09-28T04:20:51.563239] [INFO ] [CONFIGURE ] EC: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T04:20:51.563382] [INFO ] [sig ] [73/135] Successfully configured EC | 0.02 sym/s | Total: 55.7m | ETA: 47.3m [2025-09-28T04:20:51.563514] [INFO ] [sig ] [74/135] Configuring ECO... [2025-09-28T04:20:51.563610] [INFO ] [CONFIGURE ] ECO: Configurate test run. [2025-09-28T04:20:51.563754] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ECO' from 'https://tdm.silogroup.org/data/derivative_storage/ECO.csv'. [2025-09-28T04:20:51.791773] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ECO'. [2025-09-28T04:20:51.792444] [INFO ] [CONFIGURE ] ECO: Testing with 29 available features [2025-09-28T04:20:51.792524] [INFO ] [CONFIGURE ] ECO: Establishing baseline with no features... [2025-09-28T04:20:51.908053] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:20:52.018352] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:20:52.135516] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:52.256378] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:20:52.369226] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:20:52.481139] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:20:52.614024] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:52.729057] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:20:52.843511] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:20:52.960273] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:20:52.960516] [INFO ] [CONFIGURE ] ECO: Baseline score (no features): 50.00% [2025-09-28T04:20:52.960625] [INFO ] [CONFIGURE ] ECO: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:20:52.960725] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:20:53.084345] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:53.210273] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:20:53.339864] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:53.469372] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:20:53.599246] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:20:53.723318] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:20:53.851498] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:53.977119] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:20:54.109195] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:20:54.241104] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:20:54.241314] [INFO ] [CONFIGURE ] ECO: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T04:20:54.241397] [INFO ] [CONFIGURE ] JOB ETA: 46.9m | Avg: 1.5s/test | Remaining: 1817 tests [2025-09-28T04:20:54.241476] [INFO ] [CONFIGURE ] ECO: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:20:54.241552] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:20:54.374071] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:54.510900] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:20:54.645192] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:54.786200] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:20:54.929322] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:20:55.072253] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:20:55.216385] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:55.350475] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:20:55.483172] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:20:55.618481] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:20:55.618688] [INFO ] [CONFIGURE ] ECO: KEPT add_cumulative_delta (score: 70.00%) [2025-09-28T04:20:55.618774] [INFO ] [CONFIGURE ] JOB ETA: 46.9m | Avg: 1.5s/test | Remaining: 1816 tests [2025-09-28T04:20:55.618860] [INFO ] [CONFIGURE ] ECO: Testing feature 3/29: add_daily_returns [2025-09-28T04:20:55.618937] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:20:55.754156] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:20:55.894769] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:20:56.029909] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:56.173732] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:20:56.316494] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:20:56.462381] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:20:56.605793] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:56.751925] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:20:56.903696] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:20:57.052514] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:20:57.052742] [INFO ] [CONFIGURE ] ECO: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:20:57.052839] [INFO ] [CONFIGURE ] JOB ETA: 46.8m | Avg: 1.5s/test | Remaining: 1815 tests [2025-09-28T04:20:57.052937] [INFO ] [CONFIGURE ] ECO: Testing feature 4/29: add_ema [2025-09-28T04:20:57.053031] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:20:57.218756] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:20:57.367053] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:20:57.515347] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:20:57.665314] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:20:57.813954] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:20:57.963124] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:20:58.111633] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:58.269137] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:20:58.420155] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:20:58.575507] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:20:58.575756] [INFO ] [CONFIGURE ] ECO: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:20:58.575840] [INFO ] [CONFIGURE ] JOB ETA: 46.8m | Avg: 1.5s/test | Remaining: 1814 tests [2025-09-28T04:20:58.575918] [INFO ] [CONFIGURE ] ECO: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:20:58.576027] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:20:58.732277] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:20:58.891492] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:20:59.048150] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:20:59.207492] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:20:59.403867] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:20:59.564062] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:20:59.745316] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:20:59.909053] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:00.073388] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:00.275971] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:21:00.276376] [INFO ] [CONFIGURE ] ECO: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:21:00.276726] [INFO ] [CONFIGURE ] JOB ETA: 46.8m | Avg: 1.5s/test | Remaining: 1813 tests [2025-09-28T04:21:00.276881] [INFO ] [CONFIGURE ] ECO: Testing feature 6/29: add_failed_moves [2025-09-28T04:21:00.276982] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:21:00.469870] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:00.667468] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:00.864857] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:01.055831] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:01.268806] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:01.438412] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:01.599252] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:01.763457] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:01.923002] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:02.068856] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:21:02.069098] [INFO ] [CONFIGURE ] ECO: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:21:02.069189] [INFO ] [CONFIGURE ] JOB ETA: 46.8m | Avg: 1.5s/test | Remaining: 1812 tests [2025-09-28T04:21:02.069270] [INFO ] [CONFIGURE ] ECO: Testing feature 7/29: add_lag_shelf [2025-09-28T04:21:02.069345] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:21:02.256248] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:02.380103] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:02.510529] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:02.638028] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:02.765819] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:02.892108] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:03.024855] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:03.151807] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:03.279111] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:03.410009] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:21:03.410211] [INFO ] [CONFIGURE ] ECO: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:21:03.410295] [INFO ] [CONFIGURE ] JOB ETA: 46.7m | Avg: 1.5s/test | Remaining: 1811 tests [2025-09-28T04:21:03.410375] [INFO ] [CONFIGURE ] ECO: Testing feature 8/29: add_macd [2025-09-28T04:21:03.410447] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:21:03.582890] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:21:03.767412] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:03.960325] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:04.143006] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:04.323063] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:04.509945] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:04.689672] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:04.865471] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:05.050309] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:05.230533] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:21:05.230858] [INFO ] [CONFIGURE ] ECO: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:21:05.230958] [INFO ] [CONFIGURE ] JOB ETA: 46.7m | Avg: 1.5s/test | Remaining: 1810 tests [2025-09-28T04:21:05.231051] [INFO ] [CONFIGURE ] ECO: Testing feature 9/29: add_mfi [2025-09-28T04:21:05.231130] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T04:21:05.382203] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:05.540925] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:05.694732] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:05.845240] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:06.008467] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:06.158099] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:06.309726] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:06.461668] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:06.610111] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:06.768889] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:21:06.769131] [INFO ] [CONFIGURE ] ECO: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:21:06.769215] [INFO ] [CONFIGURE ] JOB ETA: 46.7m | Avg: 1.5s/test | Remaining: 1809 tests [2025-09-28T04:21:06.769292] [INFO ] [CONFIGURE ] ECO: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:21:06.769366] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:21:06.940481] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:07.106239] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:07.289372] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:07.472968] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:07.655837] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:07.817951] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:07.985984] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:08.168659] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:08.344154] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:08.538567] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:08.538863] [INFO ] [CONFIGURE ] ECO: KEPT add_momentum_acceleration (score: 80.00%) [2025-09-28T04:21:08.538955] [INFO ] [CONFIGURE ] JOB ETA: 46.7m | Avg: 1.5s/test | Remaining: 1808 tests [2025-09-28T04:21:08.539124] [INFO ] [CONFIGURE ] ECO: Testing feature 11/29: add_obv_daily [2025-09-28T04:21:08.539203] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T04:21:08.717139] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:21:08.893405] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:09.065147] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:09.246619] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:09.429733] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:09.635489] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:09.831839] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:10.009495] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:10.190754] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:10.367198] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:10.367438] [INFO ] [CONFIGURE ] ECO: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:21:10.367521] [INFO ] [CONFIGURE ] JOB ETA: 46.6m | Avg: 1.5s/test | Remaining: 1807 tests [2025-09-28T04:21:10.367599] [INFO ] [CONFIGURE ] ECO: Testing feature 12/29: add_obv_interval [2025-09-28T04:21:10.367697] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T04:21:10.544204] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:10.722514] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:10.890854] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:11.077306] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:11.263030] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:11.446613] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:11.624106] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:11.805987] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:11.986262] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:21:12.197966] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:12.198299] [INFO ] [CONFIGURE ] ECO: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T04:21:12.198385] [INFO ] [CONFIGURE ] JOB ETA: 46.6m | Avg: 1.5s/test | Remaining: 1806 tests [2025-09-28T04:21:12.198467] [INFO ] [CONFIGURE ] ECO: Testing feature 13/29: add_opening_strength [2025-09-28T04:21:12.198550] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:21:12.385936] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:21:12.569861] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:12.759543] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:12.942443] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:13.125047] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:13.302356] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:13.494046] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:13.679187] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:13.873751] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:14.058267] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:14.058473] [INFO ] [CONFIGURE ] ECO: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:21:14.058585] [INFO ] [CONFIGURE ] JOB ETA: 46.6m | Avg: 1.5s/test | Remaining: 1805 tests [2025-09-28T04:21:14.058688] [INFO ] [CONFIGURE ] ECO: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:21:14.058763] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T04:21:14.238804] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:21:14.474966] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:14.678178] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:14.865780] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:15.054761] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:15.241664] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:15.436098] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:15.626935] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:15.820266] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:16.015535] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:16.015780] [INFO ] [CONFIGURE ] ECO: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T04:21:16.015862] [INFO ] [CONFIGURE ] JOB ETA: 46.6m | Avg: 1.5s/test | Remaining: 1804 tests [2025-09-28T04:21:16.015940] [INFO ] [CONFIGURE ] ECO: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:21:16.016016] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T04:21:16.193816] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:16.369418] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:16.564228] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:16.740667] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:16.917851] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:17.097061] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:17.284283] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:17.468821] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:17.660324] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:17.857078] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:17.857345] [INFO ] [CONFIGURE ] ECO: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:21:17.857430] [INFO ] [CONFIGURE ] JOB ETA: 46.6m | Avg: 1.5s/test | Remaining: 1803 tests [2025-09-28T04:21:17.857558] [INFO ] [CONFIGURE ] ECO: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:21:17.857636] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T04:21:18.042466] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:18.226074] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:18.407203] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:18.590558] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:18.773538] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:18.958441] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:19.143800] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:19.333472] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:19.519389] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:19.703149] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:19.703366] [INFO ] [CONFIGURE ] ECO: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:21:19.703448] [INFO ] [CONFIGURE ] JOB ETA: 46.5m | Avg: 1.5s/test | Remaining: 1802 tests [2025-09-28T04:21:19.703526] [INFO ] [CONFIGURE ] ECO: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:21:19.703601] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T04:21:19.871697] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:20.044851] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:20.237816] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:20.410635] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:20.580993] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:20.753968] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:20.923495] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:21.097979] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:21.269419] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:21.468266] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:21.468560] [INFO ] [CONFIGURE ] ECO: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:21:21.468668] [INFO ] [CONFIGURE ] JOB ETA: 46.5m | Avg: 1.5s/test | Remaining: 1801 tests [2025-09-28T04:21:21.468768] [INFO ] [CONFIGURE ] ECO: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:21:21.468852] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T04:21:21.652081] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:21.818790] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:21.979313] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:22.147729] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:22.321423] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:22.492580] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:22.668300] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:22.838788] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:23.009776] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:23.186739] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:23.186994] [INFO ] [CONFIGURE ] ECO: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:21:23.187078] [INFO ] [CONFIGURE ] JOB ETA: 46.5m | Avg: 1.5s/test | Remaining: 1800 tests [2025-09-28T04:21:23.187156] [INFO ] [CONFIGURE ] ECO: Testing feature 20/29: add_price_rejection [2025-09-28T04:21:23.187232] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T04:21:23.366151] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:23.546307] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:23.735239] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:23.919088] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:24.097143] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:24.278061] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:24.464364] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:24.640955] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:24.827300] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:25.010927] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:25.011163] [INFO ] [CONFIGURE ] ECO: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:21:25.011252] [INFO ] [CONFIGURE ] JOB ETA: 46.5m | Avg: 1.5s/test | Remaining: 1799 tests [2025-09-28T04:21:25.011331] [INFO ] [CONFIGURE ] ECO: Testing feature 21/29: add_range_position [2025-09-28T04:21:25.011407] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T04:21:25.217939] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:25.464403] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:25.724590] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:25.920925] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:26.112952] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:26.303255] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:26.495818] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:26.697498] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:26.888979] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:27.089390] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:27.089636] [INFO ] [CONFIGURE ] ECO: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:21:27.089746] [INFO ] [CONFIGURE ] JOB ETA: 46.4m | Avg: 1.5s/test | Remaining: 1798 tests [2025-09-28T04:21:27.089886] [INFO ] [CONFIGURE ] ECO: Testing feature 22/29: add_realized_volatility [2025-09-28T04:21:27.089964] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_realized_volatility'] [2025-09-28T04:21:27.286356] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:27.481606] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:27.686384] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:27.890114] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:28.121185] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:28.345871] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:28.587427] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:28.804665] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:29.051917] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:29.266014] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:29.266287] [INFO ] [CONFIGURE ] ECO: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:21:29.266382] [INFO ] [CONFIGURE ] JOB ETA: 46.4m | Avg: 1.6s/test | Remaining: 1797 tests [2025-09-28T04:21:29.266478] [INFO ] [CONFIGURE ] ECO: Testing feature 23/29: add_recent_range_context [2025-09-28T04:21:29.266557] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_recent_range_context'] [2025-09-28T04:21:29.448881] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:29.628864] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:21:29.809127] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:29.994799] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:30.187623] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:30.368130] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:30.549738] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:30.751741] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:30.941849] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:31.127363] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:31.127623] [INFO ] [CONFIGURE ] ECO: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:21:31.127738] [INFO ] [CONFIGURE ] JOB ETA: 46.4m | Avg: 1.6s/test | Remaining: 1796 tests [2025-09-28T04:21:31.127829] [INFO ] [CONFIGURE ] ECO: Testing feature 24/29: add_rsi [2025-09-28T04:21:31.127908] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_ema', 'add_rsi'] [2025-09-28T04:21:31.332374] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:21:31.529580] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:31.727968] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:31.931882] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:32.137471] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:32.341321] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:32.556515] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:32.769810] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:32.971770] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:33.175637] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:33.175949] [INFO ] [CONFIGURE ] ECO: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:21:33.176058] [INFO ] [CONFIGURE ] JOB ETA: 46.4m | Avg: 1.6s/test | Remaining: 1795 tests [2025-09-28T04:21:33.176154] [INFO ] [CONFIGURE ] ECO: Testing feature 25/29: add_tick_distribution [2025-09-28T04:21:33.176274] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_tick_distribution'] [2025-09-28T04:21:33.347354] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:33.514720] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:33.711146] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:33.902064] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:34.078387] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:34.265206] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:34.446989] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:34.620324] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:34.796029] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:34.974024] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:34.974824] [INFO ] [CONFIGURE ] ECO: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:21:34.974941] [INFO ] [CONFIGURE ] JOB ETA: 46.4m | Avg: 1.6s/test | Remaining: 1794 tests [2025-09-28T04:21:34.975030] [INFO ] [CONFIGURE ] ECO: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:21:34.975107] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T04:21:35.157428] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:35.340577] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:35.517075] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:35.721560] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:35.911406] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:21:36.097046] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:36.275855] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:36.457235] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:36.641690] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:36.824589] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:21:36.824816] [INFO ] [CONFIGURE ] ECO: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:21:36.824907] [INFO ] [CONFIGURE ] JOB ETA: 46.3m | Avg: 1.6s/test | Remaining: 1793 tests [2025-09-28T04:21:36.825097] [INFO ] [CONFIGURE ] ECO: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:21:36.825176] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence'] [2025-09-28T04:21:37.010864] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:37.189425] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:37.378429] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:37.576043] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:37.758528] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:37.938998] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:38.123498] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:38.325889] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:38.516192] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:38.700584] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:21:38.700831] [INFO ] [CONFIGURE ] ECO: KEPT add_volume_price_divergence (score: 90.00%) [2025-09-28T04:21:38.700918] [INFO ] [CONFIGURE ] JOB ETA: 46.3m | Avg: 1.6s/test | Remaining: 1792 tests [2025-09-28T04:21:38.700999] [INFO ] [CONFIGURE ] ECO: Testing feature 28/29: add_volume_profile [2025-09-28T04:21:38.701075] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence', 'add_volume_profile'] [2025-09-28T04:21:38.889984] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:39.085722] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:39.295557] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:39.487229] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:39.684196] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:39.884066] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:40.086277] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:40.284071] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:40.486275] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:40.684457] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:21:40.684681] [INFO ] [CONFIGURE ] ECO: DISCARDED add_volume_profile (score: 90.00%) [2025-09-28T04:21:40.684766] [INFO ] [CONFIGURE ] JOB ETA: 46.3m | Avg: 1.6s/test | Remaining: 1791 tests [2025-09-28T04:21:40.684869] [INFO ] [CONFIGURE ] ECO: Testing feature 29/29: add_vwap [2025-09-28T04:21:40.684949] [INFO ] [CONFIGURE ] ECO: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence', 'add_vwap'] [2025-09-28T04:21:40.886450] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:21:41.094918] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:41.310421] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:41.511345] [DEBUG] [FORECASTER] ECO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:41.716453] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:21:41.927295] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:21:42.128062] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:21:42.332191] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:42.535475] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:42.738103] [DEBUG] [FORECASTER] ECO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:21:42.738309] [INFO ] [CONFIGURE ] ECO: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:21:42.738390] [INFO ] [CONFIGURE ] JOB ETA: 46.3m | Avg: 1.6s/test | Remaining: 1790 tests [2025-09-28T04:21:42.738515] [INFO ] [CONFIGURE ] ECO: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:21:42.738590] [INFO ] [CONFIGURE ] ECO: Best accuracy: 90.00% [2025-09-28T04:21:42.738685] [INFO ] [CONFIGURE ] ECO: Best feature set (4 features): ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence'] [2025-09-28T04:21:42.738757] [INFO ] [CONFIGURE ] ECO: Improvement over baseline: 40.00% [2025-09-28T04:21:42.738823] [INFO ] [CONFIGURE ] ECO: Total time: 49.8 seconds [2025-09-28T04:21:42.738891] [INFO ] [CONFIGURE ] ECO: Average time per feature: 1.8 seconds [2025-09-28T04:21:42.738960] [INFO ] [CONFIGURE ] ECO: Average speed: 0.58 features/sec [2025-09-28T04:21:42.740203] [INFO ] [LOCAL ] Saved configuration for ECO: 4 features, 90.00% accuracy -> ./output/feature-sets/ECO.json [2025-09-28T04:21:42.740299] [INFO ] [CONFIGURE ] ECO: Configuration saved successfully: 4 features, 90.00% accuracy. [2025-09-28T04:21:42.740454] [INFO ] [sig ] [74/135] Successfully configured ECO | 0.02 sym/s | Total: 56.5m | ETA: 46.6m [2025-09-28T04:21:42.740553] [INFO ] [sig ] [75/135] Configuring EFR... [2025-09-28T04:21:42.740666] [INFO ] [CONFIGURE ] EFR: Configurate test run. [2025-09-28T04:21:42.740790] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EFR' from 'https://tdm.silogroup.org/data/derivative_storage/EFR.csv'. [2025-09-28T04:21:42.770180] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EFR'. [2025-09-28T04:21:42.770735] [INFO ] [CONFIGURE ] EFR: Testing with 29 available features [2025-09-28T04:21:42.770813] [INFO ] [CONFIGURE ] EFR: Establishing baseline with no features... [2025-09-28T04:21:42.881713] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:42.989709] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:43.097293] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:21:43.204634] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:43.314755] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:43.424134] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:43.535669] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:43.643942] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:43.755842] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:43.867579] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:43.867787] [INFO ] [CONFIGURE ] EFR: Baseline score (no features): 60.00% [2025-09-28T04:21:43.867897] [INFO ] [CONFIGURE ] EFR: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:21:43.868008] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:21:43.993949] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:44.120551] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:44.250211] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:21:44.376981] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:44.507033] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:44.636390] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:44.761057] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:44.886980] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:45.016576] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:21:45.191443] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:45.191773] [INFO ] [CONFIGURE ] EFR: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T04:21:45.191883] [INFO ] [CONFIGURE ] JOB ETA: 46.3m | Avg: 1.6s/test | Remaining: 1789 tests [2025-09-28T04:21:45.191994] [INFO ] [CONFIGURE ] EFR: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:21:45.192098] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:21:45.357174] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:45.517894] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:45.655244] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:45.782548] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:45.908003] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:46.034384] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:46.160557] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:21:46.289577] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:21:46.421639] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:46.556420] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:46.556602] [INFO ] [CONFIGURE ] EFR: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:21:46.556703] [INFO ] [CONFIGURE ] JOB ETA: 46.2m | Avg: 1.6s/test | Remaining: 1788 tests [2025-09-28T04:21:46.556778] [INFO ] [CONFIGURE ] EFR: Testing feature 3/29: add_daily_returns [2025-09-28T04:21:46.556890] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_daily_returns'] [2025-09-28T04:21:46.672087] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:46.783078] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:46.895737] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:21:47.012595] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:21:47.132845] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:21:47.253154] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:47.367780] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:47.486863] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:47.605130] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:47.722034] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:47.722247] [INFO ] [CONFIGURE ] EFR: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:21:47.722329] [INFO ] [CONFIGURE ] JOB ETA: 46.2m | Avg: 1.6s/test | Remaining: 1787 tests [2025-09-28T04:21:47.722406] [INFO ] [CONFIGURE ] EFR: Testing feature 4/29: add_ema [2025-09-28T04:21:47.722481] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema'] [2025-09-28T04:21:47.848296] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:47.984269] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:48.149114] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:48.318311] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:48.473136] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:48.626835] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:48.790992] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:48.948329] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:49.094327] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:49.227856] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:49.228076] [INFO ] [CONFIGURE ] EFR: KEPT add_ema (score: 70.00%) [2025-09-28T04:21:49.228160] [INFO ] [CONFIGURE ] JOB ETA: 46.2m | Avg: 1.6s/test | Remaining: 1786 tests [2025-09-28T04:21:49.228304] [INFO ] [CONFIGURE ] EFR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:21:49.228377] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:21:49.384099] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:49.537817] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:49.692548] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:49.847023] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:50.001273] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:50.157260] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:50.312956] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:50.478070] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:50.631186] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:50.787948] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:50.788178] [INFO ] [CONFIGURE ] EFR: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T04:21:50.788262] [INFO ] [CONFIGURE ] JOB ETA: 46.1m | Avg: 1.6s/test | Remaining: 1785 tests [2025-09-28T04:21:50.788338] [INFO ] [CONFIGURE ] EFR: Testing feature 6/29: add_failed_moves [2025-09-28T04:21:50.788410] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_failed_moves'] [2025-09-28T04:21:50.925630] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:51.057369] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:51.193059] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:51.334528] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:51.478152] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:51.625350] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:51.769831] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:51.938061] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:52.092774] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:52.236679] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:52.236924] [INFO ] [CONFIGURE ] EFR: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:21:52.237007] [INFO ] [CONFIGURE ] JOB ETA: 46.1m | Avg: 1.6s/test | Remaining: 1784 tests [2025-09-28T04:21:52.237081] [INFO ] [CONFIGURE ] EFR: Testing feature 7/29: add_lag_shelf [2025-09-28T04:21:52.237150] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_lag_shelf'] [2025-09-28T04:21:52.370448] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:52.503346] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:52.634278] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:52.767323] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:52.898053] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:53.025122] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:53.170418] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:53.305933] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:53.435988] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:53.568454] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:53.568637] [INFO ] [CONFIGURE ] EFR: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:21:53.568744] [INFO ] [CONFIGURE ] JOB ETA: 46.1m | Avg: 1.6s/test | Remaining: 1783 tests [2025-09-28T04:21:53.568818] [INFO ] [CONFIGURE ] EFR: Testing feature 8/29: add_macd [2025-09-28T04:21:53.568890] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:21:53.741760] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:53.911983] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:54.129988] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:54.360298] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:54.622618] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:54.901703] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:55.196403] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:55.475689] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:55.653849] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:55.823821] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:55.824034] [INFO ] [CONFIGURE ] EFR: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:21:55.824120] [INFO ] [CONFIGURE ] JOB ETA: 46.1m | Avg: 1.6s/test | Remaining: 1782 tests [2025-09-28T04:21:55.824194] [INFO ] [CONFIGURE ] EFR: Testing feature 9/29: add_mfi [2025-09-28T04:21:55.824306] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_mfi'] [2025-09-28T04:21:55.962197] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:56.102195] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:56.247275] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:56.393871] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:56.596298] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:56.755047] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:56.903779] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:57.051210] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:57.198097] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:57.345082] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:57.345371] [INFO ] [CONFIGURE ] EFR: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:21:57.345462] [INFO ] [CONFIGURE ] JOB ETA: 46.0m | Avg: 1.6s/test | Remaining: 1781 tests [2025-09-28T04:21:57.345541] [INFO ] [CONFIGURE ] EFR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:21:57.345616] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:21:57.517771] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:57.677383] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:57.843955] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:58.004113] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:58.164795] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:58.324796] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:58.484184] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:21:58.648332] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:21:58.809254] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:21:58.974732] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:21:58.975014] [INFO ] [CONFIGURE ] EFR: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:21:58.975122] [INFO ] [CONFIGURE ] JOB ETA: 46.0m | Avg: 1.6s/test | Remaining: 1780 tests [2025-09-28T04:21:58.975214] [INFO ] [CONFIGURE ] EFR: Testing feature 11/29: add_obv_daily [2025-09-28T04:21:58.975300] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily'] [2025-09-28T04:21:59.112290] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:21:59.250985] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:21:59.391795] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:21:59.530779] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:21:59.686528] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:21:59.823288] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:21:59.961604] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:00.098826] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:00.237755] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:00.374496] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:22:00.374803] [INFO ] [CONFIGURE ] EFR: KEPT add_obv_daily (score: 80.00%) [2025-09-28T04:22:00.374998] [INFO ] [CONFIGURE ] JOB ETA: 46.0m | Avg: 1.6s/test | Remaining: 1779 tests [2025-09-28T04:22:00.375078] [INFO ] [CONFIGURE ] EFR: Testing feature 12/29: add_obv_interval [2025-09-28T04:22:00.375153] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_obv_interval'] [2025-09-28T04:22:00.508372] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:00.646141] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:00.794942] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:00.938450] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:01.082510] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:01.225261] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:01.368609] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:01.510821] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:01.676293] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:01.847402] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:22:01.847633] [INFO ] [CONFIGURE ] EFR: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T04:22:01.847737] [INFO ] [CONFIGURE ] JOB ETA: 46.0m | Avg: 1.6s/test | Remaining: 1778 tests [2025-09-28T04:22:01.847816] [INFO ] [CONFIGURE ] EFR: Testing feature 13/29: add_opening_strength [2025-09-28T04:22:01.847896] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:22:02.000324] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:02.144004] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:02.302110] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:02.450437] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:22:02.609512] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:22:02.756617] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:02.909166] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:03.062342] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:03.223266] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:03.395678] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:03.395902] [INFO ] [CONFIGURE ] EFR: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:22:03.396004] [INFO ] [CONFIGURE ] JOB ETA: 45.9m | Avg: 1.6s/test | Remaining: 1777 tests [2025-09-28T04:22:03.396094] [INFO ] [CONFIGURE ] EFR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:22:03.396169] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T04:22:03.548345] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:03.705341] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:03.859975] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:04.012106] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:04.162292] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:04.332131] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:04.498938] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:04.662212] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:04.816911] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:04.969289] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:22:04.969493] [INFO ] [CONFIGURE ] EFR: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:22:04.969581] [INFO ] [CONFIGURE ] JOB ETA: 45.9m | Avg: 1.6s/test | Remaining: 1776 tests [2025-09-28T04:22:04.969699] [INFO ] [CONFIGURE ] EFR: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:22:04.969784] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_pbf_morning_momentum'] [2025-09-28T04:22:05.107306] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:05.248102] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:05.415018] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:05.567907] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:05.710509] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:05.855027] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:05.998200] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:06.137491] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:06.280571] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:06.429418] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:22:06.429633] [INFO ] [CONFIGURE ] EFR: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T04:22:06.429738] [INFO ] [CONFIGURE ] JOB ETA: 45.9m | Avg: 1.6s/test | Remaining: 1775 tests [2025-09-28T04:22:06.429812] [INFO ] [CONFIGURE ] EFR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:22:06.429864] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T04:22:06.580566] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:22:06.836296] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:06.989468] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:07.146587] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:07.291550] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:07.436180] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:07.582771] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:07.741466] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:07.889200] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:08.034354] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:08.034668] [INFO ] [CONFIGURE ] EFR: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:22:08.034755] [INFO ] [CONFIGURE ] JOB ETA: 45.9m | Avg: 1.6s/test | Remaining: 1774 tests [2025-09-28T04:22:08.034828] [INFO ] [CONFIGURE ] EFR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:22:08.034900] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T04:22:08.181681] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:08.337667] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:08.488520] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:08.640808] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:08.796036] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:08.953324] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:09.112362] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:09.276693] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:09.436080] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:09.592205] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:22:09.592407] [INFO ] [CONFIGURE ] EFR: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:22:09.592487] [INFO ] [CONFIGURE ] JOB ETA: 45.8m | Avg: 1.6s/test | Remaining: 1773 tests [2025-09-28T04:22:09.592562] [INFO ] [CONFIGURE ] EFR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:22:09.592852] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T04:22:09.733333] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:09.875323] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:10.018258] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:10.158787] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:10.303225] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:10.456047] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:10.598029] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:10.742547] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:10.885495] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:11.034447] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:11.034694] [INFO ] [CONFIGURE ] EFR: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:22:11.034787] [INFO ] [CONFIGURE ] JOB ETA: 45.8m | Avg: 1.6s/test | Remaining: 1772 tests [2025-09-28T04:22:11.034863] [INFO ] [CONFIGURE ] EFR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:22:11.034943] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T04:22:11.180153] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:11.316543] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:11.450937] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:11.587951] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:11.728518] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:11.873177] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:12.019419] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:12.163670] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:12.304714] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:12.454967] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:12.455171] [INFO ] [CONFIGURE ] EFR: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:22:12.455252] [INFO ] [CONFIGURE ] JOB ETA: 45.8m | Avg: 1.6s/test | Remaining: 1771 tests [2025-09-28T04:22:12.455328] [INFO ] [CONFIGURE ] EFR: Testing feature 20/29: add_price_rejection [2025-09-28T04:22:12.455408] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_price_rejection'] [2025-09-28T04:22:12.607133] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:12.765179] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:12.936778] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:13.088775] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:13.245047] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:13.402301] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:13.555928] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:13.718088] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:13.896436] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:14.058360] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:14.058573] [INFO ] [CONFIGURE ] EFR: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:22:14.058678] [INFO ] [CONFIGURE ] JOB ETA: 45.8m | Avg: 1.6s/test | Remaining: 1770 tests [2025-09-28T04:22:14.058758] [INFO ] [CONFIGURE ] EFR: Testing feature 21/29: add_range_position [2025-09-28T04:22:14.058834] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_range_position'] [2025-09-28T04:22:14.226390] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:14.393675] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:14.555373] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:14.719218] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:14.884461] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:15.048679] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:15.217139] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:15.386233] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:15.554382] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:15.722763] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:15.722973] [INFO ] [CONFIGURE ] EFR: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:22:15.723060] [INFO ] [CONFIGURE ] JOB ETA: 45.7m | Avg: 1.6s/test | Remaining: 1769 tests [2025-09-28T04:22:15.723134] [INFO ] [CONFIGURE ] EFR: Testing feature 22/29: add_realized_volatility [2025-09-28T04:22:15.723260] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_realized_volatility'] [2025-09-28T04:22:15.904372] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:16.080307] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:16.274115] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:16.449675] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:16.623058] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:16.807252] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:16.985922] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:17.164755] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:17.351850] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:17.537552] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:17.537776] [INFO ] [CONFIGURE ] EFR: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:22:17.537860] [INFO ] [CONFIGURE ] JOB ETA: 45.7m | Avg: 1.6s/test | Remaining: 1768 tests [2025-09-28T04:22:17.537941] [INFO ] [CONFIGURE ] EFR: Testing feature 23/29: add_recent_range_context [2025-09-28T04:22:17.538015] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_recent_range_context'] [2025-09-28T04:22:17.687990] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:17.851620] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:18.007347] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:18.160667] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:18.317454] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:18.476135] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:18.628604] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:18.785981] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:18.941224] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:19.105707] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:19.105909] [INFO ] [CONFIGURE ] EFR: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:22:19.106012] [INFO ] [CONFIGURE ] JOB ETA: 45.7m | Avg: 1.6s/test | Remaining: 1767 tests [2025-09-28T04:22:19.106106] [INFO ] [CONFIGURE ] EFR: Testing feature 24/29: add_rsi [2025-09-28T04:22:19.106196] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_rsi'] [2025-09-28T04:22:19.268665] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:22:19.434334] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:19.602614] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:19.765469] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:19.931876] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:20.095866] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:20.262405] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:20.430095] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:20.593468] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:20.757559] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:20.757826] [INFO ] [CONFIGURE ] EFR: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:22:20.757927] [INFO ] [CONFIGURE ] JOB ETA: 45.7m | Avg: 1.6s/test | Remaining: 1766 tests [2025-09-28T04:22:20.758035] [INFO ] [CONFIGURE ] EFR: Testing feature 25/29: add_tick_distribution [2025-09-28T04:22:20.758132] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_tick_distribution'] [2025-09-28T04:22:20.914715] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:21.071816] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:21.229742] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:21.389761] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:21.545687] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:21.702626] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:21.863959] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:22.021878] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:22.182932] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:22.345713] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:22:22.345938] [INFO ] [CONFIGURE ] EFR: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:22:22.346042] [INFO ] [CONFIGURE ] JOB ETA: 45.6m | Avg: 1.6s/test | Remaining: 1765 tests [2025-09-28T04:22:22.346141] [INFO ] [CONFIGURE ] EFR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:22:22.346243] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T04:22:22.506449] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:22:22.662980] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:22.815231] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:22.969318] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:22:23.120733] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:22:23.281936] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:23.470126] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:23.674298] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:23.826565] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:23.995309] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:22:23.995505] [INFO ] [CONFIGURE ] EFR: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:22:23.995585] [INFO ] [CONFIGURE ] JOB ETA: 45.6m | Avg: 1.6s/test | Remaining: 1764 tests [2025-09-28T04:22:23.995685] [INFO ] [CONFIGURE ] EFR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:22:23.995762] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T04:22:24.179615] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:24.351849] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:24.520206] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:24.687579] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:24.851075] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:25.016955] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:25.188727] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:25.352234] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:25.517964] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:25.689876] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:22:25.690152] [INFO ] [CONFIGURE ] EFR: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:22:25.690244] [INFO ] [CONFIGURE ] JOB ETA: 45.6m | Avg: 1.6s/test | Remaining: 1763 tests [2025-09-28T04:22:25.690330] [INFO ] [CONFIGURE ] EFR: Testing feature 28/29: add_volume_profile [2025-09-28T04:22:25.690406] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_volume_profile'] [2025-09-28T04:22:25.841490] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:22:25.989715] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:26.137692] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:26.286571] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:26.472209] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:26.673226] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:26.829420] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:26.980147] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:27.131105] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:27.283501] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:27.283753] [INFO ] [CONFIGURE ] EFR: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:22:27.283840] [INFO ] [CONFIGURE ] JOB ETA: 45.6m | Avg: 1.6s/test | Remaining: 1762 tests [2025-09-28T04:22:27.283934] [INFO ] [CONFIGURE ] EFR: Testing feature 29/29: add_vwap [2025-09-28T04:22:27.284014] [INFO ] [CONFIGURE ] EFR: Testing with features: ['add_ema', 'add_obv_daily', 'add_vwap'] [2025-09-28T04:22:27.435431] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:27.593427] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:27.748356] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:22:27.902790] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:22:28.057404] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:22:28.212023] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:22:28.370783] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:22:28.524109] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:28.680486] [DEBUG] [FORECASTER] EFR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:28.847463] [DEBUG] [FORECASTER] EFR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:28.847728] [INFO ] [CONFIGURE ] EFR: DISCARDED add_vwap (score: 80.00%) [2025-09-28T04:22:28.847815] [INFO ] [CONFIGURE ] JOB ETA: 45.5m | Avg: 1.6s/test | Remaining: 1761 tests [2025-09-28T04:22:28.847935] [INFO ] [CONFIGURE ] EFR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:22:28.848020] [INFO ] [CONFIGURE ] EFR: Best accuracy: 80.00% [2025-09-28T04:22:28.848096] [INFO ] [CONFIGURE ] EFR: Best feature set (2 features): ['add_ema', 'add_obv_daily'] [2025-09-28T04:22:28.848162] [INFO ] [CONFIGURE ] EFR: Improvement over baseline: 20.00% [2025-09-28T04:22:28.848229] [INFO ] [CONFIGURE ] EFR: Total time: 45.0 seconds [2025-09-28T04:22:28.848330] [INFO ] [CONFIGURE ] EFR: Average time per feature: 1.6 seconds [2025-09-28T04:22:28.848403] [INFO ] [CONFIGURE ] EFR: Average speed: 0.64 features/sec [2025-09-28T04:22:28.849214] [INFO ] [LOCAL ] Saved configuration for EFR: 2 features, 80.00% accuracy -> ./output/feature-sets/EFR.json [2025-09-28T04:22:28.849312] [INFO ] [CONFIGURE ] EFR: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T04:22:28.849454] [INFO ] [sig ] [75/135] Successfully configured EFR | 0.02 sym/s | Total: 57.3m | ETA: 45.9m [2025-09-28T04:22:28.849565] [INFO ] [sig ] [76/135] Configuring EFT... [2025-09-28T04:22:28.849685] [INFO ] [CONFIGURE ] EFT: Configurate test run. [2025-09-28T04:22:28.849811] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EFT' from 'https://tdm.silogroup.org/data/derivative_storage/EFT.csv'. [2025-09-28T04:22:29.181720] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EFT'. [2025-09-28T04:22:29.182471] [INFO ] [CONFIGURE ] EFT: Testing with 29 available features [2025-09-28T04:22:29.182555] [INFO ] [CONFIGURE ] EFT: Establishing baseline with no features... [2025-09-28T04:22:29.298318] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:29.405961] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:29.511467] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:29.612956] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:29.714774] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:22:29.820734] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:29.930246] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:30.040667] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:30.155333] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:30.270089] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:30.270295] [INFO ] [CONFIGURE ] EFT: Baseline score (no features): 20.00% [2025-09-28T04:22:30.270410] [INFO ] [CONFIGURE ] EFT: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:22:30.270489] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:22:30.394972] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:30.520452] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:30.638069] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:30.756408] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:30.874467] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:30.997587] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:31.121450] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:31.257453] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:31.384074] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:31.511636] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:31.511881] [INFO ] [CONFIGURE ] EFT: KEPT add_bollinger_bands (score: 30.00%) [2025-09-28T04:22:31.511964] [INFO ] [CONFIGURE ] JOB ETA: 45.5m | Avg: 1.6s/test | Remaining: 1760 tests [2025-09-28T04:22:31.512065] [INFO ] [CONFIGURE ] EFT: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:22:31.512152] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:22:31.655825] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:31.799197] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:31.955459] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:32.102421] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:32.269552] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:22:32.407159] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:32.555971] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:32.701053] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:32.841612] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:32.984841] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:32.985039] [INFO ] [CONFIGURE ] EFT: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:22:32.985146] [INFO ] [CONFIGURE ] JOB ETA: 45.5m | Avg: 1.6s/test | Remaining: 1759 tests [2025-09-28T04:22:32.985241] [INFO ] [CONFIGURE ] EFT: Testing feature 3/29: add_daily_returns [2025-09-28T04:22:32.985320] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:22:33.105981] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:33.233080] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:33.360057] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:33.493217] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:33.618849] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:22:33.748372] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:33.878486] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:34.010667] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:34.145504] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:34.283171] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:34.283376] [INFO ] [CONFIGURE ] EFT: DISCARDED add_daily_returns (score: 20.00%) [2025-09-28T04:22:34.283463] [INFO ] [CONFIGURE ] JOB ETA: 45.4m | Avg: 1.6s/test | Remaining: 1758 tests [2025-09-28T04:22:34.283542] [INFO ] [CONFIGURE ] EFT: Testing feature 4/29: add_ema [2025-09-28T04:22:34.283616] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:22:34.430224] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:34.589513] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:34.746509] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:34.885167] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:35.033150] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:22:35.200029] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:35.350873] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:35.489885] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:35.635409] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:35.797633] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:35.797959] [INFO ] [CONFIGURE ] EFT: DISCARDED add_ema (score: 20.00%) [2025-09-28T04:22:35.798048] [INFO ] [CONFIGURE ] JOB ETA: 45.4m | Avg: 1.6s/test | Remaining: 1757 tests [2025-09-28T04:22:35.798169] [INFO ] [CONFIGURE ] EFT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:22:35.798263] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:22:35.954515] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:36.108271] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:36.255324] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:36.399352] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:36.546629] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:36.691526] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:36.838440] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:36.998196] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:37.160561] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:37.318629] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:37.318865] [INFO ] [CONFIGURE ] EFT: KEPT add_exhaustion_signals (score: 50.00%) [2025-09-28T04:22:37.318947] [INFO ] [CONFIGURE ] JOB ETA: 45.4m | Avg: 1.6s/test | Remaining: 1756 tests [2025-09-28T04:22:37.319023] [INFO ] [CONFIGURE ] EFT: Testing feature 6/29: add_failed_moves [2025-09-28T04:22:37.319073] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:22:37.481181] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:37.637550] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:37.796362] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:37.953850] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:38.128154] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:38.288902] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:38.445749] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:38.612139] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:38.779138] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:38.944047] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:38.944269] [INFO ] [CONFIGURE ] EFT: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:22:38.944353] [INFO ] [CONFIGURE ] JOB ETA: 45.4m | Avg: 1.6s/test | Remaining: 1755 tests [2025-09-28T04:22:38.944431] [INFO ] [CONFIGURE ] EFT: Testing feature 7/29: add_lag_shelf [2025-09-28T04:22:38.944503] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:22:39.100542] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:39.255596] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:39.409489] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:39.578053] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:39.763384] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:39.908044] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:40.051903] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:40.199830] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:40.350778] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:40.505079] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:40.505333] [INFO ] [CONFIGURE ] EFT: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:22:40.505414] [INFO ] [CONFIGURE ] JOB ETA: 45.3m | Avg: 1.6s/test | Remaining: 1754 tests [2025-09-28T04:22:40.505487] [INFO ] [CONFIGURE ] EFT: Testing feature 8/29: add_macd [2025-09-28T04:22:40.505608] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:22:40.679974] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:40.849617] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:41.012946] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:41.185068] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:41.369523] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:41.547735] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:41.743390] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:41.943334] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:42.128266] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:42.315494] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:42.315817] [INFO ] [CONFIGURE ] EFT: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:22:42.315904] [INFO ] [CONFIGURE ] JOB ETA: 45.3m | Avg: 1.6s/test | Remaining: 1753 tests [2025-09-28T04:22:42.315982] [INFO ] [CONFIGURE ] EFT: Testing feature 9/29: add_mfi [2025-09-28T04:22:42.316041] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T04:22:42.485631] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:42.654905] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:42.819796] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:42.987823] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:43.155949] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:43.324135] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:43.494758] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:43.674549] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:43.844879] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:44.014568] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:44.014883] [INFO ] [CONFIGURE ] EFT: DISCARDED add_mfi (score: 40.00%) [2025-09-28T04:22:44.014968] [INFO ] [CONFIGURE ] JOB ETA: 45.3m | Avg: 1.6s/test | Remaining: 1752 tests [2025-09-28T04:22:44.015046] [INFO ] [CONFIGURE ] EFT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:22:44.015123] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:22:44.200750] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:44.388441] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:44.581158] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:44.769608] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:44.953160] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:45.138886] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:45.326245] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:45.514208] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:45.705564] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:45.899783] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:45.900045] [INFO ] [CONFIGURE ] EFT: DISCARDED add_momentum_acceleration (score: 30.00%) [2025-09-28T04:22:45.900132] [INFO ] [CONFIGURE ] JOB ETA: 45.3m | Avg: 1.6s/test | Remaining: 1751 tests [2025-09-28T04:22:45.900208] [INFO ] [CONFIGURE ] EFT: Testing feature 11/29: add_obv_daily [2025-09-28T04:22:45.900282] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T04:22:46.059719] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:46.212006] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:46.371343] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:46.536476] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:46.702778] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:22:46.873942] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:47.031502] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:47.186997] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:47.349770] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:47.507014] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:22:47.507299] [INFO ] [CONFIGURE ] EFT: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:22:47.507382] [INFO ] [CONFIGURE ] JOB ETA: 45.3m | Avg: 1.6s/test | Remaining: 1750 tests [2025-09-28T04:22:47.507455] [INFO ] [CONFIGURE ] EFT: Testing feature 12/29: add_obv_interval [2025-09-28T04:22:47.507527] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T04:22:47.658382] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:47.812247] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:47.972191] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:48.134480] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:48.314241] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:22:48.480767] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:48.643720] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:48.807798] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:48.973819] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:49.137252] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:49.137463] [INFO ] [CONFIGURE ] EFT: DISCARDED add_obv_interval (score: 20.00%) [2025-09-28T04:22:49.137544] [INFO ] [CONFIGURE ] JOB ETA: 45.2m | Avg: 1.6s/test | Remaining: 1749 tests [2025-09-28T04:22:49.137630] [INFO ] [CONFIGURE ] EFT: Testing feature 13/29: add_opening_strength [2025-09-28T04:22:49.137721] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:22:49.308506] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:49.477305] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:49.642100] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:49.807455] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:49.970068] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:22:50.134777] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:50.299567] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:50.473969] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:50.648735] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:50.823983] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:50.824224] [INFO ] [CONFIGURE ] EFT: DISCARDED add_opening_strength (score: 20.00%) [2025-09-28T04:22:50.824333] [INFO ] [CONFIGURE ] JOB ETA: 45.2m | Avg: 1.6s/test | Remaining: 1748 tests [2025-09-28T04:22:50.824412] [INFO ] [CONFIGURE ] EFT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:22:50.824490] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T04:22:51.003798] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:51.192427] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:51.358427] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:51.523583] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:51.697883] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:51.874446] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:52.041408] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:52.217679] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:52.391208] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:52.577015] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:52.577247] [INFO ] [CONFIGURE ] EFT: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T04:22:52.577330] [INFO ] [CONFIGURE ] JOB ETA: 45.2m | Avg: 1.6s/test | Remaining: 1747 tests [2025-09-28T04:22:52.577405] [INFO ] [CONFIGURE ] EFT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:22:52.577462] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T04:22:52.736689] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:52.884281] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:53.028912] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:53.179819] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:53.345149] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:53.499028] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:53.651519] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:53.804129] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:53.964162] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:54.118393] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:54.118626] [INFO ] [CONFIGURE ] EFT: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:22:54.118731] [INFO ] [CONFIGURE ] JOB ETA: 45.2m | Avg: 1.6s/test | Remaining: 1746 tests [2025-09-28T04:22:54.118806] [INFO ] [CONFIGURE ] EFT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:22:54.118878] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T04:22:54.280274] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:54.440372] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:54.600540] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:54.767010] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:54.928505] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:55.095616] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:55.257146] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:55.420915] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:55.582777] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:55.753000] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:55.753292] [INFO ] [CONFIGURE ] EFT: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:22:55.753378] [INFO ] [CONFIGURE ] JOB ETA: 45.1m | Avg: 1.6s/test | Remaining: 1745 tests [2025-09-28T04:22:55.753457] [INFO ] [CONFIGURE ] EFT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:22:55.753530] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T04:22:55.919436] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:56.084524] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:56.246449] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:56.411242] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:56.614555] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:56.783318] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:56.949267] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:57.114362] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:22:57.284034] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:22:57.455513] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:57.455744] [INFO ] [CONFIGURE ] EFT: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:22:57.455825] [INFO ] [CONFIGURE ] JOB ETA: 45.1m | Avg: 1.6s/test | Remaining: 1744 tests [2025-09-28T04:22:57.455979] [INFO ] [CONFIGURE ] EFT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:22:57.456053] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T04:22:57.603301] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:57.749676] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:57.910309] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:58.073178] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:58.238983] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:22:58.400288] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:22:58.565281] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:22:58.733252] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:22:58.898314] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:22:59.062203] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:22:59.062393] [INFO ] [CONFIGURE ] EFT: DISCARDED add_pbf_volatility_5d (score: 30.00%) [2025-09-28T04:22:59.062474] [INFO ] [CONFIGURE ] JOB ETA: 45.1m | Avg: 1.6s/test | Remaining: 1743 tests [2025-09-28T04:22:59.062549] [INFO ] [CONFIGURE ] EFT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:22:59.062694] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T04:22:59.224515] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:22:59.384256] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:22:59.544052] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:22:59.705270] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:22:59.869357] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:23:00.033287] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:00.199735] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:00.370001] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:23:00.538212] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:23:00.710220] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:00.710465] [INFO ] [CONFIGURE ] EFT: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:23:00.710576] [INFO ] [CONFIGURE ] JOB ETA: 45.1m | Avg: 1.6s/test | Remaining: 1742 tests [2025-09-28T04:23:00.710700] [INFO ] [CONFIGURE ] EFT: Testing feature 20/29: add_price_rejection [2025-09-28T04:23:00.710789] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T04:23:00.884232] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:01.052428] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:23:01.222948] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:01.401720] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:23:01.571767] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:23:01.744916] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:01.923597] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:02.098192] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:02.273061] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:23:02.454013] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:02.454227] [INFO ] [CONFIGURE ] EFT: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:23:02.454313] [INFO ] [CONFIGURE ] JOB ETA: 45.0m | Avg: 1.6s/test | Remaining: 1741 tests [2025-09-28T04:23:02.454387] [INFO ] [CONFIGURE ] EFT: Testing feature 21/29: add_range_position [2025-09-28T04:23:02.454489] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T04:23:02.638336] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:02.823187] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:23:03.004893] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:03.185575] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:23:03.368471] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:23:03.548753] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:03.726030] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:03.907074] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:04.092282] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:23:04.276989] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:04.277220] [INFO ] [CONFIGURE ] EFT: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:23:04.277376] [INFO ] [CONFIGURE ] JOB ETA: 45.0m | Avg: 1.6s/test | Remaining: 1740 tests [2025-09-28T04:23:04.277486] [INFO ] [CONFIGURE ] EFT: Testing feature 22/29: add_realized_volatility [2025-09-28T04:23:04.277598] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T04:23:04.470919] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:04.667055] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:23:04.895945] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:05.180812] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:23:05.468430] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:23:05.732811] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:05.973971] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:06.197093] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:06.420369] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:23:06.621916] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:06.622128] [INFO ] [CONFIGURE ] EFT: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T04:23:06.622209] [INFO ] [CONFIGURE ] JOB ETA: 45.0m | Avg: 1.6s/test | Remaining: 1739 tests [2025-09-28T04:23:06.622374] [INFO ] [CONFIGURE ] EFT: Testing feature 23/29: add_recent_range_context [2025-09-28T04:23:06.622447] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T04:23:06.780395] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:06.965370] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:23:07.131955] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:07.297005] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:23:07.463985] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:23:07.631360] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:07.809156] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:07.971719] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:08.143561] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:23:08.309882] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:08.310084] [INFO ] [CONFIGURE ] EFT: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T04:23:08.310164] [INFO ] [CONFIGURE ] JOB ETA: 45.0m | Avg: 1.6s/test | Remaining: 1738 tests [2025-09-28T04:23:08.310239] [INFO ] [CONFIGURE ] EFT: Testing feature 24/29: add_rsi [2025-09-28T04:23:08.310357] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T04:23:08.507884] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:08.722519] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:23:08.914002] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:09.111321] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:23:09.296148] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:09.477527] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:09.657004] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:09.836402] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:10.016938] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:23:10.203491] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:10.203828] [INFO ] [CONFIGURE ] EFT: DISCARDED add_rsi (score: 20.00%) [2025-09-28T04:23:10.203924] [INFO ] [CONFIGURE ] JOB ETA: 45.0m | Avg: 1.6s/test | Remaining: 1737 tests [2025-09-28T04:23:10.204010] [INFO ] [CONFIGURE ] EFT: Testing feature 25/29: add_tick_distribution [2025-09-28T04:23:10.204122] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T04:23:10.362324] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:10.521614] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:23:10.686480] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:10.854370] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:23:11.013678] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:23:11.174321] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:11.377787] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:11.543473] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:23:11.708469] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:23:11.875966] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:11.876231] [INFO ] [CONFIGURE ] EFT: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T04:23:11.876320] [INFO ] [CONFIGURE ] JOB ETA: 44.9m | Avg: 1.6s/test | Remaining: 1736 tests [2025-09-28T04:23:11.876402] [INFO ] [CONFIGURE ] EFT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:23:11.876489] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T04:23:12.042832] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:12.203257] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:23:12.364940] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:12.565586] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:23:12.762033] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:23:12.939734] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:13.116266] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:13.304375] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:13.470698] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:23:13.642620] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:13.642855] [INFO ] [CONFIGURE ] EFT: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T04:23:13.642939] [INFO ] [CONFIGURE ] JOB ETA: 44.9m | Avg: 1.6s/test | Remaining: 1735 tests [2025-09-28T04:23:13.643075] [INFO ] [CONFIGURE ] EFT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:23:13.643282] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T04:23:13.819623] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:14.000200] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:23:14.172222] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:14.345567] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:23:14.531262] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:14.715934] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:14.889605] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:15.066009] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:23:15.242930] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:23:15.415437] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:15.415672] [INFO ] [CONFIGURE ] EFT: DISCARDED add_volume_price_divergence (score: 30.00%) [2025-09-28T04:23:15.415755] [INFO ] [CONFIGURE ] JOB ETA: 44.9m | Avg: 1.6s/test | Remaining: 1734 tests [2025-09-28T04:23:15.415831] [INFO ] [CONFIGURE ] EFT: Testing feature 28/29: add_volume_profile [2025-09-28T04:23:15.415887] [INFO ] [CONFIGURE ] EFT: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T04:23:15.576106] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:15.739156] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:23:15.905091] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:16.067463] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:23:16.234168] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:23:16.401086] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:23:16.564527] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:23:16.734189] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:23:16.903000] [DEBUG] [FORECASTER] EFT: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:23:17.072691] [DEBUG] [FORECASTER] EFT: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:17.072920] [INFO ] [CONFIGURE ] EFT: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:23:17.073003] [INFO ] [CONFIGURE ] JOB ETA: 44.9m | Avg: 1.6s/test | Remaining: 1733 tests [2025-09-28T04:23:17.073123] [INFO ] [CONFIGURE ] EFT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:23:17.073190] [INFO ] [CONFIGURE ] EFT: Best accuracy: 50.00% [2025-09-28T04:23:17.073260] [INFO ] [CONFIGURE ] EFT: Best feature set (3 features): ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:23:17.073332] [INFO ] [CONFIGURE ] EFT: Improvement over baseline: 30.00% [2025-09-28T04:23:17.073384] [INFO ] [CONFIGURE ] EFT: Total time: 46.8 seconds [2025-09-28T04:23:17.073547] [INFO ] [CONFIGURE ] EFT: Average time per feature: 1.7 seconds [2025-09-28T04:23:17.073621] [INFO ] [CONFIGURE ] EFT: Average speed: 0.62 features/sec [2025-09-28T04:23:17.074627] [INFO ] [LOCAL ] Saved configuration for EFT: 3 features, 50.00% accuracy -> ./output/feature-sets/EFT.json [2025-09-28T04:23:17.074775] [INFO ] [CONFIGURE ] EFT: Configuration saved successfully: 3 features, 50.00% accuracy. [2025-09-28T04:23:17.074913] [INFO ] [sig ] [76/135] Successfully configured EFT | 0.02 sym/s | Total: 58.1m | ETA: 45.1m [2025-09-28T04:23:17.075014] [INFO ] [sig ] [77/135] Configuring EICC... [2025-09-28T04:23:17.075114] [INFO ] [CONFIGURE ] EICC: Configurate test run. [2025-09-28T04:23:17.075237] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EICC' from 'https://tdm.silogroup.org/data/derivative_storage/EICC.csv'. [2025-09-28T04:23:17.107817] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EICC'. [2025-09-28T04:23:17.108475] [INFO ] [CONFIGURE ] EICC: Testing with 29 available features [2025-09-28T04:23:17.108556] [INFO ] [CONFIGURE ] EICC: Establishing baseline with no features... [2025-09-28T04:23:17.217088] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:17.324568] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:17.432322] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:17.538803] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:17.649434] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:17.760102] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:23:17.873867] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:17.985303] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:18.098074] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:18.213245] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:18.213432] [INFO ] [CONFIGURE ] EICC: Baseline score (no features): 40.00% [2025-09-28T04:23:18.213541] [INFO ] [CONFIGURE ] EICC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:23:18.213617] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:23:18.334607] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:18.456954] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:18.578621] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:18.701450] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:18.821728] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:18.943343] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:23:19.064134] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:19.187554] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:19.315184] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:19.449114] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:19.449322] [INFO ] [CONFIGURE ] EICC: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:23:19.449403] [INFO ] [CONFIGURE ] JOB ETA: 44.8m | Avg: 1.6s/test | Remaining: 1732 tests [2025-09-28T04:23:19.449481] [INFO ] [CONFIGURE ] EICC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:23:19.449537] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:23:19.591374] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:19.720852] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:19.848286] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:19.998412] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:20.138443] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:20.273058] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:20.406816] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:20.542513] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:20.675837] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:20.813944] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:20.814174] [INFO ] [CONFIGURE ] EICC: KEPT add_cumulative_delta (score: 50.00%) [2025-09-28T04:23:20.814262] [INFO ] [CONFIGURE ] JOB ETA: 44.8m | Avg: 1.6s/test | Remaining: 1731 tests [2025-09-28T04:23:20.814343] [INFO ] [CONFIGURE ] EICC: Testing feature 3/29: add_daily_returns [2025-09-28T04:23:20.814410] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:23:20.950245] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:21.081917] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:21.228323] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:21.374330] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:21.523274] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:21.677765] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:21.824014] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:21.971962] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:22.122421] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:22.277241] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:22.277433] [INFO ] [CONFIGURE ] EICC: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:23:22.277515] [INFO ] [CONFIGURE ] JOB ETA: 44.8m | Avg: 1.6s/test | Remaining: 1730 tests [2025-09-28T04:23:22.277589] [INFO ] [CONFIGURE ] EICC: Testing feature 4/29: add_ema [2025-09-28T04:23:22.277667] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:23:22.438253] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:22.596336] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:22.774676] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:22.932860] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:23.090988] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:23.256933] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:23.415309] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:23.570030] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:23.731985] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:23.891860] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:23.892210] [INFO ] [CONFIGURE ] EICC: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:23:23.892300] [INFO ] [CONFIGURE ] JOB ETA: 44.7m | Avg: 1.6s/test | Remaining: 1729 tests [2025-09-28T04:23:23.892381] [INFO ] [CONFIGURE ] EICC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:23:23.892459] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:23:24.073186] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:24.251542] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:24.426945] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:24.591996] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:24.765550] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:24.928769] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:25.100343] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:25.278135] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:25.445151] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:25.634056] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:25.634399] [INFO ] [CONFIGURE ] EICC: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:23:25.634508] [INFO ] [CONFIGURE ] JOB ETA: 44.7m | Avg: 1.6s/test | Remaining: 1728 tests [2025-09-28T04:23:25.634717] [INFO ] [CONFIGURE ] EICC: Testing feature 6/29: add_failed_moves [2025-09-28T04:23:25.634799] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:23:25.773504] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:25.920293] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:26.071433] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:26.220008] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:26.363045] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:26.513612] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:26.658011] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:26.802557] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:26.947763] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:27.096612] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:27.096995] [INFO ] [CONFIGURE ] EICC: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:23:27.097085] [INFO ] [CONFIGURE ] JOB ETA: 44.7m | Avg: 1.6s/test | Remaining: 1727 tests [2025-09-28T04:23:27.097176] [INFO ] [CONFIGURE ] EICC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:23:27.097259] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:23:27.230132] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:27.362528] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:27.495549] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:27.636922] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:27.777856] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:27.918858] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:28.054106] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:28.195676] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:28.330182] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:28.465796] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:28.466028] [INFO ] [CONFIGURE ] EICC: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:23:28.466113] [INFO ] [CONFIGURE ] JOB ETA: 44.7m | Avg: 1.6s/test | Remaining: 1726 tests [2025-09-28T04:23:28.466191] [INFO ] [CONFIGURE ] EICC: Testing feature 8/29: add_macd [2025-09-28T04:23:28.466266] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:23:28.644835] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:28.817109] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:28.989201] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:29.161413] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:29.349686] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:29.532543] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:29.710028] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:29.891515] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:30.067111] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:30.248217] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:30.248537] [INFO ] [CONFIGURE ] EICC: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:23:30.248621] [INFO ] [CONFIGURE ] JOB ETA: 44.6m | Avg: 1.6s/test | Remaining: 1725 tests [2025-09-28T04:23:30.248727] [INFO ] [CONFIGURE ] EICC: Testing feature 9/29: add_mfi [2025-09-28T04:23:30.248850] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T04:23:30.404870] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:30.555156] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:30.706738] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:30.859056] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:31.014445] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:31.164205] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:31.311017] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:31.464687] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:31.618182] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:31.772217] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:31.772446] [INFO ] [CONFIGURE ] EICC: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:23:31.772528] [INFO ] [CONFIGURE ] JOB ETA: 44.6m | Avg: 1.6s/test | Remaining: 1724 tests [2025-09-28T04:23:31.772608] [INFO ] [CONFIGURE ] EICC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:23:31.772778] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:23:31.940677] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:32.106920] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:32.272366] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:32.436578] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:32.610777] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:32.790802] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:23:32.962662] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:33.130418] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:33.299170] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:33.467238] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:33.467511] [INFO ] [CONFIGURE ] EICC: DISCARDED add_momentum_acceleration (score: 20.00%) [2025-09-28T04:23:33.467599] [INFO ] [CONFIGURE ] JOB ETA: 44.6m | Avg: 1.6s/test | Remaining: 1723 tests [2025-09-28T04:23:33.467704] [INFO ] [CONFIGURE ] EICC: Testing feature 11/29: add_obv_daily [2025-09-28T04:23:33.467780] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T04:23:33.620976] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:33.766022] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:33.929342] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:34.122695] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:34.275969] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:34.436470] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:34.593624] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:34.750614] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:34.902806] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:35.057028] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:35.057274] [INFO ] [CONFIGURE ] EICC: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:23:35.057371] [INFO ] [CONFIGURE ] JOB ETA: 44.6m | Avg: 1.6s/test | Remaining: 1722 tests [2025-09-28T04:23:35.057468] [INFO ] [CONFIGURE ] EICC: Testing feature 12/29: add_obv_interval [2025-09-28T04:23:35.057585] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T04:23:35.201978] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:35.342592] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:35.479796] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:35.619556] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:35.759046] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:35.904956] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:23:36.041411] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:36.177477] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:36.313246] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:36.455813] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:36.456088] [INFO ] [CONFIGURE ] EICC: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:23:36.456266] [INFO ] [CONFIGURE ] JOB ETA: 44.5m | Avg: 1.6s/test | Remaining: 1721 tests [2025-09-28T04:23:36.456347] [INFO ] [CONFIGURE ] EICC: Testing feature 13/29: add_opening_strength [2025-09-28T04:23:36.456420] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:23:36.599303] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:36.756206] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:36.915937] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:37.070166] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:37.223877] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:37.379626] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:37.539233] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:37.694798] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:37.848432] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:38.005916] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:38.006161] [INFO ] [CONFIGURE ] EICC: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:23:38.006242] [INFO ] [CONFIGURE ] JOB ETA: 44.5m | Avg: 1.6s/test | Remaining: 1720 tests [2025-09-28T04:23:38.006317] [INFO ] [CONFIGURE ] EICC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:23:38.006432] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T04:23:38.152529] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:38.301909] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:38.451788] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:38.617101] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:38.772451] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:38.931246] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:23:39.093805] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:39.251369] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:39.410125] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:39.569076] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:39.569353] [INFO ] [CONFIGURE ] EICC: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T04:23:39.569439] [INFO ] [CONFIGURE ] JOB ETA: 44.5m | Avg: 1.6s/test | Remaining: 1719 tests [2025-09-28T04:23:39.569513] [INFO ] [CONFIGURE ] EICC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:23:39.569586] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T04:23:39.716923] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:39.850509] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:39.979434] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:23:40.111635] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:40.244392] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:40.386220] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:40.526023] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:40.666851] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:40.806306] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:40.937671] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:40.937937] [INFO ] [CONFIGURE ] EICC: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:23:40.938021] [INFO ] [CONFIGURE ] JOB ETA: 44.5m | Avg: 1.6s/test | Remaining: 1718 tests [2025-09-28T04:23:40.938107] [INFO ] [CONFIGURE ] EICC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:23:40.938191] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T04:23:41.086105] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:41.226367] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:41.371671] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:41.516717] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:41.662421] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:41.809438] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:23:42.095695] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:42.237196] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:42.382018] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:42.534408] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:42.534671] [INFO ] [CONFIGURE ] EICC: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T04:23:42.534755] [INFO ] [CONFIGURE ] JOB ETA: 44.4m | Avg: 1.6s/test | Remaining: 1717 tests [2025-09-28T04:23:42.534832] [INFO ] [CONFIGURE ] EICC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:23:42.534908] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T04:23:42.682018] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:42.833390] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:42.989083] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:43.137663] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:43.286147] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:43.432228] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:43.622893] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:43.770873] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:43.915567] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:44.064762] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:44.065011] [INFO ] [CONFIGURE ] EICC: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:23:44.065091] [INFO ] [CONFIGURE ] JOB ETA: 44.4m | Avg: 1.6s/test | Remaining: 1716 tests [2025-09-28T04:23:44.065163] [INFO ] [CONFIGURE ] EICC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:23:44.065218] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T04:23:44.194631] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:44.328997] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:44.467221] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:44.601819] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:44.734018] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:44.866851] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:44.999214] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:45.132837] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:45.265018] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:45.398287] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:45.398544] [INFO ] [CONFIGURE ] EICC: KEPT add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:23:45.398625] [INFO ] [CONFIGURE ] JOB ETA: 44.4m | Avg: 1.6s/test | Remaining: 1715 tests [2025-09-28T04:23:45.398718] [INFO ] [CONFIGURE ] EICC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:23:45.398790] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_pbf_vs_sma_5'] [2025-09-28T04:23:45.532897] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:45.663918] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:45.802270] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:45.939989] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:46.076576] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:46.213518] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:46.352176] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:46.491253] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:46.636438] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:46.773627] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:46.773837] [INFO ] [CONFIGURE ] EICC: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:23:46.773916] [INFO ] [CONFIGURE ] JOB ETA: 44.4m | Avg: 1.6s/test | Remaining: 1714 tests [2025-09-28T04:23:46.773992] [INFO ] [CONFIGURE ] EICC: Testing feature 20/29: add_price_rejection [2025-09-28T04:23:46.774065] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_price_rejection'] [2025-09-28T04:23:46.916890] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:47.076955] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:47.226301] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:47.376255] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:47.524187] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:47.671001] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:23:47.819827] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:47.965835] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:48.114157] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:48.262957] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:48.263152] [INFO ] [CONFIGURE ] EICC: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:23:48.263237] [INFO ] [CONFIGURE ] JOB ETA: 44.3m | Avg: 1.6s/test | Remaining: 1713 tests [2025-09-28T04:23:48.263313] [INFO ] [CONFIGURE ] EICC: Testing feature 21/29: add_range_position [2025-09-28T04:23:48.263386] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_range_position'] [2025-09-28T04:23:48.419500] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:48.578340] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:48.738858] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:48.906284] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:23:49.079316] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:49.244318] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:23:49.414177] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:49.580667] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:49.742986] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:49.909927] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:49.910156] [INFO ] [CONFIGURE ] EICC: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:23:49.910238] [INFO ] [CONFIGURE ] JOB ETA: 44.3m | Avg: 1.6s/test | Remaining: 1712 tests [2025-09-28T04:23:49.910318] [INFO ] [CONFIGURE ] EICC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:23:49.910393] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_realized_volatility'] [2025-09-28T04:23:50.084808] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:50.260947] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:50.445912] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:50.632109] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:50.820822] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:51.001732] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:51.183787] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:51.363003] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:51.560043] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:51.737842] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:51.738080] [INFO ] [CONFIGURE ] EICC: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:23:51.738162] [INFO ] [CONFIGURE ] JOB ETA: 44.3m | Avg: 1.6s/test | Remaining: 1711 tests [2025-09-28T04:23:51.738236] [INFO ] [CONFIGURE ] EICC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:23:51.738294] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_recent_range_context'] [2025-09-28T04:23:51.888562] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:52.038538] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:52.186233] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:52.344883] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:52.494806] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:52.643101] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:52.793424] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:52.947364] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:53.095606] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:53.243168] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:53.243363] [INFO ] [CONFIGURE ] EICC: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:23:53.243445] [INFO ] [CONFIGURE ] JOB ETA: 44.3m | Avg: 1.6s/test | Remaining: 1710 tests [2025-09-28T04:23:53.243521] [INFO ] [CONFIGURE ] EICC: Testing feature 24/29: add_rsi [2025-09-28T04:23:53.243595] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_ema', 'add_rsi'] [2025-09-28T04:23:53.408409] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:53.592123] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:53.764476] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:53.975180] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:54.161682] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:54.339632] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:54.510966] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:54.682574] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:54.856424] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:55.028114] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:55.028333] [INFO ] [CONFIGURE ] EICC: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:23:55.028415] [INFO ] [CONFIGURE ] JOB ETA: 44.2m | Avg: 1.6s/test | Remaining: 1709 tests [2025-09-28T04:23:55.028493] [INFO ] [CONFIGURE ] EICC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:23:55.028552] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_tick_distribution'] [2025-09-28T04:23:55.174424] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:55.324857] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:55.471875] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:55.619550] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:55.772965] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:55.918565] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:56.062506] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:56.208896] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:56.355580] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:56.505495] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:56.505760] [INFO ] [CONFIGURE ] EICC: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:23:56.505858] [INFO ] [CONFIGURE ] JOB ETA: 44.2m | Avg: 1.6s/test | Remaining: 1708 tests [2025-09-28T04:23:56.505936] [INFO ] [CONFIGURE ] EICC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:23:56.506075] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_volume_momentum_confirmation'] [2025-09-28T04:23:56.648962] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:56.791539] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:23:56.938858] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:57.098205] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:57.246411] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:57.392427] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:57.537804] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:23:57.726050] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:57.935454] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:58.118508] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:58.118765] [INFO ] [CONFIGURE ] EICC: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:23:58.118856] [INFO ] [CONFIGURE ] JOB ETA: 44.2m | Avg: 1.6s/test | Remaining: 1707 tests [2025-09-28T04:23:58.118935] [INFO ] [CONFIGURE ] EICC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:23:58.118985] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_volume_price_divergence'] [2025-09-28T04:23:58.331418] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:23:58.545774] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:23:58.747839] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:23:58.928837] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:23:59.098785] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:23:59.253634] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:23:59.409739] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:23:59.575634] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:23:59.743357] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:23:59.908665] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:23:59.909000] [INFO ] [CONFIGURE ] EICC: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:23:59.909095] [INFO ] [CONFIGURE ] JOB ETA: 44.2m | Avg: 1.6s/test | Remaining: 1706 tests [2025-09-28T04:23:59.909206] [INFO ] [CONFIGURE ] EICC: Testing feature 28/29: add_volume_profile [2025-09-28T04:23:59.909286] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_volume_profile'] [2025-09-28T04:24:00.053021] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:24:00.197879] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:24:00.340043] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:24:00.505397] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:00.671633] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:24:00.828474] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:24:00.979798] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:24:01.135368] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:01.292381] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:24:01.448291] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:24:01.448579] [INFO ] [CONFIGURE ] EICC: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:24:01.448712] [INFO ] [CONFIGURE ] JOB ETA: 44.1m | Avg: 1.6s/test | Remaining: 1705 tests [2025-09-28T04:24:01.448805] [INFO ] [CONFIGURE ] EICC: Testing feature 29/29: add_vwap [2025-09-28T04:24:01.448882] [INFO ] [CONFIGURE ] EICC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d', 'add_vwap'] [2025-09-28T04:24:01.609498] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:24:01.770366] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:24:01.944456] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:24:02.114396] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:02.269893] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:24:02.420812] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:24:02.575935] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:24:02.728620] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:02.878256] [DEBUG] [FORECASTER] EICC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:24:03.036060] [DEBUG] [FORECASTER] EICC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:24:03.036282] [INFO ] [CONFIGURE ] EICC: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:24:03.036364] [INFO ] [CONFIGURE ] JOB ETA: 44.1m | Avg: 1.6s/test | Remaining: 1704 tests [2025-09-28T04:24:03.036503] [INFO ] [CONFIGURE ] EICC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:24:03.036581] [INFO ] [CONFIGURE ] EICC: Best accuracy: 70.00% [2025-09-28T04:24:03.036689] [INFO ] [CONFIGURE ] EICC: Best feature set (2 features): ['add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T04:24:03.036777] [INFO ] [CONFIGURE ] EICC: Improvement over baseline: 30.00% [2025-09-28T04:24:03.036896] [INFO ] [CONFIGURE ] EICC: Total time: 44.8 seconds [2025-09-28T04:24:03.036979] [INFO ] [CONFIGURE ] EICC: Average time per feature: 1.5 seconds [2025-09-28T04:24:03.037153] [INFO ] [CONFIGURE ] EICC: Average speed: 0.65 features/sec [2025-09-28T04:24:03.038308] [INFO ] [LOCAL ] Saved configuration for EICC: 2 features, 70.00% accuracy -> ./output/feature-sets/EICC.json [2025-09-28T04:24:03.038406] [INFO ] [CONFIGURE ] EICC: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T04:24:03.038523] [INFO ] [sig ] [77/135] Successfully configured EICC | 0.02 sym/s | Total: 58.9m | ETA: 44.4m [2025-09-28T04:24:03.038630] [INFO ] [sig ] [78/135] Configuring EIX... [2025-09-28T04:24:03.038762] [INFO ] [CONFIGURE ] EIX: Configurate test run. [2025-09-28T04:24:03.038891] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EIX' from 'https://tdm.silogroup.org/data/derivative_storage/EIX.csv'. [2025-09-28T04:24:03.263324] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EIX'. [2025-09-28T04:24:03.263887] [INFO ] [CONFIGURE ] EIX: Testing with 29 available features [2025-09-28T04:24:03.263965] [INFO ] [CONFIGURE ] EIX: Establishing baseline with no features... [2025-09-28T04:24:03.374726] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:03.485855] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:03.597421] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:03.710785] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:03.828930] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:03.942298] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:04.053301] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:04.166778] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:04.293046] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:04.430742] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:04.430993] [INFO ] [CONFIGURE ] EIX: Baseline score (no features): 60.00% [2025-09-28T04:24:04.431189] [INFO ] [CONFIGURE ] EIX: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:24:04.431271] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:24:04.571614] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:04.697020] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:04.824418] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:04.950945] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:05.078488] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:05.207138] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:05.334090] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:05.461202] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:05.588420] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:05.714995] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:05.715200] [INFO ] [CONFIGURE ] EIX: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T04:24:05.715282] [INFO ] [CONFIGURE ] JOB ETA: 44.1m | Avg: 1.6s/test | Remaining: 1703 tests [2025-09-28T04:24:05.715450] [INFO ] [CONFIGURE ] EIX: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:24:05.715522] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:24:05.856575] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:06.013026] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:06.162355] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:06.309440] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:06.452573] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:06.595830] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:06.740031] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:06.887048] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:07.047741] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:07.194050] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:07.194278] [INFO ] [CONFIGURE ] EIX: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:24:07.194380] [INFO ] [CONFIGURE ] JOB ETA: 44.0m | Avg: 1.6s/test | Remaining: 1702 tests [2025-09-28T04:24:07.194540] [INFO ] [CONFIGURE ] EIX: Testing feature 3/29: add_daily_returns [2025-09-28T04:24:07.194615] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:24:07.321618] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:07.447722] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:07.577313] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:07.710351] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:07.838346] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:07.970432] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:08.107019] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:08.236993] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:08.367062] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:08.494026] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:08.494288] [INFO ] [CONFIGURE ] EIX: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T04:24:08.494399] [INFO ] [CONFIGURE ] JOB ETA: 44.0m | Avg: 1.6s/test | Remaining: 1701 tests [2025-09-28T04:24:08.494493] [INFO ] [CONFIGURE ] EIX: Testing feature 4/29: add_ema [2025-09-28T04:24:08.494579] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:24:08.634193] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:08.800484] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:08.940744] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:09.084794] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:09.239861] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:24:09.387873] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:09.535145] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:09.678847] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:09.823546] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:24:09.973093] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:09.973314] [INFO ] [CONFIGURE ] EIX: DISCARDED add_ema (score: 70.00%) [2025-09-28T04:24:09.973400] [INFO ] [CONFIGURE ] JOB ETA: 44.0m | Avg: 1.6s/test | Remaining: 1700 tests [2025-09-28T04:24:09.973625] [INFO ] [CONFIGURE ] EIX: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:24:09.973738] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:24:10.125047] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:10.283684] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:10.442387] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:10.600277] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:10.756733] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:10.933011] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:11.093361] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:11.250258] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:11.413774] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:11.576328] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:11.576548] [INFO ] [CONFIGURE ] EIX: KEPT add_exhaustion_signals (score: 80.00%) [2025-09-28T04:24:11.576628] [INFO ] [CONFIGURE ] JOB ETA: 44.0m | Avg: 1.6s/test | Remaining: 1699 tests [2025-09-28T04:24:11.576719] [INFO ] [CONFIGURE ] EIX: Testing feature 6/29: add_failed_moves [2025-09-28T04:24:11.576869] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:24:11.734844] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:11.895102] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:12.064659] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:12.235590] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:12.415893] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:12.591476] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:12.765696] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:12.937757] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:13.106751] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:13.282185] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:13.282424] [INFO ] [CONFIGURE ] EIX: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:24:13.282533] [INFO ] [CONFIGURE ] JOB ETA: 43.9m | Avg: 1.6s/test | Remaining: 1698 tests [2025-09-28T04:24:13.282625] [INFO ] [CONFIGURE ] EIX: Testing feature 7/29: add_lag_shelf [2025-09-28T04:24:13.282734] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:24:13.445582] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:13.608013] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:13.766548] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:13.920716] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:14.076495] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:14.236441] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:14.396722] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:14.556463] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:14.715099] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:24:14.872313] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:14.872537] [INFO ] [CONFIGURE ] EIX: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:24:14.872618] [INFO ] [CONFIGURE ] JOB ETA: 43.9m | Avg: 1.6s/test | Remaining: 1697 tests [2025-09-28T04:24:14.872806] [INFO ] [CONFIGURE ] EIX: Testing feature 8/29: add_macd [2025-09-28T04:24:14.872880] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:24:15.052593] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:15.232193] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:15.408447] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:15.582262] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:15.769246] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:15.952504] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:16.136659] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:16.319564] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:16.501994] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:16.699396] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:16.699819] [INFO ] [CONFIGURE ] EIX: DISCARDED add_macd (score: 60.00%) [2025-09-28T04:24:16.699907] [INFO ] [CONFIGURE ] JOB ETA: 43.9m | Avg: 1.6s/test | Remaining: 1696 tests [2025-09-28T04:24:16.700036] [INFO ] [CONFIGURE ] EIX: Testing feature 9/29: add_mfi [2025-09-28T04:24:16.700116] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T04:24:16.869296] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:17.041399] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:17.228913] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:17.485617] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:17.660797] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:17.832164] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:17.997524] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:18.169107] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:18.336380] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:18.500206] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:18.500431] [INFO ] [CONFIGURE ] EIX: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:24:18.500532] [INFO ] [CONFIGURE ] JOB ETA: 43.9m | Avg: 1.6s/test | Remaining: 1695 tests [2025-09-28T04:24:18.500717] [INFO ] [CONFIGURE ] EIX: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:24:18.500800] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:24:18.675953] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:18.866026] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:19.048528] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:19.236669] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:19.426338] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:19.616870] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:19.810568] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:20.006590] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:20.218531] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:20.432724] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:20.432984] [INFO ] [CONFIGURE ] EIX: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:24:20.433091] [INFO ] [CONFIGURE ] JOB ETA: 43.8m | Avg: 1.6s/test | Remaining: 1694 tests [2025-09-28T04:24:20.433185] [INFO ] [CONFIGURE ] EIX: Testing feature 11/29: add_obv_daily [2025-09-28T04:24:20.433283] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T04:24:20.615708] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:24:20.779271] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:20.942101] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:21.114476] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:21.279982] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:24:21.441759] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:21.598561] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:21.759205] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:21.946313] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:22.113439] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:22.113721] [INFO ] [CONFIGURE ] EIX: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T04:24:22.113803] [INFO ] [CONFIGURE ] JOB ETA: 43.8m | Avg: 1.6s/test | Remaining: 1693 tests [2025-09-28T04:24:22.113879] [INFO ] [CONFIGURE ] EIX: Testing feature 12/29: add_obv_interval [2025-09-28T04:24:22.114030] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T04:24:22.281488] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:22.442944] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:22.603405] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:22.766286] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:22.934113] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:23.103459] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:23.270481] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:23.430141] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:23.593767] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:23.760207] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:23.760410] [INFO ] [CONFIGURE ] EIX: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T04:24:23.760492] [INFO ] [CONFIGURE ] JOB ETA: 43.8m | Avg: 1.6s/test | Remaining: 1692 tests [2025-09-28T04:24:23.760604] [INFO ] [CONFIGURE ] EIX: Testing feature 13/29: add_opening_strength [2025-09-28T04:24:23.760727] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:24:23.927300] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:24.095560] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:24.267799] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:24.437959] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:24.604511] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:24.778614] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:24.949056] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:25.127175] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:25.301472] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:25.481508] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:25.481916] [INFO ] [CONFIGURE ] EIX: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:24:25.482020] [INFO ] [CONFIGURE ] JOB ETA: 43.8m | Avg: 1.6s/test | Remaining: 1691 tests [2025-09-28T04:24:25.482133] [INFO ] [CONFIGURE ] EIX: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:24:25.482238] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T04:24:25.658845] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:25.828150] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:26.003981] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:26.178923] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:26.357163] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:26.539630] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:26.715765] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:26.895316] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:27.077416] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:27.258705] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:27.258912] [INFO ] [CONFIGURE ] EIX: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:24:27.258992] [INFO ] [CONFIGURE ] JOB ETA: 43.8m | Avg: 1.6s/test | Remaining: 1690 tests [2025-09-28T04:24:27.259206] [INFO ] [CONFIGURE ] EIX: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:24:27.259295] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T04:24:27.410825] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:27.567796] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:27.718750] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:27.871836] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:28.023954] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:28.175763] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:28.329076] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:28.483618] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:28.647867] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:24:28.804766] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:28.804969] [INFO ] [CONFIGURE ] EIX: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:24:28.805091] [INFO ] [CONFIGURE ] JOB ETA: 43.7m | Avg: 1.6s/test | Remaining: 1689 tests [2025-09-28T04:24:28.805184] [INFO ] [CONFIGURE ] EIX: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:24:28.805275] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T04:24:28.966762] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:29.142025] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:29.318524] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:29.484004] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:29.654318] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:29.817952] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:29.982094] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:30.150702] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:30.315560] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:30.482259] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:30.482456] [INFO ] [CONFIGURE ] EIX: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:24:30.482541] [INFO ] [CONFIGURE ] JOB ETA: 43.7m | Avg: 1.6s/test | Remaining: 1688 tests [2025-09-28T04:24:30.482619] [INFO ] [CONFIGURE ] EIX: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:24:30.482718] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T04:24:30.648592] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:30.825746] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:30.995237] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:31.167960] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:31.339624] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:31.508937] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:31.683739] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:31.869803] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:32.036743] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:24:32.206425] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:32.206691] [INFO ] [CONFIGURE ] EIX: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:24:32.206775] [INFO ] [CONFIGURE ] JOB ETA: 43.7m | Avg: 1.6s/test | Remaining: 1687 tests [2025-09-28T04:24:32.206902] [INFO ] [CONFIGURE ] EIX: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:24:32.207030] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T04:24:32.358765] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:32.514382] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:32.669750] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:32.829546] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:33.014804] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:33.172981] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:33.336776] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:33.504710] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:33.669795] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:33.845311] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:33.845585] [INFO ] [CONFIGURE ] EIX: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:24:33.845739] [INFO ] [CONFIGURE ] JOB ETA: 43.7m | Avg: 1.6s/test | Remaining: 1686 tests [2025-09-28T04:24:33.845822] [INFO ] [CONFIGURE ] EIX: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:24:33.845911] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T04:24:34.029063] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:34.190756] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:34.353758] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:34.517743] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:34.677564] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:34.838025] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:34.998299] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:35.162437] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:35.324752] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:35.488261] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:35.488475] [INFO ] [CONFIGURE ] EIX: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:24:35.488556] [INFO ] [CONFIGURE ] JOB ETA: 43.6m | Avg: 1.6s/test | Remaining: 1685 tests [2025-09-28T04:24:35.488737] [INFO ] [CONFIGURE ] EIX: Testing feature 20/29: add_price_rejection [2025-09-28T04:24:35.488902] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T04:24:35.655292] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:35.819791] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:35.984137] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:36.151801] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:36.320332] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:36.494359] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:36.690766] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:36.905053] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:37.121577] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:37.294219] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:37.294415] [INFO ] [CONFIGURE ] EIX: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:24:37.294499] [INFO ] [CONFIGURE ] JOB ETA: 43.6m | Avg: 1.6s/test | Remaining: 1684 tests [2025-09-28T04:24:37.294697] [INFO ] [CONFIGURE ] EIX: Testing feature 21/29: add_range_position [2025-09-28T04:24:37.294752] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T04:24:37.476990] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:37.658259] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:37.838291] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:38.013922] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:38.195313] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:38.375305] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:38.559168] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:38.741411] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:38.928408] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:39.114637] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:39.114955] [INFO ] [CONFIGURE ] EIX: DISCARDED add_range_position (score: 80.00%) [2025-09-28T04:24:39.115039] [INFO ] [CONFIGURE ] JOB ETA: 43.6m | Avg: 1.6s/test | Remaining: 1683 tests [2025-09-28T04:24:39.115207] [INFO ] [CONFIGURE ] EIX: Testing feature 22/29: add_realized_volatility [2025-09-28T04:24:39.115281] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T04:24:39.321447] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:39.516572] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:39.709827] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:39.898405] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:40.090527] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:40.287535] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:40.486877] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:40.684772] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:40.883082] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:41.079432] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:41.079747] [INFO ] [CONFIGURE ] EIX: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:24:41.079858] [INFO ] [CONFIGURE ] JOB ETA: 43.6m | Avg: 1.6s/test | Remaining: 1682 tests [2025-09-28T04:24:41.079948] [INFO ] [CONFIGURE ] EIX: Testing feature 23/29: add_recent_range_context [2025-09-28T04:24:41.080036] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T04:24:41.244138] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:41.421213] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:41.644490] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:41.816458] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:41.985049] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:42.145259] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:42.316960] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:42.489914] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:42.660240] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:42.828529] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:42.828794] [INFO ] [CONFIGURE ] EIX: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:24:42.828879] [INFO ] [CONFIGURE ] JOB ETA: 43.5m | Avg: 1.6s/test | Remaining: 1681 tests [2025-09-28T04:24:42.828956] [INFO ] [CONFIGURE ] EIX: Testing feature 24/29: add_rsi [2025-09-28T04:24:42.829061] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T04:24:43.018717] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:43.201858] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:43.385143] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:43.567487] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:43.749192] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:24:43.933846] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:44.157060] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:24:44.372399] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:44.570306] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:24:44.759360] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:44.759581] [INFO ] [CONFIGURE ] EIX: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:24:44.759687] [INFO ] [CONFIGURE ] JOB ETA: 43.5m | Avg: 1.6s/test | Remaining: 1680 tests [2025-09-28T04:24:44.759845] [INFO ] [CONFIGURE ] EIX: Testing feature 25/29: add_tick_distribution [2025-09-28T04:24:44.759918] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T04:24:44.922569] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:45.086153] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:45.252865] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:45.418098] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:45.578357] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:45.736136] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:45.898181] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:46.057031] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:46.220289] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:46.383901] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:46.384109] [INFO ] [CONFIGURE ] EIX: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:24:46.384221] [INFO ] [CONFIGURE ] JOB ETA: 43.5m | Avg: 1.6s/test | Remaining: 1679 tests [2025-09-28T04:24:46.384312] [INFO ] [CONFIGURE ] EIX: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:24:46.384400] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T04:24:46.550339] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:46.714674] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:46.882866] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:47.050373] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:47.213577] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:47.374528] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:47.548742] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:47.727472] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:47.896092] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:48.143373] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:48.143575] [INFO ] [CONFIGURE ] EIX: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:24:48.143698] [INFO ] [CONFIGURE ] JOB ETA: 43.5m | Avg: 1.6s/test | Remaining: 1678 tests [2025-09-28T04:24:48.143787] [INFO ] [CONFIGURE ] EIX: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:24:48.143873] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T04:24:48.316364] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:48.491470] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:48.668234] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:24:48.840404] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:49.030683] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:49.205167] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:49.388012] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:49.580727] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:49.759500] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:49.938962] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:24:49.939184] [INFO ] [CONFIGURE ] EIX: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:24:49.939293] [INFO ] [CONFIGURE ] JOB ETA: 43.4m | Avg: 1.6s/test | Remaining: 1677 tests [2025-09-28T04:24:49.939388] [INFO ] [CONFIGURE ] EIX: Testing feature 28/29: add_volume_profile [2025-09-28T04:24:49.939475] [INFO ] [CONFIGURE ] EIX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T04:24:50.104001] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:24:50.268471] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:24:50.440105] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:24:50.651548] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:50.837962] [DEBUG] [FORECASTER] EIX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:24:51.041004] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:24:51.272965] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:24:51.511390] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:51.695599] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:51.881979] [DEBUG] [FORECASTER] EIX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:24:51.882283] [INFO ] [CONFIGURE ] EIX: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:24:51.882386] [INFO ] [CONFIGURE ] JOB ETA: 43.4m | Avg: 1.6s/test | Remaining: 1676 tests [2025-09-28T04:24:51.882520] [INFO ] [CONFIGURE ] EIX: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:24:51.882613] [INFO ] [CONFIGURE ] EIX: Best accuracy: 80.00% [2025-09-28T04:24:51.882781] [INFO ] [CONFIGURE ] EIX: Best feature set (3 features): ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:24:51.882872] [INFO ] [CONFIGURE ] EIX: Improvement over baseline: 20.00% [2025-09-28T04:24:51.882990] [INFO ] [CONFIGURE ] EIX: Total time: 47.5 seconds [2025-09-28T04:24:51.883079] [INFO ] [CONFIGURE ] EIX: Average time per feature: 1.7 seconds [2025-09-28T04:24:51.883175] [INFO ] [CONFIGURE ] EIX: Average speed: 0.61 features/sec [2025-09-28T04:24:51.884455] [INFO ] [LOCAL ] Saved configuration for EIX: 3 features, 80.00% accuracy -> ./output/feature-sets/EIX.json [2025-09-28T04:24:51.884550] [INFO ] [CONFIGURE ] EIX: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:24:51.884750] [INFO ] [sig ] [78/135] Successfully configured EIX | 0.02 sym/s | Total: 59.7m | ETA: 43.6m [2025-09-28T04:24:51.884845] [INFO ] [sig ] [79/135] Configuring ELC... [2025-09-28T04:24:51.884949] [INFO ] [CONFIGURE ] ELC: Configurate test run. [2025-09-28T04:24:51.885071] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ELC' from 'https://tdm.silogroup.org/data/derivative_storage/ELC.csv'. [2025-09-28T04:24:51.915431] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ELC'. [2025-09-28T04:24:51.916107] [INFO ] [CONFIGURE ] ELC: Testing with 29 available features [2025-09-28T04:24:51.916187] [INFO ] [CONFIGURE ] ELC: Establishing baseline with no features... [2025-09-28T04:24:52.027115] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:24:52.138565] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:24:52.249154] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:24:52.369327] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:52.490943] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:24:52.606965] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:24:52.719667] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:24:52.835022] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:52.948624] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:53.059264] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:24:53.059445] [INFO ] [CONFIGURE ] ELC: Baseline score (no features): 60.00% [2025-09-28T04:24:53.059553] [INFO ] [CONFIGURE ] ELC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:24:53.059630] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:24:53.180477] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:24:53.307133] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:24:53.437257] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:24:53.569475] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:53.710803] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:24:53.846468] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:24:53.993849] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:24:54.154196] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:54.293835] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:54.424266] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:24:54.424475] [INFO ] [CONFIGURE ] ELC: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T04:24:54.424558] [INFO ] [CONFIGURE ] JOB ETA: 43.4m | Avg: 1.6s/test | Remaining: 1675 tests [2025-09-28T04:24:54.424636] [INFO ] [CONFIGURE ] ELC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:24:54.424762] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:24:54.552554] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:24:54.682775] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:24:54.815018] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:24:54.947292] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:55.076508] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:24:55.204722] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:24:55.333416] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:24:55.462445] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:55.594077] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:55.737352] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:24:55.737614] [INFO ] [CONFIGURE ] ELC: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:24:55.737744] [INFO ] [CONFIGURE ] JOB ETA: 43.4m | Avg: 1.6s/test | Remaining: 1674 tests [2025-09-28T04:24:55.737851] [INFO ] [CONFIGURE ] ELC: Testing feature 3/29: add_daily_returns [2025-09-28T04:24:55.737927] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_daily_returns'] [2025-09-28T04:24:55.857346] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:24:55.972632] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:24:56.090114] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:24:56.206628] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:24:56.320383] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:24:56.437849] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:24:56.553584] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:24:56.676306] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:24:56.797304] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:56.918464] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:24:56.918701] [INFO ] [CONFIGURE ] ELC: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:24:56.918786] [INFO ] [CONFIGURE ] JOB ETA: 43.3m | Avg: 1.6s/test | Remaining: 1673 tests [2025-09-28T04:24:56.918864] [INFO ] [CONFIGURE ] ELC: Testing feature 4/29: add_ema [2025-09-28T04:24:56.918939] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_ema'] [2025-09-28T04:24:57.053620] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:24:57.182817] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:24:57.313131] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:24:57.441295] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:57.570516] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:24:57.712432] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:24:57.859537] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:24:57.986783] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:58.123874] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:24:58.251434] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:24:58.251670] [INFO ] [CONFIGURE ] ELC: DISCARDED add_ema (score: 30.00%) [2025-09-28T04:24:58.251754] [INFO ] [CONFIGURE ] JOB ETA: 43.3m | Avg: 1.6s/test | Remaining: 1672 tests [2025-09-28T04:24:58.251809] [INFO ] [CONFIGURE ] ELC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:24:58.251883] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:24:58.383100] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:24:58.514302] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:24:58.650811] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:24:58.784601] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:24:58.928444] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:24:59.067313] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:24:59.202479] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:24:59.338074] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:24:59.473278] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:24:59.610212] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:24:59.610429] [INFO ] [CONFIGURE ] ELC: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:24:59.610512] [INFO ] [CONFIGURE ] JOB ETA: 43.3m | Avg: 1.6s/test | Remaining: 1671 tests [2025-09-28T04:24:59.610590] [INFO ] [CONFIGURE ] ELC: Testing feature 6/29: add_failed_moves [2025-09-28T04:24:59.610730] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_failed_moves'] [2025-09-28T04:24:59.731070] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:24:59.856664] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:24:59.978782] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:00.106065] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:00.229317] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:00.350839] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:00.470470] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:00.601038] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:00.736574] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:00.874075] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:00.874323] [INFO ] [CONFIGURE ] ELC: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:25:00.874415] [INFO ] [CONFIGURE ] JOB ETA: 43.3m | Avg: 1.6s/test | Remaining: 1670 tests [2025-09-28T04:25:00.874503] [INFO ] [CONFIGURE ] ELC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:25:00.874604] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_lag_shelf'] [2025-09-28T04:25:00.983097] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:01.114517] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:01.224466] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:01.337676] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:01.483156] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:01.643494] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:01.764411] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:01.883882] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:02.014698] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:02.130802] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:02.131088] [INFO ] [CONFIGURE ] ELC: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:25:02.131182] [INFO ] [CONFIGURE ] JOB ETA: 43.2m | Avg: 1.6s/test | Remaining: 1669 tests [2025-09-28T04:25:02.131279] [INFO ] [CONFIGURE ] ELC: Testing feature 8/29: add_macd [2025-09-28T04:25:02.131358] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:25:02.284869] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:02.438474] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:02.596120] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:02.754053] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:02.906359] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:03.055943] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:03.211887] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:03.365409] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:03.519161] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:03.675235] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:03.675490] [INFO ] [CONFIGURE ] ELC: DISCARDED add_macd (score: 60.00%) [2025-09-28T04:25:03.675579] [INFO ] [CONFIGURE ] JOB ETA: 43.2m | Avg: 1.6s/test | Remaining: 1668 tests [2025-09-28T04:25:03.675681] [INFO ] [CONFIGURE ] ELC: Testing feature 9/29: add_mfi [2025-09-28T04:25:03.675792] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_mfi'] [2025-09-28T04:25:03.804089] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:03.928227] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:25:04.058849] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:04.185246] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:04.314316] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:04.478694] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:25:04.609745] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:04.741078] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:04.870481] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:05.004175] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:05.004440] [INFO ] [CONFIGURE ] ELC: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:25:05.004526] [INFO ] [CONFIGURE ] JOB ETA: 43.2m | Avg: 1.6s/test | Remaining: 1667 tests [2025-09-28T04:25:05.004603] [INFO ] [CONFIGURE ] ELC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:25:05.004700] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:25:05.153251] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:05.305999] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:05.451426] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:05.596296] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:05.738372] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:05.879990] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:25:06.021598] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:06.163281] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:06.306594] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:06.451543] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:06.451816] [INFO ] [CONFIGURE ] ELC: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:25:06.451898] [INFO ] [CONFIGURE ] JOB ETA: 43.1m | Avg: 1.6s/test | Remaining: 1666 tests [2025-09-28T04:25:06.451972] [INFO ] [CONFIGURE ] ELC: Testing feature 11/29: add_obv_daily [2025-09-28T04:25:06.452045] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_obv_daily'] [2025-09-28T04:25:06.576300] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:06.696992] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:25:06.821386] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:06.940486] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:25:07.062299] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:07.189954] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:25:07.319385] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:07.445946] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:07.575145] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:07.701948] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:07.702200] [INFO ] [CONFIGURE ] ELC: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:25:07.702286] [INFO ] [CONFIGURE ] JOB ETA: 43.1m | Avg: 1.6s/test | Remaining: 1665 tests [2025-09-28T04:25:07.702362] [INFO ] [CONFIGURE ] ELC: Testing feature 12/29: add_obv_interval [2025-09-28T04:25:07.702435] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_obv_interval'] [2025-09-28T04:25:07.825214] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:07.941923] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:08.074231] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:08.202780] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:08.333195] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:08.462776] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:25:08.592615] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:08.723226] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:08.853525] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:08.983415] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:08.983603] [INFO ] [CONFIGURE ] ELC: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:25:08.983714] [INFO ] [CONFIGURE ] JOB ETA: 43.1m | Avg: 1.6s/test | Remaining: 1664 tests [2025-09-28T04:25:08.983831] [INFO ] [CONFIGURE ] ELC: Testing feature 13/29: add_opening_strength [2025-09-28T04:25:08.983910] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:25:09.124248] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:09.260022] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:09.394745] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:09.529723] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:09.667277] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:09.805287] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:09.942572] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:10.081052] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:10.222873] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:25:10.379593] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:10.379861] [INFO ] [CONFIGURE ] ELC: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:25:10.379987] [INFO ] [CONFIGURE ] JOB ETA: 43.1m | Avg: 1.6s/test | Remaining: 1663 tests [2025-09-28T04:25:10.380089] [INFO ] [CONFIGURE ] ELC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:25:10.380173] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T04:25:10.534080] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:10.676729] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:10.815245] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:10.958305] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:11.101407] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:11.239827] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:11.381051] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:11.517859] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:11.664556] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:11.805553] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:11.805812] [INFO ] [CONFIGURE ] ELC: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:25:11.805908] [INFO ] [CONFIGURE ] JOB ETA: 43.0m | Avg: 1.6s/test | Remaining: 1662 tests [2025-09-28T04:25:11.805987] [INFO ] [CONFIGURE ] ELC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:25:11.806080] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T04:25:11.938102] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:12.060446] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:12.179934] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:12.299729] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:25:12.417301] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:12.542063] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:12.673289] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:12.806146] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:12.931973] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:25:13.055359] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:13.055579] [INFO ] [CONFIGURE ] ELC: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:25:13.055681] [INFO ] [CONFIGURE ] JOB ETA: 43.0m | Avg: 1.6s/test | Remaining: 1661 tests [2025-09-28T04:25:13.055759] [INFO ] [CONFIGURE ] ELC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:25:13.055832] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T04:25:13.183757] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:13.312246] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:13.446427] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:13.580248] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:25:13.723931] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:13.853180] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:25:13.984715] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:14.116639] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:14.255111] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:14.383933] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:14.384162] [INFO ] [CONFIGURE ] ELC: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:25:14.384246] [INFO ] [CONFIGURE ] JOB ETA: 43.0m | Avg: 1.6s/test | Remaining: 1660 tests [2025-09-28T04:25:14.384323] [INFO ] [CONFIGURE ] ELC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:25:14.384373] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_pbf_return_2d'] [2025-09-28T04:25:14.519617] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:14.656073] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:14.784961] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:14.916084] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:15.054308] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:15.183349] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:15.313364] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:15.456008] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:15.601605] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:25:15.738577] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:15.738811] [INFO ] [CONFIGURE ] ELC: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:25:15.738895] [INFO ] [CONFIGURE ] JOB ETA: 42.9m | Avg: 1.6s/test | Remaining: 1659 tests [2025-09-28T04:25:15.738974] [INFO ] [CONFIGURE ] ELC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:25:15.739059] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T04:25:15.858532] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:15.976093] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:16.095776] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:16.217824] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:16.339210] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:16.458775] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:16.590162] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:16.718477] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:16.848717] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:16.973910] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:16.974120] [INFO ] [CONFIGURE ] ELC: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:25:16.974201] [INFO ] [CONFIGURE ] JOB ETA: 42.9m | Avg: 1.6s/test | Remaining: 1658 tests [2025-09-28T04:25:16.974275] [INFO ] [CONFIGURE ] ELC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:25:16.974348] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T04:25:17.103968] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:17.229078] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:25:17.356987] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:17.474757] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:17.589953] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:17.708769] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:25:17.828637] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:17.947042] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:18.068620] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:18.189260] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:18.189499] [INFO ] [CONFIGURE ] ELC: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:25:18.189583] [INFO ] [CONFIGURE ] JOB ETA: 42.9m | Avg: 1.6s/test | Remaining: 1657 tests [2025-09-28T04:25:18.189684] [INFO ] [CONFIGURE ] ELC: Testing feature 20/29: add_price_rejection [2025-09-28T04:25:18.189759] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_price_rejection'] [2025-09-28T04:25:18.326787] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:18.461486] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:18.594845] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:18.731387] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:18.868076] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:19.000581] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:19.135032] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:19.270813] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:19.411983] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:19.542398] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:25:19.542636] [INFO ] [CONFIGURE ] ELC: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:25:19.542753] [INFO ] [CONFIGURE ] JOB ETA: 42.9m | Avg: 1.6s/test | Remaining: 1656 tests [2025-09-28T04:25:19.542837] [INFO ] [CONFIGURE ] ELC: Testing feature 21/29: add_range_position [2025-09-28T04:25:19.542919] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_range_position'] [2025-09-28T04:25:19.682063] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:19.827331] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:19.965835] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:20.107097] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:20.257187] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:20.400919] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:20.552372] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:20.705886] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:20.848276] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:25:20.987410] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:20.987696] [INFO ] [CONFIGURE ] ELC: KEPT add_range_position (score: 70.00%) [2025-09-28T04:25:20.987785] [INFO ] [CONFIGURE ] JOB ETA: 42.8m | Avg: 1.6s/test | Remaining: 1655 tests [2025-09-28T04:25:20.987860] [INFO ] [CONFIGURE ] ELC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:25:20.987917] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_range_position', 'add_realized_volatility'] [2025-09-28T04:25:21.166293] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:21.347204] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:21.535740] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:21.713482] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:21.899434] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:22.084377] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:22.262295] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:22.444877] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:22.629750] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:22.820006] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:22.820217] [INFO ] [CONFIGURE ] ELC: KEPT add_realized_volatility (score: 90.00%) [2025-09-28T04:25:22.820325] [INFO ] [CONFIGURE ] JOB ETA: 42.8m | Avg: 1.6s/test | Remaining: 1654 tests [2025-09-28T04:25:22.820410] [INFO ] [CONFIGURE ] ELC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:25:22.820489] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_range_position', 'add_realized_volatility', 'add_recent_range_context'] [2025-09-28T04:25:23.011957] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:23.204579] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:23.394872] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:23.590791] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:23.784425] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:23.979089] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:24.188558] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:24.412034] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:24.612517] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:24.807201] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:24.807409] [INFO ] [CONFIGURE ] ELC: DISCARDED add_recent_range_context (score: 90.00%) [2025-09-28T04:25:24.807490] [INFO ] [CONFIGURE ] JOB ETA: 42.8m | Avg: 1.6s/test | Remaining: 1653 tests [2025-09-28T04:25:24.807620] [INFO ] [CONFIGURE ] ELC: Testing feature 24/29: add_rsi [2025-09-28T04:25:24.807715] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_range_position', 'add_realized_volatility', 'add_ema', 'add_rsi'] [2025-09-28T04:25:25.018966] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:25.231099] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:25.442070] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:25.658098] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:25.880028] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:26.092516] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:26.302327] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:26.527892] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:26.745211] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:26.959167] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:26.959367] [INFO ] [CONFIGURE ] ELC: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:25:26.959453] [INFO ] [CONFIGURE ] JOB ETA: 42.8m | Avg: 1.6s/test | Remaining: 1652 tests [2025-09-28T04:25:26.959526] [INFO ] [CONFIGURE ] ELC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:25:26.959573] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_range_position', 'add_realized_volatility', 'add_tick_distribution'] [2025-09-28T04:25:27.148262] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:27.340189] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:27.528424] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:27.717200] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:27.907213] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:28.098284] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:28.290386] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:28.532200] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:28.779476] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:28.965017] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:28.965234] [INFO ] [CONFIGURE ] ELC: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T04:25:28.965315] [INFO ] [CONFIGURE ] JOB ETA: 42.7m | Avg: 1.6s/test | Remaining: 1651 tests [2025-09-28T04:25:28.965392] [INFO ] [CONFIGURE ] ELC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:25:28.965464] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_range_position', 'add_realized_volatility', 'add_volume_momentum_confirmation'] [2025-09-28T04:25:29.150334] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:29.337401] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:29.525846] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:29.720751] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:29.913812] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:30.109066] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:30.305882] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:30.498338] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:30.692144] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:30.883530] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:30.883823] [INFO ] [CONFIGURE ] ELC: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T04:25:30.883907] [INFO ] [CONFIGURE ] JOB ETA: 42.7m | Avg: 1.6s/test | Remaining: 1650 tests [2025-09-28T04:25:30.883996] [INFO ] [CONFIGURE ] ELC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:25:30.884073] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_range_position', 'add_realized_volatility', 'add_volume_price_divergence'] [2025-09-28T04:25:31.095118] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:31.292575] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:31.489342] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:31.686936] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:31.887599] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:32.083534] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:32.278207] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:32.477880] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:32.691966] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:32.910636] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:32.910863] [INFO ] [CONFIGURE ] ELC: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:25:32.910945] [INFO ] [CONFIGURE ] JOB ETA: 42.7m | Avg: 1.6s/test | Remaining: 1649 tests [2025-09-28T04:25:32.911021] [INFO ] [CONFIGURE ] ELC: Testing feature 28/29: add_volume_profile [2025-09-28T04:25:32.911077] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_range_position', 'add_realized_volatility', 'add_volume_profile'] [2025-09-28T04:25:33.091393] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:33.282464] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:33.465889] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:25:33.659453] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:33.856146] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:34.077109] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:34.272470] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:34.469394] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:34.670548] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:34.873925] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:34.874149] [INFO ] [CONFIGURE ] ELC: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:25:34.874233] [INFO ] [CONFIGURE ] JOB ETA: 42.7m | Avg: 1.6s/test | Remaining: 1648 tests [2025-09-28T04:25:34.874310] [INFO ] [CONFIGURE ] ELC: Testing feature 29/29: add_vwap [2025-09-28T04:25:34.874410] [INFO ] [CONFIGURE ] ELC: Testing with features: ['add_range_position', 'add_realized_volatility', 'add_vwap'] [2025-09-28T04:25:35.069405] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:35.310393] [DEBUG] [FORECASTER] ELC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:25:35.508733] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:25:35.713821] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:35.933969] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:25:36.141798] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:25:36.360248] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:36.565600] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:36.779251] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:36.985890] [DEBUG] [FORECASTER] ELC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:25:36.986156] [INFO ] [CONFIGURE ] ELC: DISCARDED add_vwap (score: 90.00%) [2025-09-28T04:25:36.986243] [INFO ] [CONFIGURE ] JOB ETA: 42.7m | Avg: 1.6s/test | Remaining: 1647 tests [2025-09-28T04:25:36.986386] [INFO ] [CONFIGURE ] ELC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:25:36.986469] [INFO ] [CONFIGURE ] ELC: Best accuracy: 90.00% [2025-09-28T04:25:36.986566] [INFO ] [CONFIGURE ] ELC: Best feature set (2 features): ['add_range_position', 'add_realized_volatility'] [2025-09-28T04:25:36.986668] [INFO ] [CONFIGURE ] ELC: Improvement over baseline: 30.00% [2025-09-28T04:25:36.986740] [INFO ] [CONFIGURE ] ELC: Total time: 43.9 seconds [2025-09-28T04:25:36.986837] [INFO ] [CONFIGURE ] ELC: Average time per feature: 1.5 seconds [2025-09-28T04:25:36.986895] [INFO ] [CONFIGURE ] ELC: Average speed: 0.66 features/sec [2025-09-28T04:25:36.988025] [INFO ] [LOCAL ] Saved configuration for ELC: 2 features, 90.00% accuracy -> ./output/feature-sets/ELC.json [2025-09-28T04:25:36.988125] [INFO ] [CONFIGURE ] ELC: Configuration saved successfully: 2 features, 90.00% accuracy. [2025-09-28T04:25:36.988254] [INFO ] [sig ] [79/135] Successfully configured ELC | 0.02 sym/s | Total: 1.0h | ETA: 42.9m [2025-09-28T04:25:36.988370] [INFO ] [sig ] [80/135] Configuring ENR... [2025-09-28T04:25:36.988478] [INFO ] [CONFIGURE ] ENR: Configurate test run. [2025-09-28T04:25:36.988608] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ENR' from 'https://tdm.silogroup.org/data/derivative_storage/ENR.csv'. [2025-09-28T04:25:37.341389] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ENR'. [2025-09-28T04:25:37.342025] [INFO ] [CONFIGURE ] ENR: Testing with 29 available features [2025-09-28T04:25:37.342108] [INFO ] [CONFIGURE ] ENR: Establishing baseline with no features... [2025-09-28T04:25:37.464290] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:37.579020] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:25:37.699555] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:37.816482] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:37.925668] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:38.047808] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:38.172034] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:38.284619] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:38.401116] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:38.517083] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:38.517279] [INFO ] [CONFIGURE ] ENR: Baseline score (no features): 50.00% [2025-09-28T04:25:38.517365] [INFO ] [CONFIGURE ] ENR: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:25:38.517441] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:25:38.642388] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:38.775715] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:25:38.924125] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:39.060987] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:39.200317] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:39.338189] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:25:39.468337] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:39.596632] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:39.737127] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:39.873512] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:39.873761] [INFO ] [CONFIGURE ] ENR: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T04:25:39.873882] [INFO ] [CONFIGURE ] JOB ETA: 42.6m | Avg: 1.6s/test | Remaining: 1646 tests [2025-09-28T04:25:39.873965] [INFO ] [CONFIGURE ] ENR: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:25:39.874038] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:25:40.023037] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:40.177144] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:25:40.319455] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:40.465527] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:40.610476] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:40.758198] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:40.904556] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:41.054285] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:41.206855] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:41.367273] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:41.367519] [INFO ] [CONFIGURE ] ENR: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T04:25:41.367599] [INFO ] [CONFIGURE ] JOB ETA: 42.6m | Avg: 1.6s/test | Remaining: 1645 tests [2025-09-28T04:25:41.367707] [INFO ] [CONFIGURE ] ENR: Testing feature 3/29: add_daily_returns [2025-09-28T04:25:41.367790] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:25:41.508271] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:41.677285] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:25:41.814566] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:41.952323] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:42.093467] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:42.238366] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:42.387784] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:42.530250] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:42.687537] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:25:42.831102] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:42.831311] [INFO ] [CONFIGURE ] ENR: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:25:42.831409] [INFO ] [CONFIGURE ] JOB ETA: 42.6m | Avg: 1.6s/test | Remaining: 1644 tests [2025-09-28T04:25:42.831495] [INFO ] [CONFIGURE ] ENR: Testing feature 4/29: add_ema [2025-09-28T04:25:42.831586] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:25:42.986142] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:43.139521] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:25:43.295959] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:43.460038] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:43.617184] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:43.774621] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:43.974542] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:44.168356] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:44.384731] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:44.601318] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:44.601758] [INFO ] [CONFIGURE ] ENR: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:25:44.601884] [INFO ] [CONFIGURE ] JOB ETA: 42.6m | Avg: 1.6s/test | Remaining: 1643 tests [2025-09-28T04:25:44.601981] [INFO ] [CONFIGURE ] ENR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:25:44.602080] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:25:44.822883] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:45.011915] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:25:45.175173] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:45.333173] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:45.490848] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:25:45.653788] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:45.817279] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:45.979256] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:46.141600] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:46.304775] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:46.304990] [INFO ] [CONFIGURE ] ENR: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:25:46.305072] [INFO ] [CONFIGURE ] JOB ETA: 42.5m | Avg: 1.6s/test | Remaining: 1642 tests [2025-09-28T04:25:46.305149] [INFO ] [CONFIGURE ] ENR: Testing feature 6/29: add_failed_moves [2025-09-28T04:25:46.305293] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:25:46.443237] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:46.598408] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:25:46.731827] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:46.873603] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:47.009128] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:47.145185] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:25:47.281058] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:47.418358] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:47.555239] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:47.690799] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:47.691050] [INFO ] [CONFIGURE ] ENR: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:25:47.691138] [INFO ] [CONFIGURE ] JOB ETA: 42.5m | Avg: 1.6s/test | Remaining: 1641 tests [2025-09-28T04:25:47.691215] [INFO ] [CONFIGURE ] ENR: Testing feature 7/29: add_lag_shelf [2025-09-28T04:25:47.691288] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:25:47.820312] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:47.963932] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:25:48.090374] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:48.212871] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:48.338102] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:48.466217] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:48.594539] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:48.719137] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:48.850185] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:48.984879] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:48.985088] [INFO ] [CONFIGURE ] ENR: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:25:48.985169] [INFO ] [CONFIGURE ] JOB ETA: 42.5m | Avg: 1.6s/test | Remaining: 1640 tests [2025-09-28T04:25:48.985246] [INFO ] [CONFIGURE ] ENR: Testing feature 8/29: add_macd [2025-09-28T04:25:48.985303] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:25:49.153248] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:49.337036] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:25:49.506827] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:49.678991] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:49.845419] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:25:50.015868] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:50.183264] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:50.352788] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:25:50.540910] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:50.718870] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:25:50.719094] [INFO ] [CONFIGURE ] ENR: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:25:50.719232] [INFO ] [CONFIGURE ] JOB ETA: 42.5m | Avg: 1.6s/test | Remaining: 1639 tests [2025-09-28T04:25:50.719309] [INFO ] [CONFIGURE ] ENR: Testing feature 9/29: add_mfi [2025-09-28T04:25:50.719381] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:25:50.866286] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:51.014002] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:25:51.157127] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:51.304298] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:51.446427] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:51.588138] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:25:51.737973] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:51.886267] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:52.037845] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:52.186449] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:52.186708] [INFO ] [CONFIGURE ] ENR: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:25:52.186822] [INFO ] [CONFIGURE ] JOB ETA: 42.4m | Avg: 1.6s/test | Remaining: 1638 tests [2025-09-28T04:25:52.186906] [INFO ] [CONFIGURE ] ENR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:25:52.186963] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:25:52.355570] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:52.612167] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:25:52.779663] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:25:52.943747] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:53.108538] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:53.277236] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:53.443194] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:53.606867] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:53.774778] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:25:53.966129] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:53.966431] [INFO ] [CONFIGURE ] ENR: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:25:53.966515] [INFO ] [CONFIGURE ] JOB ETA: 42.4m | Avg: 1.6s/test | Remaining: 1637 tests [2025-09-28T04:25:53.966618] [INFO ] [CONFIGURE ] ENR: Testing feature 11/29: add_obv_daily [2025-09-28T04:25:53.966736] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:25:54.122465] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:54.254078] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:25:54.385984] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:54.521722] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:54.658726] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:25:54.793516] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:54.931227] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:55.071095] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:55.212164] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:55.351817] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:55.352059] [INFO ] [CONFIGURE ] ENR: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T04:25:55.352143] [INFO ] [CONFIGURE ] JOB ETA: 42.4m | Avg: 1.6s/test | Remaining: 1636 tests [2025-09-28T04:25:55.352221] [INFO ] [CONFIGURE ] ENR: Testing feature 12/29: add_obv_interval [2025-09-28T04:25:55.352295] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:25:55.491974] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:55.629250] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:25:55.769732] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:55.904153] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:56.054737] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:56.191320] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:25:56.323280] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:25:56.459248] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:56.597560] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:56.739024] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:56.739266] [INFO ] [CONFIGURE ] ENR: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:25:56.739359] [INFO ] [CONFIGURE ] JOB ETA: 42.3m | Avg: 1.6s/test | Remaining: 1635 tests [2025-09-28T04:25:56.739416] [INFO ] [CONFIGURE ] ENR: Testing feature 13/29: add_opening_strength [2025-09-28T04:25:56.739506] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:25:56.886156] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:25:57.033304] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:25:57.184729] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:57.338047] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:57.487794] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:57.635886] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:57.790830] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:57.934779] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:58.082269] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:25:58.227058] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:58.227315] [INFO ] [CONFIGURE ] ENR: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:25:58.227396] [INFO ] [CONFIGURE ] JOB ETA: 42.3m | Avg: 1.6s/test | Remaining: 1634 tests [2025-09-28T04:25:58.227470] [INFO ] [CONFIGURE ] ENR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:25:58.227540] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T04:25:58.374204] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:25:58.529420] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:25:58.681870] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:25:58.881737] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:25:59.074588] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:25:59.268053] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:25:59.449383] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:25:59.599602] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:25:59.752447] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:25:59.902581] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:25:59.902835] [INFO ] [CONFIGURE ] ENR: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:25:59.902917] [INFO ] [CONFIGURE ] JOB ETA: 42.3m | Avg: 1.6s/test | Remaining: 1633 tests [2025-09-28T04:25:59.902997] [INFO ] [CONFIGURE ] ENR: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:25:59.903074] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T04:26:00.030231] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:00.161595] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:00.295311] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:00.423867] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:00.562261] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:00.730445] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:26:00.865892] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:00.997313] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:01.127460] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:01.259759] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:26:01.259993] [INFO ] [CONFIGURE ] ENR: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:26:01.260174] [INFO ] [CONFIGURE ] JOB ETA: 42.3m | Avg: 1.6s/test | Remaining: 1632 tests [2025-09-28T04:26:01.260266] [INFO ] [CONFIGURE ] ENR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:26:01.260368] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T04:26:01.395798] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:01.535307] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:01.677765] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:01.833446] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:01.976667] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:02.118740] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:26:02.260458] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:02.405606] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:02.547547] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:02.688489] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:02.688752] [INFO ] [CONFIGURE ] ENR: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:26:02.688860] [INFO ] [CONFIGURE ] JOB ETA: 42.2m | Avg: 1.6s/test | Remaining: 1631 tests [2025-09-28T04:26:02.688949] [INFO ] [CONFIGURE ] ENR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:26:02.689033] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T04:26:02.830311] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:02.976386] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:26:03.121770] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:03.271958] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:03.418999] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:03.572934] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:26:03.723603] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:03.869347] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:04.023091] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:04.172323] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:04.172536] [INFO ] [CONFIGURE ] ENR: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:26:04.172623] [INFO ] [CONFIGURE ] JOB ETA: 42.2m | Avg: 1.6s/test | Remaining: 1630 tests [2025-09-28T04:26:04.172824] [INFO ] [CONFIGURE ] ENR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:26:04.172915] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T04:26:04.305521] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:04.454843] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:04.605613] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:04.737728] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:04.869520] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:05.002055] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:26:05.132311] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:26:05.262403] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:05.396334] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:05.529473] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:05.529699] [INFO ] [CONFIGURE ] ENR: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:26:05.529866] [INFO ] [CONFIGURE ] JOB ETA: 42.2m | Avg: 1.6s/test | Remaining: 1629 tests [2025-09-28T04:26:05.530000] [INFO ] [CONFIGURE ] ENR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:26:05.530127] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T04:26:05.656827] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:05.782390] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:26:05.909350] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:06.038463] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:06.167841] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:06.297741] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:26:06.428970] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:06.563342] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:06.715590] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:06.851152] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:26:06.851391] [INFO ] [CONFIGURE ] ENR: DISCARDED add_pbf_vs_sma_5 (score: 40.00%) [2025-09-28T04:26:06.851475] [INFO ] [CONFIGURE ] JOB ETA: 42.2m | Avg: 1.6s/test | Remaining: 1628 tests [2025-09-28T04:26:06.851551] [INFO ] [CONFIGURE ] ENR: Testing feature 20/29: add_price_rejection [2025-09-28T04:26:06.851681] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T04:26:06.990880] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:07.125791] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:07.262523] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:07.405553] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:07.546924] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:07.684033] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:26:07.829254] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:07.969770] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:08.110190] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:08.250339] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:08.250555] [INFO ] [CONFIGURE ] ENR: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:26:08.250638] [INFO ] [CONFIGURE ] JOB ETA: 42.1m | Avg: 1.6s/test | Remaining: 1627 tests [2025-09-28T04:26:08.250742] [INFO ] [CONFIGURE ] ENR: Testing feature 21/29: add_range_position [2025-09-28T04:26:08.250885] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T04:26:08.397519] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:08.542661] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:08.698755] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:26:08.878066] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:09.037991] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:09.189148] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:26:09.373071] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:09.535459] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:09.689527] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:09.845971] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:26:09.846262] [INFO ] [CONFIGURE ] ENR: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:26:09.846380] [INFO ] [CONFIGURE ] JOB ETA: 42.1m | Avg: 1.6s/test | Remaining: 1626 tests [2025-09-28T04:26:09.846486] [INFO ] [CONFIGURE ] ENR: Testing feature 22/29: add_realized_volatility [2025-09-28T04:26:09.846574] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T04:26:10.009134] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:10.173439] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:10.341029] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:26:10.511027] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:10.693322] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:10.864984] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:26:11.036116] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:11.203015] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:11.376877] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:11.552852] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:11.553124] [INFO ] [CONFIGURE ] ENR: KEPT add_realized_volatility (score: 90.00%) [2025-09-28T04:26:11.553234] [INFO ] [CONFIGURE ] JOB ETA: 42.1m | Avg: 1.6s/test | Remaining: 1625 tests [2025-09-28T04:26:11.553325] [INFO ] [CONFIGURE ] ENR: Testing feature 23/29: add_recent_range_context [2025-09-28T04:26:11.553411] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_realized_volatility', 'add_recent_range_context'] [2025-09-28T04:26:11.733099] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:11.909945] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:12.094370] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:12.275984] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:12.458070] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:12.645878] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:26:12.827466] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:13.007504] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:13.194663] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:13.383363] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:13.383573] [INFO ] [CONFIGURE ] ENR: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:26:13.383681] [INFO ] [CONFIGURE ] JOB ETA: 42.1m | Avg: 1.6s/test | Remaining: 1624 tests [2025-09-28T04:26:13.383878] [INFO ] [CONFIGURE ] ENR: Testing feature 24/29: add_rsi [2025-09-28T04:26:13.383960] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_realized_volatility', 'add_ema', 'add_rsi'] [2025-09-28T04:26:13.589579] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:13.795691] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:14.002422] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:14.215297] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:14.418664] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:14.625576] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:26:14.834285] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:26:15.040440] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:15.253470] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:15.459496] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:15.459753] [INFO ] [CONFIGURE ] ENR: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:26:15.459836] [INFO ] [CONFIGURE ] JOB ETA: 42.0m | Avg: 1.6s/test | Remaining: 1623 tests [2025-09-28T04:26:15.459990] [INFO ] [CONFIGURE ] ENR: Testing feature 25/29: add_tick_distribution [2025-09-28T04:26:15.460065] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_realized_volatility', 'add_tick_distribution'] [2025-09-28T04:26:15.642091] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:15.817261] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:15.999064] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:16.173092] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:26:16.345029] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:16.529588] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:26:16.710807] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:26:16.899838] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:17.088525] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:17.269744] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:17.270036] [INFO ] [CONFIGURE ] ENR: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T04:26:17.270155] [INFO ] [CONFIGURE ] JOB ETA: 42.0m | Avg: 1.6s/test | Remaining: 1622 tests [2025-09-28T04:26:17.270248] [INFO ] [CONFIGURE ] ENR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:26:17.270340] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_realized_volatility', 'add_volume_momentum_confirmation'] [2025-09-28T04:26:17.444619] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:17.621596] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:17.802084] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:17.983607] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:18.165869] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:26:18.348130] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:26:18.533440] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:26:18.732802] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:18.922122] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:19.127274] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:19.127542] [INFO ] [CONFIGURE ] ENR: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:26:19.127675] [INFO ] [CONFIGURE ] JOB ETA: 42.0m | Avg: 1.6s/test | Remaining: 1621 tests [2025-09-28T04:26:19.127790] [INFO ] [CONFIGURE ] ENR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:26:19.127885] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_realized_volatility', 'add_volume_price_divergence'] [2025-09-28T04:26:19.315544] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:19.506533] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:19.696214] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:26:19.890726] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:20.077542] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:20.272247] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:26:20.466469] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:20.670795] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:20.871559] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:21.067175] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:21.067397] [INFO ] [CONFIGURE ] ENR: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:26:21.067569] [INFO ] [CONFIGURE ] JOB ETA: 42.0m | Avg: 1.6s/test | Remaining: 1620 tests [2025-09-28T04:26:21.067686] [INFO ] [CONFIGURE ] ENR: Testing feature 28/29: add_volume_profile [2025-09-28T04:26:21.067783] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_realized_volatility', 'add_volume_profile'] [2025-09-28T04:26:21.251874] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:21.433129] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:21.616343] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:26:21.797176] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:21.974773] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:22.157535] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:26:22.343917] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:22.524701] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:22.710720] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:22.900024] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:22.900230] [INFO ] [CONFIGURE ] ENR: DISCARDED add_volume_profile (score: 90.00%) [2025-09-28T04:26:22.900312] [INFO ] [CONFIGURE ] JOB ETA: 41.9m | Avg: 1.6s/test | Remaining: 1619 tests [2025-09-28T04:26:22.900482] [INFO ] [CONFIGURE ] ENR: Testing feature 29/29: add_vwap [2025-09-28T04:26:22.900559] [INFO ] [CONFIGURE ] ENR: Testing with features: ['add_bollinger_bands', 'add_realized_volatility', 'add_vwap'] [2025-09-28T04:26:23.080800] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:23.263327] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:26:23.448545] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:26:23.641337] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:26:23.830208] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:26:24.017128] [DEBUG] [FORECASTER] ENR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:26:24.214056] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:26:24.408276] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:24.601507] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:26:24.797698] [DEBUG] [FORECASTER] ENR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:26:24.797927] [INFO ] [CONFIGURE ] ENR: DISCARDED add_vwap (score: 80.00%) [2025-09-28T04:26:24.798084] [INFO ] [CONFIGURE ] JOB ETA: 41.9m | Avg: 1.6s/test | Remaining: 1618 tests [2025-09-28T04:26:24.798204] [INFO ] [CONFIGURE ] ENR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:26:24.798297] [INFO ] [CONFIGURE ] ENR: Best accuracy: 90.00% [2025-09-28T04:26:24.798414] [INFO ] [CONFIGURE ] ENR: Best feature set (2 features): ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T04:26:24.798508] [INFO ] [CONFIGURE ] ENR: Improvement over baseline: 40.00% [2025-09-28T04:26:24.798601] [INFO ] [CONFIGURE ] ENR: Total time: 46.3 seconds [2025-09-28T04:26:24.798713] [INFO ] [CONFIGURE ] ENR: Average time per feature: 1.6 seconds [2025-09-28T04:26:24.798799] [INFO ] [CONFIGURE ] ENR: Average speed: 0.63 features/sec [2025-09-28T04:26:24.799499] [INFO ] [LOCAL ] Saved configuration for ENR: 2 features, 90.00% accuracy -> ./output/feature-sets/ENR.json [2025-09-28T04:26:24.799598] [INFO ] [CONFIGURE ] ENR: Configuration saved successfully: 2 features, 90.00% accuracy. [2025-09-28T04:26:24.799747] [INFO ] [sig ] [80/135] Successfully configured ENR | 0.02 sym/s | Total: 1.0h | ETA: 42.1m [2025-09-28T04:26:24.799853] [INFO ] [sig ] [81/135] Configuring EOS... [2025-09-28T04:26:24.799977] [INFO ] [CONFIGURE ] EOS: Configurate test run. [2025-09-28T04:26:24.800090] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EOS' from 'https://tdm.silogroup.org/data/derivative_storage/EOS.csv'. [2025-09-28T04:26:24.823499] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EOS'. [2025-09-28T04:26:24.824015] [INFO ] [CONFIGURE ] EOS: Testing with 29 available features [2025-09-28T04:26:24.824094] [INFO ] [CONFIGURE ] EOS: Establishing baseline with no features... [2025-09-28T04:26:24.929531] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:25.038256] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:25.147379] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:25.254352] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:25.364758] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:26:25.476818] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:25.589906] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:26:25.700248] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:25.812310] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:25.925920] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:25.926101] [INFO ] [CONFIGURE ] EOS: Baseline score (no features): 20.00% [2025-09-28T04:26:25.926222] [INFO ] [CONFIGURE ] EOS: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:26:25.926347] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:26:26.077482] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:26.240547] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:26.404528] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:26.544998] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:26.666924] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:26.791568] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:26.920188] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:26:27.043918] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:27.172486] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:27.295954] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:27.296190] [INFO ] [CONFIGURE ] EOS: KEPT add_bollinger_bands (score: 40.00%) [2025-09-28T04:26:27.296272] [INFO ] [CONFIGURE ] JOB ETA: 41.9m | Avg: 1.6s/test | Remaining: 1617 tests [2025-09-28T04:26:27.296351] [INFO ] [CONFIGURE ] EOS: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:26:27.296467] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:26:27.445339] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:27.588918] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:27.734106] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:27.881936] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:28.031011] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:28.177990] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:26:28.320341] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:26:28.473793] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:28.624809] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:28.773013] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:28.773227] [INFO ] [CONFIGURE ] EOS: DISCARDED add_cumulative_delta (score: 20.00%) [2025-09-28T04:26:28.773312] [INFO ] [CONFIGURE ] JOB ETA: 41.9m | Avg: 1.6s/test | Remaining: 1616 tests [2025-09-28T04:26:28.773496] [INFO ] [CONFIGURE ] EOS: Testing feature 3/29: add_daily_returns [2025-09-28T04:26:28.773579] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:26:28.904720] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:29.032441] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:29.162412] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:29.290794] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:26:29.429420] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:29.560833] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:29.695922] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:26:29.826638] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:29.952834] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:30.080104] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:30.080286] [INFO ] [CONFIGURE ] EOS: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:26:30.080366] [INFO ] [CONFIGURE ] JOB ETA: 41.8m | Avg: 1.6s/test | Remaining: 1615 tests [2025-09-28T04:26:30.080525] [INFO ] [CONFIGURE ] EOS: Testing feature 4/29: add_ema [2025-09-28T04:26:30.080598] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:26:30.220469] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:30.359516] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:30.498169] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:30.641473] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:30.791811] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:30.939368] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:31.083427] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:26:31.227620] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:31.369937] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:31.517925] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:31.518136] [INFO ] [CONFIGURE ] EOS: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:26:31.518219] [INFO ] [CONFIGURE ] JOB ETA: 41.8m | Avg: 1.6s/test | Remaining: 1614 tests [2025-09-28T04:26:31.518298] [INFO ] [CONFIGURE ] EOS: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:26:31.518406] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:26:31.671586] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:31.830500] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:31.985841] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:32.141025] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:26:32.292297] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:32.441813] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:32.590545] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:26:32.748309] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:32.911763] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:33.065027] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:33.065265] [INFO ] [CONFIGURE ] EOS: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:26:33.065419] [INFO ] [CONFIGURE ] JOB ETA: 41.8m | Avg: 1.6s/test | Remaining: 1613 tests [2025-09-28T04:26:33.065499] [INFO ] [CONFIGURE ] EOS: Testing feature 6/29: add_failed_moves [2025-09-28T04:26:33.065587] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:26:33.192616] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:33.317813] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:33.445559] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:33.576968] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:33.705293] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:33.838493] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:33.970720] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:26:34.102902] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:34.241341] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:34.373888] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:34.374137] [INFO ] [CONFIGURE ] EOS: DISCARDED add_failed_moves (score: 40.00%) [2025-09-28T04:26:34.374301] [INFO ] [CONFIGURE ] JOB ETA: 41.8m | Avg: 1.6s/test | Remaining: 1612 tests [2025-09-28T04:26:34.374382] [INFO ] [CONFIGURE ] EOS: Testing feature 7/29: add_lag_shelf [2025-09-28T04:26:34.374471] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:26:34.496550] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:34.621261] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:34.746144] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:34.870213] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:34.993626] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:35.123396] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:35.246949] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:26:35.375150] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:35.503029] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:35.630011] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:35.630209] [INFO ] [CONFIGURE ] EOS: DISCARDED add_lag_shelf (score: 30.00%) [2025-09-28T04:26:35.630291] [INFO ] [CONFIGURE ] JOB ETA: 41.7m | Avg: 1.6s/test | Remaining: 1611 tests [2025-09-28T04:26:35.630472] [INFO ] [CONFIGURE ] EOS: Testing feature 8/29: add_macd [2025-09-28T04:26:35.630553] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:26:35.792566] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:35.954381] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:36.119333] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:36.284893] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:36.452440] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:36.621958] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:36.793692] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:36.975359] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:37.150353] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:37.319774] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:37.320040] [INFO ] [CONFIGURE ] EOS: KEPT add_macd (score: 50.00%) [2025-09-28T04:26:37.320129] [INFO ] [CONFIGURE ] JOB ETA: 41.7m | Avg: 1.6s/test | Remaining: 1610 tests [2025-09-28T04:26:37.320222] [INFO ] [CONFIGURE ] EOS: Testing feature 9/29: add_mfi [2025-09-28T04:26:37.320310] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T04:26:37.511280] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:37.698716] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:37.888810] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:38.081059] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:38.271091] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:38.474254] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:38.669740] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:38.866490] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:39.060540] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:39.257833] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:39.258052] [INFO ] [CONFIGURE ] EOS: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:26:39.258135] [INFO ] [CONFIGURE ] JOB ETA: 41.7m | Avg: 1.6s/test | Remaining: 1609 tests [2025-09-28T04:26:39.258211] [INFO ] [CONFIGURE ] EOS: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:26:39.258312] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:26:39.447195] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:39.641372] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:39.838356] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:40.038974] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:40.232506] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:40.420498] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:40.618608] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:40.828970] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:41.035144] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:41.250462] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:41.251005] [INFO ] [CONFIGURE ] EOS: KEPT add_momentum_acceleration (score: 60.00%) [2025-09-28T04:26:41.251104] [INFO ] [CONFIGURE ] JOB ETA: 41.7m | Avg: 1.6s/test | Remaining: 1608 tests [2025-09-28T04:26:41.251180] [INFO ] [CONFIGURE ] EOS: Testing feature 11/29: add_obv_daily [2025-09-28T04:26:41.251256] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T04:26:41.459028] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:41.670496] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:26:41.877962] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:26:42.087093] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:42.295830] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:42.508063] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:42.725426] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:42.941000] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:43.152908] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:43.370402] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:43.370628] [INFO ] [CONFIGURE ] EOS: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T04:26:43.370754] [INFO ] [CONFIGURE ] JOB ETA: 41.6m | Avg: 1.6s/test | Remaining: 1607 tests [2025-09-28T04:26:43.370846] [INFO ] [CONFIGURE ] EOS: Testing feature 12/29: add_obv_interval [2025-09-28T04:26:43.370938] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T04:26:43.575869] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:43.777907] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:43.991669] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:44.198584] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:44.416768] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:44.632126] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:44.847796] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:45.061320] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:45.278817] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:45.510584] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:45.510869] [INFO ] [CONFIGURE ] EOS: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:26:45.510963] [INFO ] [CONFIGURE ] JOB ETA: 41.6m | Avg: 1.6s/test | Remaining: 1606 tests [2025-09-28T04:26:45.511088] [INFO ] [CONFIGURE ] EOS: Testing feature 13/29: add_opening_strength [2025-09-28T04:26:45.511178] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:26:45.748671] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:45.966761] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:46.190023] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:46.414049] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:46.632638] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:46.855187] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:47.076913] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:26:47.300242] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:47.523623] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:47.758542] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:47.758856] [INFO ] [CONFIGURE ] EOS: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:26:47.758957] [INFO ] [CONFIGURE ] JOB ETA: 41.6m | Avg: 1.6s/test | Remaining: 1605 tests [2025-09-28T04:26:47.759163] [INFO ] [CONFIGURE ] EOS: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:26:47.759242] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T04:26:47.976072] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:26:48.212003] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:48.459543] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:48.702474] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:48.941434] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:26:49.178784] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:49.412545] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:49.629858] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:49.851894] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:50.076723] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:50.076961] [INFO ] [CONFIGURE ] EOS: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T04:26:50.077044] [INFO ] [CONFIGURE ] JOB ETA: 41.6m | Avg: 1.6s/test | Remaining: 1604 tests [2025-09-28T04:26:50.077204] [INFO ] [CONFIGURE ] EOS: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:26:50.077277] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T04:26:50.281917] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:50.494571] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:50.708062] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:50.920604] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:26:51.129562] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:51.334046] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:51.544999] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:51.755030] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:26:51.983663] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:52.206160] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:52.206404] [INFO ] [CONFIGURE ] EOS: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:26:52.206487] [INFO ] [CONFIGURE ] JOB ETA: 41.6m | Avg: 1.6s/test | Remaining: 1603 tests [2025-09-28T04:26:52.206665] [INFO ] [CONFIGURE ] EOS: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:26:52.206745] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T04:26:52.417068] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:52.660477] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:52.879676] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:53.094666] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:53.309124] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:53.523389] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:53.752128] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:53.973607] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:54.194454] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:54.411794] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:54.412098] [INFO ] [CONFIGURE ] EOS: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:26:54.412210] [INFO ] [CONFIGURE ] JOB ETA: 41.6m | Avg: 1.6s/test | Remaining: 1602 tests [2025-09-28T04:26:54.412302] [INFO ] [CONFIGURE ] EOS: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:26:54.412390] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T04:26:54.620337] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:54.824481] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:55.031396] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:55.255919] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:55.504294] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:55.770022] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:56.023253] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:56.266861] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:56.490010] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:56.690194] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:56.690437] [INFO ] [CONFIGURE ] EOS: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:26:56.690522] [INFO ] [CONFIGURE ] JOB ETA: 41.5m | Avg: 1.6s/test | Remaining: 1601 tests [2025-09-28T04:26:56.690702] [INFO ] [CONFIGURE ] EOS: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:26:56.690804] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T04:26:56.888273] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:57.088309] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:57.285286] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:57.486389] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:57.719230] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:26:57.963255] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:26:58.172790] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:26:58.376437] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:26:58.608906] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:26:58.847382] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:26:58.847671] [INFO ] [CONFIGURE ] EOS: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:26:58.847759] [INFO ] [CONFIGURE ] JOB ETA: 41.5m | Avg: 1.6s/test | Remaining: 1600 tests [2025-09-28T04:26:58.847926] [INFO ] [CONFIGURE ] EOS: Testing feature 20/29: add_price_rejection [2025-09-28T04:26:58.848049] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T04:26:59.064693] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:26:59.278293] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:26:59.503548] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:26:59.738994] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:26:59.987767] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:00.225147] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:00.440478] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:27:00.660261] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:27:00.902854] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:01.124375] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:27:01.124790] [INFO ] [CONFIGURE ] EOS: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:27:01.124879] [INFO ] [CONFIGURE ] JOB ETA: 41.5m | Avg: 1.6s/test | Remaining: 1599 tests [2025-09-28T04:27:01.124966] [INFO ] [CONFIGURE ] EOS: Testing feature 21/29: add_range_position [2025-09-28T04:27:01.125051] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T04:27:01.339595] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:27:01.554723] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:27:01.779271] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:27:02.014848] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:27:02.243197] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:02.467023] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:02.700857] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:27:02.941825] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:03.177978] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:03.419074] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:27:03.419346] [INFO ] [CONFIGURE ] EOS: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:27:03.419434] [INFO ] [CONFIGURE ] JOB ETA: 41.5m | Avg: 1.6s/test | Remaining: 1598 tests [2025-09-28T04:27:03.419540] [INFO ] [CONFIGURE ] EOS: Testing feature 22/29: add_realized_volatility [2025-09-28T04:27:03.419630] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_realized_volatility'] [2025-09-28T04:27:03.667420] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:27:03.903764] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:27:04.155101] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:27:04.408170] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:27:04.663527] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:04.917222] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:05.163999] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:27:05.425738] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:05.696318] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:05.944708] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:27:05.944970] [INFO ] [CONFIGURE ] EOS: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:27:05.945073] [INFO ] [CONFIGURE ] JOB ETA: 41.5m | Avg: 1.6s/test | Remaining: 1597 tests [2025-09-28T04:27:05.945176] [INFO ] [CONFIGURE ] EOS: Testing feature 23/29: add_recent_range_context [2025-09-28T04:27:05.945265] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_recent_range_context'] [2025-09-28T04:27:06.169351] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:27:06.411106] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:27:06.631046] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:27:06.833411] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:27:07.039494] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:07.259126] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:07.474817] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:27:07.694992] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:07.917897] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:08.155802] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:27:08.156058] [INFO ] [CONFIGURE ] EOS: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:27:08.156195] [INFO ] [CONFIGURE ] JOB ETA: 41.4m | Avg: 1.6s/test | Remaining: 1596 tests [2025-09-28T04:27:08.156279] [INFO ] [CONFIGURE ] EOS: Testing feature 24/29: add_rsi [2025-09-28T04:27:08.156369] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_ema', 'add_rsi'] [2025-09-28T04:27:08.412332] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:27:08.675226] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:27:08.901390] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:27:09.135258] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:27:09.365965] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:09.590973] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:09.823327] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:27:10.050890] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:27:10.280867] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:10.531175] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:27:10.531612] [INFO ] [CONFIGURE ] EOS: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:27:10.531776] [INFO ] [CONFIGURE ] JOB ETA: 41.4m | Avg: 1.6s/test | Remaining: 1595 tests [2025-09-28T04:27:10.531869] [INFO ] [CONFIGURE ] EOS: Testing feature 25/29: add_tick_distribution [2025-09-28T04:27:10.532015] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_tick_distribution'] [2025-09-28T04:27:10.742306] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:27:10.958988] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:27:11.169178] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:27:11.382941] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:27:11.613127] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:11.827317] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:12.034636] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:27:12.242291] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:27:12.457139] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:12.680311] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:27:12.680596] [INFO ] [CONFIGURE ] EOS: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:27:12.680732] [INFO ] [CONFIGURE ] JOB ETA: 41.4m | Avg: 1.6s/test | Remaining: 1594 tests [2025-09-28T04:27:12.680826] [INFO ] [CONFIGURE ] EOS: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:27:12.680915] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T04:27:12.884033] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:27:13.088627] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:27:13.301804] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:27:13.527085] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:27:13.750678] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:13.963078] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:14.170343] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:27:14.377387] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:14.604063] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:14.820752] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:27:14.820971] [INFO ] [CONFIGURE ] EOS: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T04:27:14.821053] [INFO ] [CONFIGURE ] JOB ETA: 41.4m | Avg: 1.6s/test | Remaining: 1593 tests [2025-09-28T04:27:14.821231] [INFO ] [CONFIGURE ] EOS: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:27:14.821311] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence'] [2025-09-28T04:27:15.035725] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:27:15.248752] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:27:15.470809] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:27:15.685191] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:27:15.904547] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:16.120434] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:16.334963] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:27:16.557479] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:27:16.785764] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:17.022611] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:27:17.022849] [INFO ] [CONFIGURE ] EOS: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:27:17.022931] [INFO ] [CONFIGURE ] JOB ETA: 41.4m | Avg: 1.6s/test | Remaining: 1592 tests [2025-09-28T04:27:17.023087] [INFO ] [CONFIGURE ] EOS: Testing feature 28/29: add_volume_profile [2025-09-28T04:27:17.023163] [INFO ] [CONFIGURE ] EOS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_profile'] [2025-09-28T04:27:17.243601] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:27:17.472143] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:27:17.694921] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:27:17.909441] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:27:18.131215] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:18.346459] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:18.562904] [DEBUG] [FORECASTER] EOS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:27:18.780473] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:18.999032] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:19.220599] [DEBUG] [FORECASTER] EOS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:27:19.220832] [INFO ] [CONFIGURE ] EOS: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:27:19.220914] [INFO ] [CONFIGURE ] JOB ETA: 41.4m | Avg: 1.6s/test | Remaining: 1591 tests [2025-09-28T04:27:19.221019] [INFO ] [CONFIGURE ] EOS: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:27:19.221117] [INFO ] [CONFIGURE ] EOS: Best accuracy: 60.00% [2025-09-28T04:27:19.221188] [INFO ] [CONFIGURE ] EOS: Best feature set (5 features): ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:27:19.221258] [INFO ] [CONFIGURE ] EOS: Improvement over baseline: 40.00% [2025-09-28T04:27:19.221324] [INFO ] [CONFIGURE ] EOS: Total time: 53.3 seconds [2025-09-28T04:27:19.221396] [INFO ] [CONFIGURE ] EOS: Average time per feature: 2.0 seconds [2025-09-28T04:27:19.221463] [INFO ] [CONFIGURE ] EOS: Average speed: 0.54 features/sec [2025-09-28T04:27:19.222634] [INFO ] [LOCAL ] Saved configuration for EOS: 5 features, 60.00% accuracy -> ./output/feature-sets/EOS.json [2025-09-28T04:27:19.222741] [INFO ] [CONFIGURE ] EOS: Configuration saved successfully: 5 features, 60.00% accuracy. [2025-09-28T04:27:19.222866] [INFO ] [sig ] [81/135] Successfully configured EOS | 0.02 sym/s | Total: 1.0h | ETA: 41.4m [2025-09-28T04:27:19.222990] [INFO ] [sig ] [82/135] Configuring EPAM... [2025-09-28T04:27:19.223085] [INFO ] [CONFIGURE ] EPAM: Configurate test run. [2025-09-28T04:27:19.223174] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EPAM' from 'https://tdm.silogroup.org/data/derivative_storage/EPAM.csv'. [2025-09-28T04:27:19.549330] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EPAM'. [2025-09-28T04:27:19.550079] [INFO ] [CONFIGURE ] EPAM: Testing with 29 available features [2025-09-28T04:27:19.550161] [INFO ] [CONFIGURE ] EPAM: Establishing baseline with no features... [2025-09-28T04:27:19.653836] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:19.756185] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:19.865095] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:19.981532] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:20.096626] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:20.207031] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:20.317747] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:20.429465] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:20.543004] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:27:20.660800] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:20.660995] [INFO ] [CONFIGURE ] EPAM: Baseline score (no features): 50.00% [2025-09-28T04:27:20.661105] [INFO ] [CONFIGURE ] EPAM: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:27:20.661185] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:27:20.783665] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:20.914639] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:21.043498] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:21.173893] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:21.311661] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:21.446313] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:21.587309] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:21.729078] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:21.873901] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:22.013073] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:22.013265] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:27:22.013347] [INFO ] [CONFIGURE ] JOB ETA: 41.3m | Avg: 1.6s/test | Remaining: 1590 tests [2025-09-28T04:27:22.013423] [INFO ] [CONFIGURE ] EPAM: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:27:22.013497] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:27:22.150827] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:22.289781] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:22.415934] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:27:22.543606] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:22.672437] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:22.801383] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:22.934167] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:23.065271] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:23.200700] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:23.337172] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:23.337359] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:27:23.337440] [INFO ] [CONFIGURE ] JOB ETA: 41.3m | Avg: 1.6s/test | Remaining: 1589 tests [2025-09-28T04:27:23.337515] [INFO ] [CONFIGURE ] EPAM: Testing feature 3/29: add_daily_returns [2025-09-28T04:27:23.337587] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_daily_returns'] [2025-09-28T04:27:23.450284] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:23.589611] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:23.764833] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:23.903590] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:24.015259] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:24.128524] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:24.242875] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:24.361478] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:24.477365] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:27:24.596852] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:24.597039] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:27:24.597119] [INFO ] [CONFIGURE ] JOB ETA: 41.3m | Avg: 1.6s/test | Remaining: 1588 tests [2025-09-28T04:27:24.597193] [INFO ] [CONFIGURE ] EPAM: Testing feature 4/29: add_ema [2025-09-28T04:27:24.597265] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_ema'] [2025-09-28T04:27:24.726874] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:24.856099] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:24.986773] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:25.116366] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:25.248891] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:25.388347] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:27:25.526315] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:25.659098] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:25.792572] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:25.923023] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:25.923235] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_ema (score: 30.00%) [2025-09-28T04:27:25.923318] [INFO ] [CONFIGURE ] JOB ETA: 41.2m | Avg: 1.6s/test | Remaining: 1587 tests [2025-09-28T04:27:25.923490] [INFO ] [CONFIGURE ] EPAM: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:27:25.923578] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:27:26.056196] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:26.190833] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:26.325681] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:26.477514] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:26.623831] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:26.760301] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:27:26.897526] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:27.030954] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:27.166694] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:27:27.304446] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:27.304677] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:27:27.304761] [INFO ] [CONFIGURE ] JOB ETA: 41.2m | Avg: 1.6s/test | Remaining: 1586 tests [2025-09-28T04:27:27.304885] [INFO ] [CONFIGURE ] EPAM: Testing feature 6/29: add_failed_moves [2025-09-28T04:27:27.304959] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_failed_moves'] [2025-09-28T04:27:27.424466] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:27.543848] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:27.663981] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:27.789917] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:27.915608] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:28.054258] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:28.190092] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:28.329466] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:28.466491] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:27:28.590055] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:28.590276] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:27:28.590362] [INFO ] [CONFIGURE ] JOB ETA: 41.2m | Avg: 1.6s/test | Remaining: 1585 tests [2025-09-28T04:27:28.590439] [INFO ] [CONFIGURE ] EPAM: Testing feature 7/29: add_lag_shelf [2025-09-28T04:27:28.590594] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_lag_shelf'] [2025-09-28T04:27:28.698708] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:28.809864] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:28.920240] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:29.034368] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:29.144760] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:29.286360] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:29.411841] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:29.543032] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:29.671108] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:27:29.801001] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:29.801202] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:27:29.801285] [INFO ] [CONFIGURE ] JOB ETA: 41.2m | Avg: 1.6s/test | Remaining: 1584 tests [2025-09-28T04:27:29.801360] [INFO ] [CONFIGURE ] EPAM: Testing feature 8/29: add_macd [2025-09-28T04:27:29.801434] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:27:29.952321] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:30.102073] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:30.253898] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:30.405661] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:30.561826] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:30.713579] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:30.865534] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:31.029191] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:31.198212] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:31.354821] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:31.355053] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:27:31.355136] [INFO ] [CONFIGURE ] JOB ETA: 41.1m | Avg: 1.6s/test | Remaining: 1583 tests [2025-09-28T04:27:31.355213] [INFO ] [CONFIGURE ] EPAM: Testing feature 9/29: add_mfi [2025-09-28T04:27:31.355283] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_mfi'] [2025-09-28T04:27:31.479452] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:31.605550] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:31.730798] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:31.856084] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:31.983386] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:32.110199] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:32.237323] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:32.367266] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:32.496873] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:32.626786] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:32.627055] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:27:32.627143] [INFO ] [CONFIGURE ] JOB ETA: 41.1m | Avg: 1.6s/test | Remaining: 1582 tests [2025-09-28T04:27:32.627219] [INFO ] [CONFIGURE ] EPAM: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:27:32.627294] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:27:32.768123] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:32.909547] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:33.065519] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:33.225052] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:33.386818] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:33.550871] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:33.717754] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:33.863302] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:34.011265] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:34.164489] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:34.164747] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:27:34.164832] [INFO ] [CONFIGURE ] JOB ETA: 41.1m | Avg: 1.6s/test | Remaining: 1581 tests [2025-09-28T04:27:34.164909] [INFO ] [CONFIGURE ] EPAM: Testing feature 11/29: add_obv_daily [2025-09-28T04:27:34.164983] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_obv_daily'] [2025-09-28T04:27:34.286404] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:34.407207] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:34.533527] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:34.662366] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:34.791858] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:34.922108] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:27:35.042309] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:35.162472] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:35.284556] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:35.410231] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:35.410433] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T04:27:35.410514] [INFO ] [CONFIGURE ] JOB ETA: 41.0m | Avg: 1.6s/test | Remaining: 1580 tests [2025-09-28T04:27:35.410591] [INFO ] [CONFIGURE ] EPAM: Testing feature 12/29: add_obv_interval [2025-09-28T04:27:35.410690] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_obv_interval'] [2025-09-28T04:27:35.525630] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:35.659079] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:35.787874] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:35.920860] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:36.037361] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:36.159336] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:36.279058] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:36.397169] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:36.519214] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:27:36.637337] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:36.637548] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T04:27:36.637630] [INFO ] [CONFIGURE ] JOB ETA: 41.0m | Avg: 1.6s/test | Remaining: 1579 tests [2025-09-28T04:27:36.637728] [INFO ] [CONFIGURE ] EPAM: Testing feature 13/29: add_opening_strength [2025-09-28T04:27:36.637802] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:27:36.759857] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:36.884934] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:37.009167] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:37.153857] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:37.317360] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:27:37.468394] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:37.596449] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:37.728947] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:37.858154] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:37.992534] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:37.992747] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:27:37.992828] [INFO ] [CONFIGURE ] JOB ETA: 41.0m | Avg: 1.6s/test | Remaining: 1578 tests [2025-09-28T04:27:37.992903] [INFO ] [CONFIGURE ] EPAM: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:27:37.992976] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T04:27:38.125730] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:38.257455] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:27:38.388050] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:38.521479] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:38.652842] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:38.785074] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:38.917405] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:39.053692] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:39.199583] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:39.344766] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:39.344971] [INFO ] [CONFIGURE ] EPAM: KEPT add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:27:39.345053] [INFO ] [CONFIGURE ] JOB ETA: 41.0m | Avg: 1.6s/test | Remaining: 1577 tests [2025-09-28T04:27:39.345161] [INFO ] [CONFIGURE ] EPAM: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:27:39.345238] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_pbf_morning_momentum'] [2025-09-28T04:27:39.485015] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:39.619557] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:39.754089] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:39.904445] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:40.037833] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:40.169056] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:40.300301] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:40.432166] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:40.566129] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:40.701068] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:40.701295] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:27:40.701376] [INFO ] [CONFIGURE ] JOB ETA: 40.9m | Avg: 1.6s/test | Remaining: 1576 tests [2025-09-28T04:27:40.701453] [INFO ] [CONFIGURE ] EPAM: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:27:40.701527] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_pbf_overnight_gap'] [2025-09-28T04:27:40.840937] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:41.021417] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:41.185776] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:41.343742] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:41.518322] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:41.687256] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:41.849271] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:42.004676] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:42.175009] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:42.380934] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:42.381222] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:27:42.381316] [INFO ] [CONFIGURE ] JOB ETA: 40.9m | Avg: 1.6s/test | Remaining: 1575 tests [2025-09-28T04:27:42.381409] [INFO ] [CONFIGURE ] EPAM: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:27:42.381488] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_pbf_return_2d'] [2025-09-28T04:27:42.540298] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:42.706358] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:27:42.859826] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:43.008434] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:43.152172] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:43.298060] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:43.442501] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:43.589832] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:43.743397] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:43.892866] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:43.893077] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:27:43.893158] [INFO ] [CONFIGURE ] JOB ETA: 40.9m | Avg: 1.6s/test | Remaining: 1574 tests [2025-09-28T04:27:43.893282] [INFO ] [CONFIGURE ] EPAM: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:27:43.893357] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_pbf_volatility_5d'] [2025-09-28T04:27:44.023678] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:44.157726] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:44.293075] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:44.441821] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:44.578548] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:44.714959] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:44.851103] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:44.986609] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:45.135718] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:45.275391] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:45.275581] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:27:45.275712] [INFO ] [CONFIGURE ] JOB ETA: 40.8m | Avg: 1.6s/test | Remaining: 1573 tests [2025-09-28T04:27:45.275791] [INFO ] [CONFIGURE ] EPAM: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:27:45.275865] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_pbf_vs_sma_5'] [2025-09-28T04:27:45.416890] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:45.554090] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:27:45.688331] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:45.827984] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:45.961950] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:46.096678] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:46.230197] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:46.368499] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:46.514912] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:46.658396] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:46.658623] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:27:46.658729] [INFO ] [CONFIGURE ] JOB ETA: 40.8m | Avg: 1.6s/test | Remaining: 1572 tests [2025-09-28T04:27:46.658817] [INFO ] [CONFIGURE ] EPAM: Testing feature 20/29: add_price_rejection [2025-09-28T04:27:46.658894] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_price_rejection'] [2025-09-28T04:27:46.803834] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:46.947982] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:47.093057] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:47.246960] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:47.390918] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:47.546448] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:47.709186] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:47.870916] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:48.082506] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:48.304314] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:48.304591] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:27:48.304719] [INFO ] [CONFIGURE ] JOB ETA: 40.8m | Avg: 1.6s/test | Remaining: 1571 tests [2025-09-28T04:27:48.304810] [INFO ] [CONFIGURE ] EPAM: Testing feature 21/29: add_range_position [2025-09-28T04:27:48.305093] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_range_position'] [2025-09-28T04:27:48.522005] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:48.738143] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:27:48.963882] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:49.157154] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:49.348615] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:49.541458] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:49.697828] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:49.850123] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:50.006707] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:50.164185] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:50.164381] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:27:50.164469] [INFO ] [CONFIGURE ] JOB ETA: 40.8m | Avg: 1.6s/test | Remaining: 1570 tests [2025-09-28T04:27:50.164549] [INFO ] [CONFIGURE ] EPAM: Testing feature 22/29: add_realized_volatility [2025-09-28T04:27:50.164625] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_realized_volatility'] [2025-09-28T04:27:50.334283] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:50.504061] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:50.677611] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:50.855063] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:51.021667] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:51.188969] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:51.358804] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:51.533831] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:51.708993] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:51.885176] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:51.885406] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:27:51.885490] [INFO ] [CONFIGURE ] JOB ETA: 40.7m | Avg: 1.6s/test | Remaining: 1569 tests [2025-09-28T04:27:51.885567] [INFO ] [CONFIGURE ] EPAM: Testing feature 23/29: add_recent_range_context [2025-09-28T04:27:51.885639] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_recent_range_context'] [2025-09-28T04:27:52.034941] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:52.178472] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:27:52.319930] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:52.465151] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:52.605826] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:52.751396] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:52.897413] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:53.044169] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:53.193421] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:53.346468] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:53.346716] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:27:53.346824] [INFO ] [CONFIGURE ] JOB ETA: 40.7m | Avg: 1.6s/test | Remaining: 1568 tests [2025-09-28T04:27:53.346924] [INFO ] [CONFIGURE ] EPAM: Testing feature 24/29: add_rsi [2025-09-28T04:27:53.347002] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_ema', 'add_rsi'] [2025-09-28T04:27:53.513176] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:53.671469] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:53.835336] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:53.996028] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:54.163327] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:54.328627] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:27:54.498856] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:54.662184] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:54.833555] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:55.005819] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:27:55.006054] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_rsi (score: 30.00%) [2025-09-28T04:27:55.006135] [INFO ] [CONFIGURE ] JOB ETA: 40.7m | Avg: 1.6s/test | Remaining: 1567 tests [2025-09-28T04:27:55.006211] [INFO ] [CONFIGURE ] EPAM: Testing feature 25/29: add_tick_distribution [2025-09-28T04:27:55.006284] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_tick_distribution'] [2025-09-28T04:27:55.141748] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:55.283622] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:27:55.432169] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:55.579136] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:55.717331] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:55.857402] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:56.003817] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:56.160167] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:56.301671] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:56.453161] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:56.453389] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:27:56.453475] [INFO ] [CONFIGURE ] JOB ETA: 40.7m | Avg: 1.6s/test | Remaining: 1566 tests [2025-09-28T04:27:56.453550] [INFO ] [CONFIGURE ] EPAM: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:27:56.453625] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_volume_momentum_confirmation'] [2025-09-28T04:27:56.597262] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:27:56.743292] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:27:56.881235] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:27:57.025437] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:57.166302] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:57.307224] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:57.455418] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:57.600775] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:57.746127] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:57.890607] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:57.890835] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:27:57.890920] [INFO ] [CONFIGURE ] JOB ETA: 40.6m | Avg: 1.6s/test | Remaining: 1565 tests [2025-09-28T04:27:57.891022] [INFO ] [CONFIGURE ] EPAM: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:27:57.891101] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_volume_price_divergence'] [2025-09-28T04:27:58.035999] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:27:58.190381] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:27:58.347414] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:58.502620] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:27:58.660820] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:27:58.816063] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:27:58.967074] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:27:59.118331] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:27:59.273431] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:27:59.435574] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:27:59.435809] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:27:59.435898] [INFO ] [CONFIGURE ] JOB ETA: 40.6m | Avg: 1.6s/test | Remaining: 1564 tests [2025-09-28T04:27:59.435980] [INFO ] [CONFIGURE ] EPAM: Testing feature 28/29: add_volume_profile [2025-09-28T04:27:59.436058] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_volume_profile'] [2025-09-28T04:27:59.576369] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:27:59.712683] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:27:59.853462] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:27:59.993366] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:28:00.132278] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:28:00.274559] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:00.416208] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:28:00.557111] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:28:00.704983] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:00.854751] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:00.854967] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:28:00.855050] [INFO ] [CONFIGURE ] JOB ETA: 40.6m | Avg: 1.6s/test | Remaining: 1563 tests [2025-09-28T04:28:00.855201] [INFO ] [CONFIGURE ] EPAM: Testing feature 29/29: add_vwap [2025-09-28T04:28:00.855296] [INFO ] [CONFIGURE ] EPAM: Testing with features: ['add_order_flow_imbalance', 'add_vwap'] [2025-09-28T04:28:01.003591] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:01.150760] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:01.299190] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:28:01.461563] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:28:01.620554] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:28:01.787561] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:01.951858] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:28:02.117030] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:28:02.275121] [DEBUG] [FORECASTER] EPAM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:02.431321] [DEBUG] [FORECASTER] EPAM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:02.431534] [INFO ] [CONFIGURE ] EPAM: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:28:02.431632] [INFO ] [CONFIGURE ] JOB ETA: 40.6m | Avg: 1.6s/test | Remaining: 1562 tests [2025-09-28T04:28:02.431845] [INFO ] [CONFIGURE ] EPAM: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:28:02.431937] [INFO ] [CONFIGURE ] EPAM: Best accuracy: 60.00% [2025-09-28T04:28:02.432025] [INFO ] [CONFIGURE ] EPAM: Best feature set (1 features): ['add_order_flow_imbalance'] [2025-09-28T04:28:02.432145] [INFO ] [CONFIGURE ] EPAM: Improvement over baseline: 10.00% [2025-09-28T04:28:02.432230] [INFO ] [CONFIGURE ] EPAM: Total time: 41.8 seconds [2025-09-28T04:28:02.432301] [INFO ] [CONFIGURE ] EPAM: Average time per feature: 1.4 seconds [2025-09-28T04:28:02.432384] [INFO ] [CONFIGURE ] EPAM: Average speed: 0.69 features/sec [2025-09-28T04:28:02.433505] [INFO ] [LOCAL ] Saved configuration for EPAM: 1 features, 60.00% accuracy -> ./output/feature-sets/EPAM.json [2025-09-28T04:28:02.433603] [INFO ] [CONFIGURE ] EPAM: Configuration saved successfully: 1 features, 60.00% accuracy. [2025-09-28T04:28:02.433771] [INFO ] [sig ] [82/135] Successfully configured EPAM | 0.02 sym/s | Total: 1.0h | ETA: 40.6m [2025-09-28T04:28:02.433869] [INFO ] [sig ] [83/135] Configuring EPD... [2025-09-28T04:28:02.433985] [INFO ] [CONFIGURE ] EPD: Configurate test run. [2025-09-28T04:28:02.434133] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EPD' from 'https://tdm.silogroup.org/data/derivative_storage/EPD.csv'. [2025-09-28T04:28:02.460128] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EPD'. [2025-09-28T04:28:02.460774] [INFO ] [CONFIGURE ] EPD: Testing with 29 available features [2025-09-28T04:28:02.460855] [INFO ] [CONFIGURE ] EPD: Establishing baseline with no features... [2025-09-28T04:28:02.572859] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:02.681913] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:02.793008] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:02.904207] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:03.021856] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:03.133904] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:03.248352] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:03.361932] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:03.477184] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:03.591980] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:03.592192] [INFO ] [CONFIGURE ] EPD: Baseline score (no features): 70.00% [2025-09-28T04:28:03.592277] [INFO ] [CONFIGURE ] EPD: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:28:03.592428] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:28:03.721818] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:03.845852] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:03.973490] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:04.112911] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:04.242487] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:04.378960] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:04.508403] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:04.635185] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:04.761364] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:04.890128] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:04.890362] [INFO ] [CONFIGURE ] EPD: DISCARDED add_bollinger_bands (score: 70.00%) [2025-09-28T04:28:04.890446] [INFO ] [CONFIGURE ] JOB ETA: 40.5m | Avg: 1.6s/test | Remaining: 1561 tests [2025-09-28T04:28:04.890569] [INFO ] [CONFIGURE ] EPD: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:28:04.890667] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:28:05.021935] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:28:05.148966] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:05.274982] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:05.402795] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:05.535521] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:05.663779] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:05.804737] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:05.934899] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:28:06.068341] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:06.202932] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:06.203139] [INFO ] [CONFIGURE ] EPD: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T04:28:06.203246] [INFO ] [CONFIGURE ] JOB ETA: 40.5m | Avg: 1.6s/test | Remaining: 1560 tests [2025-09-28T04:28:06.203387] [INFO ] [CONFIGURE ] EPD: Testing feature 3/29: add_daily_returns [2025-09-28T04:28:06.203467] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_daily_returns'] [2025-09-28T04:28:06.319131] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:06.440724] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:06.558955] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:06.676378] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:06.790547] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:06.904351] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:07.018447] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:07.131150] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:07.247123] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:07.361481] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:07.361759] [INFO ] [CONFIGURE ] EPD: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T04:28:07.361866] [INFO ] [CONFIGURE ] JOB ETA: 40.5m | Avg: 1.6s/test | Remaining: 1559 tests [2025-09-28T04:28:07.361956] [INFO ] [CONFIGURE ] EPD: Testing feature 4/29: add_ema [2025-09-28T04:28:07.362043] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_ema'] [2025-09-28T04:28:07.488873] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:07.614073] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:07.741207] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:07.867096] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:07.993231] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:08.120110] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:08.248938] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:08.382795] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:08.513377] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:08.641823] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:08.642092] [INFO ] [CONFIGURE ] EPD: DISCARDED add_ema (score: 70.00%) [2025-09-28T04:28:08.642196] [INFO ] [CONFIGURE ] JOB ETA: 40.4m | Avg: 1.6s/test | Remaining: 1558 tests [2025-09-28T04:28:08.642284] [INFO ] [CONFIGURE ] EPD: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:28:08.642371] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:28:08.773821] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:08.905422] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:09.040798] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:09.175596] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:28:09.313715] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:09.456319] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:09.600185] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:09.751603] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:09.886302] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:10.025268] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:10.025479] [INFO ] [CONFIGURE ] EPD: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:28:10.025558] [INFO ] [CONFIGURE ] JOB ETA: 40.4m | Avg: 1.6s/test | Remaining: 1557 tests [2025-09-28T04:28:10.025730] [INFO ] [CONFIGURE ] EPD: Testing feature 6/29: add_failed_moves [2025-09-28T04:28:10.025803] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_failed_moves'] [2025-09-28T04:28:10.144821] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:10.266039] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:10.386546] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:10.507945] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:10.631635] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:10.752146] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:10.873855] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:10.994069] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:11.115381] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:11.240335] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:11.240600] [INFO ] [CONFIGURE ] EPD: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:28:11.240706] [INFO ] [CONFIGURE ] JOB ETA: 40.4m | Avg: 1.6s/test | Remaining: 1556 tests [2025-09-28T04:28:11.240859] [INFO ] [CONFIGURE ] EPD: Testing feature 7/29: add_lag_shelf [2025-09-28T04:28:11.240952] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_lag_shelf'] [2025-09-28T04:28:11.348906] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:11.459737] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:11.583071] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:11.702514] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:11.814664] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:11.929602] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:12.047568] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:12.170881] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:12.287481] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:12.400701] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:12.400929] [INFO ] [CONFIGURE ] EPD: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:28:12.401066] [INFO ] [CONFIGURE ] JOB ETA: 40.4m | Avg: 1.6s/test | Remaining: 1555 tests [2025-09-28T04:28:12.401146] [INFO ] [CONFIGURE ] EPD: Testing feature 8/29: add_macd [2025-09-28T04:28:12.401220] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:28:12.551782] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:12.702849] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:12.858333] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:13.014593] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:28:13.172225] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:13.335518] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:13.490109] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:13.648611] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:13.803877] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:13.959143] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:13.959365] [INFO ] [CONFIGURE ] EPD: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:28:13.959446] [INFO ] [CONFIGURE ] JOB ETA: 40.3m | Avg: 1.6s/test | Remaining: 1554 tests [2025-09-28T04:28:13.959605] [INFO ] [CONFIGURE ] EPD: Testing feature 9/29: add_mfi [2025-09-28T04:28:13.959726] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_mfi'] [2025-09-28T04:28:14.088194] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:14.215313] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:14.342735] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:14.475444] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:14.610541] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:14.742760] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:14.870845] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:14.997199] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:15.125930] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:15.256957] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:15.257171] [INFO ] [CONFIGURE ] EPD: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:28:15.257253] [INFO ] [CONFIGURE ] JOB ETA: 40.3m | Avg: 1.6s/test | Remaining: 1553 tests [2025-09-28T04:28:15.257401] [INFO ] [CONFIGURE ] EPD: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:28:15.257473] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:28:15.400627] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:15.535491] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:15.675945] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:15.816069] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:28:15.953894] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:16.095134] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:16.237717] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:16.381952] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:16.522151] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:16.667637] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:16.667886] [INFO ] [CONFIGURE ] EPD: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:28:16.667972] [INFO ] [CONFIGURE ] JOB ETA: 40.3m | Avg: 1.6s/test | Remaining: 1552 tests [2025-09-28T04:28:16.668146] [INFO ] [CONFIGURE ] EPD: Testing feature 11/29: add_obv_daily [2025-09-28T04:28:16.668216] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily'] [2025-09-28T04:28:16.793073] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:16.912553] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:17.028741] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:17.145395] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:17.269087] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:17.400718] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:17.535116] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:17.666174] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:17.794866] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:17.930564] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:17.930797] [INFO ] [CONFIGURE ] EPD: KEPT add_obv_daily (score: 80.00%) [2025-09-28T04:28:17.930902] [INFO ] [CONFIGURE ] JOB ETA: 40.2m | Avg: 1.6s/test | Remaining: 1551 tests [2025-09-28T04:28:17.930991] [INFO ] [CONFIGURE ] EPD: Testing feature 12/29: add_obv_interval [2025-09-28T04:28:17.931078] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_obv_interval'] [2025-09-28T04:28:18.066488] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:18.200684] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:18.337545] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:18.474572] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:18.611190] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:18.747869] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:18.883810] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:19.025311] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:19.161445] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:19.300541] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:19.300765] [INFO ] [CONFIGURE ] EPD: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:28:19.300852] [INFO ] [CONFIGURE ] JOB ETA: 40.2m | Avg: 1.6s/test | Remaining: 1550 tests [2025-09-28T04:28:19.301021] [INFO ] [CONFIGURE ] EPD: Testing feature 13/29: add_opening_strength [2025-09-28T04:28:19.301119] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:28:19.449241] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:19.596490] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:19.745906] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:19.888636] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:20.032099] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:20.173050] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:20.312964] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:20.457532] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:20.605429] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:20.745722] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:20.745914] [INFO ] [CONFIGURE ] EPD: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:28:20.745995] [INFO ] [CONFIGURE ] JOB ETA: 40.2m | Avg: 1.6s/test | Remaining: 1549 tests [2025-09-28T04:28:20.746069] [INFO ] [CONFIGURE ] EPD: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:28:20.746177] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T04:28:20.883232] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:21.027526] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:21.168727] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:21.313424] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:21.467151] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:21.617380] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:21.764028] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:21.908243] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:22.050782] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:22.195335] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:22.195547] [INFO ] [CONFIGURE ] EPD: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:28:22.195729] [INFO ] [CONFIGURE ] JOB ETA: 40.2m | Avg: 1.6s/test | Remaining: 1548 tests [2025-09-28T04:28:22.195810] [INFO ] [CONFIGURE ] EPD: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:28:22.195898] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_pbf_morning_momentum'] [2025-09-28T04:28:22.318361] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:22.446219] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:22.568488] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:22.690887] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:22.815308] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:22.940625] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:23.073779] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:23.203978] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:23.331980] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:23.466511] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:23.466747] [INFO ] [CONFIGURE ] EPD: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:28:23.466934] [INFO ] [CONFIGURE ] JOB ETA: 40.1m | Avg: 1.6s/test | Remaining: 1547 tests [2025-09-28T04:28:23.467013] [INFO ] [CONFIGURE ] EPD: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:28:23.467116] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T04:28:23.626104] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:23.784477] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:23.929668] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:24.060864] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:24.194611] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:24.324959] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:24.457426] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:24.591466] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:24.727873] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:24.900837] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:24.901059] [INFO ] [CONFIGURE ] EPD: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:28:24.901173] [INFO ] [CONFIGURE ] JOB ETA: 40.1m | Avg: 1.6s/test | Remaining: 1546 tests [2025-09-28T04:28:24.901375] [INFO ] [CONFIGURE ] EPD: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:28:24.901500] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T04:28:25.067640] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:25.234928] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:25.416605] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:25.623685] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:25.842435] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:26.010222] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:26.144283] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:28:26.281517] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:28:26.424236] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:26.568122] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:26.568318] [INFO ] [CONFIGURE ] EPD: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:28:26.568400] [INFO ] [CONFIGURE ] JOB ETA: 40.1m | Avg: 1.6s/test | Remaining: 1545 tests [2025-09-28T04:28:26.568563] [INFO ] [CONFIGURE ] EPD: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:28:26.568674] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T04:28:26.695430] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:26.820629] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:26.945263] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:27.072318] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:27.205198] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:27.328923] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:27.455731] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:27.580294] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:27.737225] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:27.877466] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:27.877956] [INFO ] [CONFIGURE ] EPD: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:28:27.878055] [INFO ] [CONFIGURE ] JOB ETA: 40.1m | Avg: 1.6s/test | Remaining: 1544 tests [2025-09-28T04:28:27.878157] [INFO ] [CONFIGURE ] EPD: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:28:27.878251] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T04:28:28.008911] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:28.130486] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:28.255112] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:28.380308] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:28.504904] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:28.647017] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:28.781059] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:28.910801] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:29.040628] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:29.169984] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:29.170197] [INFO ] [CONFIGURE ] EPD: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:28:29.170302] [INFO ] [CONFIGURE ] JOB ETA: 40.0m | Avg: 1.6s/test | Remaining: 1543 tests [2025-09-28T04:28:29.170391] [INFO ] [CONFIGURE ] EPD: Testing feature 20/29: add_price_rejection [2025-09-28T04:28:29.170478] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_price_rejection'] [2025-09-28T04:28:29.306614] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:29.436755] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:29.568319] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:29.698669] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:29.832414] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:29.965387] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:30.098988] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:30.239306] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:30.373144] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:30.511902] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:30.512147] [INFO ] [CONFIGURE ] EPD: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:28:30.512233] [INFO ] [CONFIGURE ] JOB ETA: 40.0m | Avg: 1.6s/test | Remaining: 1542 tests [2025-09-28T04:28:30.512352] [INFO ] [CONFIGURE ] EPD: Testing feature 21/29: add_range_position [2025-09-28T04:28:30.512461] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_range_position'] [2025-09-28T04:28:30.664272] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:30.807438] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:30.978806] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:31.138355] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:31.281926] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:31.428873] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:31.581438] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:31.748541] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:31.903697] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:32.063119] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:32.063399] [INFO ] [CONFIGURE ] EPD: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:28:32.063558] [INFO ] [CONFIGURE ] JOB ETA: 40.0m | Avg: 1.6s/test | Remaining: 1541 tests [2025-09-28T04:28:32.063662] [INFO ] [CONFIGURE ] EPD: Testing feature 22/29: add_realized_volatility [2025-09-28T04:28:32.063739] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_realized_volatility'] [2025-09-28T04:28:32.231205] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:32.410332] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:32.580456] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:32.742259] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:32.909249] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:33.074750] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:33.246603] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:33.421172] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:33.595008] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:33.768507] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:33.768890] [INFO ] [CONFIGURE ] EPD: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:28:33.768980] [INFO ] [CONFIGURE ] JOB ETA: 39.9m | Avg: 1.6s/test | Remaining: 1540 tests [2025-09-28T04:28:33.769060] [INFO ] [CONFIGURE ] EPD: Testing feature 23/29: add_recent_range_context [2025-09-28T04:28:33.769142] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_recent_range_context'] [2025-09-28T04:28:33.926498] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:34.074579] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:34.212199] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:34.349441] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:34.486215] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:34.623379] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:34.765791] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:34.903663] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:35.041097] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:35.181735] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:35.181962] [INFO ] [CONFIGURE ] EPD: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:28:35.182032] [INFO ] [CONFIGURE ] JOB ETA: 39.9m | Avg: 1.6s/test | Remaining: 1539 tests [2025-09-28T04:28:35.182126] [INFO ] [CONFIGURE ] EPD: Testing feature 24/29: add_rsi [2025-09-28T04:28:35.182203] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_ema', 'add_rsi'] [2025-09-28T04:28:35.337306] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:35.492196] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:35.650586] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:35.808733] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:35.964144] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:36.138223] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:36.299952] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:36.457239] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:36.616360] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:36.780274] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:36.780513] [INFO ] [CONFIGURE ] EPD: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:28:36.780669] [INFO ] [CONFIGURE ] JOB ETA: 39.9m | Avg: 1.6s/test | Remaining: 1538 tests [2025-09-28T04:28:36.780752] [INFO ] [CONFIGURE ] EPD: Testing feature 25/29: add_tick_distribution [2025-09-28T04:28:36.780826] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_tick_distribution'] [2025-09-28T04:28:36.914443] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:37.046242] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:37.180504] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:37.321063] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:37.470767] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:37.601570] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:37.736063] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:28:37.867559] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:37.998346] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:38.129723] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:38.129907] [INFO ] [CONFIGURE ] EPD: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:28:38.129987] [INFO ] [CONFIGURE ] JOB ETA: 39.9m | Avg: 1.6s/test | Remaining: 1537 tests [2025-09-28T04:28:38.130063] [INFO ] [CONFIGURE ] EPD: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:28:38.130164] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T04:28:38.259027] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:38.387064] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:38.516697] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:38.651471] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:38.841784] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:38.976346] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:39.109100] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:39.238920] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:39.373133] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:39.514419] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:39.514694] [INFO ] [CONFIGURE ] EPD: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:28:39.514851] [INFO ] [CONFIGURE ] JOB ETA: 39.8m | Avg: 1.6s/test | Remaining: 1536 tests [2025-09-28T04:28:39.514941] [INFO ] [CONFIGURE ] EPD: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:28:39.515029] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T04:28:39.654892] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:39.794285] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:39.936321] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:40.087781] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:40.233731] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:40.375052] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:40.521012] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:40.674669] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:40.827363] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:40.980484] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:40.980749] [INFO ] [CONFIGURE ] EPD: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:28:40.980877] [INFO ] [CONFIGURE ] JOB ETA: 39.8m | Avg: 1.6s/test | Remaining: 1535 tests [2025-09-28T04:28:40.981005] [INFO ] [CONFIGURE ] EPD: Testing feature 28/29: add_volume_profile [2025-09-28T04:28:40.981118] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_volume_profile'] [2025-09-28T04:28:41.123244] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:41.263387] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:41.465001] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:41.644792] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:41.826501] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:42.006763] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:42.197999] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:28:42.372504] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:42.527522] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:28:42.685210] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:42.685422] [INFO ] [CONFIGURE ] EPD: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:28:42.685504] [INFO ] [CONFIGURE ] JOB ETA: 39.8m | Avg: 1.6s/test | Remaining: 1534 tests [2025-09-28T04:28:42.685599] [INFO ] [CONFIGURE ] EPD: Testing feature 29/29: add_vwap [2025-09-28T04:28:42.685747] [INFO ] [CONFIGURE ] EPD: Testing with features: ['add_obv_daily', 'add_vwap'] [2025-09-28T04:28:42.821732] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:42.956086] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:43.092142] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:43.227043] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:43.368914] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:28:43.513139] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:28:43.651439] [DEBUG] [FORECASTER] EPD: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:28:43.795293] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:43.944575] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:28:44.093822] [DEBUG] [FORECASTER] EPD: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:44.094064] [INFO ] [CONFIGURE ] EPD: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:28:44.094149] [INFO ] [CONFIGURE ] JOB ETA: 39.8m | Avg: 1.6s/test | Remaining: 1533 tests [2025-09-28T04:28:44.094298] [INFO ] [CONFIGURE ] EPD: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:28:44.094376] [INFO ] [CONFIGURE ] EPD: Best accuracy: 80.00% [2025-09-28T04:28:44.094473] [INFO ] [CONFIGURE ] EPD: Best feature set (1 features): ['add_obv_daily'] [2025-09-28T04:28:44.094551] [INFO ] [CONFIGURE ] EPD: Improvement over baseline: 10.00% [2025-09-28T04:28:44.094632] [INFO ] [CONFIGURE ] EPD: Total time: 40.5 seconds [2025-09-28T04:28:44.094737] [INFO ] [CONFIGURE ] EPD: Average time per feature: 1.4 seconds [2025-09-28T04:28:44.094821] [INFO ] [CONFIGURE ] EPD: Average speed: 0.72 features/sec [2025-09-28T04:28:44.095711] [INFO ] [LOCAL ] Saved configuration for EPD: 1 features, 80.00% accuracy -> ./output/feature-sets/EPD.json [2025-09-28T04:28:44.095811] [INFO ] [CONFIGURE ] EPD: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T04:28:44.095964] [INFO ] [sig ] [83/135] Successfully configured EPD | 0.02 sym/s | Total: 1.1h | ETA: 39.8m [2025-09-28T04:28:44.096067] [INFO ] [sig ] [84/135] Configuring EQT... [2025-09-28T04:28:44.096179] [INFO ] [CONFIGURE ] EQT: Configurate test run. [2025-09-28T04:28:44.096320] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EQT' from 'https://tdm.silogroup.org/data/derivative_storage/EQT.csv'. [2025-09-28T04:28:44.405920] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EQT'. [2025-09-28T04:28:44.406590] [INFO ] [CONFIGURE ] EQT: Testing with 29 available features [2025-09-28T04:28:44.406703] [INFO ] [CONFIGURE ] EQT: Establishing baseline with no features... [2025-09-28T04:28:44.529548] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:44.642072] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:44.750266] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:28:44.862629] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:44.973472] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:45.087166] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:45.201281] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:45.313967] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:45.425684] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:45.535110] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:45.535314] [INFO ] [CONFIGURE ] EQT: Baseline score (no features): 60.00% [2025-09-28T04:28:45.535395] [INFO ] [CONFIGURE ] EQT: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:28:45.535467] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:28:45.656782] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:28:45.780539] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:28:45.915851] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:28:46.047172] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:46.175792] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:46.303601] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:46.440166] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:46.572810] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:46.706868] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:46.838076] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:46.838286] [INFO ] [CONFIGURE ] EQT: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T04:28:46.838368] [INFO ] [CONFIGURE ] JOB ETA: 39.7m | Avg: 1.6s/test | Remaining: 1532 tests [2025-09-28T04:28:46.838443] [INFO ] [CONFIGURE ] EQT: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:28:46.838516] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:28:46.968430] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:47.103566] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:47.238366] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:47.366589] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:28:47.497803] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:47.635181] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:28:47.777931] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:47.918894] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:48.051546] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:48.185287] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:48.185484] [INFO ] [CONFIGURE ] EQT: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:28:48.185564] [INFO ] [CONFIGURE ] JOB ETA: 39.7m | Avg: 1.6s/test | Remaining: 1531 tests [2025-09-28T04:28:48.185638] [INFO ] [CONFIGURE ] EQT: Testing feature 3/29: add_daily_returns [2025-09-28T04:28:48.185736] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_daily_returns'] [2025-09-28T04:28:48.298880] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:48.411924] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:48.530077] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:48.646478] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:48.759608] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:48.874591] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:48.988388] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:49.105076] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:49.221377] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:49.340506] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:49.340740] [INFO ] [CONFIGURE ] EQT: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:28:49.340824] [INFO ] [CONFIGURE ] JOB ETA: 39.7m | Avg: 1.6s/test | Remaining: 1530 tests [2025-09-28T04:28:49.340899] [INFO ] [CONFIGURE ] EQT: Testing feature 4/29: add_ema [2025-09-28T04:28:49.340972] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_ema'] [2025-09-28T04:28:49.475085] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:28:49.601900] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:49.727623] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:49.855327] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:49.993917] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:50.130604] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:50.264977] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:50.402274] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:50.546073] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:50.686947] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:50.687165] [INFO ] [CONFIGURE ] EQT: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:28:50.687247] [INFO ] [CONFIGURE ] JOB ETA: 39.6m | Avg: 1.6s/test | Remaining: 1529 tests [2025-09-28T04:28:50.687323] [INFO ] [CONFIGURE ] EQT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:28:50.687375] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:28:50.838600] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:28:50.982419] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:51.132741] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:28:51.295743] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:51.442599] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:51.588974] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:51.743670] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:28:51.909333] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:52.057991] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:52.200713] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:52.200992] [INFO ] [CONFIGURE ] EQT: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:28:52.201077] [INFO ] [CONFIGURE ] JOB ETA: 39.6m | Avg: 1.6s/test | Remaining: 1528 tests [2025-09-28T04:28:52.201152] [INFO ] [CONFIGURE ] EQT: Testing feature 6/29: add_failed_moves [2025-09-28T04:28:52.201225] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_failed_moves'] [2025-09-28T04:28:52.318425] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:52.436620] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:52.562352] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:28:52.692817] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:52.814738] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:52.936769] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:53.056011] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:53.183163] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:53.310059] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:53.445400] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:53.445667] [INFO ] [CONFIGURE ] EQT: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:28:53.445752] [INFO ] [CONFIGURE ] JOB ETA: 39.6m | Avg: 1.6s/test | Remaining: 1527 tests [2025-09-28T04:28:53.445831] [INFO ] [CONFIGURE ] EQT: Testing feature 7/29: add_lag_shelf [2025-09-28T04:28:53.445903] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_lag_shelf'] [2025-09-28T04:28:53.566841] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:53.681702] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:53.795904] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:28:53.906343] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:54.021195] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:54.136499] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:54.250700] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:54.372600] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:54.495551] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:54.618040] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:54.618240] [INFO ] [CONFIGURE ] EQT: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:28:54.618321] [INFO ] [CONFIGURE ] JOB ETA: 39.6m | Avg: 1.6s/test | Remaining: 1526 tests [2025-09-28T04:28:54.618412] [INFO ] [CONFIGURE ] EQT: Testing feature 8/29: add_macd [2025-09-28T04:28:54.618497] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:28:54.775868] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:28:54.922317] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:55.071400] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:55.221505] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:55.379259] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:55.533787] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:55.694151] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:55.851717] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:56.010033] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:56.168901] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:28:56.169201] [INFO ] [CONFIGURE ] EQT: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:28:56.169311] [INFO ] [CONFIGURE ] JOB ETA: 39.5m | Avg: 1.6s/test | Remaining: 1525 tests [2025-09-28T04:28:56.169410] [INFO ] [CONFIGURE ] EQT: Testing feature 9/29: add_mfi [2025-09-28T04:28:56.169506] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_mfi'] [2025-09-28T04:28:56.309855] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:56.448116] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:56.586975] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:56.719923] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:56.849413] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:56.978592] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:57.111468] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:57.251132] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:57.384249] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:57.513793] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:57.514027] [INFO ] [CONFIGURE ] EQT: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:28:57.514110] [INFO ] [CONFIGURE ] JOB ETA: 39.5m | Avg: 1.6s/test | Remaining: 1524 tests [2025-09-28T04:28:57.514185] [INFO ] [CONFIGURE ] EQT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:28:57.514264] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:28:57.679594] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:28:57.828623] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:57.967081] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:58.112009] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:58.255462] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:58.399063] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:58.545374] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:28:58.688912] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:28:58.837156] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:28:58.987261] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:28:58.987505] [INFO ] [CONFIGURE ] EQT: DISCARDED add_momentum_acceleration (score: 30.00%) [2025-09-28T04:28:58.987588] [INFO ] [CONFIGURE ] JOB ETA: 39.5m | Avg: 1.6s/test | Remaining: 1523 tests [2025-09-28T04:28:58.987687] [INFO ] [CONFIGURE ] EQT: Testing feature 11/29: add_obv_daily [2025-09-28T04:28:58.987762] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_obv_daily'] [2025-09-28T04:28:59.107032] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:28:59.225481] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:28:59.346001] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:28:59.475872] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:28:59.598776] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:28:59.720293] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:28:59.843720] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:28:59.966635] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:00.102089] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:00.245352] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:00.245575] [INFO ] [CONFIGURE ] EQT: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:29:00.245682] [INFO ] [CONFIGURE ] JOB ETA: 39.4m | Avg: 1.6s/test | Remaining: 1522 tests [2025-09-28T04:29:00.245762] [INFO ] [CONFIGURE ] EQT: Testing feature 12/29: add_obv_interval [2025-09-28T04:29:00.245849] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_obv_interval'] [2025-09-28T04:29:00.370667] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:00.497793] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:00.618368] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:00.740329] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:00.868753] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:00.987818] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:01.107841] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:29:01.227326] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:01.349129] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:01.478307] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:01.478523] [INFO ] [CONFIGURE ] EQT: DISCARDED add_obv_interval (score: 30.00%) [2025-09-28T04:29:01.478605] [INFO ] [CONFIGURE ] JOB ETA: 39.4m | Avg: 1.6s/test | Remaining: 1521 tests [2025-09-28T04:29:01.478705] [INFO ] [CONFIGURE ] EQT: Testing feature 13/29: add_opening_strength [2025-09-28T04:29:01.478782] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:29:01.625758] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:01.755257] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:01.894845] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:02.040181] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:02.170076] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:02.299239] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:02.428330] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:29:02.562853] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:02.691582] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:02.829583] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:02.829825] [INFO ] [CONFIGURE ] EQT: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:29:02.829907] [INFO ] [CONFIGURE ] JOB ETA: 39.4m | Avg: 1.6s/test | Remaining: 1520 tests [2025-09-28T04:29:02.829984] [INFO ] [CONFIGURE ] EQT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:29:02.830057] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T04:29:02.967019] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:03.098590] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:03.227616] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:03.357315] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:03.505938] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:03.646520] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:03.782440] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:29:03.918124] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:04.054471] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:04.193465] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:04.193684] [INFO ] [CONFIGURE ] EQT: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:29:04.193768] [INFO ] [CONFIGURE ] JOB ETA: 39.4m | Avg: 1.6s/test | Remaining: 1519 tests [2025-09-28T04:29:04.193844] [INFO ] [CONFIGURE ] EQT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:29:04.193916] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T04:29:04.307128] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:04.419123] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:04.533353] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:04.644921] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:04.762087] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:04.881416] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:04.999842] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:29:05.117792] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:05.238918] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:05.362856] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:05.363068] [INFO ] [CONFIGURE ] EQT: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:29:05.363151] [INFO ] [CONFIGURE ] JOB ETA: 39.3m | Avg: 1.6s/test | Remaining: 1518 tests [2025-09-28T04:29:05.363229] [INFO ] [CONFIGURE ] EQT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:29:05.363304] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T04:29:05.499588] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:05.630673] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:05.760637] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:05.890244] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:06.021061] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:06.147867] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:06.282590] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:29:06.411049] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:06.543465] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:06.677041] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:06.677241] [INFO ] [CONFIGURE ] EQT: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:29:06.677345] [INFO ] [CONFIGURE ] JOB ETA: 39.3m | Avg: 1.6s/test | Remaining: 1517 tests [2025-09-28T04:29:06.677423] [INFO ] [CONFIGURE ] EQT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:29:06.677496] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_pbf_return_2d'] [2025-09-28T04:29:06.808712] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:06.949407] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:07.092756] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:07.238052] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:07.379041] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:07.519067] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:07.662795] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:29:07.802883] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:07.945501] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:08.084810] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:08.085020] [INFO ] [CONFIGURE ] EQT: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:29:08.085101] [INFO ] [CONFIGURE ] JOB ETA: 39.3m | Avg: 1.6s/test | Remaining: 1516 tests [2025-09-28T04:29:08.085177] [INFO ] [CONFIGURE ] EQT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:29:08.085251] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T04:29:08.199959] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:08.318213] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:08.438585] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:08.558558] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:08.679275] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:08.801004] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:08.924929] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:29:09.046297] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:09.167421] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:09.288848] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:09.289062] [INFO ] [CONFIGURE ] EQT: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:29:09.289143] [INFO ] [CONFIGURE ] JOB ETA: 39.2m | Avg: 1.6s/test | Remaining: 1515 tests [2025-09-28T04:29:09.289368] [INFO ] [CONFIGURE ] EQT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:29:09.289450] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T04:29:09.411165] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:09.538429] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:09.679619] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:09.799357] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:09.916998] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:10.037856] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:10.154292] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:29:10.269281] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:10.395301] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:10.519163] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:10.519403] [INFO ] [CONFIGURE ] EQT: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:29:10.519485] [INFO ] [CONFIGURE ] JOB ETA: 39.2m | Avg: 1.6s/test | Remaining: 1514 tests [2025-09-28T04:29:10.519561] [INFO ] [CONFIGURE ] EQT: Testing feature 20/29: add_price_rejection [2025-09-28T04:29:10.519635] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_price_rejection'] [2025-09-28T04:29:10.648202] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:10.774513] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:10.902228] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:11.027546] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:11.155045] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:11.281160] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:11.410208] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:29:11.538888] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:11.682914] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:11.811281] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:11.811479] [INFO ] [CONFIGURE ] EQT: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:29:11.811558] [INFO ] [CONFIGURE ] JOB ETA: 39.2m | Avg: 1.6s/test | Remaining: 1513 tests [2025-09-28T04:29:11.811662] [INFO ] [CONFIGURE ] EQT: Testing feature 21/29: add_range_position [2025-09-28T04:29:11.811737] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_range_position'] [2025-09-28T04:29:11.946175] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:12.087456] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:12.226295] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:12.364076] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:12.506829] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:12.662896] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:12.815337] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:29:12.958319] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:13.111021] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:13.256514] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:13.256753] [INFO ] [CONFIGURE ] EQT: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:29:13.256876] [INFO ] [CONFIGURE ] JOB ETA: 39.2m | Avg: 1.6s/test | Remaining: 1512 tests [2025-09-28T04:29:13.256972] [INFO ] [CONFIGURE ] EQT: Testing feature 22/29: add_realized_volatility [2025-09-28T04:29:13.257065] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_realized_volatility'] [2025-09-28T04:29:13.415858] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:13.574825] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:13.738796] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:13.899785] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:14.059412] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:14.220008] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:14.380227] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:29:14.548395] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:14.713795] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:14.877630] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:14.877892] [INFO ] [CONFIGURE ] EQT: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:29:14.877975] [INFO ] [CONFIGURE ] JOB ETA: 39.1m | Avg: 1.6s/test | Remaining: 1511 tests [2025-09-28T04:29:14.878055] [INFO ] [CONFIGURE ] EQT: Testing feature 23/29: add_recent_range_context [2025-09-28T04:29:14.878127] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_recent_range_context'] [2025-09-28T04:29:15.005202] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:15.123408] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:15.245449] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:15.367767] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:15.493347] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:15.622953] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:15.745206] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:29:15.873856] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:16.003315] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:16.131202] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:16.131447] [INFO ] [CONFIGURE ] EQT: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:29:16.131530] [INFO ] [CONFIGURE ] JOB ETA: 39.1m | Avg: 1.6s/test | Remaining: 1510 tests [2025-09-28T04:29:16.131606] [INFO ] [CONFIGURE ] EQT: Testing feature 24/29: add_rsi [2025-09-28T04:29:16.131704] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T04:29:16.269196] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:16.408184] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:16.556226] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:16.705445] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:29:16.850503] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:16.994938] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:17.150409] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:29:17.298394] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:17.449629] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:17.600391] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:17.600734] [INFO ] [CONFIGURE ] EQT: DISCARDED add_rsi (score: 10.00%) [2025-09-28T04:29:17.600820] [INFO ] [CONFIGURE ] JOB ETA: 39.1m | Avg: 1.6s/test | Remaining: 1509 tests [2025-09-28T04:29:17.600898] [INFO ] [CONFIGURE ] EQT: Testing feature 25/29: add_tick_distribution [2025-09-28T04:29:17.600970] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_tick_distribution'] [2025-09-28T04:29:17.729459] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:17.857631] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:17.982917] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:18.101609] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:18.223342] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:18.350789] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:18.476549] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:29:18.605431] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:18.732951] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:18.863068] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:18.863271] [INFO ] [CONFIGURE ] EQT: DISCARDED add_tick_distribution (score: 30.00%) [2025-09-28T04:29:18.863353] [INFO ] [CONFIGURE ] JOB ETA: 39.1m | Avg: 1.6s/test | Remaining: 1508 tests [2025-09-28T04:29:18.863428] [INFO ] [CONFIGURE ] EQT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:29:18.863503] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_volume_momentum_confirmation'] [2025-09-28T04:29:18.990958] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:19.123957] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:19.251261] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:19.379281] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:19.513494] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:19.637211] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:19.757979] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:29:19.884224] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:20.014601] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:20.139933] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:20.140169] [INFO ] [CONFIGURE ] EQT: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:29:20.140250] [INFO ] [CONFIGURE ] JOB ETA: 39.0m | Avg: 1.6s/test | Remaining: 1507 tests [2025-09-28T04:29:20.140325] [INFO ] [CONFIGURE ] EQT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:29:20.140396] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_volume_price_divergence'] [2025-09-28T04:29:20.277477] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:20.407731] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:20.547008] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:20.685864] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:20.819072] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:20.946735] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:21.074938] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:29:21.205847] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:21.337155] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:21.464236] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:21.464438] [INFO ] [CONFIGURE ] EQT: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T04:29:21.464517] [INFO ] [CONFIGURE ] JOB ETA: 39.0m | Avg: 1.6s/test | Remaining: 1506 tests [2025-09-28T04:29:21.464591] [INFO ] [CONFIGURE ] EQT: Testing feature 28/29: add_volume_profile [2025-09-28T04:29:21.464686] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_volume_profile'] [2025-09-28T04:29:21.577623] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:21.691792] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:21.809842] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:21.930576] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:29:22.052383] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:22.175885] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:22.301526] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:29:22.425024] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:29:22.547728] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:22.670335] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:29:22.670544] [INFO ] [CONFIGURE ] EQT: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:29:22.670625] [INFO ] [CONFIGURE ] JOB ETA: 39.0m | Avg: 1.6s/test | Remaining: 1505 tests [2025-09-28T04:29:22.670724] [INFO ] [CONFIGURE ] EQT: Testing feature 29/29: add_vwap [2025-09-28T04:29:22.670797] [INFO ] [CONFIGURE ] EQT: Testing with features: ['add_vwap'] [2025-09-28T04:29:22.795153] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:22.924927] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:23.054298] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:29:23.184833] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:29:23.323856] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:29:23.455216] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:29:23.590227] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:29:23.747840] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:29:23.899338] [DEBUG] [FORECASTER] EQT: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:29:24.032334] [DEBUG] [FORECASTER] EQT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:24.032565] [INFO ] [CONFIGURE ] EQT: DISCARDED add_vwap (score: 30.00%) [2025-09-28T04:29:24.032710] [INFO ] [CONFIGURE ] JOB ETA: 38.9m | Avg: 1.6s/test | Remaining: 1504 tests [2025-09-28T04:29:24.032818] [INFO ] [CONFIGURE ] EQT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:29:24.032894] [INFO ] [CONFIGURE ] EQT: Best accuracy: 60.00% [2025-09-28T04:29:24.032964] [INFO ] [CONFIGURE ] EQT: Best feature set (0 features): [] [2025-09-28T04:29:24.033033] [INFO ] [CONFIGURE ] EQT: Improvement over baseline: 0.00% [2025-09-28T04:29:24.033101] [INFO ] [CONFIGURE ] EQT: Total time: 38.5 seconds [2025-09-28T04:29:24.033170] [INFO ] [CONFIGURE ] EQT: Average time per feature: 1.3 seconds [2025-09-28T04:29:24.033240] [INFO ] [CONFIGURE ] EQT: Average speed: 0.75 features/sec [2025-09-28T04:29:24.034304] [INFO ] [LOCAL ] Saved configuration for EQT: 0 features, 60.00% accuracy -> ./output/feature-sets/EQT.json [2025-09-28T04:29:24.034412] [INFO ] [CONFIGURE ] EQT: Configuration saved successfully: 0 features, 60.00% accuracy. [2025-09-28T04:29:24.034569] [INFO ] [sig ] [84/135] Successfully configured EQT | 0.02 sym/s | Total: 1.1h | ETA: 39.0m [2025-09-28T04:29:24.034696] [INFO ] [sig ] [85/135] Configuring ESNT... [2025-09-28T04:29:24.034788] [INFO ] [CONFIGURE ] ESNT: Configurate test run. [2025-09-28T04:29:24.034872] [DEBUG] [REMOTE ] Fetching historical data for symbol 'ESNT' from 'https://tdm.silogroup.org/data/derivative_storage/ESNT.csv'. [2025-09-28T04:29:24.061503] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'ESNT'. [2025-09-28T04:29:24.062134] [INFO ] [CONFIGURE ] ESNT: Testing with 29 available features [2025-09-28T04:29:24.062242] [INFO ] [CONFIGURE ] ESNT: Establishing baseline with no features... [2025-09-28T04:29:24.179776] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:24.296296] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:24.412908] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:24.534177] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:24.653811] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:24.775102] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:24.891862] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:25.007804] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:25.125290] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:25.244850] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:25.245035] [INFO ] [CONFIGURE ] ESNT: Baseline score (no features): 40.00% [2025-09-28T04:29:25.245120] [INFO ] [CONFIGURE ] ESNT: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:29:25.245193] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:29:25.374408] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:25.506061] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:25.638906] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:25.770141] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:25.903266] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:26.035663] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:26.166549] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:26.296448] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:26.422872] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:26.553150] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:26.553365] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T04:29:26.553450] [INFO ] [CONFIGURE ] JOB ETA: 38.9m | Avg: 1.6s/test | Remaining: 1503 tests [2025-09-28T04:29:26.553525] [INFO ] [CONFIGURE ] ESNT: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:29:26.553632] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:29:26.691364] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:26.829997] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:26.961003] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:27.091292] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:27.225992] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:27.359278] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:27.493258] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:27.625217] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:27.762787] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:27.899310] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:27.899549] [INFO ] [CONFIGURE ] ESNT: KEPT add_cumulative_delta (score: 50.00%) [2025-09-28T04:29:27.899678] [INFO ] [CONFIGURE ] JOB ETA: 38.9m | Avg: 1.6s/test | Remaining: 1502 tests [2025-09-28T04:29:27.899773] [INFO ] [CONFIGURE ] ESNT: Testing feature 3/29: add_daily_returns [2025-09-28T04:29:27.899861] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:29:28.036534] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:28.174304] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:28.314858] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:28.455466] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:28.605954] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:28.753981] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:28.908877] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:29.067929] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:29.227168] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:29.384611] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:29.384870] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:29:29.384952] [INFO ] [CONFIGURE ] JOB ETA: 38.9m | Avg: 1.6s/test | Remaining: 1501 tests [2025-09-28T04:29:29.385029] [INFO ] [CONFIGURE ] ESNT: Testing feature 4/29: add_ema [2025-09-28T04:29:29.385134] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:29:29.558765] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:29.733368] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:29.883297] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:30.034764] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:30.192382] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:30.348150] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:30.500185] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:30.671445] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:30.839141] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:30.997467] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:30.997807] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:29:30.997912] [INFO ] [CONFIGURE ] JOB ETA: 38.8m | Avg: 1.6s/test | Remaining: 1500 tests [2025-09-28T04:29:30.998026] [INFO ] [CONFIGURE ] ESNT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:29:30.998118] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:29:31.156954] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:31.312313] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:31.467700] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:31.632264] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:31.794102] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:31.952543] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:32.107155] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:29:32.260542] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:32.413415] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:32.571276] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:32.571524] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:29:32.571715] [INFO ] [CONFIGURE ] JOB ETA: 38.8m | Avg: 1.6s/test | Remaining: 1499 tests [2025-09-28T04:29:32.571797] [INFO ] [CONFIGURE ] ESNT: Testing feature 6/29: add_failed_moves [2025-09-28T04:29:32.571870] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:29:32.705305] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:32.843862] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:32.982204] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:33.119510] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:33.258793] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:33.400148] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:33.547237] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:33.691554] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:33.838669] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:34.012459] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:34.012753] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:29:34.012821] [INFO ] [CONFIGURE ] JOB ETA: 38.8m | Avg: 1.6s/test | Remaining: 1498 tests [2025-09-28T04:29:34.012866] [INFO ] [CONFIGURE ] ESNT: Testing feature 7/29: add_lag_shelf [2025-09-28T04:29:34.012906] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:29:34.171417] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:34.365996] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:34.572717] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:34.756250] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:34.903263] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:35.053666] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:35.202452] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:35.347750] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:35.479282] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:35.613551] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:35.613808] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:29:35.613918] [INFO ] [CONFIGURE ] JOB ETA: 38.8m | Avg: 1.6s/test | Remaining: 1497 tests [2025-09-28T04:29:35.614008] [INFO ] [CONFIGURE ] ESNT: Testing feature 8/29: add_macd [2025-09-28T04:29:35.614096] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:29:35.785977] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:35.954482] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:36.124828] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:36.305407] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:29:36.477183] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:36.649872] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:36.820029] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:36.996390] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:37.175547] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:37.353312] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:29:37.353630] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:29:37.353741] [INFO ] [CONFIGURE ] JOB ETA: 38.7m | Avg: 1.6s/test | Remaining: 1496 tests [2025-09-28T04:29:37.353831] [INFO ] [CONFIGURE ] ESNT: Testing feature 9/29: add_mfi [2025-09-28T04:29:37.353942] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T04:29:37.504316] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:37.648582] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:37.796790] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:37.955291] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:38.112279] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:38.269889] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:38.453495] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:38.613515] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:38.774400] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:38.934873] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:38.935118] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:29:38.935299] [INFO ] [CONFIGURE ] JOB ETA: 38.7m | Avg: 1.6s/test | Remaining: 1495 tests [2025-09-28T04:29:38.935399] [INFO ] [CONFIGURE ] ESNT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:29:38.935506] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:29:39.107719] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:39.278496] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:39.457117] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:39.635422] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:39.808207] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:39.996415] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:40.173068] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:40.347312] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:29:40.524824] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:40.702325] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:40.702526] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:29:40.702682] [INFO ] [CONFIGURE ] JOB ETA: 38.7m | Avg: 1.6s/test | Remaining: 1494 tests [2025-09-28T04:29:40.702823] [INFO ] [CONFIGURE ] ESNT: Testing feature 11/29: add_obv_daily [2025-09-28T04:29:40.702921] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T04:29:40.851577] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:41.000487] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:41.148239] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:41.296184] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:41.447278] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:41.598963] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:41.752498] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:41.904567] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:42.057464] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:42.203194] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:42.203382] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:29:42.203464] [INFO ] [CONFIGURE ] JOB ETA: 38.7m | Avg: 1.6s/test | Remaining: 1493 tests [2025-09-28T04:29:42.203540] [INFO ] [CONFIGURE ] ESNT: Testing feature 12/29: add_obv_interval [2025-09-28T04:29:42.203678] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T04:29:42.340381] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:42.483364] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:42.627955] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:42.768025] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:42.927335] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:43.139136] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:43.286560] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:43.429872] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:29:43.601210] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:43.811991] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:43.812284] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:29:43.812510] [INFO ] [CONFIGURE ] JOB ETA: 38.6m | Avg: 1.6s/test | Remaining: 1492 tests [2025-09-28T04:29:43.812609] [INFO ] [CONFIGURE ] ESNT: Testing feature 13/29: add_opening_strength [2025-09-28T04:29:43.812755] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:29:43.965401] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:44.116451] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:44.260512] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:44.409295] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:44.564954] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:44.724478] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:44.880736] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:45.035203] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:45.190606] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:45.363225] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:45.363452] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T04:29:45.363536] [INFO ] [CONFIGURE ] JOB ETA: 38.6m | Avg: 1.6s/test | Remaining: 1491 tests [2025-09-28T04:29:45.363713] [INFO ] [CONFIGURE ] ESNT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:29:45.363803] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T04:29:45.524805] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:45.676892] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:45.831846] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:45.984783] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:46.136727] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:46.290084] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:46.453733] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:46.612252] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:46.773500] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:46.935424] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:46.935663] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:29:46.935750] [INFO ] [CONFIGURE ] JOB ETA: 38.6m | Avg: 1.6s/test | Remaining: 1490 tests [2025-09-28T04:29:46.935831] [INFO ] [CONFIGURE ] ESNT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:29:46.935914] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T04:29:47.069988] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:47.208195] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:47.349213] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:47.486928] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:47.623584] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:47.773324] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:47.909274] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:48.052909] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:48.188585] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:48.326297] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:48.326587] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:29:48.326728] [INFO ] [CONFIGURE ] JOB ETA: 38.5m | Avg: 1.6s/test | Remaining: 1489 tests [2025-09-28T04:29:48.326866] [INFO ] [CONFIGURE ] ESNT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:29:48.326956] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T04:29:48.471971] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:48.612332] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:48.759523] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:48.904632] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:49.048247] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:49.194592] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:49.340944] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:49.487231] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:49.631537] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:49.774921] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:49.775131] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T04:29:49.775212] [INFO ] [CONFIGURE ] JOB ETA: 38.5m | Avg: 1.6s/test | Remaining: 1488 tests [2025-09-28T04:29:49.775322] [INFO ] [CONFIGURE ] ESNT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:29:49.775413] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T04:29:49.921834] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:50.080707] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:50.227020] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:50.372536] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:50.523069] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:50.673107] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:50.878145] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:51.033669] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:29:51.189314] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:51.349000] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:51.349201] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_pbf_return_2d (score: 30.00%) [2025-09-28T04:29:51.349303] [INFO ] [CONFIGURE ] JOB ETA: 38.5m | Avg: 1.6s/test | Remaining: 1487 tests [2025-09-28T04:29:51.349517] [INFO ] [CONFIGURE ] ESNT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:29:51.349633] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T04:29:51.498383] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:51.646438] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:51.792200] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:51.937696] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:52.084001] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:52.230865] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:52.377099] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:52.524283] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:52.674417] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:52.822293] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:52.822489] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:29:52.822593] [INFO ] [CONFIGURE ] JOB ETA: 38.5m | Avg: 1.6s/test | Remaining: 1486 tests [2025-09-28T04:29:52.822744] [INFO ] [CONFIGURE ] ESNT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:29:52.822838] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_pbf_vs_sma_5'] [2025-09-28T04:29:52.964779] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:53.107166] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:53.246668] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:53.386610] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:53.540040] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:53.686024] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:53.834375] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:53.977796] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:54.120072] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:54.261610] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:54.261821] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:29:54.261901] [INFO ] [CONFIGURE ] JOB ETA: 38.4m | Avg: 1.6s/test | Remaining: 1485 tests [2025-09-28T04:29:54.261982] [INFO ] [CONFIGURE ] ESNT: Testing feature 20/29: add_price_rejection [2025-09-28T04:29:54.262083] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_price_rejection'] [2025-09-28T04:29:54.402446] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:54.548360] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:54.693363] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:54.839385] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:54.986361] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:55.138282] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:55.290315] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:55.442002] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:55.596794] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:55.750582] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:55.750819] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:29:55.750911] [INFO ] [CONFIGURE ] JOB ETA: 38.4m | Avg: 1.6s/test | Remaining: 1484 tests [2025-09-28T04:29:55.751067] [INFO ] [CONFIGURE ] ESNT: Testing feature 21/29: add_range_position [2025-09-28T04:29:55.751207] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_range_position'] [2025-09-28T04:29:55.907878] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:29:56.066575] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:56.232528] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:56.390873] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:56.552114] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:56.713609] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:29:56.872243] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:57.030473] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:57.192457] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:57.354570] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:57.355016] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_range_position (score: 40.00%) [2025-09-28T04:29:57.355099] [INFO ] [CONFIGURE ] JOB ETA: 38.4m | Avg: 1.6s/test | Remaining: 1483 tests [2025-09-28T04:29:57.355176] [INFO ] [CONFIGURE ] ESNT: Testing feature 22/29: add_realized_volatility [2025-09-28T04:29:57.355263] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_realized_volatility'] [2025-09-28T04:29:57.529530] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:57.702234] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:29:57.872161] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:58.040675] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:58.213045] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:29:58.388792] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:29:58.579943] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:29:58.757864] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:29:58.947783] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:29:59.128237] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:29:59.128455] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T04:29:59.128539] [INFO ] [CONFIGURE ] JOB ETA: 38.4m | Avg: 1.6s/test | Remaining: 1482 tests [2025-09-28T04:29:59.128691] [INFO ] [CONFIGURE ] ESNT: Testing feature 23/29: add_recent_range_context [2025-09-28T04:29:59.128777] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_recent_range_context'] [2025-09-28T04:29:59.276487] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:29:59.425403] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:29:59.578563] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:29:59.720269] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:29:59.862484] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:30:00.004572] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:00.151595] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:30:00.297271] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:00.447307] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:00.599735] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:00.599942] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:30:00.600024] [INFO ] [CONFIGURE ] JOB ETA: 38.3m | Avg: 1.6s/test | Remaining: 1481 tests [2025-09-28T04:30:00.600196] [INFO ] [CONFIGURE ] ESNT: Testing feature 24/29: add_rsi [2025-09-28T04:30:00.600283] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_rsi'] [2025-09-28T04:30:00.778912] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:00.954858] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:01.136439] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:30:01.310566] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:30:01.483375] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:30:01.658895] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:01.829259] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:30:02.026329] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:30:02.200769] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:02.390393] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:02.390609] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:30:02.390718] [INFO ] [CONFIGURE ] JOB ETA: 38.3m | Avg: 1.6s/test | Remaining: 1480 tests [2025-09-28T04:30:02.390811] [INFO ] [CONFIGURE ] ESNT: Testing feature 25/29: add_tick_distribution [2025-09-28T04:30:02.390876] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_tick_distribution'] [2025-09-28T04:30:02.541519] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:02.701098] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:02.844845] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:30:02.996144] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:30:03.148383] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:30:03.300419] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:03.453739] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:30:03.606998] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:03.753498] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:03.899725] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:03.899936] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T04:30:03.900018] [INFO ] [CONFIGURE ] JOB ETA: 38.3m | Avg: 1.6s/test | Remaining: 1479 tests [2025-09-28T04:30:03.900093] [INFO ] [CONFIGURE ] ESNT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:30:03.900141] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_volume_momentum_confirmation'] [2025-09-28T04:30:04.046903] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:04.197580] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:04.340963] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:30:04.483761] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:30:04.628576] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:30:04.774306] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:04.919405] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:30:05.068071] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:30:05.215384] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:05.365923] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:05.366135] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T04:30:05.366219] [INFO ] [CONFIGURE ] JOB ETA: 38.3m | Avg: 1.6s/test | Remaining: 1478 tests [2025-09-28T04:30:05.366319] [INFO ] [CONFIGURE ] ESNT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:30:05.366385] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_volume_price_divergence'] [2025-09-28T04:30:05.517637] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:05.669810] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:05.822421] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:30:05.987305] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:30:06.134856] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:30:06.283434] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:06.432123] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:30:06.585368] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:06.740213] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:06.895275] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:06.895531] [INFO ] [CONFIGURE ] ESNT: KEPT add_volume_price_divergence (score: 60.00%) [2025-09-28T04:30:06.895620] [INFO ] [CONFIGURE ] JOB ETA: 38.2m | Avg: 1.6s/test | Remaining: 1477 tests [2025-09-28T04:30:06.895721] [INFO ] [CONFIGURE ] ESNT: Testing feature 28/29: add_volume_profile [2025-09-28T04:30:06.895797] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_volume_price_divergence', 'add_volume_profile'] [2025-09-28T04:30:07.063300] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:07.225604] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:07.388985] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:30:07.550868] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:30:07.712107] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:30:07.873443] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:08.037328] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:30:08.199221] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:08.370111] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:08.532983] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:08.533217] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:30:08.533301] [INFO ] [CONFIGURE ] JOB ETA: 38.2m | Avg: 1.6s/test | Remaining: 1476 tests [2025-09-28T04:30:08.533379] [INFO ] [CONFIGURE ] ESNT: Testing feature 29/29: add_vwap [2025-09-28T04:30:08.533428] [INFO ] [CONFIGURE ] ESNT: Testing with features: ['add_cumulative_delta', 'add_volume_price_divergence', 'add_vwap'] [2025-09-28T04:30:08.695278] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:08.860553] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:30:09.026485] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:30:09.188951] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:30:09.349134] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:30:09.524681] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:30:09.700081] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:30:09.875864] [DEBUG] [FORECASTER] ESNT: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:10.048217] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:10.221115] [DEBUG] [FORECASTER] ESNT: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:10.221353] [INFO ] [CONFIGURE ] ESNT: DISCARDED add_vwap (score: 50.00%) [2025-09-28T04:30:10.221437] [INFO ] [CONFIGURE ] JOB ETA: 38.2m | Avg: 1.6s/test | Remaining: 1475 tests [2025-09-28T04:30:10.221567] [INFO ] [CONFIGURE ] ESNT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:30:10.221663] [INFO ] [CONFIGURE ] ESNT: Best accuracy: 60.00% [2025-09-28T04:30:10.221781] [INFO ] [CONFIGURE ] ESNT: Best feature set (2 features): ['add_cumulative_delta', 'add_volume_price_divergence'] [2025-09-28T04:30:10.221859] [INFO ] [CONFIGURE ] ESNT: Improvement over baseline: 20.00% [2025-09-28T04:30:10.221928] [INFO ] [CONFIGURE ] ESNT: Total time: 45.0 seconds [2025-09-28T04:30:10.221998] [INFO ] [CONFIGURE ] ESNT: Average time per feature: 1.6 seconds [2025-09-28T04:30:10.222068] [INFO ] [CONFIGURE ] ESNT: Average speed: 0.64 features/sec [2025-09-28T04:30:10.222783] [INFO ] [LOCAL ] Saved configuration for ESNT: 2 features, 60.00% accuracy -> ./output/feature-sets/ESNT.json [2025-09-28T04:30:10.222887] [INFO ] [CONFIGURE ] ESNT: Configuration saved successfully: 2 features, 60.00% accuracy. [2025-09-28T04:30:10.222989] [INFO ] [sig ] [85/135] Successfully configured ESNT | 0.02 sym/s | Total: 1.1h | ETA: 38.2m [2025-09-28T04:30:10.223086] [INFO ] [sig ] [86/135] Configuring EVTC... [2025-09-28T04:30:10.223191] [INFO ] [CONFIGURE ] EVTC: Configurate test run. [2025-09-28T04:30:10.223318] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EVTC' from 'https://tdm.silogroup.org/data/derivative_storage/EVTC.csv'. [2025-09-28T04:30:10.343815] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EVTC'. [2025-09-28T04:30:10.344321] [INFO ] [CONFIGURE ] EVTC: Testing with 29 available features [2025-09-28T04:30:10.344403] [INFO ] [CONFIGURE ] EVTC: Establishing baseline with no features... [2025-09-28T04:30:10.462895] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:10.601036] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:10.711425] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:10.822723] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:30:10.932048] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:11.045418] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:30:11.159460] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:11.276990] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:11.396675] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:11.518041] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:11.518332] [INFO ] [CONFIGURE ] EVTC: Baseline score (no features): 30.00% [2025-09-28T04:30:11.518416] [INFO ] [CONFIGURE ] EVTC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:30:11.518489] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:30:11.645444] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:11.770365] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:11.894125] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:12.015140] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:30:12.143598] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:12.270721] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:12.395854] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:12.528700] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:12.670833] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:12.804204] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:12.804431] [INFO ] [CONFIGURE ] EVTC: KEPT add_bollinger_bands (score: 40.00%) [2025-09-28T04:30:12.804514] [INFO ] [CONFIGURE ] JOB ETA: 38.2m | Avg: 1.6s/test | Remaining: 1474 tests [2025-09-28T04:30:12.804592] [INFO ] [CONFIGURE ] EVTC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:30:12.804667] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:30:12.954499] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:13.106966] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:13.254636] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:13.404947] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:13.551048] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:13.702863] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:13.855444] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:14.003393] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:14.155600] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:14.308411] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:14.308731] [INFO ] [CONFIGURE ] EVTC: KEPT add_cumulative_delta (score: 70.00%) [2025-09-28T04:30:14.308815] [INFO ] [CONFIGURE ] JOB ETA: 38.1m | Avg: 1.6s/test | Remaining: 1473 tests [2025-09-28T04:30:14.308896] [INFO ] [CONFIGURE ] EVTC: Testing feature 3/29: add_daily_returns [2025-09-28T04:30:14.308970] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:30:14.456457] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:14.605793] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:14.753211] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:14.905954] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:15.073185] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:15.227525] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:15.384587] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:15.546443] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:15.708908] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:15.871185] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:15.871467] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:30:15.871554] [INFO ] [CONFIGURE ] JOB ETA: 38.1m | Avg: 1.6s/test | Remaining: 1472 tests [2025-09-28T04:30:15.871633] [INFO ] [CONFIGURE ] EVTC: Testing feature 4/29: add_ema [2025-09-28T04:30:15.871733] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_ema'] [2025-09-28T04:30:16.040417] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:16.207760] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:16.381520] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:16.545184] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:16.712259] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:16.878745] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:17.050191] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:17.219125] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:30:17.387303] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:17.564515] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:17.564760] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:30:17.564845] [INFO ] [CONFIGURE ] JOB ETA: 38.1m | Avg: 1.6s/test | Remaining: 1471 tests [2025-09-28T04:30:17.564920] [INFO ] [CONFIGURE ] EVTC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:30:17.564970] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:30:17.744800] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:30:17.927570] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:18.102854] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:18.277707] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:30:18.459920] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:18.631869] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:18.806516] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:18.982153] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:19.152782] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:19.335602] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:19.335872] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:30:19.335956] [INFO ] [CONFIGURE ] JOB ETA: 38.1m | Avg: 1.6s/test | Remaining: 1470 tests [2025-09-28T04:30:19.336031] [INFO ] [CONFIGURE ] EVTC: Testing feature 6/29: add_failed_moves [2025-09-28T04:30:19.336112] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:30:19.502240] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:19.674007] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:19.833462] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:20.005986] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:20.163329] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:20.320787] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:20.477090] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:20.639314] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:20.798142] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:20.946228] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:20.946454] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:30:20.946540] [INFO ] [CONFIGURE ] JOB ETA: 38.0m | Avg: 1.6s/test | Remaining: 1469 tests [2025-09-28T04:30:20.946616] [INFO ] [CONFIGURE ] EVTC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:30:20.946709] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:30:21.084796] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:21.228364] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:21.375088] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:21.518081] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:21.667395] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:21.818983] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:21.980827] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:22.135236] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:22.288431] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:22.457803] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:22.458022] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:30:22.458123] [INFO ] [CONFIGURE ] JOB ETA: 38.0m | Avg: 1.6s/test | Remaining: 1468 tests [2025-09-28T04:30:22.458203] [INFO ] [CONFIGURE ] EVTC: Testing feature 8/29: add_macd [2025-09-28T04:30:22.458279] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:30:22.650794] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:22.836617] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:23.023989] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:30:23.222518] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:30:23.423150] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:23.623394] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:23.814193] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:23.996164] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:24.184422] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:24.414388] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:24.414694] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:30:24.414800] [INFO ] [CONFIGURE ] JOB ETA: 38.0m | Avg: 1.6s/test | Remaining: 1467 tests [2025-09-28T04:30:24.414985] [INFO ] [CONFIGURE ] EVTC: Testing feature 9/29: add_mfi [2025-09-28T04:30:24.415083] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_mfi'] [2025-09-28T04:30:24.611573] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:24.777956] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:24.943862] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:25.112901] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:25.286734] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:25.447544] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:25.617590] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:25.781144] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:25.946719] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:26.116254] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:26.116506] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:30:26.116591] [INFO ] [CONFIGURE ] JOB ETA: 38.0m | Avg: 1.6s/test | Remaining: 1466 tests [2025-09-28T04:30:26.116689] [INFO ] [CONFIGURE ] EVTC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:30:26.116764] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:30:26.303457] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:30:26.494550] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:26.688200] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:26.873516] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:27.051749] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:27.225890] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:27.415263] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:27.600664] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:27.788997] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:27.979072] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:27.979323] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:30:27.979407] [INFO ] [CONFIGURE ] JOB ETA: 37.9m | Avg: 1.6s/test | Remaining: 1465 tests [2025-09-28T04:30:27.979484] [INFO ] [CONFIGURE ] EVTC: Testing feature 11/29: add_obv_daily [2025-09-28T04:30:27.979535] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_obv_daily'] [2025-09-28T04:30:28.141472] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:28.295543] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:28.452312] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:28.608382] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:28.762114] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:28.966840] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:29.171667] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:29.377266] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:29.566882] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:29.721557] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:29.721782] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:30:29.721864] [INFO ] [CONFIGURE ] JOB ETA: 37.9m | Avg: 1.6s/test | Remaining: 1464 tests [2025-09-28T04:30:29.721940] [INFO ] [CONFIGURE ] EVTC: Testing feature 12/29: add_obv_interval [2025-09-28T04:30:29.722013] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_obv_interval'] [2025-09-28T04:30:29.873031] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:30.022531] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:30.178995] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:30.332106] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:30.489204] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:30.650502] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:30.817240] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:30.969476] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:31.130991] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:31.284462] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:31.284693] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:30:31.284776] [INFO ] [CONFIGURE ] JOB ETA: 37.9m | Avg: 1.6s/test | Remaining: 1463 tests [2025-09-28T04:30:31.284853] [INFO ] [CONFIGURE ] EVTC: Testing feature 13/29: add_opening_strength [2025-09-28T04:30:31.284901] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:30:31.450577] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:31.619088] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:31.789773] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:31.952933] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:30:32.122267] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:32.297353] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:32.464218] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:32.635771] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:32.820165] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:32.994998] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:32.995230] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:30:32.995312] [INFO ] [CONFIGURE ] JOB ETA: 37.9m | Avg: 1.6s/test | Remaining: 1462 tests [2025-09-28T04:30:32.995386] [INFO ] [CONFIGURE ] EVTC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:30:32.995499] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T04:30:33.160389] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:33.327801] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:30:33.488883] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:33.650461] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:33.817313] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:33.988610] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:34.159409] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:34.334467] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:30:34.510843] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:34.693170] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:34.693387] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:30:34.693475] [INFO ] [CONFIGURE ] JOB ETA: 37.8m | Avg: 1.6s/test | Remaining: 1461 tests [2025-09-28T04:30:34.693570] [INFO ] [CONFIGURE ] EVTC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:30:34.693668] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T04:30:34.841777] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:30:34.989321] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:35.151323] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:35.321515] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:35.484320] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:35.651109] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:35.819861] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:35.977704] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:36.130903] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:36.291415] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:36.291610] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:30:36.291713] [INFO ] [CONFIGURE ] JOB ETA: 37.8m | Avg: 1.6s/test | Remaining: 1460 tests [2025-09-28T04:30:36.291788] [INFO ] [CONFIGURE ] EVTC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:30:36.291861] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T04:30:36.456242] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:30:36.616832] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:36.778202] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:36.945231] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:37.112574] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:37.276579] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:37.447387] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:37.625049] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:37.794413] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:37.960397] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:37.960615] [INFO ] [CONFIGURE ] EVTC: KEPT add_pbf_overnight_gap (score: 80.00%) [2025-09-28T04:30:37.960879] [INFO ] [CONFIGURE ] JOB ETA: 37.8m | Avg: 1.6s/test | Remaining: 1459 tests [2025-09-28T04:30:37.960963] [INFO ] [CONFIGURE ] EVTC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:30:37.961040] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_pbf_return_2d'] [2025-09-28T04:30:38.132556] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:38.308736] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:38.488216] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:38.674948] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:38.904049] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:39.128084] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:39.355212] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:39.619000] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:39.851509] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:40.026447] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:40.026668] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:30:40.026753] [INFO ] [CONFIGURE ] JOB ETA: 37.8m | Avg: 1.6s/test | Remaining: 1458 tests [2025-09-28T04:30:40.026857] [INFO ] [CONFIGURE ] EVTC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:30:40.026932] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_pbf_volatility_5d'] [2025-09-28T04:30:40.181324] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:40.336178] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:40.494051] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:30:40.681987] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:40.859435] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:41.032175] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:30:41.229425] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:41.404058] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:41.580509] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:41.748183] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:41.748400] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:30:41.748484] [INFO ] [CONFIGURE ] JOB ETA: 37.7m | Avg: 1.6s/test | Remaining: 1457 tests [2025-09-28T04:30:41.748561] [INFO ] [CONFIGURE ] EVTC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:30:41.748722] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5'] [2025-09-28T04:30:41.918200] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:42.089199] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:42.261404] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:42.444252] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:42.620233] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:42.807484] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:42.994499] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:43.178055] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:43.360784] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:43.536768] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:43.537020] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:30:43.537106] [INFO ] [CONFIGURE ] JOB ETA: 37.7m | Avg: 1.6s/test | Remaining: 1456 tests [2025-09-28T04:30:43.537183] [INFO ] [CONFIGURE ] EVTC: Testing feature 20/29: add_price_rejection [2025-09-28T04:30:43.537238] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_price_rejection'] [2025-09-28T04:30:43.716958] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:30:43.884302] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:44.053758] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:44.262862] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:44.443366] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:44.615346] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:44.793376] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:44.970133] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:45.163253] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:45.408626] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:45.408932] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:30:45.409030] [INFO ] [CONFIGURE ] JOB ETA: 37.7m | Avg: 1.6s/test | Remaining: 1455 tests [2025-09-28T04:30:45.409116] [INFO ] [CONFIGURE ] EVTC: Testing feature 21/29: add_range_position [2025-09-28T04:30:45.409171] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_range_position'] [2025-09-28T04:30:45.647561] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:30:45.882875] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:46.139466] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:30:46.354753] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:46.568661] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:46.758280] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:46.946143] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:47.136629] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:30:47.323357] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:47.503907] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:30:47.504116] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:30:47.504199] [INFO ] [CONFIGURE ] JOB ETA: 37.7m | Avg: 1.6s/test | Remaining: 1454 tests [2025-09-28T04:30:47.504273] [INFO ] [CONFIGURE ] EVTC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:30:47.504347] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_realized_volatility'] [2025-09-28T04:30:47.699000] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:47.889867] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:48.082864] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:48.281328] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:48.486574] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:48.681407] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:30:48.881358] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:49.082350] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:49.281212] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:49.483897] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:49.484150] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:30:49.484244] [INFO ] [CONFIGURE ] JOB ETA: 37.7m | Avg: 1.6s/test | Remaining: 1453 tests [2025-09-28T04:30:49.484333] [INFO ] [CONFIGURE ] EVTC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:30:49.484425] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_recent_range_context'] [2025-09-28T04:30:49.655262] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:49.842503] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:50.013872] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:50.186244] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:50.358408] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:50.533416] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:50.707188] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:50.909477] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:51.081803] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:51.254276] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:51.254555] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:30:51.254668] [INFO ] [CONFIGURE ] JOB ETA: 37.6m | Avg: 1.6s/test | Remaining: 1452 tests [2025-09-28T04:30:51.254765] [INFO ] [CONFIGURE ] EVTC: Testing feature 24/29: add_rsi [2025-09-28T04:30:51.254876] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_ema', 'add_rsi'] [2025-09-28T04:30:51.446480] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:51.640587] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:51.833039] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:52.019277] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:52.220912] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:52.424858] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:52.620901] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:52.826528] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:30:53.027277] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:53.224514] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:53.224744] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:30:53.224828] [INFO ] [CONFIGURE ] JOB ETA: 37.6m | Avg: 1.6s/test | Remaining: 1451 tests [2025-09-28T04:30:53.224909] [INFO ] [CONFIGURE ] EVTC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:30:53.224986] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_tick_distribution'] [2025-09-28T04:30:53.392800] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:53.569797] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:53.741628] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:53.910326] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:54.090777] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:54.258662] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:54.441810] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:54.621204] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:54.806854] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:54.987028] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:54.987269] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:30:54.987355] [INFO ] [CONFIGURE ] JOB ETA: 37.6m | Avg: 1.6s/test | Remaining: 1450 tests [2025-09-28T04:30:54.987431] [INFO ] [CONFIGURE ] EVTC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:30:54.987506] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_volume_momentum_confirmation'] [2025-09-28T04:30:55.173234] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:55.341796] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:30:55.506846] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:55.677031] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:55.867459] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:56.049309] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:30:56.225879] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:56.400156] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:30:56.570848] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:30:56.742907] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:56.743122] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:30:56.743203] [INFO ] [CONFIGURE ] JOB ETA: 37.6m | Avg: 1.6s/test | Remaining: 1449 tests [2025-09-28T04:30:56.743297] [INFO ] [CONFIGURE ] EVTC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:30:56.743376] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_volume_price_divergence'] [2025-09-28T04:30:56.922294] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:30:57.096301] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:57.279512] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:57.471986] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:57.661628] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:57.858269] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:30:58.066942] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:30:58.258611] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:30:58.441851] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:30:58.628984] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:30:58.629214] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:30:58.629298] [INFO ] [CONFIGURE ] JOB ETA: 37.5m | Avg: 1.6s/test | Remaining: 1448 tests [2025-09-28T04:30:58.629379] [INFO ] [CONFIGURE ] EVTC: Testing feature 28/29: add_volume_profile [2025-09-28T04:30:58.629456] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_volume_profile'] [2025-09-28T04:30:58.807036] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:30:58.984139] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:30:59.159545] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:30:59.331263] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:30:59.504778] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:30:59.675834] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:30:59.848609] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:00.020070] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:00.194992] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:31:00.368795] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:31:00.369039] [INFO ] [CONFIGURE ] EVTC: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:31:00.369126] [INFO ] [CONFIGURE ] JOB ETA: 37.5m | Avg: 1.6s/test | Remaining: 1447 tests [2025-09-28T04:31:00.369257] [INFO ] [CONFIGURE ] EVTC: Testing feature 29/29: add_vwap [2025-09-28T04:31:00.369338] [INFO ] [CONFIGURE ] EVTC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_vwap'] [2025-09-28T04:31:00.541336] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:31:00.718244] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:00.898209] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:01.082087] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:31:01.274336] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:31:01.475499] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:31:01.664841] [DEBUG] [FORECASTER] EVTC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:01.856489] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:02.040941] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:31:02.227870] [DEBUG] [FORECASTER] EVTC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:31:02.228185] [INFO ] [CONFIGURE ] EVTC: KEPT add_vwap (score: 90.00%) [2025-09-28T04:31:02.228296] [INFO ] [CONFIGURE ] JOB ETA: 37.5m | Avg: 1.6s/test | Remaining: 1446 tests [2025-09-28T04:31:02.228422] [INFO ] [CONFIGURE ] EVTC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:31:02.228520] [INFO ] [CONFIGURE ] EVTC: Best accuracy: 90.00% [2025-09-28T04:31:02.228617] [INFO ] [CONFIGURE ] EVTC: Best feature set (4 features): ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap', 'add_vwap'] [2025-09-28T04:31:02.228748] [INFO ] [CONFIGURE ] EVTC: Improvement over baseline: 60.00% [2025-09-28T04:31:02.228836] [INFO ] [CONFIGURE ] EVTC: Total time: 50.7 seconds [2025-09-28T04:31:02.228926] [INFO ] [CONFIGURE ] EVTC: Average time per feature: 1.7 seconds [2025-09-28T04:31:02.229016] [INFO ] [CONFIGURE ] EVTC: Average speed: 0.57 features/sec [2025-09-28T04:31:02.229976] [INFO ] [LOCAL ] Saved configuration for EVTC: 4 features, 90.00% accuracy -> ./output/feature-sets/EVTC.json [2025-09-28T04:31:02.230097] [INFO ] [CONFIGURE ] EVTC: Configuration saved successfully: 4 features, 90.00% accuracy. [2025-09-28T04:31:02.230262] [INFO ] [sig ] [86/135] Successfully configured EVTC | 0.02 sym/s | Total: 1.1h | ETA: 37.5m [2025-09-28T04:31:02.230373] [INFO ] [sig ] [87/135] Configuring EVTL... [2025-09-28T04:31:02.230497] [INFO ] [CONFIGURE ] EVTL: Configurate test run. [2025-09-28T04:31:02.230637] [DEBUG] [REMOTE ] Fetching historical data for symbol 'EVTL' from 'https://tdm.silogroup.org/data/derivative_storage/EVTL.csv'. [2025-09-28T04:31:02.263872] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'EVTL'. [2025-09-28T04:31:02.264739] [INFO ] [CONFIGURE ] EVTL: Testing with 29 available features [2025-09-28T04:31:02.264843] [INFO ] [CONFIGURE ] EVTL: Establishing baseline with no features... [2025-09-28T04:31:02.385720] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:02.493139] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:02.606660] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:02.720820] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:02.830462] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:02.941351] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:03.054729] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:03.166562] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:03.281513] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:03.397057] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:03.397249] [INFO ] [CONFIGURE ] EVTL: Baseline score (no features): 40.00% [2025-09-28T04:31:03.397358] [INFO ] [CONFIGURE ] EVTL: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:31:03.397435] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:31:03.517550] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:03.639079] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:03.761484] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:03.887856] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:04.019441] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:04.150486] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:04.278798] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:04.407311] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:04.541617] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:04.713883] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:04.714119] [INFO ] [CONFIGURE ] EVTL: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T04:31:04.714218] [INFO ] [CONFIGURE ] JOB ETA: 37.5m | Avg: 1.6s/test | Remaining: 1445 tests [2025-09-28T04:31:04.714307] [INFO ] [CONFIGURE ] EVTL: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:31:04.714399] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:31:04.907138] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:05.086419] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:05.237177] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:05.386701] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:05.530267] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:05.680341] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:05.823561] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:05.976399] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:31:06.124844] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:06.274858] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:06.275055] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T04:31:06.275143] [INFO ] [CONFIGURE ] JOB ETA: 37.4m | Avg: 1.6s/test | Remaining: 1444 tests [2025-09-28T04:31:06.275219] [INFO ] [CONFIGURE ] EVTL: Testing feature 3/29: add_daily_returns [2025-09-28T04:31:06.275294] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:31:06.401550] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:06.529855] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:06.660241] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:06.792849] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:06.950055] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:07.089009] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:07.221215] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:07.360156] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:07.499212] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:07.685501] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:07.685770] [INFO ] [CONFIGURE ] EVTL: KEPT add_daily_returns (score: 80.00%) [2025-09-28T04:31:07.685878] [INFO ] [CONFIGURE ] JOB ETA: 37.4m | Avg: 1.6s/test | Remaining: 1443 tests [2025-09-28T04:31:07.685974] [INFO ] [CONFIGURE ] EVTL: Testing feature 4/29: add_ema [2025-09-28T04:31:07.686067] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema'] [2025-09-28T04:31:07.891951] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:08.038824] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:08.190934] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:08.347898] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:08.508563] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:08.660661] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:08.814867] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:08.968554] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:09.138586] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:09.305884] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:09.306135] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_ema (score: 30.00%) [2025-09-28T04:31:09.306245] [INFO ] [CONFIGURE ] JOB ETA: 37.4m | Avg: 1.6s/test | Remaining: 1442 tests [2025-09-28T04:31:09.306334] [INFO ] [CONFIGURE ] EVTL: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:31:09.306422] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:31:09.462248] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:09.622390] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:09.781188] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:09.945009] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:10.115013] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:10.286388] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:10.445726] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:10.609350] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:10.777114] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:31:10.929974] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:10.930272] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:31:10.930381] [INFO ] [CONFIGURE ] JOB ETA: 37.4m | Avg: 1.6s/test | Remaining: 1441 tests [2025-09-28T04:31:10.930493] [INFO ] [CONFIGURE ] EVTL: Testing feature 6/29: add_failed_moves [2025-09-28T04:31:10.930571] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T04:31:11.062062] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:11.202801] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:11.334982] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:11.473496] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:11.607194] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:11.755996] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:11.932253] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:12.097475] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:12.247187] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:12.384825] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:12.385054] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:31:12.385207] [INFO ] [CONFIGURE ] JOB ETA: 37.3m | Avg: 1.6s/test | Remaining: 1440 tests [2025-09-28T04:31:12.385299] [INFO ] [CONFIGURE ] EVTL: Testing feature 7/29: add_lag_shelf [2025-09-28T04:31:12.385389] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:31:12.511853] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:12.640206] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:12.766199] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:12.903440] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:13.076145] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:13.242028] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:13.385483] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:13.519444] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:13.653395] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:13.785156] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:13.785385] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:31:13.785504] [INFO ] [CONFIGURE ] JOB ETA: 37.3m | Avg: 1.6s/test | Remaining: 1439 tests [2025-09-28T04:31:13.785581] [INFO ] [CONFIGURE ] EVTL: Testing feature 8/29: add_macd [2025-09-28T04:31:13.785681] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:31:13.955001] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:14.128885] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:14.306347] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:14.474243] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:14.645696] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:14.820968] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:14.989162] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:15.159285] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:15.338929] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:15.511817] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:15.512129] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:31:15.512246] [INFO ] [CONFIGURE ] JOB ETA: 37.3m | Avg: 1.6s/test | Remaining: 1438 tests [2025-09-28T04:31:15.512357] [INFO ] [CONFIGURE ] EVTL: Testing feature 9/29: add_mfi [2025-09-28T04:31:15.512433] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_mfi'] [2025-09-28T04:31:15.676241] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:15.828773] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:15.978622] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:16.129923] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:16.282622] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:16.436204] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:16.589599] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:16.742386] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:16.889558] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:17.031834] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:17.032056] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:31:17.032140] [INFO ] [CONFIGURE ] JOB ETA: 37.3m | Avg: 1.6s/test | Remaining: 1437 tests [2025-09-28T04:31:17.032300] [INFO ] [CONFIGURE ] EVTL: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:31:17.032376] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:31:17.199252] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:17.366270] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:17.532583] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:17.688783] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:17.845308] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:18.009704] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:18.171439] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:18.331997] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:18.507772] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:18.678603] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:18.678832] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:31:18.678915] [INFO ] [CONFIGURE ] JOB ETA: 37.2m | Avg: 1.6s/test | Remaining: 1436 tests [2025-09-28T04:31:18.679189] [INFO ] [CONFIGURE ] EVTL: Testing feature 11/29: add_obv_daily [2025-09-28T04:31:18.679268] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_daily'] [2025-09-28T04:31:18.817460] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:18.958468] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:19.100724] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:19.243809] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:19.392427] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:19.532868] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:19.674521] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:19.814324] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:31:19.956006] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:20.103822] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:20.104066] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:31:20.104160] [INFO ] [CONFIGURE ] JOB ETA: 37.2m | Avg: 1.6s/test | Remaining: 1435 tests [2025-09-28T04:31:20.104237] [INFO ] [CONFIGURE ] EVTL: Testing feature 12/29: add_obv_interval [2025-09-28T04:31:20.104342] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_obv_interval'] [2025-09-28T04:31:20.239087] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:20.367974] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:20.508879] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:20.644750] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:20.781811] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:20.922550] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:21.062834] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:21.201837] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:21.344697] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:21.495006] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:21.495231] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T04:31:21.495316] [INFO ] [CONFIGURE ] JOB ETA: 37.2m | Avg: 1.6s/test | Remaining: 1434 tests [2025-09-28T04:31:21.495394] [INFO ] [CONFIGURE ] EVTL: Testing feature 13/29: add_opening_strength [2025-09-28T04:31:21.495469] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:31:21.640440] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:21.784389] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:21.925187] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:22.065078] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:22.212900] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:22.359687] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:22.506508] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:22.651055] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:22.795466] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:22.937168] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:22.937379] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:31:22.937461] [INFO ] [CONFIGURE ] JOB ETA: 37.1m | Avg: 1.6s/test | Remaining: 1433 tests [2025-09-28T04:31:22.937538] [INFO ] [CONFIGURE ] EVTL: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:31:22.937636] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:31:23.088855] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:23.271531] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:23.516443] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:23.747832] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:23.939383] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:24.098473] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:24.258606] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:24.414354] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:24.573570] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:24.726191] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:24.726389] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:31:24.726501] [INFO ] [CONFIGURE ] JOB ETA: 37.1m | Avg: 1.6s/test | Remaining: 1432 tests [2025-09-28T04:31:24.726581] [INFO ] [CONFIGURE ] EVTL: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:31:24.726758] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:31:24.859972] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:24.990103] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:25.122102] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:25.254498] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:25.389593] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:25.525339] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:25.668096] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:25.803569] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:31:25.940025] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:26.077367] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:26.077572] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:31:26.077725] [INFO ] [CONFIGURE ] JOB ETA: 37.1m | Avg: 1.6s/test | Remaining: 1431 tests [2025-09-28T04:31:26.077819] [INFO ] [CONFIGURE ] EVTL: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:31:26.078000] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:31:26.220806] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:26.367800] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:26.513153] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:26.665791] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:26.817862] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:26.967085] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:27.117494] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:27.265797] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:27.409026] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:27.562288] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:27.562543] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:31:27.562669] [INFO ] [CONFIGURE ] JOB ETA: 37.1m | Avg: 1.6s/test | Remaining: 1430 tests [2025-09-28T04:31:27.562769] [INFO ] [CONFIGURE ] EVTL: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:31:27.562882] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T04:31:27.717969] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:27.858837] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:28.006599] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:28.157344] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:28.314464] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:28.462491] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:28.614404] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:28.778139] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:28.942063] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:29.093077] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:29.093285] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:31:29.093368] [INFO ] [CONFIGURE ] JOB ETA: 37.0m | Avg: 1.6s/test | Remaining: 1429 tests [2025-09-28T04:31:29.093445] [INFO ] [CONFIGURE ] EVTL: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:31:29.093519] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T04:31:29.227906] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:29.367855] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:29.509998] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:29.649257] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:31:29.794779] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:29.933416] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:30.068496] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:30.203880] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:30.342482] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:30.484196] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:30.484432] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:31:30.484517] [INFO ] [CONFIGURE ] JOB ETA: 37.0m | Avg: 1.6s/test | Remaining: 1428 tests [2025-09-28T04:31:30.484596] [INFO ] [CONFIGURE ] EVTL: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:31:30.484718] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T04:31:30.621832] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:30.762638] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:30.901296] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:31.044679] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:31.186216] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:31.328758] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:31.477042] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:31.621354] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:31.770032] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:31.918177] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:31.918380] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:31:31.918481] [INFO ] [CONFIGURE ] JOB ETA: 37.0m | Avg: 1.6s/test | Remaining: 1427 tests [2025-09-28T04:31:31.918584] [INFO ] [CONFIGURE ] EVTL: Testing feature 20/29: add_price_rejection [2025-09-28T04:31:31.918726] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_price_rejection'] [2025-09-28T04:31:32.073821] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:32.227730] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:32.380395] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:32.536960] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:32.692312] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:32.857089] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:33.012755] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:33.168178] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:33.323406] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:33.479795] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:33.480026] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:31:33.480129] [INFO ] [CONFIGURE ] JOB ETA: 37.0m | Avg: 1.6s/test | Remaining: 1426 tests [2025-09-28T04:31:33.480222] [INFO ] [CONFIGURE ] EVTL: Testing feature 21/29: add_range_position [2025-09-28T04:31:33.480355] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_range_position'] [2025-09-28T04:31:33.645857] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:33.808352] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:33.972749] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:34.134665] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:34.300382] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:34.468404] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:34.638227] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:34.803953] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:34.976798] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:35.144853] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:35.145073] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:31:35.145207] [INFO ] [CONFIGURE ] JOB ETA: 36.9m | Avg: 1.6s/test | Remaining: 1425 tests [2025-09-28T04:31:35.145320] [INFO ] [CONFIGURE ] EVTL: Testing feature 22/29: add_realized_volatility [2025-09-28T04:31:35.145422] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_realized_volatility'] [2025-09-28T04:31:35.311560] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:35.481215] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:35.655877] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:35.828244] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:36.005474] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:36.178149] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:36.353200] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:36.536164] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:36.702918] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:36.871457] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:36.871700] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:31:36.871787] [INFO ] [CONFIGURE ] JOB ETA: 36.9m | Avg: 1.6s/test | Remaining: 1424 tests [2025-09-28T04:31:36.871863] [INFO ] [CONFIGURE ] EVTL: Testing feature 23/29: add_recent_range_context [2025-09-28T04:31:36.871937] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_recent_range_context'] [2025-09-28T04:31:37.021511] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:37.163490] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:37.301030] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:37.444008] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:37.611864] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:37.823483] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:37.978359] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:38.149473] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:38.321052] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:38.516750] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:38.517263] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:31:38.517375] [INFO ] [CONFIGURE ] JOB ETA: 36.9m | Avg: 1.6s/test | Remaining: 1423 tests [2025-09-28T04:31:38.517478] [INFO ] [CONFIGURE ] EVTL: Testing feature 24/29: add_rsi [2025-09-28T04:31:38.517708] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T04:31:38.755282] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:38.996923] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:39.203225] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:39.392905] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:39.561413] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:39.736196] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:39.925496] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:40.094950] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:40.259430] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:40.424719] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:40.424949] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:31:40.425035] [INFO ] [CONFIGURE ] JOB ETA: 36.9m | Avg: 1.6s/test | Remaining: 1422 tests [2025-09-28T04:31:40.425114] [INFO ] [CONFIGURE ] EVTL: Testing feature 25/29: add_tick_distribution [2025-09-28T04:31:40.425239] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_tick_distribution'] [2025-09-28T04:31:40.575014] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:40.723598] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:40.854820] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:40.995353] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:41.138780] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:41.288202] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:41.429131] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:41.575277] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:41.724248] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:41.886958] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:41.887296] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:31:41.887387] [INFO ] [CONFIGURE ] JOB ETA: 36.8m | Avg: 1.6s/test | Remaining: 1421 tests [2025-09-28T04:31:41.887473] [INFO ] [CONFIGURE ] EVTL: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:31:41.887555] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T04:31:42.045621] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:42.186541] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:42.336153] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:42.481626] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:42.628166] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:42.773821] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:42.918750] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:43.063062] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:43.205630] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:43.349607] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:31:43.349832] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:31:43.349913] [INFO ] [CONFIGURE ] JOB ETA: 36.8m | Avg: 1.6s/test | Remaining: 1420 tests [2025-09-28T04:31:43.349988] [INFO ] [CONFIGURE ] EVTL: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:31:43.350061] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T04:31:43.500414] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:43.655347] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:43.812114] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:43.973973] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:31:44.139542] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:44.295064] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:44.459616] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:44.627435] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:31:44.783460] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:44.941481] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:44.941765] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:31:44.941851] [INFO ] [CONFIGURE ] JOB ETA: 36.8m | Avg: 1.6s/test | Remaining: 1419 tests [2025-09-28T04:31:44.941926] [INFO ] [CONFIGURE ] EVTL: Testing feature 28/29: add_volume_profile [2025-09-28T04:31:44.941975] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_volume_profile'] [2025-09-28T04:31:45.085055] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:45.232633] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:45.377728] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:45.525373] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:45.676043] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:45.831941] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:31:45.983103] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:31:46.146237] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:46.299531] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:31:46.448529] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:46.448782] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:31:46.448863] [INFO ] [CONFIGURE ] JOB ETA: 36.8m | Avg: 1.6s/test | Remaining: 1418 tests [2025-09-28T04:31:46.448941] [INFO ] [CONFIGURE ] EVTL: Testing feature 29/29: add_vwap [2025-09-28T04:31:46.449012] [INFO ] [CONFIGURE ] EVTL: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap'] [2025-09-28T04:31:46.629189] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:31:46.796725] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:46.942637] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:31:47.105302] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:31:47.247531] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:47.395782] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:31:47.542688] [DEBUG] [FORECASTER] EVTL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:47.695957] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:47.843095] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:31:47.988661] [DEBUG] [FORECASTER] EVTL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:47.988939] [INFO ] [CONFIGURE ] EVTL: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:31:47.989030] [INFO ] [CONFIGURE ] JOB ETA: 36.7m | Avg: 1.6s/test | Remaining: 1417 tests [2025-09-28T04:31:47.989138] [INFO ] [CONFIGURE ] EVTL: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:31:47.989212] [INFO ] [CONFIGURE ] EVTL: Best accuracy: 80.00% [2025-09-28T04:31:47.989284] [INFO ] [CONFIGURE ] EVTL: Best feature set (2 features): ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:31:47.989352] [INFO ] [CONFIGURE ] EVTL: Improvement over baseline: 40.00% [2025-09-28T04:31:47.989417] [INFO ] [CONFIGURE ] EVTL: Total time: 44.6 seconds [2025-09-28T04:31:47.989484] [INFO ] [CONFIGURE ] EVTL: Average time per feature: 1.5 seconds [2025-09-28T04:31:47.989551] [INFO ] [CONFIGURE ] EVTL: Average speed: 0.65 features/sec [2025-09-28T04:31:47.990664] [INFO ] [LOCAL ] Saved configuration for EVTL: 2 features, 80.00% accuracy -> ./output/feature-sets/EVTL.json [2025-09-28T04:31:47.990759] [INFO ] [CONFIGURE ] EVTL: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T04:31:47.990892] [INFO ] [sig ] [87/135] Successfully configured EVTL | 0.02 sym/s | Total: 1.1h | ETA: 36.8m [2025-09-28T04:31:47.990981] [INFO ] [sig ] [88/135] Configuring FFWM... [2025-09-28T04:31:47.991075] [INFO ] [CONFIGURE ] FFWM: Configurate test run. [2025-09-28T04:31:47.991193] [DEBUG] [REMOTE ] Fetching historical data for symbol 'FFWM' from 'https://tdm.silogroup.org/data/derivative_storage/FFWM.csv'. [2025-09-28T04:31:48.218123] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'FFWM'. [2025-09-28T04:31:48.218935] [INFO ] [CONFIGURE ] FFWM: Testing with 29 available features [2025-09-28T04:31:48.219041] [INFO ] [CONFIGURE ] FFWM: Establishing baseline with no features... [2025-09-28T04:31:48.338751] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:31:48.470287] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:31:48.597564] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:48.730497] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:31:48.845782] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:48.958837] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:31:49.070782] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:49.178179] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:49.288255] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:31:49.409987] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:49.410231] [INFO ] [CONFIGURE ] FFWM: Baseline score (no features): 40.00% [2025-09-28T04:31:49.410368] [INFO ] [CONFIGURE ] FFWM: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:31:49.410458] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:31:49.544903] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:31:49.666547] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:49.791202] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:49.918487] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:31:50.046341] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:50.172699] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:31:50.302209] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:50.428547] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:50.553673] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:31:50.679953] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:50.680189] [INFO ] [CONFIGURE ] FFWM: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T04:31:50.680272] [INFO ] [CONFIGURE ] JOB ETA: 36.7m | Avg: 1.6s/test | Remaining: 1416 tests [2025-09-28T04:31:50.680366] [INFO ] [CONFIGURE ] FFWM: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:31:50.680443] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:31:50.827387] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:31:50.969292] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:51.114092] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:51.265814] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:31:51.414523] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:51.560116] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:31:51.707901] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:51.871248] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:52.022185] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:31:52.171169] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:52.171393] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:31:52.171496] [INFO ] [CONFIGURE ] JOB ETA: 36.7m | Avg: 1.6s/test | Remaining: 1415 tests [2025-09-28T04:31:52.171576] [INFO ] [CONFIGURE ] FFWM: Testing feature 3/29: add_daily_returns [2025-09-28T04:31:52.171729] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:31:52.299521] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:31:52.429849] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:52.569868] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:52.704501] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:31:52.835084] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:52.967571] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:31:53.099313] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:53.229852] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:53.373052] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:31:53.519027] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:53.519293] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:31:53.519382] [INFO ] [CONFIGURE ] JOB ETA: 36.7m | Avg: 1.6s/test | Remaining: 1414 tests [2025-09-28T04:31:53.519462] [INFO ] [CONFIGURE ] FFWM: Testing feature 4/29: add_ema [2025-09-28T04:31:53.519513] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:31:53.704672] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:31:53.850772] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:53.998938] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:54.156891] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:31:54.309142] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:54.472529] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:31:54.639754] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:54.802333] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:54.952636] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:31:55.105590] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:55.105825] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:31:55.105911] [INFO ] [CONFIGURE ] JOB ETA: 36.6m | Avg: 1.6s/test | Remaining: 1413 tests [2025-09-28T04:31:55.105989] [INFO ] [CONFIGURE ] FFWM: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:31:55.106065] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:31:55.268040] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:31:55.418742] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:55.577553] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:55.731914] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:31:55.887660] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:56.053170] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:31:56.215696] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:56.397140] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:56.662056] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:31:56.848541] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:56.848885] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:31:56.849003] [INFO ] [CONFIGURE ] JOB ETA: 36.6m | Avg: 1.6s/test | Remaining: 1412 tests [2025-09-28T04:31:56.849118] [INFO ] [CONFIGURE ] FFWM: Testing feature 6/29: add_failed_moves [2025-09-28T04:31:56.849218] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:31:57.000994] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:31:57.146048] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:57.280705] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:57.419170] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:31:57.558396] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:31:57.692054] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:31:57.831226] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:57.970849] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:58.110999] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:31:58.252068] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:58.252292] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:31:58.252375] [INFO ] [CONFIGURE ] JOB ETA: 36.6m | Avg: 1.6s/test | Remaining: 1411 tests [2025-09-28T04:31:58.252450] [INFO ] [CONFIGURE ] FFWM: Testing feature 7/29: add_lag_shelf [2025-09-28T04:31:58.252523] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:31:58.375960] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:31:58.502688] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:31:58.635164] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:31:58.766088] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:31:58.891364] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:31:59.019785] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:31:59.152838] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:31:59.281907] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:31:59.414382] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:31:59.552608] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:31:59.552911] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:31:59.553007] [INFO ] [CONFIGURE ] JOB ETA: 36.5m | Avg: 1.6s/test | Remaining: 1410 tests [2025-09-28T04:31:59.553113] [INFO ] [CONFIGURE ] FFWM: Testing feature 8/29: add_macd [2025-09-28T04:31:59.553195] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:31:59.739877] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:31:59.924948] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:00.110231] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:00.293883] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:00.480283] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:00.665890] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:00.849408] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:01.043781] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:01.225058] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:32:01.409572] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:01.409863] [INFO ] [CONFIGURE ] FFWM: KEPT add_macd (score: 60.00%) [2025-09-28T04:32:01.409962] [INFO ] [CONFIGURE ] JOB ETA: 36.5m | Avg: 1.6s/test | Remaining: 1409 tests [2025-09-28T04:32:01.410055] [INFO ] [CONFIGURE ] FFWM: Testing feature 9/29: add_mfi [2025-09-28T04:32:01.410147] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T04:32:01.606242] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:01.791633] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:01.981227] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:02.168796] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:02.359812] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:02.557541] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:02.749936] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:02.949359] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:03.194375] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:32:03.391815] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:03.392073] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:32:03.392196] [INFO ] [CONFIGURE ] JOB ETA: 36.5m | Avg: 1.6s/test | Remaining: 1408 tests [2025-09-28T04:32:03.392276] [INFO ] [CONFIGURE ] FFWM: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:32:03.392354] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:32:03.588900] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:03.789369] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:03.993400] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:04.194763] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:04.399120] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:04.608211] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:04.833751] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:05.051127] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:05.258246] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:05.468965] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:05.469286] [INFO ] [CONFIGURE ] FFWM: KEPT add_momentum_acceleration (score: 70.00%) [2025-09-28T04:32:05.469374] [INFO ] [CONFIGURE ] JOB ETA: 36.5m | Avg: 1.6s/test | Remaining: 1407 tests [2025-09-28T04:32:05.469451] [INFO ] [CONFIGURE ] FFWM: Testing feature 11/29: add_obv_daily [2025-09-28T04:32:05.469526] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T04:32:05.685185] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:05.901369] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:06.117014] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:06.332980] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:06.559624] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:06.776744] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:06.996671] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:07.226302] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:07.446089] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:07.674335] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:07.674618] [INFO ] [CONFIGURE ] FFWM: KEPT add_obv_daily (score: 80.00%) [2025-09-28T04:32:07.674728] [INFO ] [CONFIGURE ] JOB ETA: 36.5m | Avg: 1.6s/test | Remaining: 1406 tests [2025-09-28T04:32:07.674804] [INFO ] [CONFIGURE ] FFWM: Testing feature 12/29: add_obv_interval [2025-09-28T04:32:07.674881] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_obv_interval'] [2025-09-28T04:32:07.891109] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:08.112495] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:08.337331] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:08.556976] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:08.784313] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:09.011837] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:09.253238] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:09.515838] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:09.746802] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:09.987993] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:09.988305] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:32:09.988413] [INFO ] [CONFIGURE ] JOB ETA: 36.4m | Avg: 1.6s/test | Remaining: 1405 tests [2025-09-28T04:32:09.988501] [INFO ] [CONFIGURE ] FFWM: Testing feature 13/29: add_opening_strength [2025-09-28T04:32:09.988564] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:32:10.240966] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:10.479722] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:10.715966] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:10.958905] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:11.195890] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:11.429419] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:11.661923] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:11.920700] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:12.159488] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:32:12.396093] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:12.396386] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:32:12.396495] [INFO ] [CONFIGURE ] JOB ETA: 36.4m | Avg: 1.6s/test | Remaining: 1404 tests [2025-09-28T04:32:12.396586] [INFO ] [CONFIGURE ] FFWM: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:32:12.396691] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T04:32:12.634950] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:12.895289] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:13.120352] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:13.350750] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:13.593245] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:13.828721] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:14.060387] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:14.306854] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:14.632163] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:14.937639] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:14.937934] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:32:14.938021] [INFO ] [CONFIGURE ] JOB ETA: 36.4m | Avg: 1.6s/test | Remaining: 1403 tests [2025-09-28T04:32:14.938189] [INFO ] [CONFIGURE ] FFWM: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:32:14.938262] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T04:32:15.213869] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:15.490551] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:15.776239] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:16.023229] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:16.246687] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:16.469066] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:16.701273] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:16.928370] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:17.167878] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:17.395452] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:17.395729] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:32:17.395814] [INFO ] [CONFIGURE ] JOB ETA: 36.4m | Avg: 1.6s/test | Remaining: 1402 tests [2025-09-28T04:32:17.395888] [INFO ] [CONFIGURE ] FFWM: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:32:17.395962] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T04:32:17.621934] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:17.855167] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:18.095328] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:18.327847] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:18.566328] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:18.797400] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:19.032619] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:19.268864] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:19.507923] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:19.760875] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:19.761425] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:32:19.761536] [INFO ] [CONFIGURE ] JOB ETA: 36.4m | Avg: 1.6s/test | Remaining: 1401 tests [2025-09-28T04:32:19.761716] [INFO ] [CONFIGURE ] FFWM: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:32:19.761811] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T04:32:19.988197] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:20.202297] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:20.418726] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:20.645869] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:20.875564] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:21.094698] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:21.321711] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:21.539563] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:21.757252] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:21.980056] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:21.980340] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:32:21.980451] [INFO ] [CONFIGURE ] JOB ETA: 36.3m | Avg: 1.6s/test | Remaining: 1400 tests [2025-09-28T04:32:21.980545] [INFO ] [CONFIGURE ] FFWM: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:32:21.980661] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T04:32:22.199021] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:22.459125] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:22.716007] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:22.951292] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:23.173503] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:23.403979] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:23.685797] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:23.918211] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:24.143258] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:24.372787] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:32:24.373051] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:32:24.373139] [INFO ] [CONFIGURE ] JOB ETA: 36.3m | Avg: 1.6s/test | Remaining: 1399 tests [2025-09-28T04:32:24.373305] [INFO ] [CONFIGURE ] FFWM: Testing feature 20/29: add_price_rejection [2025-09-28T04:32:24.373384] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_price_rejection'] [2025-09-28T04:32:24.591942] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:24.819114] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:25.055904] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:25.277093] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:25.500744] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:25.728416] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:25.959907] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:26.191550] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:26.420136] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:26.647937] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:26.648160] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:32:26.648358] [INFO ] [CONFIGURE ] JOB ETA: 36.3m | Avg: 1.6s/test | Remaining: 1398 tests [2025-09-28T04:32:26.648445] [INFO ] [CONFIGURE ] FFWM: Testing feature 21/29: add_range_position [2025-09-28T04:32:26.648498] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_range_position'] [2025-09-28T04:32:26.889936] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:27.122097] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:27.369517] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:27.619326] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:27.850149] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:28.097444] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:28.336219] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:28.588871] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:28.932576] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:32:29.167461] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:29.167720] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:32:29.167835] [INFO ] [CONFIGURE ] JOB ETA: 36.3m | Avg: 1.6s/test | Remaining: 1397 tests [2025-09-28T04:32:29.167911] [INFO ] [CONFIGURE ] FFWM: Testing feature 22/29: add_realized_volatility [2025-09-28T04:32:29.167985] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_realized_volatility'] [2025-09-28T04:32:29.416906] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:29.682541] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:29.948467] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:30.214928] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:30.489223] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:30.755274] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:31.026026] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:31.382081] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:31.725566] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:32.095228] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:32.095898] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:32:32.096019] [INFO ] [CONFIGURE ] JOB ETA: 36.3m | Avg: 1.6s/test | Remaining: 1396 tests [2025-09-28T04:32:32.096119] [INFO ] [CONFIGURE ] FFWM: Testing feature 23/29: add_recent_range_context [2025-09-28T04:32:32.096212] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_recent_range_context'] [2025-09-28T04:32:32.368039] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:32.606441] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:32.824544] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:33.048330] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:33.274432] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:32:33.513982] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:33.746590] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:33.965986] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:34.190848] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:34.418723] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:34.418944] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:32:34.419027] [INFO ] [CONFIGURE ] JOB ETA: 36.3m | Avg: 1.6s/test | Remaining: 1395 tests [2025-09-28T04:32:34.419249] [INFO ] [CONFIGURE ] FFWM: Testing feature 24/29: add_rsi [2025-09-28T04:32:34.419330] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_ema', 'add_rsi'] [2025-09-28T04:32:34.671823] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:34.917633] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:35.154354] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:35.388391] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:35.630451] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:35.875264] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:36.119884] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:36.372585] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:36.621921] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:36.876881] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:36.877099] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:32:36.877262] [INFO ] [CONFIGURE ] JOB ETA: 36.2m | Avg: 1.6s/test | Remaining: 1394 tests [2025-09-28T04:32:36.877347] [INFO ] [CONFIGURE ] FFWM: Testing feature 25/29: add_tick_distribution [2025-09-28T04:32:36.877435] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_tick_distribution'] [2025-09-28T04:32:37.095784] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:37.313421] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:37.537555] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:37.762502] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:37.988327] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:38.209195] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:38.434598] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:38.668636] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:38.902940] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:39.138209] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:39.138482] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:32:39.138591] [INFO ] [CONFIGURE ] JOB ETA: 36.2m | Avg: 1.6s/test | Remaining: 1393 tests [2025-09-28T04:32:39.138703] [INFO ] [CONFIGURE ] FFWM: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:32:39.138795] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T04:32:39.373377] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:39.594907] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:39.819839] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:40.039415] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:40.276167] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:40.518638] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:40.762119] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:41.011171] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:41.232452] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:41.466728] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:32:41.466982] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:32:41.467066] [INFO ] [CONFIGURE ] JOB ETA: 36.2m | Avg: 1.6s/test | Remaining: 1392 tests [2025-09-28T04:32:41.467252] [INFO ] [CONFIGURE ] FFWM: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:32:41.467330] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T04:32:41.729330] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:41.978486] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:42.209837] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:42.439101] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:42.694612] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:42.922763] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:43.168484] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:43.397436] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:43.636703] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:43.877183] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:43.877430] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:32:43.877517] [INFO ] [CONFIGURE ] JOB ETA: 36.2m | Avg: 1.6s/test | Remaining: 1391 tests [2025-09-28T04:32:43.877715] [INFO ] [CONFIGURE ] FFWM: Testing feature 28/29: add_volume_profile [2025-09-28T04:32:43.877807] [INFO ] [CONFIGURE ] FFWM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily', 'add_volume_profile'] [2025-09-28T04:32:44.098844] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:32:44.319676] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:44.546218] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:44.768297] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:44.989917] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:32:45.223519] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:45.463219] [DEBUG] [FORECASTER] FFWM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:32:45.697730] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:45.970682] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:32:46.211664] [DEBUG] [FORECASTER] FFWM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:32:46.211898] [INFO ] [CONFIGURE ] FFWM: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:32:46.212084] [INFO ] [CONFIGURE ] JOB ETA: 36.2m | Avg: 1.6s/test | Remaining: 1390 tests [2025-09-28T04:32:46.212190] [INFO ] [CONFIGURE ] FFWM: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:32:46.212282] [INFO ] [CONFIGURE ] FFWM: Best accuracy: 80.00% [2025-09-28T04:32:46.212371] [INFO ] [CONFIGURE ] FFWM: Best feature set (6 features): ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T04:32:46.212457] [INFO ] [CONFIGURE ] FFWM: Improvement over baseline: 40.00% [2025-09-28T04:32:46.212541] [INFO ] [CONFIGURE ] FFWM: Total time: 56.8 seconds [2025-09-28T04:32:46.212624] [INFO ] [CONFIGURE ] FFWM: Average time per feature: 2.1 seconds [2025-09-28T04:32:46.212720] [INFO ] [CONFIGURE ] FFWM: Average speed: 0.51 features/sec [2025-09-28T04:32:46.213973] [INFO ] [LOCAL ] Saved configuration for FFWM: 6 features, 80.00% accuracy -> ./output/feature-sets/FFWM.json [2025-09-28T04:32:46.214070] [INFO ] [CONFIGURE ] FFWM: Configuration saved successfully: 6 features, 80.00% accuracy. [2025-09-28T04:32:46.214243] [INFO ] [sig ] [88/135] Successfully configured FFWM | 0.02 sym/s | Total: 1.1h | ETA: 36.1m [2025-09-28T04:32:46.214339] [INFO ] [sig ] [89/135] Configuring FMY... [2025-09-28T04:32:46.214437] [INFO ] [CONFIGURE ] FMY: Configurate test run. [2025-09-28T04:32:46.214677] [DEBUG] [REMOTE ] Fetching historical data for symbol 'FMY' from 'https://tdm.silogroup.org/data/derivative_storage/FMY.csv'. [2025-09-28T04:32:46.244182] [DEBUG] [REMOTE ] Successfully parsed 1809 rows of historical data for symbol 'FMY'. [2025-09-28T04:32:46.244743] [INFO ] [CONFIGURE ] FMY: Testing with 29 available features [2025-09-28T04:32:46.244828] [INFO ] [CONFIGURE ] FMY: Establishing baseline with no features... [2025-09-28T04:32:46.359706] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:46.470911] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:46.583758] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:32:46.695385] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:46.823740] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:46.937401] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:47.057005] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:47.171548] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:47.292880] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:32:47.405317] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:47.405496] [INFO ] [CONFIGURE ] FMY: Baseline score (no features): 70.00% [2025-09-28T04:32:47.405603] [INFO ] [CONFIGURE ] FMY: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:32:47.405703] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:32:47.526261] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:47.649331] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:47.770775] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:32:47.899863] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:48.024468] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:48.150795] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:48.281030] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:48.409926] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:48.540952] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:32:48.672209] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:48.672447] [INFO ] [CONFIGURE ] FMY: DISCARDED add_bollinger_bands (score: 70.00%) [2025-09-28T04:32:48.672607] [INFO ] [CONFIGURE ] JOB ETA: 36.1m | Avg: 1.6s/test | Remaining: 1389 tests [2025-09-28T04:32:48.672711] [INFO ] [CONFIGURE ] FMY: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:32:48.672799] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:32:48.814603] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:32:48.948723] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:49.078612] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:32:49.208437] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:49.337581] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:49.463939] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:32:49.599394] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:49.734162] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:49.878418] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:32:50.005864] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:50.006078] [INFO ] [CONFIGURE ] FMY: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T04:32:50.006160] [INFO ] [CONFIGURE ] JOB ETA: 36.1m | Avg: 1.6s/test | Remaining: 1388 tests [2025-09-28T04:32:50.006273] [INFO ] [CONFIGURE ] FMY: Testing feature 3/29: add_daily_returns [2025-09-28T04:32:50.006360] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns'] [2025-09-28T04:32:50.118211] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:50.228117] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:50.340349] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:32:50.454829] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:50.570473] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:50.685773] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:50.817977] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:50.934047] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:51.051580] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:32:51.171255] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:51.171499] [INFO ] [CONFIGURE ] FMY: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T04:32:51.171584] [INFO ] [CONFIGURE ] JOB ETA: 36.1m | Avg: 1.6s/test | Remaining: 1387 tests [2025-09-28T04:32:51.171776] [INFO ] [CONFIGURE ] FMY: Testing feature 4/29: add_ema [2025-09-28T04:32:51.171869] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_ema'] [2025-09-28T04:32:51.322362] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:51.464564] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:51.621576] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:32:51.784992] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:51.942811] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:52.102264] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:52.252261] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:52.398434] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:52.543081] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:32:52.688197] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:52.688419] [INFO ] [CONFIGURE ] FMY: DISCARDED add_ema (score: 70.00%) [2025-09-28T04:32:52.688611] [INFO ] [CONFIGURE ] JOB ETA: 36.1m | Avg: 1.6s/test | Remaining: 1386 tests [2025-09-28T04:32:52.688709] [INFO ] [CONFIGURE ] FMY: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:32:52.688798] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:32:52.841171] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:52.988554] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:32:53.132115] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:53.280484] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:53.426023] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:53.584211] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:53.739255] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:53.889927] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:54.032585] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:32:54.177095] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:54.177309] [INFO ] [CONFIGURE ] FMY: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:32:54.177392] [INFO ] [CONFIGURE ] JOB ETA: 36.0m | Avg: 1.6s/test | Remaining: 1385 tests [2025-09-28T04:32:54.177466] [INFO ] [CONFIGURE ] FMY: Testing feature 6/29: add_failed_moves [2025-09-28T04:32:54.177619] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_failed_moves'] [2025-09-28T04:32:54.305344] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:54.437011] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:54.589287] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:32:54.731244] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:54.865807] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:54.995111] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:55.119153] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:55.242490] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:55.366094] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:32:55.488706] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:55.488914] [INFO ] [CONFIGURE ] FMY: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:32:55.488993] [INFO ] [CONFIGURE ] JOB ETA: 36.0m | Avg: 1.6s/test | Remaining: 1384 tests [2025-09-28T04:32:55.489066] [INFO ] [CONFIGURE ] FMY: Testing feature 7/29: add_lag_shelf [2025-09-28T04:32:55.489173] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_lag_shelf'] [2025-09-28T04:32:55.602730] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:55.713668] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:55.828333] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:32:55.936988] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:56.047040] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:56.156621] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:56.274585] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:56.385869] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:56.507877] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:32:56.624743] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:56.624956] [INFO ] [CONFIGURE ] FMY: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:32:56.625038] [INFO ] [CONFIGURE ] JOB ETA: 36.0m | Avg: 1.6s/test | Remaining: 1383 tests [2025-09-28T04:32:56.625234] [INFO ] [CONFIGURE ] FMY: Testing feature 8/29: add_macd [2025-09-28T04:32:56.625328] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:32:56.784200] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:56.938011] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:32:57.092424] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:57.245127] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:57.406386] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:57.564189] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:57.726721] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:57.892597] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:58.047777] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:32:58.200738] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:58.200938] [INFO ] [CONFIGURE ] FMY: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:32:58.201020] [INFO ] [CONFIGURE ] JOB ETA: 35.9m | Avg: 1.6s/test | Remaining: 1382 tests [2025-09-28T04:32:58.201170] [INFO ] [CONFIGURE ] FMY: Testing feature 9/29: add_mfi [2025-09-28T04:32:58.201256] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_mfi'] [2025-09-28T04:32:58.330474] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:58.457474] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:58.585363] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:32:58.710536] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:32:58.843219] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:32:58.971026] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:32:59.100202] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:32:59.230611] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:32:59.359293] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:32:59.484838] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:32:59.485056] [INFO ] [CONFIGURE ] FMY: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:32:59.485137] [INFO ] [CONFIGURE ] JOB ETA: 35.9m | Avg: 1.6s/test | Remaining: 1381 tests [2025-09-28T04:32:59.485299] [INFO ] [CONFIGURE ] FMY: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:32:59.485404] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:32:59.632988] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:32:59.780557] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:32:59.933456] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:00.081437] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:00.232485] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:33:00.386681] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:00.536900] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:00.690242] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:00.844637] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:00.995455] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:00.995679] [INFO ] [CONFIGURE ] FMY: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:33:00.995784] [INFO ] [CONFIGURE ] JOB ETA: 35.9m | Avg: 1.6s/test | Remaining: 1380 tests [2025-09-28T04:33:00.995881] [INFO ] [CONFIGURE ] FMY: Testing feature 11/29: add_obv_daily [2025-09-28T04:33:00.995981] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_obv_daily'] [2025-09-28T04:33:01.119796] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:01.241000] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:01.362726] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:01.484290] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:01.609269] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:01.738750] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:01.869881] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:01.995725] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:02.120155] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:33:02.243349] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:02.243556] [INFO ] [CONFIGURE ] FMY: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:33:02.243681] [INFO ] [CONFIGURE ] JOB ETA: 35.9m | Avg: 1.6s/test | Remaining: 1379 tests [2025-09-28T04:33:02.243761] [INFO ] [CONFIGURE ] FMY: Testing feature 12/29: add_obv_interval [2025-09-28T04:33:02.243861] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_obv_interval'] [2025-09-28T04:33:02.364586] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:02.482003] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:02.597701] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:02.717161] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:02.840324] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:33:02.966732] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:03.096472] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:03.213672] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:03.336507] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:03.457385] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:03.457627] [INFO ] [CONFIGURE ] FMY: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:33:03.457749] [INFO ] [CONFIGURE ] JOB ETA: 35.8m | Avg: 1.6s/test | Remaining: 1378 tests [2025-09-28T04:33:03.457824] [INFO ] [CONFIGURE ] FMY: Testing feature 13/29: add_opening_strength [2025-09-28T04:33:03.457910] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:33:03.582342] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:03.703300] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:03.823340] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:03.944786] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:04.067294] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:04.191230] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:04.318861] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:04.448034] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:04.581922] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:04.719413] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:04.719686] [INFO ] [CONFIGURE ] FMY: KEPT add_opening_strength (score: 80.00%) [2025-09-28T04:33:04.719851] [INFO ] [CONFIGURE ] JOB ETA: 35.8m | Avg: 1.6s/test | Remaining: 1377 tests [2025-09-28T04:33:04.719935] [INFO ] [CONFIGURE ] FMY: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:33:04.720025] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_order_flow_imbalance'] [2025-09-28T04:33:04.873461] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:05.020358] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:05.171330] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:05.323309] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:33:05.475327] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:33:05.629227] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:05.783299] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:05.937444] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:06.092124] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:06.244869] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:06.245082] [INFO ] [CONFIGURE ] FMY: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:33:06.245167] [INFO ] [CONFIGURE ] JOB ETA: 35.8m | Avg: 1.6s/test | Remaining: 1376 tests [2025-09-28T04:33:06.245242] [INFO ] [CONFIGURE ] FMY: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:33:06.245394] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_morning_momentum'] [2025-09-28T04:33:06.385739] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:06.518807] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:06.652291] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:06.785879] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:06.923169] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:07.063753] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:07.200773] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:07.330882] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:07.467781] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:07.605195] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:07.605410] [INFO ] [CONFIGURE ] FMY: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:33:07.605493] [INFO ] [CONFIGURE ] JOB ETA: 35.7m | Avg: 1.6s/test | Remaining: 1375 tests [2025-09-28T04:33:07.605622] [INFO ] [CONFIGURE ] FMY: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:33:07.605739] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap'] [2025-09-28T04:33:07.753556] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:07.905691] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:08.048701] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:08.188062] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:08.332272] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:08.472903] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:08.610481] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:08.752549] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:08.895453] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:09.040854] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:09.041067] [INFO ] [CONFIGURE ] FMY: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:33:09.041150] [INFO ] [CONFIGURE ] JOB ETA: 35.7m | Avg: 1.6s/test | Remaining: 1374 tests [2025-09-28T04:33:09.041312] [INFO ] [CONFIGURE ] FMY: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:33:09.041388] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_return_2d'] [2025-09-28T04:33:09.184135] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:09.325851] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:09.489944] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:09.643929] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:09.792790] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:09.940614] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:10.095417] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:10.248565] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:10.398700] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:10.548100] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:10.548408] [INFO ] [CONFIGURE ] FMY: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:33:10.548519] [INFO ] [CONFIGURE ] JOB ETA: 35.7m | Avg: 1.6s/test | Remaining: 1373 tests [2025-09-28T04:33:10.548607] [INFO ] [CONFIGURE ] FMY: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:33:10.548719] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_volatility_5d'] [2025-09-28T04:33:10.683478] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:10.818187] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:10.952112] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:11.083276] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:11.212400] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:11.346444] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:11.483695] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:11.628908] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:11.773730] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:11.915730] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:11.916000] [INFO ] [CONFIGURE ] FMY: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:33:11.916086] [INFO ] [CONFIGURE ] JOB ETA: 35.7m | Avg: 1.6s/test | Remaining: 1372 tests [2025-09-28T04:33:11.916164] [INFO ] [CONFIGURE ] FMY: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:33:11.916240] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_pbf_vs_sma_5'] [2025-09-28T04:33:12.050907] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:12.183438] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:12.316871] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:12.449107] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:12.584204] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:12.717955] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:12.847911] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:12.980570] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:13.115755] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:13.254047] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:13.254330] [INFO ] [CONFIGURE ] FMY: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:33:13.254415] [INFO ] [CONFIGURE ] JOB ETA: 35.6m | Avg: 1.6s/test | Remaining: 1371 tests [2025-09-28T04:33:13.254493] [INFO ] [CONFIGURE ] FMY: Testing feature 20/29: add_price_rejection [2025-09-28T04:33:13.254567] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_price_rejection'] [2025-09-28T04:33:13.398049] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:13.539783] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:13.685690] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:13.830771] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:13.977465] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:14.123457] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:14.274794] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:14.421010] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:14.572784] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:14.721679] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:14.721936] [INFO ] [CONFIGURE ] FMY: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:33:14.722048] [INFO ] [CONFIGURE ] JOB ETA: 35.6m | Avg: 1.6s/test | Remaining: 1370 tests [2025-09-28T04:33:14.722138] [INFO ] [CONFIGURE ] FMY: Testing feature 21/29: add_range_position [2025-09-28T04:33:14.722212] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_range_position'] [2025-09-28T04:33:14.872418] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:15.025895] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:15.179061] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:15.332931] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:15.487604] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:15.645064] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:15.799053] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:15.950599] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:16.105244] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:16.264081] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:16.264305] [INFO ] [CONFIGURE ] FMY: DISCARDED add_range_position (score: 80.00%) [2025-09-28T04:33:16.264390] [INFO ] [CONFIGURE ] JOB ETA: 35.6m | Avg: 1.6s/test | Remaining: 1369 tests [2025-09-28T04:33:16.264466] [INFO ] [CONFIGURE ] FMY: Testing feature 22/29: add_realized_volatility [2025-09-28T04:33:16.264539] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_realized_volatility'] [2025-09-28T04:33:16.433921] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:16.603268] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:16.768092] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:16.935315] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:17.108494] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:17.283190] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:17.457002] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:17.638525] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:17.816048] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:17.989760] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:33:17.989970] [INFO ] [CONFIGURE ] FMY: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:33:17.990059] [INFO ] [CONFIGURE ] JOB ETA: 35.6m | Avg: 1.6s/test | Remaining: 1368 tests [2025-09-28T04:33:17.990135] [INFO ] [CONFIGURE ] FMY: Testing feature 23/29: add_recent_range_context [2025-09-28T04:33:17.990209] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_recent_range_context'] [2025-09-28T04:33:18.128335] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:18.277197] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:18.437482] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:18.597364] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:18.744227] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:18.887690] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:19.030717] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:19.177536] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:19.318905] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:19.461371] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:19.461579] [INFO ] [CONFIGURE ] FMY: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:33:19.461684] [INFO ] [CONFIGURE ] JOB ETA: 35.5m | Avg: 1.6s/test | Remaining: 1367 tests [2025-09-28T04:33:19.461761] [INFO ] [CONFIGURE ] FMY: Testing feature 24/29: add_rsi [2025-09-28T04:33:19.461834] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_ema', 'add_rsi'] [2025-09-28T04:33:19.624580] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:19.785324] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:19.944819] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:20.103918] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:20.270290] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:20.431041] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:20.596520] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:20.767608] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:20.933973] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:21.103874] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:21.104082] [INFO ] [CONFIGURE ] FMY: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:33:21.104192] [INFO ] [CONFIGURE ] JOB ETA: 35.5m | Avg: 1.6s/test | Remaining: 1366 tests [2025-09-28T04:33:21.104271] [INFO ] [CONFIGURE ] FMY: Testing feature 25/29: add_tick_distribution [2025-09-28T04:33:21.104344] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_tick_distribution'] [2025-09-28T04:33:21.240317] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:21.374333] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:21.516017] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:21.673195] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:21.812785] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:21.948610] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:22.084488] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:22.222244] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:22.361473] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:22.499063] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:22.499343] [INFO ] [CONFIGURE ] FMY: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:33:22.499436] [INFO ] [CONFIGURE ] JOB ETA: 35.5m | Avg: 1.6s/test | Remaining: 1365 tests [2025-09-28T04:33:22.499528] [INFO ] [CONFIGURE ] FMY: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:33:22.499605] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_volume_momentum_confirmation'] [2025-09-28T04:33:22.634629] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:22.779679] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:22.924101] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:23.066533] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:23.208198] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:23.346607] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:23.485560] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:23.628124] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:23.772372] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:23.917297] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:23.917511] [INFO ] [CONFIGURE ] FMY: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T04:33:23.917595] [INFO ] [CONFIGURE ] JOB ETA: 35.5m | Avg: 1.6s/test | Remaining: 1364 tests [2025-09-28T04:33:23.917697] [INFO ] [CONFIGURE ] FMY: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:33:23.917756] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_volume_price_divergence'] [2025-09-28T04:33:23.998755] [FATAL] [FORECASTER] Failed to test lookback=11: [04:33:23] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.082050] [FATAL] [FORECASTER] Failed to test lookback=10: [04:33:24] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.159960] [FATAL] [FORECASTER] Failed to test lookback=9: [04:33:24] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.233838] [FATAL] [FORECASTER] Failed to test lookback=8: [04:33:24] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.312744] [FATAL] [FORECASTER] Failed to test lookback=7: [04:33:24] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.408430] [FATAL] [FORECASTER] Failed to test lookback=6: [04:33:24] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.509823] [FATAL] [FORECASTER] Failed to test lookback=5: [04:33:24] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.607350] [FATAL] [FORECASTER] Failed to test lookback=4: [04:33:24] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.692463] [FATAL] [FORECASTER] Failed to test lookback=3: [04:33:24] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.782197] [FATAL] [FORECASTER] Failed to test lookback=2: [04:33:24] /workspace/src/data/gradient_index.h:100: Check failed: valid: Input data contains `inf` or a value too large, while `missing` is not set to `inf` Stack trace: [bt] (0) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x2a6e7c) [0x7f96088a6e7c] [bt] (1) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5eba2d) [0x7f9608beba2d] [bt] (2) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5e96cb) [0x7f9608be96cb] [bt] (3) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x5ea8f9) [0x7f9608bea8f9] [bt] (4) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(+0x57b4f1) [0x7f9608b7b4f1] [bt] (5) /usr/local/lib/python3.13/site-packages/xgboost/lib/libxgboost.so(XGQuantileDMatrixCreateFromCallback+0x178) [0x7f96087b9378] [bt] (6) /lib64/libffi.so.8(+0x9056) [0x7f963160d056] [bt] (7) /lib64/libffi.so.8(+0x474d) [0x7f963160874d] [bt] (8) /lib64/libffi.so.8(ffi_call+0x12e) [0x7f963160b64e] [2025-09-28T04:33:24.782724] [INFO ] [CONFIGURE ] FMY: DISCARDED add_volume_price_divergence (score: 0.00%) [2025-09-28T04:33:24.782843] [INFO ] [CONFIGURE ] JOB ETA: 35.4m | Avg: 1.6s/test | Remaining: 1363 tests [2025-09-28T04:33:24.782933] [INFO ] [CONFIGURE ] FMY: Testing feature 28/29: add_volume_profile [2025-09-28T04:33:24.783010] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_volume_profile'] [2025-09-28T04:33:24.985865] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:25.181396] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:33:25.346785] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:25.495636] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:25.642132] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:25.786468] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:25.927243] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:26.079461] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:26.227213] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:26.373540] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:26.373793] [INFO ] [CONFIGURE ] FMY: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:33:26.373883] [INFO ] [CONFIGURE ] JOB ETA: 35.4m | Avg: 1.6s/test | Remaining: 1362 tests [2025-09-28T04:33:26.373989] [INFO ] [CONFIGURE ] FMY: Testing feature 29/29: add_vwap [2025-09-28T04:33:26.374085] [INFO ] [CONFIGURE ] FMY: Testing with features: ['add_daily_returns', 'add_opening_strength', 'add_vwap'] [2025-09-28T04:33:26.526195] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:26.674703] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:26.828336] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:26.979482] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:27.143396] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:27.291170] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:33:27.435109] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:27.583460] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:27.731553] [DEBUG] [FORECASTER] FMY: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:27.879378] [DEBUG] [FORECASTER] FMY: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:33:27.879583] [INFO ] [CONFIGURE ] FMY: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:33:27.879691] [INFO ] [CONFIGURE ] JOB ETA: 35.4m | Avg: 1.6s/test | Remaining: 1361 tests [2025-09-28T04:33:27.879808] [INFO ] [CONFIGURE ] FMY: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:33:27.879885] [INFO ] [CONFIGURE ] FMY: Best accuracy: 80.00% [2025-09-28T04:33:27.879957] [INFO ] [CONFIGURE ] FMY: Best feature set (2 features): ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:33:27.880028] [INFO ] [CONFIGURE ] FMY: Improvement over baseline: 10.00% [2025-09-28T04:33:27.880096] [INFO ] [CONFIGURE ] FMY: Total time: 40.5 seconds [2025-09-28T04:33:27.880165] [INFO ] [CONFIGURE ] FMY: Average time per feature: 1.4 seconds [2025-09-28T04:33:27.880235] [INFO ] [CONFIGURE ] FMY: Average speed: 0.72 features/sec [2025-09-28T04:33:27.881115] [INFO ] [LOCAL ] Saved configuration for FMY: 2 features, 80.00% accuracy -> ./output/feature-sets/FMY.json [2025-09-28T04:33:27.881212] [INFO ] [CONFIGURE ] FMY: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T04:33:27.881327] [INFO ] [sig ] [89/135] Successfully configured FMY | 0.02 sym/s | Total: 1.1h | ETA: 35.3m [2025-09-28T04:33:27.881413] [INFO ] [sig ] [90/135] Configuring GAP... [2025-09-28T04:33:27.881515] [INFO ] [CONFIGURE ] GAP: Configurate test run. [2025-09-28T04:33:27.881640] [DEBUG] [REMOTE ] Fetching historical data for symbol 'GAP' from 'https://tdm.silogroup.org/data/derivative_storage/GAP.csv'. [2025-09-28T04:33:28.003040] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'GAP'. [2025-09-28T04:33:28.003822] [INFO ] [CONFIGURE ] GAP: Testing with 29 available features [2025-09-28T04:33:28.003907] [INFO ] [CONFIGURE ] GAP: Establishing baseline with no features... [2025-09-28T04:33:28.116664] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:28.225134] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:28.335106] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:28.455106] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:28.562803] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:28.671904] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:28.780453] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:28.888441] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:28.994370] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:29.101827] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:29.102047] [INFO ] [CONFIGURE ] GAP: Baseline score (no features): 60.00% [2025-09-28T04:33:29.102143] [INFO ] [CONFIGURE ] GAP: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:33:29.102217] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:33:29.221321] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:29.348867] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:29.470256] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:29.592503] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:29.721494] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:29.858725] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:29.988109] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:30.115204] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:30.251231] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:30.379984] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:30.380183] [INFO ] [CONFIGURE ] GAP: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T04:33:30.380264] [INFO ] [CONFIGURE ] JOB ETA: 35.3m | Avg: 1.6s/test | Remaining: 1360 tests [2025-09-28T04:33:30.380338] [INFO ] [CONFIGURE ] GAP: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:33:30.380412] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:33:30.509437] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:30.638698] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:30.768823] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:30.901627] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:31.036509] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:31.169052] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:31.309124] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:31.449184] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:31.584767] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:33:31.722506] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:31.722747] [INFO ] [CONFIGURE ] GAP: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T04:33:31.722842] [INFO ] [CONFIGURE ] JOB ETA: 35.3m | Avg: 1.6s/test | Remaining: 1359 tests [2025-09-28T04:33:31.722932] [INFO ] [CONFIGURE ] GAP: Testing feature 3/29: add_daily_returns [2025-09-28T04:33:31.723008] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_daily_returns'] [2025-09-28T04:33:31.848765] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:31.964589] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:32.083807] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:32.204188] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:32.324559] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:32.443321] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:32.561779] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:32.682053] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:32.825951] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:33:32.968439] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:32.968698] [INFO ] [CONFIGURE ] GAP: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:33:32.968785] [INFO ] [CONFIGURE ] JOB ETA: 35.3m | Avg: 1.6s/test | Remaining: 1358 tests [2025-09-28T04:33:32.968862] [INFO ] [CONFIGURE ] GAP: Testing feature 4/29: add_ema [2025-09-28T04:33:32.968935] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema'] [2025-09-28T04:33:33.130462] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:33.316751] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:33.454471] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:33.594579] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:33.732379] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:33.869578] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:34.006271] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:34.151357] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:34.291601] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:34.433552] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:34.433808] [INFO ] [CONFIGURE ] GAP: KEPT add_ema (score: 80.00%) [2025-09-28T04:33:34.433892] [INFO ] [CONFIGURE ] JOB ETA: 35.3m | Avg: 1.6s/test | Remaining: 1357 tests [2025-09-28T04:33:34.433969] [INFO ] [CONFIGURE ] GAP: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:33:34.434041] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:33:34.595563] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:34.767903] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:34.938124] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:35.109039] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:35.284027] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:33:35.445538] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:35.607323] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:35.772026] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:35.943565] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:33:36.123833] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:36.124111] [INFO ] [CONFIGURE ] GAP: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:33:36.124195] [INFO ] [CONFIGURE ] JOB ETA: 35.2m | Avg: 1.6s/test | Remaining: 1356 tests [2025-09-28T04:33:36.124276] [INFO ] [CONFIGURE ] GAP: Testing feature 6/29: add_failed_moves [2025-09-28T04:33:36.124353] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_failed_moves'] [2025-09-28T04:33:36.271488] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:36.415636] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:36.561726] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:36.707233] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:36.849829] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:36.992428] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:37.135884] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:37.280864] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:37.425062] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:37.573628] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:37.573905] [INFO ] [CONFIGURE ] GAP: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:33:37.574009] [INFO ] [CONFIGURE ] JOB ETA: 35.2m | Avg: 1.6s/test | Remaining: 1355 tests [2025-09-28T04:33:37.574090] [INFO ] [CONFIGURE ] GAP: Testing feature 7/29: add_lag_shelf [2025-09-28T04:33:37.574138] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_lag_shelf'] [2025-09-28T04:33:37.705900] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:37.834449] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:37.967337] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:38.104808] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:38.250896] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:38.373884] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:38.498887] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:38.626721] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:38.753910] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:38.874043] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:38.874246] [INFO ] [CONFIGURE ] GAP: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:33:38.874328] [INFO ] [CONFIGURE ] JOB ETA: 35.2m | Avg: 1.6s/test | Remaining: 1354 tests [2025-09-28T04:33:38.874404] [INFO ] [CONFIGURE ] GAP: Testing feature 8/29: add_macd [2025-09-28T04:33:38.874477] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:33:39.039047] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:39.205703] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:39.382578] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:39.567068] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:39.749126] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:39.926190] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:40.106136] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:40.287110] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:40.466708] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:40.648288] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:40.648487] [INFO ] [CONFIGURE ] GAP: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:33:40.648571] [INFO ] [CONFIGURE ] JOB ETA: 35.2m | Avg: 1.6s/test | Remaining: 1353 tests [2025-09-28T04:33:40.648667] [INFO ] [CONFIGURE ] GAP: Testing feature 9/29: add_mfi [2025-09-28T04:33:40.648745] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_mfi'] [2025-09-28T04:33:40.802482] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:40.954955] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:41.111125] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:41.265738] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:41.428836] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:41.580163] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:41.732325] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:41.879006] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:42.025813] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:42.175481] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:42.175743] [INFO ] [CONFIGURE ] GAP: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:33:42.175861] [INFO ] [CONFIGURE ] JOB ETA: 35.1m | Avg: 1.6s/test | Remaining: 1352 tests [2025-09-28T04:33:42.175986] [INFO ] [CONFIGURE ] GAP: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:33:42.176127] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:33:42.331215] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:42.487433] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:42.661132] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:42.829103] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:42.992173] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:43.155463] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:43.321792] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:43.490188] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:43.662666] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:43.843799] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:43.844116] [INFO ] [CONFIGURE ] GAP: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:33:43.844207] [INFO ] [CONFIGURE ] JOB ETA: 35.1m | Avg: 1.6s/test | Remaining: 1351 tests [2025-09-28T04:33:43.844285] [INFO ] [CONFIGURE ] GAP: Testing feature 11/29: add_obv_daily [2025-09-28T04:33:43.844360] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_obv_daily'] [2025-09-28T04:33:43.993853] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:44.140768] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:44.288019] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:44.428670] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:44.582419] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:44.723401] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:44.867391] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:45.014760] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:45.165383] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:45.312987] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:45.313208] [INFO ] [CONFIGURE ] GAP: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:33:45.313289] [INFO ] [CONFIGURE ] JOB ETA: 35.1m | Avg: 1.6s/test | Remaining: 1350 tests [2025-09-28T04:33:45.313364] [INFO ] [CONFIGURE ] GAP: Testing feature 12/29: add_obv_interval [2025-09-28T04:33:45.313436] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_obv_interval'] [2025-09-28T04:33:45.460060] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:45.610096] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:33:45.744025] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:45.881144] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:46.014082] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:46.149104] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:46.284811] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:46.421174] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:46.557729] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:46.700200] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:46.700421] [INFO ] [CONFIGURE ] GAP: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:33:46.700508] [INFO ] [CONFIGURE ] JOB ETA: 35.1m | Avg: 1.6s/test | Remaining: 1349 tests [2025-09-28T04:33:46.700584] [INFO ] [CONFIGURE ] GAP: Testing feature 13/29: add_opening_strength [2025-09-28T04:33:46.700662] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:33:46.848133] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:46.994303] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:47.140488] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:47.282938] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:47.426721] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:33:47.575068] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:47.721220] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:47.868730] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:48.012053] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:33:48.163275] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:48.163475] [INFO ] [CONFIGURE ] GAP: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:33:48.163557] [INFO ] [CONFIGURE ] JOB ETA: 35.0m | Avg: 1.6s/test | Remaining: 1348 tests [2025-09-28T04:33:48.163702] [INFO ] [CONFIGURE ] GAP: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:33:48.163778] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_order_flow_imbalance'] [2025-09-28T04:33:48.311476] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:48.458875] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:48.613112] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:48.762258] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:48.910755] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:49.056928] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:49.206372] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:49.356139] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:49.507161] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:49.661202] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:49.661439] [INFO ] [CONFIGURE ] GAP: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:33:49.661584] [INFO ] [CONFIGURE ] JOB ETA: 35.0m | Avg: 1.6s/test | Remaining: 1347 tests [2025-09-28T04:33:49.661684] [INFO ] [CONFIGURE ] GAP: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:33:49.661801] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_pbf_morning_momentum'] [2025-09-28T04:33:49.790633] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:49.920208] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:50.065603] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:50.195635] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:50.326472] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:50.456023] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:50.588227] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:50.723800] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:50.864012] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:51.005847] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:51.006099] [INFO ] [CONFIGURE ] GAP: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:33:51.006184] [INFO ] [CONFIGURE ] JOB ETA: 35.0m | Avg: 1.6s/test | Remaining: 1346 tests [2025-09-28T04:33:51.006262] [INFO ] [CONFIGURE ] GAP: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:33:51.006337] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_pbf_overnight_gap'] [2025-09-28T04:33:51.146836] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:51.287006] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:51.433730] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:51.573826] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:51.712291] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:51.854145] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:51.993806] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:52.133589] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:52.274527] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:52.414576] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:52.414791] [INFO ] [CONFIGURE ] GAP: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T04:33:52.414877] [INFO ] [CONFIGURE ] JOB ETA: 34.9m | Avg: 1.6s/test | Remaining: 1345 tests [2025-09-28T04:33:52.414953] [INFO ] [CONFIGURE ] GAP: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:33:52.415030] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_pbf_return_2d'] [2025-09-28T04:33:52.559621] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:52.702496] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:52.850077] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:33:52.997781] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:53.145768] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:53.299606] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:53.446422] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:53.596485] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:53.746902] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:33:53.894565] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:53.894786] [INFO ] [CONFIGURE ] GAP: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:33:53.894869] [INFO ] [CONFIGURE ] JOB ETA: 34.9m | Avg: 1.6s/test | Remaining: 1344 tests [2025-09-28T04:33:53.894944] [INFO ] [CONFIGURE ] GAP: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:33:53.895019] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_pbf_volatility_5d'] [2025-09-28T04:33:54.027389] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:54.156990] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:54.289410] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:54.425412] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:54.566190] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:54.701950] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:54.837334] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:54.971755] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:55.106805] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:55.250279] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:55.250503] [INFO ] [CONFIGURE ] GAP: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:33:55.250586] [INFO ] [CONFIGURE ] JOB ETA: 34.9m | Avg: 1.6s/test | Remaining: 1343 tests [2025-09-28T04:33:55.250683] [INFO ] [CONFIGURE ] GAP: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:33:55.250757] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:33:55.376826] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:55.504912] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:55.639103] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:55.773144] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:55.905662] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:56.040489] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:56.182205] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:56.320033] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:33:56.468517] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:56.607250] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:56.607484] [INFO ] [CONFIGURE ] GAP: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:33:56.607569] [INFO ] [CONFIGURE ] JOB ETA: 34.9m | Avg: 1.6s/test | Remaining: 1342 tests [2025-09-28T04:33:56.607666] [INFO ] [CONFIGURE ] GAP: Testing feature 20/29: add_price_rejection [2025-09-28T04:33:56.607745] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_price_rejection'] [2025-09-28T04:33:56.749912] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:56.890694] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:57.035094] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:57.179521] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:57.324994] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:33:57.469125] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:57.618174] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:33:57.765843] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:57.916443] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:58.063134] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:58.063350] [INFO ] [CONFIGURE ] GAP: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:33:58.063433] [INFO ] [CONFIGURE ] JOB ETA: 34.8m | Avg: 1.6s/test | Remaining: 1341 tests [2025-09-28T04:33:58.063508] [INFO ] [CONFIGURE ] GAP: Testing feature 21/29: add_range_position [2025-09-28T04:33:58.063563] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_range_position'] [2025-09-28T04:33:58.221717] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:33:58.375924] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:33:58.522090] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:33:58.672526] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:33:58.835162] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:33:58.992003] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:33:59.147475] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:33:59.307874] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:33:59.468449] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:33:59.633329] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:33:59.633588] [INFO ] [CONFIGURE ] GAP: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:33:59.633697] [INFO ] [CONFIGURE ] JOB ETA: 34.8m | Avg: 1.6s/test | Remaining: 1340 tests [2025-09-28T04:33:59.633757] [INFO ] [CONFIGURE ] GAP: Testing feature 22/29: add_realized_volatility [2025-09-28T04:33:59.633795] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_realized_volatility'] [2025-09-28T04:33:59.801663] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:33:59.968418] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:00.134731] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:00.301248] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:34:00.474173] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:34:00.644435] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:00.814259] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:00.980484] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:01.147528] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:01.322491] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:34:01.322753] [INFO ] [CONFIGURE ] GAP: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:34:01.322838] [INFO ] [CONFIGURE ] JOB ETA: 34.8m | Avg: 1.6s/test | Remaining: 1339 tests [2025-09-28T04:34:01.322911] [INFO ] [CONFIGURE ] GAP: Testing feature 23/29: add_recent_range_context [2025-09-28T04:34:01.322966] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_recent_range_context'] [2025-09-28T04:34:01.463677] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:01.605017] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:01.745841] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:01.894002] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:34:02.040764] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:34:02.213298] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:02.361455] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:02.513568] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:34:02.662303] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:34:02.807534] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:34:02.807759] [INFO ] [CONFIGURE ] GAP: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:34:02.807843] [INFO ] [CONFIGURE ] JOB ETA: 34.8m | Avg: 1.6s/test | Remaining: 1338 tests [2025-09-28T04:34:02.807916] [INFO ] [CONFIGURE ] GAP: Testing feature 24/29: add_rsi [2025-09-28T04:34:02.807988] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T04:34:02.957784] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:03.101536] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:03.250817] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:03.402715] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:34:03.561458] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:34:03.710830] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:03.854582] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:04.001241] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:34:04.145491] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:34:04.293535] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:34:04.293770] [INFO ] [CONFIGURE ] GAP: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:34:04.293853] [INFO ] [CONFIGURE ] JOB ETA: 34.7m | Avg: 1.6s/test | Remaining: 1337 tests [2025-09-28T04:34:04.293928] [INFO ] [CONFIGURE ] GAP: Testing feature 25/29: add_tick_distribution [2025-09-28T04:34:04.293983] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_tick_distribution'] [2025-09-28T04:34:04.440577] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:04.597383] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:04.746273] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:04.897133] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:34:05.047659] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:34:05.196931] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:05.338947] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:05.487232] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:34:05.634272] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:34:05.777797] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:34:05.778027] [INFO ] [CONFIGURE ] GAP: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:34:05.778111] [INFO ] [CONFIGURE ] JOB ETA: 34.7m | Avg: 1.6s/test | Remaining: 1336 tests [2025-09-28T04:34:05.778184] [INFO ] [CONFIGURE ] GAP: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:34:05.778235] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_volume_momentum_confirmation'] [2025-09-28T04:34:05.918806] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:34:06.061964] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:06.206262] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:06.350597] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:34:06.494959] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:34:06.636063] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:06.779312] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:06.921447] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:34:07.071381] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:34:07.220376] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:34:07.220625] [INFO ] [CONFIGURE ] GAP: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:34:07.220728] [INFO ] [CONFIGURE ] JOB ETA: 34.7m | Avg: 1.6s/test | Remaining: 1335 tests [2025-09-28T04:34:07.220806] [INFO ] [CONFIGURE ] GAP: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:34:07.220901] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_volume_price_divergence'] [2025-09-28T04:34:07.374995] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:34:07.530973] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:07.688733] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:07.844563] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:34:08.000616] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:34:08.161855] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:08.320500] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:08.478785] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:08.649358] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:08.821302] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:34:08.821532] [INFO ] [CONFIGURE ] GAP: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:34:08.821628] [INFO ] [CONFIGURE ] JOB ETA: 34.6m | Avg: 1.6s/test | Remaining: 1334 tests [2025-09-28T04:34:08.821746] [INFO ] [CONFIGURE ] GAP: Testing feature 28/29: add_volume_profile [2025-09-28T04:34:08.821796] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_volume_profile'] [2025-09-28T04:34:08.977380] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:09.148975] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:09.293189] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:09.440995] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:34:09.583389] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:34:09.735144] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:09.885798] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:10.033456] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:34:10.180184] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:34:10.323580] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:34:10.323808] [INFO ] [CONFIGURE ] GAP: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:34:10.323889] [INFO ] [CONFIGURE ] JOB ETA: 34.6m | Avg: 1.6s/test | Remaining: 1333 tests [2025-09-28T04:34:10.323973] [INFO ] [CONFIGURE ] GAP: Testing feature 29/29: add_vwap [2025-09-28T04:34:10.324063] [INFO ] [CONFIGURE ] GAP: Testing with features: ['add_ema', 'add_vwap'] [2025-09-28T04:34:10.476382] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:10.659598] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:10.802012] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:10.946504] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:34:11.092378] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:34:11.239268] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:11.400663] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:11.548562] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:11.696762] [DEBUG] [FORECASTER] GAP: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:11.843985] [DEBUG] [FORECASTER] GAP: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:34:11.844175] [INFO ] [CONFIGURE ] GAP: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:34:11.844255] [INFO ] [CONFIGURE ] JOB ETA: 34.6m | Avg: 1.6s/test | Remaining: 1332 tests [2025-09-28T04:34:11.844330] [INFO ] [CONFIGURE ] GAP: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:34:11.844382] [INFO ] [CONFIGURE ] GAP: Best accuracy: 80.00% [2025-09-28T04:34:11.844424] [INFO ] [CONFIGURE ] GAP: Best feature set (1 features): ['add_ema'] [2025-09-28T04:34:11.844485] [INFO ] [CONFIGURE ] GAP: Improvement over baseline: 20.00% [2025-09-28T04:34:11.844553] [INFO ] [CONFIGURE ] GAP: Total time: 42.7 seconds [2025-09-28T04:34:11.844621] [INFO ] [CONFIGURE ] GAP: Average time per feature: 1.5 seconds [2025-09-28T04:34:11.844713] [INFO ] [CONFIGURE ] GAP: Average speed: 0.68 features/sec [2025-09-28T04:34:11.845499] [INFO ] [LOCAL ] Saved configuration for GAP: 1 features, 80.00% accuracy -> ./output/feature-sets/GAP.json [2025-09-28T04:34:11.845578] [INFO ] [CONFIGURE ] GAP: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T04:34:11.845707] [INFO ] [sig ] [90/135] Successfully configured GAP | 0.02 sym/s | Total: 1.2h | ETA: 34.5m [2025-09-28T04:34:11.845792] [INFO ] [sig ] [91/135] Configuring GATX... [2025-09-28T04:34:11.845866] [INFO ] [CONFIGURE ] GATX: Configurate test run. [2025-09-28T04:34:11.845951] [DEBUG] [REMOTE ] Fetching historical data for symbol 'GATX' from 'https://tdm.silogroup.org/data/derivative_storage/GATX.csv'. [2025-09-28T04:34:12.158745] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'GATX'. [2025-09-28T04:34:12.159225] [INFO ] [CONFIGURE ] GATX: Testing with 29 available features [2025-09-28T04:34:12.159304] [INFO ] [CONFIGURE ] GATX: Establishing baseline with no features... [2025-09-28T04:34:12.272940] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:12.393938] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:12.522784] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:12.636434] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:12.753183] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:34:12.868635] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:34:12.990011] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:13.107808] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:34:13.226161] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:13.349899] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:13.350143] [INFO ] [CONFIGURE ] GATX: Baseline score (no features): 30.00% [2025-09-28T04:34:13.350228] [INFO ] [CONFIGURE ] GATX: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:34:13.350300] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:34:13.477251] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:13.606359] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:13.742275] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:13.876912] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:14.016041] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:14.145258] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:14.275208] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:14.404093] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:14.533250] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:14.671998] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:14.672241] [INFO ] [CONFIGURE ] GATX: KEPT add_bollinger_bands (score: 70.00%) [2025-09-28T04:34:14.672326] [INFO ] [CONFIGURE ] JOB ETA: 34.6m | Avg: 1.6s/test | Remaining: 1331 tests [2025-09-28T04:34:14.672402] [INFO ] [CONFIGURE ] GATX: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:34:14.672479] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:34:14.822263] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:14.968433] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:15.116430] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:15.264958] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:15.419333] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:15.570490] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:15.736718] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:15.887518] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:16.041585] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:16.190034] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:16.190313] [INFO ] [CONFIGURE ] GATX: DISCARDED add_cumulative_delta (score: 60.00%) [2025-09-28T04:34:16.190401] [INFO ] [CONFIGURE ] JOB ETA: 34.5m | Avg: 1.6s/test | Remaining: 1330 tests [2025-09-28T04:34:16.190491] [INFO ] [CONFIGURE ] GATX: Testing feature 3/29: add_daily_returns [2025-09-28T04:34:16.190580] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:34:16.323302] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:16.463151] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:16.600352] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:16.742488] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:16.878478] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:34:17.014974] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:17.150066] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:17.284382] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:17.425887] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:17.562354] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:17.562548] [INFO ] [CONFIGURE ] GATX: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:34:17.562632] [INFO ] [CONFIGURE ] JOB ETA: 34.5m | Avg: 1.6s/test | Remaining: 1329 tests [2025-09-28T04:34:17.562724] [INFO ] [CONFIGURE ] GATX: Testing feature 4/29: add_ema [2025-09-28T04:34:17.562908] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:34:17.720024] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:17.878678] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:18.034486] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:18.181468] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:18.323718] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:18.466788] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:18.611319] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:18.764208] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:18.913863] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:19.062585] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:19.062827] [INFO ] [CONFIGURE ] GATX: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:34:19.062964] [INFO ] [CONFIGURE ] JOB ETA: 34.5m | Avg: 1.6s/test | Remaining: 1328 tests [2025-09-28T04:34:19.063051] [INFO ] [CONFIGURE ] GATX: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:34:19.063140] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:34:19.214488] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:19.367767] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:19.527852] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:19.686109] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:19.840335] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:20.005035] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:34:20.175230] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:20.328540] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:20.486215] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:20.646059] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:20.646282] [INFO ] [CONFIGURE ] GATX: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:34:20.646369] [INFO ] [CONFIGURE ] JOB ETA: 34.5m | Avg: 1.6s/test | Remaining: 1327 tests [2025-09-28T04:34:20.646533] [INFO ] [CONFIGURE ] GATX: Testing feature 6/29: add_failed_moves [2025-09-28T04:34:20.646668] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:34:20.790047] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:20.920042] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:21.053999] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:21.188048] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:21.322012] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:21.462249] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:21.601164] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:21.734394] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:21.866233] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:21.998628] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:21.998919] [INFO ] [CONFIGURE ] GATX: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:34:21.999026] [INFO ] [CONFIGURE ] JOB ETA: 34.4m | Avg: 1.6s/test | Remaining: 1326 tests [2025-09-28T04:34:21.999116] [INFO ] [CONFIGURE ] GATX: Testing feature 7/29: add_lag_shelf [2025-09-28T04:34:21.999202] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:34:22.119690] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:22.242325] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:22.367725] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:22.494319] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:22.626286] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:22.757616] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:22.890599] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:23.019744] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:23.150762] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:23.281771] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:23.281973] [INFO ] [CONFIGURE ] GATX: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:34:23.282053] [INFO ] [CONFIGURE ] JOB ETA: 34.4m | Avg: 1.6s/test | Remaining: 1325 tests [2025-09-28T04:34:23.282127] [INFO ] [CONFIGURE ] GATX: Testing feature 8/29: add_macd [2025-09-28T04:34:23.282230] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:34:23.445610] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:23.636963] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:23.807491] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:23.975344] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:24.139975] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:34:24.308856] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:34:24.482947] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:24.656627] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:24.827739] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:25.000424] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:25.000731] [INFO ] [CONFIGURE ] GATX: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:34:25.000819] [INFO ] [CONFIGURE ] JOB ETA: 34.4m | Avg: 1.6s/test | Remaining: 1324 tests [2025-09-28T04:34:25.000977] [INFO ] [CONFIGURE ] GATX: Testing feature 9/29: add_mfi [2025-09-28T04:34:25.001048] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:34:25.143348] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:25.281793] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:25.423596] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:25.577565] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:25.741892] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:25.890362] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:26.035863] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:26.180881] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:26.327038] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:26.475044] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:26.475355] [INFO ] [CONFIGURE ] GATX: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:34:26.475452] [INFO ] [CONFIGURE ] JOB ETA: 34.4m | Avg: 1.6s/test | Remaining: 1323 tests [2025-09-28T04:34:26.475531] [INFO ] [CONFIGURE ] GATX: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:34:26.475606] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:34:26.628838] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:26.783205] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:26.938505] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:27.093418] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:27.250804] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:27.409122] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:27.569181] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:27.735987] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:27.895177] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:28.053261] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:28.053518] [INFO ] [CONFIGURE ] GATX: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:34:28.053629] [INFO ] [CONFIGURE ] JOB ETA: 34.3m | Avg: 1.6s/test | Remaining: 1322 tests [2025-09-28T04:34:28.053743] [INFO ] [CONFIGURE ] GATX: Testing feature 11/29: add_obv_daily [2025-09-28T04:34:28.053833] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:34:28.180218] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:28.309898] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:28.442575] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:28.575130] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:28.710972] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:34:28.874511] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:29.010699] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:29.156121] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:29.293317] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:29.436030] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:29.436296] [INFO ] [CONFIGURE ] GATX: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:34:29.436407] [INFO ] [CONFIGURE ] JOB ETA: 34.3m | Avg: 1.6s/test | Remaining: 1321 tests [2025-09-28T04:34:29.436498] [INFO ] [CONFIGURE ] GATX: Testing feature 12/29: add_obv_interval [2025-09-28T04:34:29.436589] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:34:29.571351] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:29.710107] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:29.846357] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:29.981676] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:30.112964] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:30.255471] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:30.396838] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:30.533400] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:30.666033] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:30.801398] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:30.801604] [INFO ] [CONFIGURE ] GATX: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:34:30.801709] [INFO ] [CONFIGURE ] JOB ETA: 34.3m | Avg: 1.6s/test | Remaining: 1320 tests [2025-09-28T04:34:30.801809] [INFO ] [CONFIGURE ] GATX: Testing feature 13/29: add_opening_strength [2025-09-28T04:34:30.801896] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:34:30.942915] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:31.093435] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:31.242242] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:31.388458] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:31.532068] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:34:31.679113] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:31.839594] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:31.983437] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:32.127460] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:32.277518] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:32.277767] [INFO ] [CONFIGURE ] GATX: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:34:32.277852] [INFO ] [CONFIGURE ] JOB ETA: 34.2m | Avg: 1.6s/test | Remaining: 1319 tests [2025-09-28T04:34:32.277946] [INFO ] [CONFIGURE ] GATX: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:34:32.278036] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T04:34:32.430010] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:32.581750] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:32.738473] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:32.891123] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:33.050914] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:33.204328] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:33.347475] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:33.487415] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:33.629961] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:33.770805] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:33.771004] [INFO ] [CONFIGURE ] GATX: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:34:33.771084] [INFO ] [CONFIGURE ] JOB ETA: 34.2m | Avg: 1.6s/test | Remaining: 1318 tests [2025-09-28T04:34:33.771242] [INFO ] [CONFIGURE ] GATX: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:34:33.771313] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T04:34:33.889634] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:34.007096] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:34.124888] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:34.248313] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:34.376385] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:34.504935] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:34.630682] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:34.757623] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:34.897271] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:35.052755] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:35.053025] [INFO ] [CONFIGURE ] GATX: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:34:35.053130] [INFO ] [CONFIGURE ] JOB ETA: 34.2m | Avg: 1.6s/test | Remaining: 1317 tests [2025-09-28T04:34:35.053254] [INFO ] [CONFIGURE ] GATX: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:34:35.053422] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T04:34:35.258959] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:35.442672] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:35.606546] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:35.769373] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:35.919247] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:36.069690] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:36.212250] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:36.354909] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:36.503168] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:36.640596] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:36.640826] [INFO ] [CONFIGURE ] GATX: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:34:36.640998] [INFO ] [CONFIGURE ] JOB ETA: 34.2m | Avg: 1.6s/test | Remaining: 1316 tests [2025-09-28T04:34:36.641078] [INFO ] [CONFIGURE ] GATX: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:34:36.641165] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T04:34:36.783050] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:36.919864] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:37.062720] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:37.206286] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:37.352387] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:34:37.496401] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:37.641627] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:37.784454] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:37.938835] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:38.087102] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:38.087320] [INFO ] [CONFIGURE ] GATX: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:34:38.087484] [INFO ] [CONFIGURE ] JOB ETA: 34.1m | Avg: 1.6s/test | Remaining: 1315 tests [2025-09-28T04:34:38.087565] [INFO ] [CONFIGURE ] GATX: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:34:38.087679] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T04:34:38.215161] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:38.340103] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:38.465335] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:38.592213] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:38.720829] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:38.849715] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:38.986183] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:39.123133] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:39.251045] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:39.381037] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:39.381278] [INFO ] [CONFIGURE ] GATX: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:34:39.381386] [INFO ] [CONFIGURE ] JOB ETA: 34.1m | Avg: 1.6s/test | Remaining: 1314 tests [2025-09-28T04:34:39.381477] [INFO ] [CONFIGURE ] GATX: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:34:39.381568] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T04:34:39.510129] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:39.638728] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:39.769082] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:39.898546] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:40.025853] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:40.154140] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:40.283874] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:40.412898] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:40.541006] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:40.669053] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:40.669257] [INFO ] [CONFIGURE ] GATX: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:34:40.669337] [INFO ] [CONFIGURE ] JOB ETA: 34.1m | Avg: 1.6s/test | Remaining: 1313 tests [2025-09-28T04:34:40.669412] [INFO ] [CONFIGURE ] GATX: Testing feature 20/29: add_price_rejection [2025-09-28T04:34:40.669488] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T04:34:40.806390] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:40.944112] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:41.081578] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:41.218392] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:41.372665] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:41.529085] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:41.673306] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:41.816372] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:41.956001] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:42.095571] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:42.095825] [INFO ] [CONFIGURE ] GATX: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:34:42.095987] [INFO ] [CONFIGURE ] JOB ETA: 34.1m | Avg: 1.6s/test | Remaining: 1312 tests [2025-09-28T04:34:42.096070] [INFO ] [CONFIGURE ] GATX: Testing feature 21/29: add_range_position [2025-09-28T04:34:42.096174] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T04:34:42.250465] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:42.408462] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:42.562929] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:42.712329] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:42.861613] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:43.011406] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:43.167018] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:43.321118] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:43.478244] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:43.641953] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:43.642203] [INFO ] [CONFIGURE ] GATX: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:34:43.642294] [INFO ] [CONFIGURE ] JOB ETA: 34.0m | Avg: 1.6s/test | Remaining: 1311 tests [2025-09-28T04:34:43.642450] [INFO ] [CONFIGURE ] GATX: Testing feature 22/29: add_realized_volatility [2025-09-28T04:34:43.642608] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T04:34:43.806074] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:43.965327] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:44.127011] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:44.290665] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:44.458502] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:44.622991] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:44.786481] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:44.951596] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:45.116716] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:45.286911] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:45.287146] [INFO ] [CONFIGURE ] GATX: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:34:45.287232] [INFO ] [CONFIGURE ] JOB ETA: 34.0m | Avg: 1.6s/test | Remaining: 1310 tests [2025-09-28T04:34:45.287392] [INFO ] [CONFIGURE ] GATX: Testing feature 23/29: add_recent_range_context [2025-09-28T04:34:45.287465] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T04:34:45.431902] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:45.574306] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:45.714447] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:45.867608] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:46.004297] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:46.133073] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:46.262835] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:46.393418] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:46.529886] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:46.662993] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:46.663259] [INFO ] [CONFIGURE ] GATX: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:34:46.663354] [INFO ] [CONFIGURE ] JOB ETA: 34.0m | Avg: 1.6s/test | Remaining: 1309 tests [2025-09-28T04:34:46.663448] [INFO ] [CONFIGURE ] GATX: Testing feature 24/29: add_rsi [2025-09-28T04:34:46.663527] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:34:46.830431] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:47.011782] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:47.198106] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:47.367071] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:47.549739] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:34:47.713126] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:47.871749] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:48.032344] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:48.202596] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:48.376839] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:48.377089] [INFO ] [CONFIGURE ] GATX: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:34:48.377198] [INFO ] [CONFIGURE ] JOB ETA: 34.0m | Avg: 1.6s/test | Remaining: 1308 tests [2025-09-28T04:34:48.377287] [INFO ] [CONFIGURE ] GATX: Testing feature 25/29: add_tick_distribution [2025-09-28T04:34:48.377376] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T04:34:48.511269] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:48.643867] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:48.778992] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:48.914632] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:49.053402] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:49.198484] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:49.334302] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:49.466292] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:49.604269] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:49.746242] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:49.746475] [INFO ] [CONFIGURE ] GATX: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:34:49.746636] [INFO ] [CONFIGURE ] JOB ETA: 33.9m | Avg: 1.6s/test | Remaining: 1307 tests [2025-09-28T04:34:49.746741] [INFO ] [CONFIGURE ] GATX: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:34:49.746876] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T04:34:49.886516] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:50.026294] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:50.172128] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:50.321949] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:50.470158] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:50.627910] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:50.782614] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:50.954612] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:51.135526] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:51.290593] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:51.290865] [INFO ] [CONFIGURE ] GATX: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:34:51.291027] [INFO ] [CONFIGURE ] JOB ETA: 33.9m | Avg: 1.6s/test | Remaining: 1306 tests [2025-09-28T04:34:51.291127] [INFO ] [CONFIGURE ] GATX: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:34:51.291220] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T04:34:51.451968] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:51.611103] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:34:51.763199] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:51.923511] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:52.077413] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:52.240528] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:52.388444] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:52.532439] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:52.677539] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:52.824096] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:52.824354] [INFO ] [CONFIGURE ] GATX: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:34:52.824473] [INFO ] [CONFIGURE ] JOB ETA: 33.9m | Avg: 1.6s/test | Remaining: 1305 tests [2025-09-28T04:34:52.824552] [INFO ] [CONFIGURE ] GATX: Testing feature 28/29: add_volume_profile [2025-09-28T04:34:52.824623] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T04:34:52.986997] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:53.121577] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:53.260675] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:53.399022] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:53.535062] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:53.672743] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:34:53.814898] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:53.949823] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:54.085319] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:54.220856] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:54.221110] [INFO ] [CONFIGURE ] GATX: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:34:54.221220] [INFO ] [CONFIGURE ] JOB ETA: 33.8m | Avg: 1.6s/test | Remaining: 1304 tests [2025-09-28T04:34:54.221327] [INFO ] [CONFIGURE ] GATX: Testing feature 29/29: add_vwap [2025-09-28T04:34:54.221422] [INFO ] [CONFIGURE ] GATX: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T04:34:54.357702] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:34:54.491831] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:54.634904] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:54.781780] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:54.921208] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:55.063634] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:34:55.207842] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:55.350810] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:55.492113] [DEBUG] [FORECASTER] GATX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:55.647947] [DEBUG] [FORECASTER] GATX: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:55.648217] [INFO ] [CONFIGURE ] GATX: DISCARDED add_vwap (score: 40.00%) [2025-09-28T04:34:55.648308] [INFO ] [CONFIGURE ] JOB ETA: 33.8m | Avg: 1.6s/test | Remaining: 1303 tests [2025-09-28T04:34:55.648432] [INFO ] [CONFIGURE ] GATX: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:34:55.648529] [INFO ] [CONFIGURE ] GATX: Best accuracy: 70.00% [2025-09-28T04:34:55.648622] [INFO ] [CONFIGURE ] GATX: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T04:34:55.648748] [INFO ] [CONFIGURE ] GATX: Improvement over baseline: 40.00% [2025-09-28T04:34:55.648819] [INFO ] [CONFIGURE ] GATX: Total time: 42.3 seconds [2025-09-28T04:34:55.648890] [INFO ] [CONFIGURE ] GATX: Average time per feature: 1.5 seconds [2025-09-28T04:34:55.648960] [INFO ] [CONFIGURE ] GATX: Average speed: 0.69 features/sec [2025-09-28T04:34:55.649943] [INFO ] [LOCAL ] Saved configuration for GATX: 1 features, 70.00% accuracy -> ./output/feature-sets/GATX.json [2025-09-28T04:34:55.650043] [INFO ] [CONFIGURE ] GATX: Configuration saved successfully: 1 features, 70.00% accuracy. [2025-09-28T04:34:55.650184] [INFO ] [sig ] [91/135] Successfully configured GATX | 0.02 sym/s | Total: 1.2h | ETA: 33.7m [2025-09-28T04:34:55.650279] [INFO ] [sig ] [92/135] Configuring GBCI... [2025-09-28T04:34:55.650378] [INFO ] [CONFIGURE ] GBCI: Configurate test run. [2025-09-28T04:34:55.650511] [DEBUG] [REMOTE ] Fetching historical data for symbol 'GBCI' from 'https://tdm.silogroup.org/data/derivative_storage/GBCI.csv'. [2025-09-28T04:34:55.880139] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'GBCI'. [2025-09-28T04:34:55.880691] [INFO ] [CONFIGURE ] GBCI: Testing with 29 available features [2025-09-28T04:34:55.880772] [INFO ] [CONFIGURE ] GBCI: Establishing baseline with no features... [2025-09-28T04:34:56.002351] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:34:56.113920] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:56.228963] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:34:56.357019] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:56.472358] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:34:56.586080] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:56.702715] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:56.813453] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:56.926052] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:57.037953] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:57.038170] [INFO ] [CONFIGURE ] GBCI: Baseline score (no features): 70.00% [2025-09-28T04:34:57.038282] [INFO ] [CONFIGURE ] GBCI: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:34:57.038361] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:34:57.171155] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:34:57.298835] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:57.432730] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:34:57.555883] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:34:57.681181] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:57.807471] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:57.956057] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:34:58.083466] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:58.210626] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:58.338669] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:34:58.338912] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_bollinger_bands (score: 70.00%) [2025-09-28T04:34:58.338995] [INFO ] [CONFIGURE ] JOB ETA: 33.8m | Avg: 1.6s/test | Remaining: 1302 tests [2025-09-28T04:34:58.339091] [INFO ] [CONFIGURE ] GBCI: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:34:58.339173] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:34:58.468160] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:34:58.598950] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:34:58.736273] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:34:58.869674] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:34:59.003770] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:34:59.149199] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:34:59.286697] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:34:59.419304] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:34:59.559142] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:34:59.690156] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:34:59.690358] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:34:59.690439] [INFO ] [CONFIGURE ] JOB ETA: 33.8m | Avg: 1.6s/test | Remaining: 1301 tests [2025-09-28T04:34:59.690514] [INFO ] [CONFIGURE ] GBCI: Testing feature 3/29: add_daily_returns [2025-09-28T04:34:59.690586] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_daily_returns'] [2025-09-28T04:34:59.803048] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:34:59.914983] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:00.030751] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:00.143134] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:35:00.265867] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:00.386635] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:00.504613] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:00.625487] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:00.746553] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:00.865330] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:00.865527] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:35:00.865591] [INFO ] [CONFIGURE ] JOB ETA: 33.7m | Avg: 1.6s/test | Remaining: 1300 tests [2025-09-28T04:35:00.865696] [INFO ] [CONFIGURE ] GBCI: Testing feature 4/29: add_ema [2025-09-28T04:35:00.865772] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_ema'] [2025-09-28T04:35:00.991396] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:01.124576] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:01.251238] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:35:01.381955] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:01.516697] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:01.650026] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:01.786539] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:01.920316] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:02.049489] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:02.177818] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:02.178043] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:35:02.178127] [INFO ] [CONFIGURE ] JOB ETA: 33.7m | Avg: 1.6s/test | Remaining: 1299 tests [2025-09-28T04:35:02.178203] [INFO ] [CONFIGURE ] GBCI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:35:02.178278] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:35:02.317948] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:02.457429] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:02.602281] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:02.749117] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:02.890957] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:03.035739] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:03.180670] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:03.323511] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:03.474797] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:03.626241] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:03.626448] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:35:03.626530] [INFO ] [CONFIGURE ] JOB ETA: 33.7m | Avg: 1.6s/test | Remaining: 1298 tests [2025-09-28T04:35:03.626606] [INFO ] [CONFIGURE ] GBCI: Testing feature 6/29: add_failed_moves [2025-09-28T04:35:03.626702] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_failed_moves'] [2025-09-28T04:35:03.749382] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:35:03.869482] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:03.990528] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:04.110831] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:04.235806] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:04.381465] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:04.505719] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:04.626987] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:04.757020] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:04.880197] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:04.880387] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:35:04.880468] [INFO ] [CONFIGURE ] JOB ETA: 33.7m | Avg: 1.6s/test | Remaining: 1297 tests [2025-09-28T04:35:04.880542] [INFO ] [CONFIGURE ] GBCI: Testing feature 7/29: add_lag_shelf [2025-09-28T04:35:04.880614] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_lag_shelf'] [2025-09-28T04:35:04.996092] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:35:05.111728] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:05.219027] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:05.325803] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:05.431095] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:05.537143] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:05.644431] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:05.755185] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:05.866277] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:05.983228] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:05.983492] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:35:05.983578] [INFO ] [CONFIGURE ] JOB ETA: 33.6m | Avg: 1.6s/test | Remaining: 1296 tests [2025-09-28T04:35:05.983688] [INFO ] [CONFIGURE ] GBCI: Testing feature 8/29: add_macd [2025-09-28T04:35:05.983773] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:35:06.134282] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:06.283812] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:06.433442] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:06.594385] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:06.752028] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:06.909354] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:07.063892] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:07.216034] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:07.374180] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:07.535966] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:07.536263] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:35:07.536349] [INFO ] [CONFIGURE ] JOB ETA: 33.6m | Avg: 1.6s/test | Remaining: 1295 tests [2025-09-28T04:35:07.536424] [INFO ] [CONFIGURE ] GBCI: Testing feature 9/29: add_mfi [2025-09-28T04:35:07.536504] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_mfi'] [2025-09-28T04:35:07.662316] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:07.790382] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:07.914869] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:08.042696] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:08.170465] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:08.311480] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:08.445464] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:08.579412] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:08.707978] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:08.845961] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:08.846183] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:35:08.846266] [INFO ] [CONFIGURE ] JOB ETA: 33.6m | Avg: 1.6s/test | Remaining: 1294 tests [2025-09-28T04:35:08.846347] [INFO ] [CONFIGURE ] GBCI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:35:08.846427] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:35:08.997400] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:09.147119] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:09.290352] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:35:09.434853] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:09.578046] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:09.721814] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:09.868470] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:10.009509] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:10.159322] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:10.308398] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:10.308619] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:35:10.308776] [INFO ] [CONFIGURE ] JOB ETA: 33.5m | Avg: 1.6s/test | Remaining: 1293 tests [2025-09-28T04:35:10.308950] [INFO ] [CONFIGURE ] GBCI: Testing feature 11/29: add_obv_daily [2025-09-28T04:35:10.309031] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_obv_daily'] [2025-09-28T04:35:10.433460] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:10.566850] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:10.730784] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:10.858007] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:10.981283] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:11.119180] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:11.290904] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:11.424291] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:11.546119] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:11.671891] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:11.672088] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T04:35:11.672168] [INFO ] [CONFIGURE ] JOB ETA: 33.5m | Avg: 1.6s/test | Remaining: 1292 tests [2025-09-28T04:35:11.672241] [INFO ] [CONFIGURE ] GBCI: Testing feature 12/29: add_obv_interval [2025-09-28T04:35:11.672396] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_obv_interval'] [2025-09-28T04:35:11.793309] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:11.912004] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:12.027948] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:35:12.155125] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:35:12.279127] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:12.399176] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:12.523020] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:12.661107] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:12.796530] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:12.923340] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:12.923526] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:35:12.923606] [INFO ] [CONFIGURE ] JOB ETA: 33.5m | Avg: 1.6s/test | Remaining: 1291 tests [2025-09-28T04:35:12.923733] [INFO ] [CONFIGURE ] GBCI: Testing feature 13/29: add_opening_strength [2025-09-28T04:35:12.923813] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:35:13.061943] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:13.185932] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:13.314191] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:35:13.443856] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:35:13.569805] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:13.698065] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:13.831026] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:13.961183] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:14.090953] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:14.226003] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:14.226240] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:35:14.226327] [INFO ] [CONFIGURE ] JOB ETA: 33.5m | Avg: 1.6s/test | Remaining: 1290 tests [2025-09-28T04:35:14.226490] [INFO ] [CONFIGURE ] GBCI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:35:14.226563] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T04:35:14.355985] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:14.493936] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:14.629884] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:35:14.766033] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:14.899431] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:15.032297] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:15.177493] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:15.323935] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:15.462633] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:15.601594] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:15.601821] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T04:35:15.601953] [INFO ] [CONFIGURE ] JOB ETA: 33.4m | Avg: 1.6s/test | Remaining: 1289 tests [2025-09-28T04:35:15.602040] [INFO ] [CONFIGURE ] GBCI: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:35:15.602152] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T04:35:15.717143] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:15.831293] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:15.942952] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:16.055528] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:16.193256] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:16.313167] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:16.431440] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:16.548470] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:16.665550] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:16.779978] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:16.780195] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:35:16.780301] [INFO ] [CONFIGURE ] JOB ETA: 33.4m | Avg: 1.6s/test | Remaining: 1288 tests [2025-09-28T04:35:16.780391] [INFO ] [CONFIGURE ] GBCI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:35:16.780478] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T04:35:16.897856] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:35:17.011816] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:17.130055] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:17.248216] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:35:17.367144] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:17.484863] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:17.603121] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:17.722617] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:17.851534] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:17.973823] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:17.974025] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:35:17.974111] [INFO ] [CONFIGURE ] JOB ETA: 33.4m | Avg: 1.6s/test | Remaining: 1287 tests [2025-09-28T04:35:17.974249] [INFO ] [CONFIGURE ] GBCI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:35:17.974335] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_pbf_return_2d'] [2025-09-28T04:35:18.095446] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:18.227302] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:18.372050] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:18.499358] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:35:18.625116] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:18.748730] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:18.873175] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:18.999461] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:19.123951] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:19.247726] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:19.247923] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:35:19.248003] [INFO ] [CONFIGURE ] JOB ETA: 33.3m | Avg: 1.6s/test | Remaining: 1286 tests [2025-09-28T04:35:19.248078] [INFO ] [CONFIGURE ] GBCI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:35:19.248192] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T04:35:19.360400] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:19.474145] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:19.591362] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:19.710088] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:35:19.822846] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:19.935740] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:20.049571] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:20.168893] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:20.283954] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:20.392916] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:20.393105] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:35:20.393187] [INFO ] [CONFIGURE ] JOB ETA: 33.3m | Avg: 1.6s/test | Remaining: 1285 tests [2025-09-28T04:35:20.393313] [INFO ] [CONFIGURE ] GBCI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:35:20.393387] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T04:35:20.498806] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:20.614875] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:20.730791] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:20.858951] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:20.974741] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:21.091747] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:21.208293] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:21.329530] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:21.467065] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:21.612421] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:21.612718] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:35:21.612826] [INFO ] [CONFIGURE ] JOB ETA: 33.3m | Avg: 1.6s/test | Remaining: 1284 tests [2025-09-28T04:35:21.612914] [INFO ] [CONFIGURE ] GBCI: Testing feature 20/29: add_price_rejection [2025-09-28T04:35:21.613001] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_price_rejection'] [2025-09-28T04:35:21.738225] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:21.875883] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:22.000796] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:22.130227] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:22.281732] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:22.407495] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:22.534875] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:22.662242] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:22.789107] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:22.915892] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:22.916094] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:35:22.916200] [INFO ] [CONFIGURE ] JOB ETA: 33.3m | Avg: 1.6s/test | Remaining: 1283 tests [2025-09-28T04:35:22.916292] [INFO ] [CONFIGURE ] GBCI: Testing feature 21/29: add_range_position [2025-09-28T04:35:22.916379] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_range_position'] [2025-09-28T04:35:23.052457] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:23.190998] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:23.332771] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:23.472272] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:23.623923] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:23.761521] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:23.900387] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:35:24.038418] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:24.175014] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:24.308218] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:24.308418] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:35:24.308498] [INFO ] [CONFIGURE ] JOB ETA: 33.2m | Avg: 1.6s/test | Remaining: 1282 tests [2025-09-28T04:35:24.308572] [INFO ] [CONFIGURE ] GBCI: Testing feature 22/29: add_realized_volatility [2025-09-28T04:35:24.308715] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_realized_volatility'] [2025-09-28T04:35:24.456322] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:35:24.617892] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:24.777871] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:24.932787] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:25.093384] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:25.254617] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:25.413576] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:35:25.570858] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:25.731159] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:25.885330] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:25.885553] [INFO ] [CONFIGURE ] GBCI: KEPT add_realized_volatility (score: 80.00%) [2025-09-28T04:35:25.885761] [INFO ] [CONFIGURE ] JOB ETA: 33.2m | Avg: 1.6s/test | Remaining: 1281 tests [2025-09-28T04:35:25.885844] [INFO ] [CONFIGURE ] GBCI: Testing feature 23/29: add_recent_range_context [2025-09-28T04:35:25.885916] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_realized_volatility', 'add_recent_range_context'] [2025-09-28T04:35:26.047768] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:35:26.207869] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:26.367832] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:26.526528] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:26.701318] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:26.875549] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:27.054156] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:27.235232] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:27.430509] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:27.644988] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:27.645299] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:35:27.645411] [INFO ] [CONFIGURE ] JOB ETA: 33.2m | Avg: 1.6s/test | Remaining: 1280 tests [2025-09-28T04:35:27.645599] [INFO ] [CONFIGURE ] GBCI: Testing feature 24/29: add_rsi [2025-09-28T04:35:27.645720] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_realized_volatility', 'add_ema', 'add_rsi'] [2025-09-28T04:35:27.914710] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:35:28.167931] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:35:28.415737] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:28.615586] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:35:28.797760] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:28.985288] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:29.174242] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:29.366599] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:29.558974] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:29.753408] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:29.753634] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:35:29.753739] [INFO ] [CONFIGURE ] JOB ETA: 33.2m | Avg: 1.6s/test | Remaining: 1279 tests [2025-09-28T04:35:29.753838] [INFO ] [CONFIGURE ] GBCI: Testing feature 25/29: add_tick_distribution [2025-09-28T04:35:29.754039] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_realized_volatility', 'add_tick_distribution'] [2025-09-28T04:35:29.912180] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:30.083921] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:30.249680] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:30.412758] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:30.572107] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:30.727244] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:30.886123] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:31.050770] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:31.211770] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:31.378744] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:31.379020] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T04:35:31.379139] [INFO ] [CONFIGURE ] JOB ETA: 33.1m | Avg: 1.6s/test | Remaining: 1278 tests [2025-09-28T04:35:31.379250] [INFO ] [CONFIGURE ] GBCI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:35:31.379358] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_realized_volatility', 'add_volume_momentum_confirmation'] [2025-09-28T04:35:31.552102] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:31.709550] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:31.891691] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:32.052706] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:32.218556] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:32.383276] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:32.560456] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:32.723632] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:32.894273] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:35:33.069102] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:35:33.069370] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:35:33.069485] [INFO ] [CONFIGURE ] JOB ETA: 33.1m | Avg: 1.6s/test | Remaining: 1277 tests [2025-09-28T04:35:33.069584] [INFO ] [CONFIGURE ] GBCI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:35:33.069698] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_realized_volatility', 'add_volume_price_divergence'] [2025-09-28T04:35:33.250483] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:35:33.432837] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:33.612956] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:33.793533] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:33.967598] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:34.144752] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:34.321570] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:34.504769] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:34.677623] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:34.855243] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:34.855484] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:35:34.855595] [INFO ] [CONFIGURE ] JOB ETA: 33.1m | Avg: 1.6s/test | Remaining: 1276 tests [2025-09-28T04:35:34.855724] [INFO ] [CONFIGURE ] GBCI: Testing feature 28/29: add_volume_profile [2025-09-28T04:35:34.855819] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_realized_volatility', 'add_volume_profile'] [2025-09-28T04:35:35.020476] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:35:35.183596] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:35.352907] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:35.518535] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:35.683088] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:35.846996] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:36.012623] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:36.175959] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:36.355147] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:36.536605] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:36.536835] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:35:36.536923] [INFO ] [CONFIGURE ] JOB ETA: 33.1m | Avg: 1.6s/test | Remaining: 1275 tests [2025-09-28T04:35:36.537119] [INFO ] [CONFIGURE ] GBCI: Testing feature 29/29: add_vwap [2025-09-28T04:35:36.537216] [INFO ] [CONFIGURE ] GBCI: Testing with features: ['add_realized_volatility', 'add_vwap'] [2025-09-28T04:35:36.791455] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:35:37.111819] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:37.291549] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:35:37.467548] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:37.639661] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:35:37.812740] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:35:37.983749] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:38.154111] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:38.330855] [DEBUG] [FORECASTER] GBCI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:35:38.506503] [DEBUG] [FORECASTER] GBCI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:35:38.506766] [INFO ] [CONFIGURE ] GBCI: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:35:38.506896] [INFO ] [CONFIGURE ] JOB ETA: 33.0m | Avg: 1.6s/test | Remaining: 1274 tests [2025-09-28T04:35:38.507010] [INFO ] [CONFIGURE ] GBCI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:35:38.507125] [INFO ] [CONFIGURE ] GBCI: Best accuracy: 80.00% [2025-09-28T04:35:38.507214] [INFO ] [CONFIGURE ] GBCI: Best feature set (1 features): ['add_realized_volatility'] [2025-09-28T04:35:38.507341] [INFO ] [CONFIGURE ] GBCI: Improvement over baseline: 10.00% [2025-09-28T04:35:38.507415] [INFO ] [CONFIGURE ] GBCI: Total time: 41.5 seconds [2025-09-28T04:35:38.507527] [INFO ] [CONFIGURE ] GBCI: Average time per feature: 1.4 seconds [2025-09-28T04:35:38.507609] [INFO ] [CONFIGURE ] GBCI: Average speed: 0.70 features/sec [2025-09-28T04:35:38.508591] [INFO ] [LOCAL ] Saved configuration for GBCI: 1 features, 80.00% accuracy -> ./output/feature-sets/GBCI.json [2025-09-28T04:35:38.508713] [INFO ] [CONFIGURE ] GBCI: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T04:35:38.508873] [INFO ] [sig ] [92/135] Successfully configured GBCI | 0.02 sym/s | Total: 1.2h | ETA: 32.9m [2025-09-28T04:35:38.508969] [INFO ] [sig ] [93/135] Configuring GCV... [2025-09-28T04:35:38.509089] [INFO ] [CONFIGURE ] GCV: Configurate test run. [2025-09-28T04:35:38.509202] [DEBUG] [REMOTE ] Fetching historical data for symbol 'GCV' from 'https://tdm.silogroup.org/data/derivative_storage/GCV.csv'. [2025-09-28T04:35:38.536638] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'GCV'. [2025-09-28T04:35:38.537334] [INFO ] [CONFIGURE ] GCV: Testing with 29 available features [2025-09-28T04:35:38.537417] [INFO ] [CONFIGURE ] GCV: Establishing baseline with no features... [2025-09-28T04:35:38.648767] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:38.759684] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:38.873920] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:38.987312] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:39.096770] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:39.207810] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:39.317814] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:39.429292] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:35:39.541789] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:39.654403] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:39.654598] [INFO ] [CONFIGURE ] GCV: Baseline score (no features): 50.00% [2025-09-28T04:35:39.654703] [INFO ] [CONFIGURE ] GCV: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:35:39.654854] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:35:39.782791] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:39.900222] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:40.016711] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:40.133888] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:40.252209] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:40.372217] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:40.495480] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:40.623353] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:40.762436] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:40.888430] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:40.888637] [INFO ] [CONFIGURE ] GCV: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:35:40.888873] [INFO ] [CONFIGURE ] JOB ETA: 33.0m | Avg: 1.6s/test | Remaining: 1273 tests [2025-09-28T04:35:40.888940] [INFO ] [CONFIGURE ] GCV: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:35:40.889009] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:35:41.030456] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:35:41.171723] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:41.318811] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:41.458098] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:41.604118] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:41.750455] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:41.896258] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:35:42.039821] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:35:42.181910] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:42.427817] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:42.428019] [INFO ] [CONFIGURE ] GCV: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:35:42.428103] [INFO ] [CONFIGURE ] JOB ETA: 33.0m | Avg: 1.6s/test | Remaining: 1272 tests [2025-09-28T04:35:42.428259] [INFO ] [CONFIGURE ] GCV: Testing feature 3/29: add_daily_returns [2025-09-28T04:35:42.428332] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:35:42.551932] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:35:42.679871] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:42.809630] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:42.937472] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:43.067896] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:43.197103] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:43.326403] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:35:43.451609] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:35:43.576567] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:43.701270] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:43.701475] [INFO ] [CONFIGURE ] GCV: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:35:43.701555] [INFO ] [CONFIGURE ] JOB ETA: 33.0m | Avg: 1.6s/test | Remaining: 1271 tests [2025-09-28T04:35:43.701727] [INFO ] [CONFIGURE ] GCV: Testing feature 4/29: add_ema [2025-09-28T04:35:43.701775] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:35:43.838475] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:43.979268] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:44.118818] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:44.264279] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:44.413876] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:44.554979] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:44.698572] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:44.842223] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:44.981778] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:45.121730] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:45.121952] [INFO ] [CONFIGURE ] GCV: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:35:45.122036] [INFO ] [CONFIGURE ] JOB ETA: 32.9m | Avg: 1.6s/test | Remaining: 1270 tests [2025-09-28T04:35:45.122113] [INFO ] [CONFIGURE ] GCV: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:35:45.122216] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:35:45.268187] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:45.414691] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:45.561873] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:45.707565] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:45.853204] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:46.001836] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:46.156072] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:35:46.310481] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:35:46.464513] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:46.621062] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:46.621271] [INFO ] [CONFIGURE ] GCV: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:35:46.621381] [INFO ] [CONFIGURE ] JOB ETA: 32.9m | Avg: 1.6s/test | Remaining: 1269 tests [2025-09-28T04:35:46.621473] [INFO ] [CONFIGURE ] GCV: Testing feature 6/29: add_failed_moves [2025-09-28T04:35:46.621562] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:35:46.753317] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:46.882364] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:47.009311] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:47.135953] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:47.262950] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:47.389120] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:47.518829] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:47.648888] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:47.779814] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:47.913935] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:47.914137] [INFO ] [CONFIGURE ] GCV: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:35:47.914301] [INFO ] [CONFIGURE ] JOB ETA: 32.9m | Avg: 1.6s/test | Remaining: 1268 tests [2025-09-28T04:35:47.914382] [INFO ] [CONFIGURE ] GCV: Testing feature 7/29: add_lag_shelf [2025-09-28T04:35:47.914457] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:35:48.049010] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:48.165791] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:48.286974] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:48.407596] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:48.535881] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:48.663670] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:48.792561] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:48.921116] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:49.051166] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:49.181922] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:49.182115] [INFO ] [CONFIGURE ] GCV: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:35:49.182217] [INFO ] [CONFIGURE ] JOB ETA: 32.8m | Avg: 1.6s/test | Remaining: 1267 tests [2025-09-28T04:35:49.182306] [INFO ] [CONFIGURE ] GCV: Testing feature 8/29: add_macd [2025-09-28T04:35:49.182392] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:35:49.355888] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:49.513113] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:49.670536] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:49.828487] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:49.991596] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:50.156532] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:50.327930] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:35:50.497785] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:35:50.674679] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:50.847917] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:50.848143] [INFO ] [CONFIGURE ] GCV: DISCARDED add_macd (score: 60.00%) [2025-09-28T04:35:50.848228] [INFO ] [CONFIGURE ] JOB ETA: 32.8m | Avg: 1.6s/test | Remaining: 1266 tests [2025-09-28T04:35:50.848395] [INFO ] [CONFIGURE ] GCV: Testing feature 9/29: add_mfi [2025-09-28T04:35:50.848482] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:35:50.985071] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:51.121589] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:51.258455] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:51.393735] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:51.667499] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:51.812515] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:51.949688] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:35:52.085224] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:52.220782] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:52.358680] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:52.358896] [INFO ] [CONFIGURE ] GCV: KEPT add_mfi (score: 70.00%) [2025-09-28T04:35:52.359001] [INFO ] [CONFIGURE ] JOB ETA: 32.8m | Avg: 1.6s/test | Remaining: 1265 tests [2025-09-28T04:35:52.359091] [INFO ] [CONFIGURE ] GCV: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:35:52.359177] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:35:52.529037] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:35:52.701166] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:52.873858] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:53.045098] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:53.218483] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:53.390079] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:53.566296] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:53.768800] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:53.948155] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:54.126741] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:54.127057] [INFO ] [CONFIGURE ] GCV: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:35:54.127167] [INFO ] [CONFIGURE ] JOB ETA: 32.8m | Avg: 1.6s/test | Remaining: 1264 tests [2025-09-28T04:35:54.127275] [INFO ] [CONFIGURE ] GCV: Testing feature 11/29: add_obv_daily [2025-09-28T04:35:54.127370] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_obv_daily'] [2025-09-28T04:35:54.280281] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:54.428159] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:54.581309] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:54.728583] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:54.874479] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:55.030981] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:55.187358] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:55.339512] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:55.490661] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:55.641025] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:55.641255] [INFO ] [CONFIGURE ] GCV: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:35:55.641348] [INFO ] [CONFIGURE ] JOB ETA: 32.7m | Avg: 1.6s/test | Remaining: 1263 tests [2025-09-28T04:35:55.641530] [INFO ] [CONFIGURE ] GCV: Testing feature 12/29: add_obv_interval [2025-09-28T04:35:55.641615] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_obv_interval'] [2025-09-28T04:35:55.794820] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:35:55.938308] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:56.087565] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:56.230456] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:56.372934] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:56.516441] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:56.661240] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:35:56.807617] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:35:56.956319] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:57.104561] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:57.104798] [INFO ] [CONFIGURE ] GCV: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:35:57.104991] [INFO ] [CONFIGURE ] JOB ETA: 32.7m | Avg: 1.6s/test | Remaining: 1262 tests [2025-09-28T04:35:57.105078] [INFO ] [CONFIGURE ] GCV: Testing feature 13/29: add_opening_strength [2025-09-28T04:35:57.105155] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:35:57.257727] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:35:57.412496] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:57.569494] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:57.728187] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:57.891115] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:58.050478] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:58.205070] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:35:58.360731] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:35:58.515847] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:35:58.680200] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:35:58.680413] [INFO ] [CONFIGURE ] GCV: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:35:58.680571] [INFO ] [CONFIGURE ] JOB ETA: 32.7m | Avg: 1.6s/test | Remaining: 1261 tests [2025-09-28T04:35:58.680822] [INFO ] [CONFIGURE ] GCV: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:35:58.680902] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_order_flow_imbalance'] [2025-09-28T04:35:58.840105] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:35:59.004386] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:35:59.160226] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:35:59.315668] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:35:59.474353] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:35:59.642017] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:35:59.801370] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:35:59.960508] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:00.120575] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:36:00.285534] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:00.285784] [INFO ] [CONFIGURE ] GCV: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T04:36:00.285974] [INFO ] [CONFIGURE ] JOB ETA: 32.7m | Avg: 1.6s/test | Remaining: 1260 tests [2025-09-28T04:36:00.286067] [INFO ] [CONFIGURE ] GCV: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:36:00.286167] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_pbf_morning_momentum'] [2025-09-28T04:36:00.432769] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:00.577062] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:00.731255] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:00.875020] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:01.021481] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:01.165981] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:01.314611] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:01.466301] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:01.631693] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:01.789964] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:01.790163] [INFO ] [CONFIGURE ] GCV: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:36:01.790244] [INFO ] [CONFIGURE ] JOB ETA: 32.6m | Avg: 1.6s/test | Remaining: 1259 tests [2025-09-28T04:36:01.790404] [INFO ] [CONFIGURE ] GCV: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:36:01.790476] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_pbf_overnight_gap'] [2025-09-28T04:36:01.937357] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:02.087887] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:02.240508] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:02.396220] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:02.551051] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:02.712034] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:02.872204] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:03.030547] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:03.183222] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:03.346994] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:03.347498] [INFO ] [CONFIGURE ] GCV: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:36:03.347582] [INFO ] [CONFIGURE ] JOB ETA: 32.6m | Avg: 1.6s/test | Remaining: 1258 tests [2025-09-28T04:36:03.347681] [INFO ] [CONFIGURE ] GCV: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:36:03.347757] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_pbf_return_2d'] [2025-09-28T04:36:03.501079] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:03.656039] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:03.811732] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:03.964976] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:04.120305] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:04.290142] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:04.454391] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:04.611871] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:04.771468] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:04.937176] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:04.937405] [INFO ] [CONFIGURE ] GCV: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:36:04.937512] [INFO ] [CONFIGURE ] JOB ETA: 32.6m | Avg: 1.6s/test | Remaining: 1257 tests [2025-09-28T04:36:04.937603] [INFO ] [CONFIGURE ] GCV: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:36:04.937704] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_pbf_volatility_5d'] [2025-09-28T04:36:05.074202] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:05.212496] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:05.353401] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:05.497334] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:05.646216] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:05.815849] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:05.967718] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:06.108963] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:06.255131] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:06.403723] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:06.403945] [INFO ] [CONFIGURE ] GCV: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:36:06.404050] [INFO ] [CONFIGURE ] JOB ETA: 32.6m | Avg: 1.6s/test | Remaining: 1256 tests [2025-09-28T04:36:06.404147] [INFO ] [CONFIGURE ] GCV: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:36:06.404255] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_pbf_vs_sma_5'] [2025-09-28T04:36:06.548896] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:06.692192] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:06.832074] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:06.974760] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:07.127745] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:07.277886] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:07.425302] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:07.579674] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:07.730130] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:07.876343] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:07.876559] [INFO ] [CONFIGURE ] GCV: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:36:07.876664] [INFO ] [CONFIGURE ] JOB ETA: 32.5m | Avg: 1.6s/test | Remaining: 1255 tests [2025-09-28T04:36:07.876776] [INFO ] [CONFIGURE ] GCV: Testing feature 20/29: add_price_rejection [2025-09-28T04:36:07.876978] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_price_rejection'] [2025-09-28T04:36:08.025592] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:08.178089] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:08.327194] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:08.484950] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:08.671032] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:08.879879] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:09.089079] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:09.295692] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:09.483344] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:09.649030] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:09.649250] [INFO ] [CONFIGURE ] GCV: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:36:09.649332] [INFO ] [CONFIGURE ] JOB ETA: 32.5m | Avg: 1.6s/test | Remaining: 1254 tests [2025-09-28T04:36:09.649411] [INFO ] [CONFIGURE ] GCV: Testing feature 21/29: add_range_position [2025-09-28T04:36:09.649539] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_range_position'] [2025-09-28T04:36:09.809371] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:09.975888] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:10.141845] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:10.302555] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:10.464921] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:10.629050] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:10.792236] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:10.958026] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:11.127424] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:11.301446] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:11.301697] [INFO ] [CONFIGURE ] GCV: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:36:11.301809] [INFO ] [CONFIGURE ] JOB ETA: 32.5m | Avg: 1.6s/test | Remaining: 1253 tests [2025-09-28T04:36:11.301904] [INFO ] [CONFIGURE ] GCV: Testing feature 22/29: add_realized_volatility [2025-09-28T04:36:11.301996] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_realized_volatility'] [2025-09-28T04:36:11.480235] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:11.657734] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:11.839124] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:12.021495] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:12.208523] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:12.392757] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:12.575844] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:12.758367] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:12.941148] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:13.124331] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:13.124544] [INFO ] [CONFIGURE ] GCV: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:36:13.124626] [INFO ] [CONFIGURE ] JOB ETA: 32.5m | Avg: 1.6s/test | Remaining: 1252 tests [2025-09-28T04:36:13.124803] [INFO ] [CONFIGURE ] GCV: Testing feature 23/29: add_recent_range_context [2025-09-28T04:36:13.124905] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_recent_range_context'] [2025-09-28T04:36:13.273339] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:13.419004] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:13.565503] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:13.713218] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:13.866767] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:14.015886] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:14.166804] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:14.315783] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:14.469522] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:14.626698] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:14.626956] [INFO ] [CONFIGURE ] GCV: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:36:14.627039] [INFO ] [CONFIGURE ] JOB ETA: 32.4m | Avg: 1.6s/test | Remaining: 1251 tests [2025-09-28T04:36:14.627191] [INFO ] [CONFIGURE ] GCV: Testing feature 24/29: add_rsi [2025-09-28T04:36:14.627263] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_ema', 'add_rsi'] [2025-09-28T04:36:14.794402] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:14.959773] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:15.127050] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:15.297573] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:15.467183] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:15.645985] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:15.815462] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:15.984330] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:16.157152] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:16.326950] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:16.327211] [INFO ] [CONFIGURE ] GCV: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:36:16.327336] [INFO ] [CONFIGURE ] JOB ETA: 32.4m | Avg: 1.6s/test | Remaining: 1250 tests [2025-09-28T04:36:16.327443] [INFO ] [CONFIGURE ] GCV: Testing feature 25/29: add_tick_distribution [2025-09-28T04:36:16.327552] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_tick_distribution'] [2025-09-28T04:36:16.487834] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:16.634768] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:16.781136] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:16.929723] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:17.079185] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:17.229021] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:17.379841] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:17.525490] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:17.683196] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:17.841775] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:17.841995] [INFO ] [CONFIGURE ] GCV: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:36:17.842101] [INFO ] [CONFIGURE ] JOB ETA: 32.4m | Avg: 1.6s/test | Remaining: 1249 tests [2025-09-28T04:36:17.842194] [INFO ] [CONFIGURE ] GCV: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:36:17.842285] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_volume_momentum_confirmation'] [2025-09-28T04:36:17.994449] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:18.143289] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:18.287356] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:18.432258] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:18.580747] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:18.732901] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:36:18.886799] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:19.048531] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:19.206532] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:19.361399] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:19.361631] [INFO ] [CONFIGURE ] GCV: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:36:19.361736] [INFO ] [CONFIGURE ] JOB ETA: 32.4m | Avg: 1.6s/test | Remaining: 1248 tests [2025-09-28T04:36:19.361813] [INFO ] [CONFIGURE ] GCV: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:36:19.361917] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_volume_price_divergence'] [2025-09-28T04:36:19.521910] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:19.685925] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:19.854221] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:20.045264] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:20.260270] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:36:20.509236] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:20.733157] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:20.934102] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:21.107366] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:21.275493] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:21.275743] [INFO ] [CONFIGURE ] GCV: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T04:36:21.275828] [INFO ] [CONFIGURE ] JOB ETA: 32.3m | Avg: 1.6s/test | Remaining: 1247 tests [2025-09-28T04:36:21.275982] [INFO ] [CONFIGURE ] GCV: Testing feature 28/29: add_volume_profile [2025-09-28T04:36:21.276058] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_volume_profile'] [2025-09-28T04:36:21.426911] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:21.587176] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:21.748162] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:21.902620] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:22.054690] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:22.207561] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:22.361681] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:22.514478] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:22.672400] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:36:22.830826] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:22.831074] [INFO ] [CONFIGURE ] GCV: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T04:36:22.831195] [INFO ] [CONFIGURE ] JOB ETA: 32.3m | Avg: 1.6s/test | Remaining: 1246 tests [2025-09-28T04:36:22.831300] [INFO ] [CONFIGURE ] GCV: Testing feature 29/29: add_vwap [2025-09-28T04:36:22.831396] [INFO ] [CONFIGURE ] GCV: Testing with features: ['add_bollinger_bands', 'add_mfi', 'add_vwap'] [2025-09-28T04:36:22.988038] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:23.215352] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:23.435585] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:36:23.683593] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:36:23.914402] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:36:24.149337] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:36:24.322885] [DEBUG] [FORECASTER] GCV: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:24.483770] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:24.635999] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:36:24.796732] [DEBUG] [FORECASTER] GCV: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:36:24.796979] [INFO ] [CONFIGURE ] GCV: DISCARDED add_vwap (score: 40.00%) [2025-09-28T04:36:24.797135] [INFO ] [CONFIGURE ] JOB ETA: 32.3m | Avg: 1.6s/test | Remaining: 1245 tests [2025-09-28T04:36:24.797215] [INFO ] [CONFIGURE ] GCV: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:36:24.797284] [INFO ] [CONFIGURE ] GCV: Best accuracy: 70.00% [2025-09-28T04:36:24.797382] [INFO ] [CONFIGURE ] GCV: Best feature set (2 features): ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:36:24.797467] [INFO ] [CONFIGURE ] GCV: Improvement over baseline: 20.00% [2025-09-28T04:36:24.797549] [INFO ] [CONFIGURE ] GCV: Total time: 45.1 seconds [2025-09-28T04:36:24.797628] [INFO ] [CONFIGURE ] GCV: Average time per feature: 1.6 seconds [2025-09-28T04:36:24.797757] [INFO ] [CONFIGURE ] GCV: Average speed: 0.64 features/sec [2025-09-28T04:36:24.798680] [INFO ] [LOCAL ] Saved configuration for GCV: 2 features, 70.00% accuracy -> ./output/feature-sets/GCV.json [2025-09-28T04:36:24.798760] [INFO ] [CONFIGURE ] GCV: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T04:36:24.798901] [INFO ] [sig ] [93/135] Successfully configured GCV | 0.02 sym/s | Total: 1.2h | ETA: 32.2m [2025-09-28T04:36:24.798988] [INFO ] [sig ] [94/135] Configuring GGG... [2025-09-28T04:36:24.799071] [INFO ] [CONFIGURE ] GGG: Configurate test run. [2025-09-28T04:36:24.799173] [DEBUG] [REMOTE ] Fetching historical data for symbol 'GGG' from 'https://tdm.silogroup.org/data/derivative_storage/GGG.csv'. [2025-09-28T04:36:24.913612] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'GGG'. [2025-09-28T04:36:24.914125] [INFO ] [CONFIGURE ] GGG: Testing with 29 available features [2025-09-28T04:36:24.914209] [INFO ] [CONFIGURE ] GGG: Establishing baseline with no features... [2025-09-28T04:36:25.035666] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:25.165252] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:25.275600] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:36:25.392314] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:36:25.501711] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:25.612964] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:36:25.724200] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:25.840044] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:25.959963] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:26.076304] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:36:26.076517] [INFO ] [CONFIGURE ] GGG: Baseline score (no features): 50.00% [2025-09-28T04:36:26.076600] [INFO ] [CONFIGURE ] GGG: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:36:26.076696] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:36:26.208616] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:26.329668] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:26.450635] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:36:26.577810] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:36:26.710877] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:26.835196] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:26.965752] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:27.105422] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:27.234579] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:36:27.367221] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:36:27.367416] [INFO ] [CONFIGURE ] GGG: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:36:27.367499] [INFO ] [CONFIGURE ] JOB ETA: 32.3m | Avg: 1.6s/test | Remaining: 1244 tests [2025-09-28T04:36:27.367575] [INFO ] [CONFIGURE ] GGG: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:36:27.367670] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:36:27.498270] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:27.635259] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:27.780384] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:36:27.912322] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:36:28.039947] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:36:28.172220] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:28.304550] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:28.445951] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:28.595368] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:28.733884] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:36:28.734103] [INFO ] [CONFIGURE ] GGG: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:36:28.734186] [INFO ] [CONFIGURE ] JOB ETA: 32.2m | Avg: 1.6s/test | Remaining: 1243 tests [2025-09-28T04:36:28.734264] [INFO ] [CONFIGURE ] GGG: Testing feature 3/29: add_daily_returns [2025-09-28T04:36:28.734313] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_daily_returns'] [2025-09-28T04:36:28.851079] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:28.966086] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:29.079821] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:36:29.208875] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:29.328985] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:29.445109] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:29.565321] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:29.689255] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:29.818065] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:29.936078] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:36:29.936291] [INFO ] [CONFIGURE ] GGG: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T04:36:29.936373] [INFO ] [CONFIGURE ] JOB ETA: 32.2m | Avg: 1.6s/test | Remaining: 1242 tests [2025-09-28T04:36:29.936448] [INFO ] [CONFIGURE ] GGG: Testing feature 4/29: add_ema [2025-09-28T04:36:29.936520] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_ema'] [2025-09-28T04:36:30.067980] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:30.196500] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:30.329772] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:36:30.463428] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:36:30.595774] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:30.727718] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:30.866787] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:31.004356] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:31.144058] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:31.284320] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:36:31.284534] [INFO ] [CONFIGURE ] GGG: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:36:31.284618] [INFO ] [CONFIGURE ] JOB ETA: 32.2m | Avg: 1.6s/test | Remaining: 1241 tests [2025-09-28T04:36:31.284715] [INFO ] [CONFIGURE ] GGG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:36:31.284789] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:36:31.424171] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:31.557409] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:31.699520] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:31.839637] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:31.978271] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:32.118826] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:32.257251] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:32.404869] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:32.547919] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:32.699158] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:32.699389] [INFO ] [CONFIGURE ] GGG: KEPT add_exhaustion_signals (score: 70.00%) [2025-09-28T04:36:32.699473] [INFO ] [CONFIGURE ] JOB ETA: 32.1m | Avg: 1.6s/test | Remaining: 1240 tests [2025-09-28T04:36:32.699548] [INFO ] [CONFIGURE ] GGG: Testing feature 6/29: add_failed_moves [2025-09-28T04:36:32.699633] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:36:32.849024] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:32.995331] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:33.144878] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:33.304877] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:33.447559] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:33.590409] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:33.734266] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:33.876403] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:34.020976] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:34.163310] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:34.163516] [INFO ] [CONFIGURE ] GGG: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:36:34.163598] [INFO ] [CONFIGURE ] JOB ETA: 32.1m | Avg: 1.6s/test | Remaining: 1239 tests [2025-09-28T04:36:34.163696] [INFO ] [CONFIGURE ] GGG: Testing feature 7/29: add_lag_shelf [2025-09-28T04:36:34.163757] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:36:34.295211] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:34.432195] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:34.578896] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:34.719940] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:36:34.859311] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:35.002546] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:35.145223] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:35.288058] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:35.429153] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:35.575323] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:35.575529] [INFO ] [CONFIGURE ] GGG: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:36:35.575611] [INFO ] [CONFIGURE ] JOB ETA: 32.1m | Avg: 1.6s/test | Remaining: 1238 tests [2025-09-28T04:36:35.575710] [INFO ] [CONFIGURE ] GGG: Testing feature 8/29: add_macd [2025-09-28T04:36:35.575785] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:36:35.739033] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:35.901905] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:36.063823] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:36:36.231904] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:36.396660] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:36:36.561073] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:36:36.725159] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:36.897363] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:37.072291] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:37.248541] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:37.248831] [INFO ] [CONFIGURE ] GGG: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:36:37.248915] [INFO ] [CONFIGURE ] JOB ETA: 32.1m | Avg: 1.6s/test | Remaining: 1237 tests [2025-09-28T04:36:37.248994] [INFO ] [CONFIGURE ] GGG: Testing feature 9/29: add_mfi [2025-09-28T04:36:37.249068] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T04:36:37.408103] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:37.591841] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:37.830300] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:37.983473] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:38.140350] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:38.289371] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:38.440165] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:38.593934] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:38.756262] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:38.925575] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:38.925815] [INFO ] [CONFIGURE ] GGG: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:36:38.925914] [INFO ] [CONFIGURE ] JOB ETA: 32.0m | Avg: 1.6s/test | Remaining: 1236 tests [2025-09-28T04:36:38.926072] [INFO ] [CONFIGURE ] GGG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:36:38.926166] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:36:39.104297] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:39.274742] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:39.448345] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:39.630159] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:36:39.805733] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:36:39.984771] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:40.160426] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:40.336089] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:40.511923] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:40.688113] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:40.688332] [INFO ] [CONFIGURE ] GGG: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:36:40.688416] [INFO ] [CONFIGURE ] JOB ETA: 32.0m | Avg: 1.6s/test | Remaining: 1235 tests [2025-09-28T04:36:40.688492] [INFO ] [CONFIGURE ] GGG: Testing feature 11/29: add_obv_daily [2025-09-28T04:36:40.688541] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T04:36:40.831538] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:40.976242] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:41.118883] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:41.262639] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:41.409915] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:41.558439] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:41.726517] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:41.873314] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:42.021835] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:42.172973] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:42.173184] [INFO ] [CONFIGURE ] GGG: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:36:42.173275] [INFO ] [CONFIGURE ] JOB ETA: 32.0m | Avg: 1.6s/test | Remaining: 1234 tests [2025-09-28T04:36:42.173351] [INFO ] [CONFIGURE ] GGG: Testing feature 12/29: add_obv_interval [2025-09-28T04:36:42.173398] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T04:36:42.317998] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:42.466179] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:42.611467] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:42.760668] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:36:42.914361] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:36:43.065006] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:43.213235] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:43.361370] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:43.559570] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:43.757407] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:43.757733] [INFO ] [CONFIGURE ] GGG: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:36:43.757849] [INFO ] [CONFIGURE ] JOB ETA: 32.0m | Avg: 1.6s/test | Remaining: 1233 tests [2025-09-28T04:36:43.757962] [INFO ] [CONFIGURE ] GGG: Testing feature 13/29: add_opening_strength [2025-09-28T04:36:43.758067] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:36:43.950399] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:44.117910] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:44.264897] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:36:44.415884] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:44.569165] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:44.723691] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:44.880793] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:45.037725] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:45.197594] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:36:45.355994] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:45.356189] [INFO ] [CONFIGURE ] GGG: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:36:45.356271] [INFO ] [CONFIGURE ] JOB ETA: 31.9m | Avg: 1.6s/test | Remaining: 1232 tests [2025-09-28T04:36:45.356348] [INFO ] [CONFIGURE ] GGG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:36:45.356421] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T04:36:45.510148] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:45.671912] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:45.837860] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:45.998966] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:46.159547] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:36:46.322976] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:36:46.490386] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:46.649144] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:46.807889] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:46.973119] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:46.973356] [INFO ] [CONFIGURE ] GGG: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:36:46.973474] [INFO ] [CONFIGURE ] JOB ETA: 31.9m | Avg: 1.6s/test | Remaining: 1231 tests [2025-09-28T04:36:46.973575] [INFO ] [CONFIGURE ] GGG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:36:46.973697] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T04:36:47.115442] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:47.257536] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:47.403479] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:47.547770] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:47.693892] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:47.839015] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:47.983148] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:48.127810] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:48.272498] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:48.415480] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:48.415713] [INFO ] [CONFIGURE ] GGG: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:36:48.415817] [INFO ] [CONFIGURE ] JOB ETA: 31.9m | Avg: 1.6s/test | Remaining: 1230 tests [2025-09-28T04:36:48.415909] [INFO ] [CONFIGURE ] GGG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:36:48.416001] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T04:36:48.563283] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:36:48.711777] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:48.860538] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:36:49.011483] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:49.164006] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:49.310936] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:49.456925] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:49.603392] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:49.750015] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:49.901865] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:49.902156] [INFO ] [CONFIGURE ] GGG: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T04:36:49.902243] [INFO ] [CONFIGURE ] JOB ETA: 31.9m | Avg: 1.6s/test | Remaining: 1229 tests [2025-09-28T04:36:49.902335] [INFO ] [CONFIGURE ] GGG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:36:49.902427] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T04:36:50.055825] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:50.211478] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:50.362921] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:50.526460] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:50.692818] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:50.855045] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:51.017390] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:51.179522] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:51.338208] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:51.508819] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:51.509022] [INFO ] [CONFIGURE ] GGG: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:36:51.509196] [INFO ] [CONFIGURE ] JOB ETA: 31.8m | Avg: 1.6s/test | Remaining: 1228 tests [2025-09-28T04:36:51.509277] [INFO ] [CONFIGURE ] GGG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:36:51.509350] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T04:36:51.652095] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:51.798523] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:51.943137] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:52.089511] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:52.232876] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:52.380144] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:52.524797] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:52.663726] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:52.802785] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:52.944605] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:52.944824] [INFO ] [CONFIGURE ] GGG: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:36:52.944943] [INFO ] [CONFIGURE ] JOB ETA: 31.8m | Avg: 1.6s/test | Remaining: 1227 tests [2025-09-28T04:36:52.945026] [INFO ] [CONFIGURE ] GGG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:36:52.945114] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T04:36:53.088123] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:53.224170] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:53.364549] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:53.508015] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:53.649816] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:53.794629] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:53.941385] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:54.082492] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:54.228154] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:54.374726] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:36:54.374948] [INFO ] [CONFIGURE ] GGG: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:36:54.375054] [INFO ] [CONFIGURE ] JOB ETA: 31.8m | Avg: 1.6s/test | Remaining: 1226 tests [2025-09-28T04:36:54.375145] [INFO ] [CONFIGURE ] GGG: Testing feature 20/29: add_price_rejection [2025-09-28T04:36:54.375232] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T04:36:54.520847] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:54.666341] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:54.813876] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:54.965624] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:55.116975] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:55.268786] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:36:55.423601] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:36:55.578091] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:55.734123] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:55.885750] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:36:55.885937] [INFO ] [CONFIGURE ] GGG: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:36:55.886020] [INFO ] [CONFIGURE ] JOB ETA: 31.8m | Avg: 1.6s/test | Remaining: 1225 tests [2025-09-28T04:36:55.886170] [INFO ] [CONFIGURE ] GGG: Testing feature 21/29: add_range_position [2025-09-28T04:36:55.886274] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T04:36:56.045749] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:56.209724] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:56.372312] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:56.534269] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:56.692317] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:36:56.866083] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:57.025354] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:57.185478] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:36:57.350944] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:36:57.513080] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:36:57.513280] [INFO ] [CONFIGURE ] GGG: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:36:57.513438] [INFO ] [CONFIGURE ] JOB ETA: 31.7m | Avg: 1.6s/test | Remaining: 1224 tests [2025-09-28T04:36:57.513517] [INFO ] [CONFIGURE ] GGG: Testing feature 22/29: add_realized_volatility [2025-09-28T04:36:57.513589] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T04:36:57.684972] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:57.864900] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:36:58.040838] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:36:58.216335] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:36:58.395118] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:36:58.576113] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:36:58.764967] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:36:58.951492] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:36:59.137619] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:36:59.319289] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:36:59.319549] [INFO ] [CONFIGURE ] GGG: DISCARDED add_realized_volatility (score: 30.00%) [2025-09-28T04:36:59.319636] [INFO ] [CONFIGURE ] JOB ETA: 31.7m | Avg: 1.6s/test | Remaining: 1223 tests [2025-09-28T04:36:59.319846] [INFO ] [CONFIGURE ] GGG: Testing feature 23/29: add_recent_range_context [2025-09-28T04:36:59.319938] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T04:36:59.471578] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:36:59.618114] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:36:59.767410] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:36:59.918992] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:00.071759] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:00.225097] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:37:00.378482] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:37:00.531734] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:00.684741] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:37:00.839068] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:37:00.839279] [INFO ] [CONFIGURE ] GGG: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:37:00.839360] [INFO ] [CONFIGURE ] JOB ETA: 31.7m | Avg: 1.6s/test | Remaining: 1222 tests [2025-09-28T04:37:00.839435] [INFO ] [CONFIGURE ] GGG: Testing feature 24/29: add_rsi [2025-09-28T04:37:00.839508] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T04:37:01.002724] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:37:01.167450] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:01.355942] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:37:01.530318] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:37:01.700064] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:37:01.888625] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:37:02.063555] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:37:02.242730] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:02.419725] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:37:02.601789] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:37:02.602042] [INFO ] [CONFIGURE ] GGG: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:37:02.602126] [INFO ] [CONFIGURE ] JOB ETA: 31.7m | Avg: 1.6s/test | Remaining: 1221 tests [2025-09-28T04:37:02.602204] [INFO ] [CONFIGURE ] GGG: Testing feature 25/29: add_tick_distribution [2025-09-28T04:37:02.602277] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T04:37:02.749418] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:37:02.895208] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:37:03.040920] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:37:03.182227] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:37:03.328509] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:03.498822] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:37:03.650558] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:37:03.805731] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:03.985531] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:37:04.169794] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:37:04.170039] [INFO ] [CONFIGURE ] GGG: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:37:04.170126] [INFO ] [CONFIGURE ] JOB ETA: 31.6m | Avg: 1.6s/test | Remaining: 1220 tests [2025-09-28T04:37:04.170221] [INFO ] [CONFIGURE ] GGG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:37:04.170273] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T04:37:04.324598] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:37:04.479737] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:37:04.634101] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:37:04.784610] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:04.936765] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:05.084800] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:37:05.240116] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:37:05.391987] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:05.541739] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:37:05.696835] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:37:05.697120] [INFO ] [CONFIGURE ] GGG: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:37:05.697204] [INFO ] [CONFIGURE ] JOB ETA: 31.6m | Avg: 1.6s/test | Remaining: 1219 tests [2025-09-28T04:37:05.697282] [INFO ] [CONFIGURE ] GGG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:37:05.697357] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T04:37:05.859096] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:37:06.014328] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:37:06.176396] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:37:06.343153] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:06.508597] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:37:06.672176] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:37:06.835306] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:37:06.994097] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:07.154104] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:37:07.325610] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:37:07.325823] [INFO ] [CONFIGURE ] GGG: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:37:07.325962] [INFO ] [CONFIGURE ] JOB ETA: 31.6m | Avg: 1.6s/test | Remaining: 1218 tests [2025-09-28T04:37:07.326054] [INFO ] [CONFIGURE ] GGG: Testing feature 28/29: add_volume_profile [2025-09-28T04:37:07.326127] [INFO ] [CONFIGURE ] GGG: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T04:37:07.482446] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:37:07.637159] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:37:07.798543] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:37:07.955528] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:37:08.117466] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:37:08.274283] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:08.433980] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:37:08.597607] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:08.759398] [DEBUG] [FORECASTER] GGG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:37:08.923551] [DEBUG] [FORECASTER] GGG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:37:08.923847] [INFO ] [CONFIGURE ] GGG: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:37:08.923950] [INFO ] [CONFIGURE ] JOB ETA: 31.6m | Avg: 1.6s/test | Remaining: 1217 tests [2025-09-28T04:37:08.924071] [INFO ] [CONFIGURE ] GGG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:37:08.924163] [INFO ] [CONFIGURE ] GGG: Best accuracy: 70.00% [2025-09-28T04:37:08.924258] [INFO ] [CONFIGURE ] GGG: Best feature set (2 features): ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:37:08.924347] [INFO ] [CONFIGURE ] GGG: Improvement over baseline: 20.00% [2025-09-28T04:37:08.924428] [INFO ] [CONFIGURE ] GGG: Total time: 42.8 seconds [2025-09-28T04:37:08.924521] [INFO ] [CONFIGURE ] GGG: Average time per feature: 1.5 seconds [2025-09-28T04:37:08.924615] [INFO ] [CONFIGURE ] GGG: Average speed: 0.68 features/sec [2025-09-28T04:37:08.925351] [INFO ] [LOCAL ] Saved configuration for GGG: 2 features, 70.00% accuracy -> ./output/feature-sets/GGG.json [2025-09-28T04:37:08.925449] [INFO ] [CONFIGURE ] GGG: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T04:37:08.925579] [INFO ] [sig ] [94/135] Successfully configured GGG | 0.02 sym/s | Total: 1.2h | ETA: 31.4m [2025-09-28T04:37:08.925703] [INFO ] [sig ] [95/135] Configuring KBDC... [2025-09-28T04:37:08.925797] [INFO ] [CONFIGURE ] KBDC: Configurate test run. [2025-09-28T04:37:08.925890] [DEBUG] [REMOTE ] Fetching historical data for symbol 'KBDC' from 'https://tdm.silogroup.org/data/derivative_storage/KBDC.csv'. [2025-09-28T04:37:08.952813] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'KBDC'. [2025-09-28T04:37:08.953316] [INFO ] [CONFIGURE ] KBDC: Testing with 29 available features [2025-09-28T04:37:08.953413] [INFO ] [CONFIGURE ] KBDC: Establishing baseline with no features... [2025-09-28T04:37:09.068493] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:09.182039] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:09.295792] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:09.406760] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:09.522859] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:09.642915] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:37:09.760207] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:09.873918] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:09.986214] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:10.101184] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:10.101386] [INFO ] [CONFIGURE ] KBDC: Baseline score (no features): 30.00% [2025-09-28T04:37:10.101501] [INFO ] [CONFIGURE ] KBDC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:37:10.101692] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:37:10.222246] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:10.346527] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:10.471408] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:10.598497] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:10.727720] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:10.854577] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:10.981459] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:11.107487] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:11.241033] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:11.367551] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:11.367762] [INFO ] [CONFIGURE ] KBDC: KEPT add_bollinger_bands (score: 40.00%) [2025-09-28T04:37:11.367843] [INFO ] [CONFIGURE ] JOB ETA: 31.5m | Avg: 1.6s/test | Remaining: 1216 tests [2025-09-28T04:37:11.368003] [INFO ] [CONFIGURE ] KBDC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:37:11.368075] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:37:11.509665] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:11.652197] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:11.797040] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:11.941583] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:12.085452] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:12.233604] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:12.381529] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:12.550091] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:12.758292] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:12.965221] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:12.965513] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:37:12.965619] [INFO ] [CONFIGURE ] JOB ETA: 31.5m | Avg: 1.6s/test | Remaining: 1215 tests [2025-09-28T04:37:12.965742] [INFO ] [CONFIGURE ] KBDC: Testing feature 3/29: add_daily_returns [2025-09-28T04:37:12.965821] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:37:13.142663] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:13.320987] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:13.464419] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:13.616521] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:13.751200] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:37:13.879559] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:14.000664] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:14.125056] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:14.253910] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:14.386021] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:14.386256] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T04:37:14.386353] [INFO ] [CONFIGURE ] JOB ETA: 31.5m | Avg: 1.6s/test | Remaining: 1214 tests [2025-09-28T04:37:14.386447] [INFO ] [CONFIGURE ] KBDC: Testing feature 4/29: add_ema [2025-09-28T04:37:14.386533] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:37:14.530548] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:14.693475] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:14.837309] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:14.980173] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:15.125118] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:15.272934] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:15.422966] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:15.572412] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:15.721219] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:15.887459] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:15.887920] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:37:15.888027] [INFO ] [CONFIGURE ] JOB ETA: 31.4m | Avg: 1.6s/test | Remaining: 1213 tests [2025-09-28T04:37:15.888131] [INFO ] [CONFIGURE ] KBDC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:37:15.888209] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:37:16.043017] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:16.191581] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:16.346194] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:16.509755] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:16.672284] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:16.829159] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:16.988293] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:17.148521] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:17.310042] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:17.465875] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:17.466188] [INFO ] [CONFIGURE ] KBDC: KEPT add_exhaustion_signals (score: 50.00%) [2025-09-28T04:37:17.466274] [INFO ] [CONFIGURE ] JOB ETA: 31.4m | Avg: 1.6s/test | Remaining: 1212 tests [2025-09-28T04:37:17.466363] [INFO ] [CONFIGURE ] KBDC: Testing feature 6/29: add_failed_moves [2025-09-28T04:37:17.466441] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:37:17.624550] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:17.784267] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:17.953071] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:18.122871] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:18.290024] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:18.445783] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:18.603316] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:18.767351] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:18.928149] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:19.124770] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:19.125059] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:37:19.125182] [INFO ] [CONFIGURE ] JOB ETA: 31.4m | Avg: 1.6s/test | Remaining: 1211 tests [2025-09-28T04:37:19.125292] [INFO ] [CONFIGURE ] KBDC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:37:19.125397] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:37:19.286677] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:19.440328] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:19.593391] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:19.750202] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:19.909448] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:20.066385] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:20.222284] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:20.382148] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:20.546542] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:20.718251] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:20.718473] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:37:20.718557] [INFO ] [CONFIGURE ] JOB ETA: 31.4m | Avg: 1.6s/test | Remaining: 1210 tests [2025-09-28T04:37:20.718728] [INFO ] [CONFIGURE ] KBDC: Testing feature 8/29: add_macd [2025-09-28T04:37:20.718802] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:37:20.899612] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:21.072891] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:21.255901] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:21.433698] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:21.611938] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:37:21.784460] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:37:21.970761] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:22.158184] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:22.335017] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:22.556444] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:22.556739] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_macd (score: 30.00%) [2025-09-28T04:37:22.556914] [INFO ] [CONFIGURE ] JOB ETA: 31.3m | Avg: 1.6s/test | Remaining: 1209 tests [2025-09-28T04:37:22.556991] [INFO ] [CONFIGURE ] KBDC: Testing feature 9/29: add_mfi [2025-09-28T04:37:22.557063] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T04:37:22.725660] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:22.890706] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:23.056554] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:23.224003] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:23.389711] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:23.559924] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:23.734755] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:23.906836] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:24.083659] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:24.272208] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:24.272464] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:37:24.272579] [INFO ] [CONFIGURE ] JOB ETA: 31.3m | Avg: 1.6s/test | Remaining: 1208 tests [2025-09-28T04:37:24.272696] [INFO ] [CONFIGURE ] KBDC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:37:24.272801] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:37:24.463304] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:24.649014] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:24.837332] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:25.023098] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:25.205765] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:37:25.397616] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:25.588141] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:25.787672] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:25.976449] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:26.165976] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:26.166254] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_momentum_acceleration (score: 30.00%) [2025-09-28T04:37:26.166339] [INFO ] [CONFIGURE ] JOB ETA: 31.3m | Avg: 1.6s/test | Remaining: 1207 tests [2025-09-28T04:37:26.166416] [INFO ] [CONFIGURE ] KBDC: Testing feature 11/29: add_obv_daily [2025-09-28T04:37:26.166490] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T04:37:26.338219] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:26.515227] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:26.674565] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:26.844046] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:27.018530] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:37:27.191262] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:27.378062] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:27.547510] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:27.713811] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:27.879977] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:27.880184] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T04:37:27.880266] [INFO ] [CONFIGURE ] JOB ETA: 31.3m | Avg: 1.6s/test | Remaining: 1206 tests [2025-09-28T04:37:27.880342] [INFO ] [CONFIGURE ] KBDC: Testing feature 12/29: add_obv_interval [2025-09-28T04:37:27.880837] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T04:37:28.044202] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:28.210265] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:28.378451] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:28.546675] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:28.711410] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:37:28.883251] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:29.060769] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:29.235587] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:29.401237] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:29.566903] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:29.567122] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:37:29.567206] [INFO ] [CONFIGURE ] JOB ETA: 31.2m | Avg: 1.6s/test | Remaining: 1205 tests [2025-09-28T04:37:29.567292] [INFO ] [CONFIGURE ] KBDC: Testing feature 13/29: add_opening_strength [2025-09-28T04:37:29.567372] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:37:29.737011] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:29.903108] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:30.063910] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:30.229420] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:30.406707] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:30.580122] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:30.757612] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:30.933325] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:31.111474] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:31.302923] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:31.303139] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:37:31.303248] [INFO ] [CONFIGURE ] JOB ETA: 31.2m | Avg: 1.6s/test | Remaining: 1204 tests [2025-09-28T04:37:31.303328] [INFO ] [CONFIGURE ] KBDC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:37:31.303403] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T04:37:31.483127] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:31.661446] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:31.837631] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:32.015019] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:37:32.189338] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:32.368779] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:32.548105] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:32.735839] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:32.916320] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:33.103104] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:33.103317] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:37:33.103400] [INFO ] [CONFIGURE ] JOB ETA: 31.2m | Avg: 1.6s/test | Remaining: 1203 tests [2025-09-28T04:37:33.103477] [INFO ] [CONFIGURE ] KBDC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:37:33.103552] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T04:37:33.263442] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:33.422047] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:33.590619] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:33.751038] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:33.915040] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:34.079512] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:34.235628] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:34.394806] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:34.552561] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:34.715108] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:34.715359] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:37:34.715442] [INFO ] [CONFIGURE ] JOB ETA: 31.2m | Avg: 1.6s/test | Remaining: 1202 tests [2025-09-28T04:37:34.715519] [INFO ] [CONFIGURE ] KBDC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:37:34.715594] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T04:37:34.875556] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:35.042711] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:35.227714] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:35.397593] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:35.561919] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:35.728972] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:35.898778] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:36.068639] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:36.236966] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:36.408695] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:36.408916] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:37:36.409005] [INFO ] [CONFIGURE ] JOB ETA: 31.1m | Avg: 1.6s/test | Remaining: 1201 tests [2025-09-28T04:37:36.409082] [INFO ] [CONFIGURE ] KBDC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:37:36.409156] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T04:37:36.574826] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:36.782597] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:36.950048] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:37.123913] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:37.292271] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:37.462485] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:37.634273] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:37.801279] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:37.970346] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:38.138214] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:38.138468] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:37:38.138556] [INFO ] [CONFIGURE ] JOB ETA: 31.1m | Avg: 1.6s/test | Remaining: 1200 tests [2025-09-28T04:37:38.138634] [INFO ] [CONFIGURE ] KBDC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:37:38.138739] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T04:37:38.291578] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:38.444358] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:38.604808] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:38.762738] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:38.924334] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:39.083673] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:39.238792] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:39.398046] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:39.560515] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:37:39.718507] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:39.718767] [INFO ] [CONFIGURE ] KBDC: KEPT add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:37:39.718850] [INFO ] [CONFIGURE ] JOB ETA: 31.1m | Avg: 1.6s/test | Remaining: 1199 tests [2025-09-28T04:37:39.718932] [INFO ] [CONFIGURE ] KBDC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:37:39.719007] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_pbf_vs_sma_5'] [2025-09-28T04:37:39.878610] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:40.034453] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:40.191333] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:40.352415] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:40.521846] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:40.691405] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:40.860186] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:41.032346] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:41.196605] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:37:41.360843] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:41.361062] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:37:41.361143] [INFO ] [CONFIGURE ] JOB ETA: 31.1m | Avg: 1.6s/test | Remaining: 1198 tests [2025-09-28T04:37:41.361219] [INFO ] [CONFIGURE ] KBDC: Testing feature 20/29: add_price_rejection [2025-09-28T04:37:41.361292] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_price_rejection'] [2025-09-28T04:37:41.533094] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:41.707149] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:41.891047] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:42.070853] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:42.253285] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:42.436925] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:42.611887] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:42.785800] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:42.959231] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:43.135814] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:43.136106] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:37:43.136190] [INFO ] [CONFIGURE ] JOB ETA: 31.0m | Avg: 1.6s/test | Remaining: 1197 tests [2025-09-28T04:37:43.136266] [INFO ] [CONFIGURE ] KBDC: Testing feature 21/29: add_range_position [2025-09-28T04:37:43.136339] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_range_position'] [2025-09-28T04:37:43.321450] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:43.504028] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:43.684887] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:43.866750] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:44.048203] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:44.230387] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:44.417810] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:44.604534] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:44.793212] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:37:44.979120] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:44.979333] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:37:44.979414] [INFO ] [CONFIGURE ] JOB ETA: 31.0m | Avg: 1.6s/test | Remaining: 1196 tests [2025-09-28T04:37:44.979493] [INFO ] [CONFIGURE ] KBDC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:37:44.979570] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_realized_volatility'] [2025-09-28T04:37:45.180051] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:45.379423] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:45.584262] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:45.785527] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:45.995233] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:46.196636] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:46.395781] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:46.594069] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:46.795319] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:37:47.012059] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:47.012288] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:37:47.012371] [INFO ] [CONFIGURE ] JOB ETA: 31.0m | Avg: 1.6s/test | Remaining: 1195 tests [2025-09-28T04:37:47.012460] [INFO ] [CONFIGURE ] KBDC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:37:47.012535] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_recent_range_context'] [2025-09-28T04:37:47.189236] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:47.364191] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:47.538589] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:47.715783] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:47.894467] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:48.070356] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:48.252961] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:37:48.439191] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:48.615535] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:48.789286] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:48.789483] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T04:37:48.789572] [INFO ] [CONFIGURE ] JOB ETA: 31.0m | Avg: 1.6s/test | Remaining: 1194 tests [2025-09-28T04:37:48.789670] [INFO ] [CONFIGURE ] KBDC: Testing feature 24/29: add_rsi [2025-09-28T04:37:48.789747] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_ema', 'add_rsi'] [2025-09-28T04:37:48.981793] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:49.175210] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:49.363212] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:49.570509] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:49.767666] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:49.955225] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:50.142307] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:50.329703] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:50.523557] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:37:50.714012] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:50.714252] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:37:50.714336] [INFO ] [CONFIGURE ] JOB ETA: 31.0m | Avg: 1.6s/test | Remaining: 1193 tests [2025-09-28T04:37:50.714450] [INFO ] [CONFIGURE ] KBDC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:37:50.714526] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_tick_distribution'] [2025-09-28T04:37:50.880203] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:51.041635] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:51.206578] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:51.374784] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:51.541751] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:51.709723] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:51.875185] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:52.041825] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:52.220352] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:37:52.392501] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:52.392809] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:37:52.392914] [INFO ] [CONFIGURE ] JOB ETA: 30.9m | Avg: 1.6s/test | Remaining: 1192 tests [2025-09-28T04:37:52.392994] [INFO ] [CONFIGURE ] KBDC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:37:52.393069] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_volume_momentum_confirmation'] [2025-09-28T04:37:52.557570] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:52.717995] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:52.883053] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:53.043077] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:53.209571] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:53.381673] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:53.557965] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:53.731972] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:53.904816] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:54.071547] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:54.071789] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:37:54.071871] [INFO ] [CONFIGURE ] JOB ETA: 30.9m | Avg: 1.6s/test | Remaining: 1191 tests [2025-09-28T04:37:54.071944] [INFO ] [CONFIGURE ] KBDC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:37:54.072018] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_volume_price_divergence'] [2025-09-28T04:37:54.243718] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:54.430880] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:54.644371] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:54.826092] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:55.013437] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:55.203461] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:55.386632] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:55.571929] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:37:55.769428] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:37:55.956227] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:55.956462] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:37:55.956546] [INFO ] [CONFIGURE ] JOB ETA: 30.9m | Avg: 1.6s/test | Remaining: 1190 tests [2025-09-28T04:37:55.956622] [INFO ] [CONFIGURE ] KBDC: Testing feature 28/29: add_volume_profile [2025-09-28T04:37:55.956726] [INFO ] [CONFIGURE ] KBDC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d', 'add_volume_profile'] [2025-09-28T04:37:56.126199] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:37:56.295064] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:37:56.466786] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:37:56.636164] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:56.812549] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:37:56.982854] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:37:57.154319] [DEBUG] [FORECASTER] KBDC: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:37:57.326239] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:37:57.498508] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:37:57.673796] [DEBUG] [FORECASTER] KBDC: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:37:57.674025] [INFO ] [CONFIGURE ] KBDC: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T04:37:57.674112] [INFO ] [CONFIGURE ] JOB ETA: 30.9m | Avg: 1.6s/test | Remaining: 1189 tests [2025-09-28T04:37:57.674222] [INFO ] [CONFIGURE ] KBDC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:37:57.674326] [INFO ] [CONFIGURE ] KBDC: Best accuracy: 60.00% [2025-09-28T04:37:57.674428] [INFO ] [CONFIGURE ] KBDC: Best feature set (4 features): ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T04:37:57.674518] [INFO ] [CONFIGURE ] KBDC: Improvement over baseline: 30.00% [2025-09-28T04:37:57.674602] [INFO ] [CONFIGURE ] KBDC: Total time: 47.6 seconds [2025-09-28T04:37:57.674721] [INFO ] [CONFIGURE ] KBDC: Average time per feature: 1.7 seconds [2025-09-28T04:37:57.674795] [INFO ] [CONFIGURE ] KBDC: Average speed: 0.61 features/sec [2025-09-28T04:37:57.675491] [INFO ] [LOCAL ] Saved configuration for KBDC: 4 features, 60.00% accuracy -> ./output/feature-sets/KBDC.json [2025-09-28T04:37:57.675591] [INFO ] [CONFIGURE ] KBDC: Configuration saved successfully: 4 features, 60.00% accuracy. [2025-09-28T04:37:57.675737] [INFO ] [sig ] [95/135] Successfully configured KBDC | 0.02 sym/s | Total: 1.2h | ETA: 30.7m [2025-09-28T04:37:57.675841] [INFO ] [sig ] [96/135] Configuring LMT... [2025-09-28T04:37:57.675941] [INFO ] [CONFIGURE ] LMT: Configurate test run. [2025-09-28T04:37:57.676067] [DEBUG] [REMOTE ] Fetching historical data for symbol 'LMT' from 'https://tdm.silogroup.org/data/derivative_storage/LMT.csv'. [2025-09-28T04:37:57.893579] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'LMT'. [2025-09-28T04:37:57.894162] [INFO ] [CONFIGURE ] LMT: Testing with 29 available features [2025-09-28T04:37:57.894247] [INFO ] [CONFIGURE ] LMT: Establishing baseline with no features... [2025-09-28T04:37:58.005112] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:37:58.114277] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:37:58.227238] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:37:58.344622] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:58.457747] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:37:58.578958] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:37:58.692982] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:37:58.804675] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:37:58.919010] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:37:59.033143] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:37:59.033557] [INFO ] [CONFIGURE ] LMT: Baseline score (no features): 50.00% [2025-09-28T04:37:59.033665] [INFO ] [CONFIGURE ] LMT: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:37:59.033750] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:37:59.158816] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:37:59.284360] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:37:59.410257] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:37:59.537829] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:37:59.664438] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:37:59.791014] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:37:59.917602] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:00.044359] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:00.171914] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:00.304437] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:00.304694] [INFO ] [CONFIGURE ] LMT: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T04:38:00.304780] [INFO ] [CONFIGURE ] JOB ETA: 30.8m | Avg: 1.6s/test | Remaining: 1188 tests [2025-09-28T04:38:00.304856] [INFO ] [CONFIGURE ] LMT: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:38:00.304931] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:38:00.435158] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:00.569952] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:00.700429] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:00.831094] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:00.959590] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:01.119606] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:01.287761] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:01.428566] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:01.564944] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:01.697290] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:01.697484] [INFO ] [CONFIGURE ] LMT: KEPT add_cumulative_delta (score: 70.00%) [2025-09-28T04:38:01.697564] [INFO ] [CONFIGURE ] JOB ETA: 30.8m | Avg: 1.6s/test | Remaining: 1187 tests [2025-09-28T04:38:01.697640] [INFO ] [CONFIGURE ] LMT: Testing feature 3/29: add_daily_returns [2025-09-28T04:38:01.697731] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:38:01.836696] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:01.973674] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:02.119590] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:02.260804] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:02.399476] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:02.541297] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:02.679075] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:02.820155] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:02.961014] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:03.102875] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:03.103101] [INFO ] [CONFIGURE ] LMT: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T04:38:03.103184] [INFO ] [CONFIGURE ] JOB ETA: 30.8m | Avg: 1.6s/test | Remaining: 1186 tests [2025-09-28T04:38:03.103260] [INFO ] [CONFIGURE ] LMT: Testing feature 4/29: add_ema [2025-09-28T04:38:03.103334] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:38:03.259039] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:03.411246] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:03.569813] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:03.745994] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:03.899578] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:04.054336] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:04.208202] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:04.358607] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:04.507388] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:04.659944] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:04.660178] [INFO ] [CONFIGURE ] LMT: DISCARDED add_ema (score: 70.00%) [2025-09-28T04:38:04.660261] [INFO ] [CONFIGURE ] JOB ETA: 30.7m | Avg: 1.6s/test | Remaining: 1185 tests [2025-09-28T04:38:04.660338] [INFO ] [CONFIGURE ] LMT: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:38:04.660410] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:38:04.813374] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:04.970892] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:05.130581] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:05.292747] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:05.450879] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:05.611940] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:05.793140] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:05.953841] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:06.111535] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:06.269523] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:06.269761] [INFO ] [CONFIGURE ] LMT: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T04:38:06.269842] [INFO ] [CONFIGURE ] JOB ETA: 30.7m | Avg: 1.6s/test | Remaining: 1184 tests [2025-09-28T04:38:06.269924] [INFO ] [CONFIGURE ] LMT: Testing feature 6/29: add_failed_moves [2025-09-28T04:38:06.270001] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:38:06.414135] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:06.562045] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:06.705986] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:06.846402] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:06.981985] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:07.119276] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:07.259581] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:07.395558] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:07.539361] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:07.689943] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:07.690248] [INFO ] [CONFIGURE ] LMT: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:38:07.690366] [INFO ] [CONFIGURE ] JOB ETA: 30.7m | Avg: 1.6s/test | Remaining: 1183 tests [2025-09-28T04:38:07.690477] [INFO ] [CONFIGURE ] LMT: Testing feature 7/29: add_lag_shelf [2025-09-28T04:38:07.690582] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:38:07.831593] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:07.976236] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:08.124767] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:08.267874] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:08.410583] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:08.554767] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:08.702374] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:08.845812] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:08.993978] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:09.132328] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:09.132586] [INFO ] [CONFIGURE ] LMT: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:38:09.132696] [INFO ] [CONFIGURE ] JOB ETA: 30.7m | Avg: 1.6s/test | Remaining: 1182 tests [2025-09-28T04:38:09.132774] [INFO ] [CONFIGURE ] LMT: Testing feature 8/29: add_macd [2025-09-28T04:38:09.132847] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:38:09.308925] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:38:09.492064] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:09.670152] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:09.854856] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:10.036513] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:10.213491] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:10.388973] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:10.562490] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:38:10.736544] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:10.910373] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:10.910716] [INFO ] [CONFIGURE ] LMT: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:38:10.910802] [INFO ] [CONFIGURE ] JOB ETA: 30.6m | Avg: 1.6s/test | Remaining: 1181 tests [2025-09-28T04:38:10.910877] [INFO ] [CONFIGURE ] LMT: Testing feature 9/29: add_mfi [2025-09-28T04:38:10.910948] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T04:38:11.058483] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:11.205200] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:11.352346] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:11.503354] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:11.656323] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:11.812463] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:11.964671] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:12.115439] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:12.271507] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:12.420447] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:12.420684] [INFO ] [CONFIGURE ] LMT: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:38:12.420766] [INFO ] [CONFIGURE ] JOB ETA: 30.6m | Avg: 1.6s/test | Remaining: 1180 tests [2025-09-28T04:38:12.420842] [INFO ] [CONFIGURE ] LMT: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:38:12.420915] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:38:12.592698] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:12.764601] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:12.930410] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:13.098793] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:13.294597] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:13.464493] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:13.634697] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:13.806299] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:13.978325] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:14.144478] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:14.144726] [INFO ] [CONFIGURE ] LMT: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:38:14.144817] [INFO ] [CONFIGURE ] JOB ETA: 30.6m | Avg: 1.6s/test | Remaining: 1179 tests [2025-09-28T04:38:14.144894] [INFO ] [CONFIGURE ] LMT: Testing feature 11/29: add_obv_daily [2025-09-28T04:38:14.144964] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T04:38:14.291123] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:14.435416] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:14.581704] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:14.728583] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:14.878665] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:15.024074] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:15.174132] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:15.319835] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:15.470282] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:15.618148] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:15.618350] [INFO ] [CONFIGURE ] LMT: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:38:15.618433] [INFO ] [CONFIGURE ] JOB ETA: 30.6m | Avg: 1.6s/test | Remaining: 1178 tests [2025-09-28T04:38:15.618510] [INFO ] [CONFIGURE ] LMT: Testing feature 12/29: add_obv_interval [2025-09-28T04:38:15.618585] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T04:38:15.759489] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:38:15.903820] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:16.046637] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:16.187318] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:16.334206] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:16.478989] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:16.627268] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:16.783162] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:16.931483] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:17.078001] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:17.078221] [INFO ] [CONFIGURE ] LMT: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:38:17.078302] [INFO ] [CONFIGURE ] JOB ETA: 30.5m | Avg: 1.6s/test | Remaining: 1177 tests [2025-09-28T04:38:17.078379] [INFO ] [CONFIGURE ] LMT: Testing feature 13/29: add_opening_strength [2025-09-28T04:38:17.078461] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:38:17.231135] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:17.387336] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:17.543191] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:17.698878] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:17.856502] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:18.013531] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:18.176314] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:18.334991] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:18.496804] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:18.648355] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:18.648561] [INFO ] [CONFIGURE ] LMT: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:38:18.648664] [INFO ] [CONFIGURE ] JOB ETA: 30.5m | Avg: 1.6s/test | Remaining: 1176 tests [2025-09-28T04:38:18.648793] [INFO ] [CONFIGURE ] LMT: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:38:18.648867] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T04:38:18.796082] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:18.950956] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:19.102976] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:19.256046] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:19.409473] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:19.560994] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:19.720317] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:19.883931] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:20.042093] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:20.195186] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:20.195410] [INFO ] [CONFIGURE ] LMT: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:38:20.195494] [INFO ] [CONFIGURE ] JOB ETA: 30.5m | Avg: 1.6s/test | Remaining: 1175 tests [2025-09-28T04:38:20.195570] [INFO ] [CONFIGURE ] LMT: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:38:20.195710] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T04:38:20.330445] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:20.468763] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:20.608690] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:20.743824] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:20.881446] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:21.020039] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:21.164206] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:21.311218] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:21.454968] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:21.600592] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:21.600868] [INFO ] [CONFIGURE ] LMT: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:38:21.600954] [INFO ] [CONFIGURE ] JOB ETA: 30.5m | Avg: 1.6s/test | Remaining: 1174 tests [2025-09-28T04:38:21.601031] [INFO ] [CONFIGURE ] LMT: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:38:21.601103] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T04:38:21.748975] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:21.902089] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:22.052904] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:22.214419] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:22.367239] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:22.517771] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:22.673678] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:22.823480] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:22.974348] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:23.123067] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:23.123286] [INFO ] [CONFIGURE ] LMT: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:38:23.123369] [INFO ] [CONFIGURE ] JOB ETA: 30.4m | Avg: 1.6s/test | Remaining: 1173 tests [2025-09-28T04:38:23.123447] [INFO ] [CONFIGURE ] LMT: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:38:23.123521] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T04:38:23.274307] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:23.419984] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:23.571529] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:23.733542] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:23.887360] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:24.042370] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:24.196272] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:24.345713] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:24.495985] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:24.685464] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:24.685706] [INFO ] [CONFIGURE ] LMT: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:38:24.685790] [INFO ] [CONFIGURE ] JOB ETA: 30.4m | Avg: 1.6s/test | Remaining: 1172 tests [2025-09-28T04:38:24.685866] [INFO ] [CONFIGURE ] LMT: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:38:24.685940] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T04:38:24.836995] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:24.985822] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:25.145294] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:25.315316] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:25.488110] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:25.693710] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:25.896204] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:26.057318] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:26.200098] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:26.338345] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:26.338541] [INFO ] [CONFIGURE ] LMT: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:38:26.338620] [INFO ] [CONFIGURE ] JOB ETA: 30.4m | Avg: 1.6s/test | Remaining: 1171 tests [2025-09-28T04:38:26.338719] [INFO ] [CONFIGURE ] LMT: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:38:26.338792] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_pbf_vs_sma_5'] [2025-09-28T04:38:26.471013] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:26.602867] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:26.735904] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:26.873862] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:27.009624] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:27.147723] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:27.280550] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:27.418078] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:27.554659] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:27.695394] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:27.695601] [INFO ] [CONFIGURE ] LMT: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:38:27.695705] [INFO ] [CONFIGURE ] JOB ETA: 30.4m | Avg: 1.6s/test | Remaining: 1170 tests [2025-09-28T04:38:27.695782] [INFO ] [CONFIGURE ] LMT: Testing feature 20/29: add_price_rejection [2025-09-28T04:38:27.695855] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_price_rejection'] [2025-09-28T04:38:27.839963] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:27.990805] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:28.143149] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:28.290415] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:28.440354] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:28.590243] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:28.737963] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:28.894690] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:29.047142] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:29.198468] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:29.198693] [INFO ] [CONFIGURE ] LMT: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:38:29.198779] [INFO ] [CONFIGURE ] JOB ETA: 30.3m | Avg: 1.6s/test | Remaining: 1169 tests [2025-09-28T04:38:29.198855] [INFO ] [CONFIGURE ] LMT: Testing feature 21/29: add_range_position [2025-09-28T04:38:29.198925] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_range_position'] [2025-09-28T04:38:29.351903] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:29.514153] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:29.674724] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:29.857038] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:30.018818] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:30.174840] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:30.333674] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:30.493828] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:30.655737] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:30.819239] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:30.819434] [INFO ] [CONFIGURE ] LMT: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:38:30.819519] [INFO ] [CONFIGURE ] JOB ETA: 30.3m | Avg: 1.6s/test | Remaining: 1168 tests [2025-09-28T04:38:30.819594] [INFO ] [CONFIGURE ] LMT: Testing feature 22/29: add_realized_volatility [2025-09-28T04:38:30.819690] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_realized_volatility'] [2025-09-28T04:38:30.994884] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:31.174017] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:31.349314] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:31.522319] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:31.702691] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:31.880066] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:32.053271] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:32.230187] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:32.453491] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:32.684155] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:32.684387] [INFO ] [CONFIGURE ] LMT: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:38:32.684471] [INFO ] [CONFIGURE ] JOB ETA: 30.3m | Avg: 1.6s/test | Remaining: 1167 tests [2025-09-28T04:38:32.684550] [INFO ] [CONFIGURE ] LMT: Testing feature 23/29: add_recent_range_context [2025-09-28T04:38:32.684626] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_recent_range_context'] [2025-09-28T04:38:32.846467] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:33.000569] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:33.157250] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:33.334034] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:33.508275] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:33.698279] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:33.885618] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:34.047040] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:34.201381] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:34.366454] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:34.366698] [INFO ] [CONFIGURE ] LMT: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:38:34.366800] [INFO ] [CONFIGURE ] JOB ETA: 30.3m | Avg: 1.6s/test | Remaining: 1166 tests [2025-09-28T04:38:34.366917] [INFO ] [CONFIGURE ] LMT: Testing feature 24/29: add_rsi [2025-09-28T04:38:34.367010] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_rsi'] [2025-09-28T04:38:34.542503] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:34.718073] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:34.894814] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:35.076760] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:35.258092] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:35.439290] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:35.617335] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:35.792352] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:35.971741] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:36.151561] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:36.151785] [INFO ] [CONFIGURE ] LMT: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:38:36.151882] [INFO ] [CONFIGURE ] JOB ETA: 30.2m | Avg: 1.6s/test | Remaining: 1165 tests [2025-09-28T04:38:36.151973] [INFO ] [CONFIGURE ] LMT: Testing feature 25/29: add_tick_distribution [2025-09-28T04:38:36.152064] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_tick_distribution'] [2025-09-28T04:38:36.299955] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:36.451283] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:36.601168] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:36.750072] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:36.903977] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:37.060024] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:37.212964] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:37.369684] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:37.516196] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:37.662592] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:37.662822] [INFO ] [CONFIGURE ] LMT: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:38:37.662909] [INFO ] [CONFIGURE ] JOB ETA: 30.2m | Avg: 1.6s/test | Remaining: 1164 tests [2025-09-28T04:38:37.662985] [INFO ] [CONFIGURE ] LMT: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:38:37.663060] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_volume_momentum_confirmation'] [2025-09-28T04:38:37.808601] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:38:37.957696] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:38.095386] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:38.241977] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:38.385160] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:38.525059] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:38.669175] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:38.812662] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:38.958065] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:39.106335] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:39.106526] [INFO ] [CONFIGURE ] LMT: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:38:39.106686] [INFO ] [CONFIGURE ] JOB ETA: 30.2m | Avg: 1.6s/test | Remaining: 1163 tests [2025-09-28T04:38:39.106764] [INFO ] [CONFIGURE ] LMT: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:38:39.106859] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_volume_price_divergence'] [2025-09-28T04:38:39.260944] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:39.419477] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:39.579337] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:39.740675] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:39.902943] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:40.060410] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:40.217020] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:40.377007] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:40.535066] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:40.697167] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:40.697360] [INFO ] [CONFIGURE ] LMT: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:38:40.697443] [INFO ] [CONFIGURE ] JOB ETA: 30.2m | Avg: 1.6s/test | Remaining: 1162 tests [2025-09-28T04:38:40.697521] [INFO ] [CONFIGURE ] LMT: Testing feature 28/29: add_volume_profile [2025-09-28T04:38:40.697609] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_volume_profile'] [2025-09-28T04:38:40.841367] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:40.988316] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:41.140719] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:41.286197] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:41.433899] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:41.579909] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:41.730702] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:41.880587] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:42.032716] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:42.180413] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:42.180604] [INFO ] [CONFIGURE ] LMT: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:38:42.180709] [INFO ] [CONFIGURE ] JOB ETA: 30.1m | Avg: 1.6s/test | Remaining: 1161 tests [2025-09-28T04:38:42.180799] [INFO ] [CONFIGURE ] LMT: Testing feature 29/29: add_vwap [2025-09-28T04:38:42.180872] [INFO ] [CONFIGURE ] LMT: Testing with features: ['add_cumulative_delta', 'add_vwap'] [2025-09-28T04:38:42.325946] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:38:42.470105] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:42.622002] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:38:42.773476] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:38:42.931836] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:43.090118] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:43.253531] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:43.413841] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:38:43.573554] [DEBUG] [FORECASTER] LMT: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:38:43.722905] [DEBUG] [FORECASTER] LMT: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:43.723118] [INFO ] [CONFIGURE ] LMT: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:38:43.723199] [INFO ] [CONFIGURE ] JOB ETA: 30.1m | Avg: 1.6s/test | Remaining: 1160 tests [2025-09-28T04:38:43.723276] [INFO ] [CONFIGURE ] LMT: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:38:43.723347] [INFO ] [CONFIGURE ] LMT: Best accuracy: 70.00% [2025-09-28T04:38:43.723426] [INFO ] [CONFIGURE ] LMT: Best feature set (1 features): ['add_cumulative_delta'] [2025-09-28T04:38:43.723497] [INFO ] [CONFIGURE ] LMT: Improvement over baseline: 20.00% [2025-09-28T04:38:43.723564] [INFO ] [CONFIGURE ] LMT: Total time: 44.7 seconds [2025-09-28T04:38:43.723633] [INFO ] [CONFIGURE ] LMT: Average time per feature: 1.5 seconds [2025-09-28T04:38:43.723727] [INFO ] [CONFIGURE ] LMT: Average speed: 0.65 features/sec [2025-09-28T04:38:43.724517] [INFO ] [LOCAL ] Saved configuration for LMT: 1 features, 70.00% accuracy -> ./output/feature-sets/LMT.json [2025-09-28T04:38:43.724595] [INFO ] [CONFIGURE ] LMT: Configuration saved successfully: 1 features, 70.00% accuracy. [2025-09-28T04:38:43.724718] [INFO ] [sig ] [96/135] Successfully configured LMT | 0.02 sym/s | Total: 1.2h | ETA: 29.9m [2025-09-28T04:38:43.724799] [INFO ] [sig ] [97/135] Configuring MYE... [2025-09-28T04:38:43.724869] [INFO ] [CONFIGURE ] MYE: Configurate test run. [2025-09-28T04:38:43.724939] [DEBUG] [REMOTE ] Fetching historical data for symbol 'MYE' from 'https://tdm.silogroup.org/data/derivative_storage/MYE.csv'. [2025-09-28T04:38:43.739750] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'MYE'. [2025-09-28T04:38:43.740319] [INFO ] [CONFIGURE ] MYE: Testing with 29 available features [2025-09-28T04:38:43.740402] [INFO ] [CONFIGURE ] MYE: Establishing baseline with no features... [2025-09-28T04:38:43.847257] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:43.953316] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:38:44.060351] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:44.169595] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:44.278064] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:44.388172] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:44.504018] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:44.621473] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:44.736106] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:44.854417] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:44.854612] [INFO ] [CONFIGURE ] MYE: Baseline score (no features): 70.00% [2025-09-28T04:38:44.854738] [INFO ] [CONFIGURE ] MYE: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:38:44.854814] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:38:44.981128] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:45.109072] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:45.232376] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:45.351168] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:45.474217] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:45.600833] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:45.727220] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:45.853112] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:45.978055] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:46.102280] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:46.102499] [INFO ] [CONFIGURE ] MYE: DISCARDED add_bollinger_bands (score: 70.00%) [2025-09-28T04:38:46.102584] [INFO ] [CONFIGURE ] JOB ETA: 30.1m | Avg: 1.6s/test | Remaining: 1159 tests [2025-09-28T04:38:46.102683] [INFO ] [CONFIGURE ] MYE: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:38:46.102759] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:38:46.229596] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:46.362523] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:46.490178] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:46.617242] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:38:46.746629] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:46.877859] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:47.010268] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:47.140030] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:47.269588] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:47.399305] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:47.399512] [INFO ] [CONFIGURE ] MYE: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:38:47.399594] [INFO ] [CONFIGURE ] JOB ETA: 30.0m | Avg: 1.6s/test | Remaining: 1158 tests [2025-09-28T04:38:47.399692] [INFO ] [CONFIGURE ] MYE: Testing feature 3/29: add_daily_returns [2025-09-28T04:38:47.399766] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_daily_returns'] [2025-09-28T04:38:47.511154] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:38:47.624510] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:47.742469] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:47.859162] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:47.975871] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:48.090967] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:48.210549] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:48.329900] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:48.454397] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:38:48.571910] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:48.572106] [INFO ] [CONFIGURE ] MYE: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:38:48.572187] [INFO ] [CONFIGURE ] JOB ETA: 30.0m | Avg: 1.6s/test | Remaining: 1157 tests [2025-09-28T04:38:48.572283] [INFO ] [CONFIGURE ] MYE: Testing feature 4/29: add_ema [2025-09-28T04:38:48.572365] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_ema'] [2025-09-28T04:38:48.697960] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:38:48.826684] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:38:48.958499] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:38:49.090273] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:49.220128] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:49.351417] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:49.493894] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:49.626025] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:49.758523] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:49.895969] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:49.896216] [INFO ] [CONFIGURE ] MYE: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:38:49.896322] [INFO ] [CONFIGURE ] JOB ETA: 30.0m | Avg: 1.6s/test | Remaining: 1156 tests [2025-09-28T04:38:49.896412] [INFO ] [CONFIGURE ] MYE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:38:49.896493] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:38:50.041583] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:50.182371] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:50.322846] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:50.456674] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:50.595902] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:50.736184] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:50.880858] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:51.023890] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:51.166098] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:51.308548] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:51.308769] [INFO ] [CONFIGURE ] MYE: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:38:51.308853] [INFO ] [CONFIGURE ] JOB ETA: 30.0m | Avg: 1.6s/test | Remaining: 1155 tests [2025-09-28T04:38:51.308930] [INFO ] [CONFIGURE ] MYE: Testing feature 6/29: add_failed_moves [2025-09-28T04:38:51.309005] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_failed_moves'] [2025-09-28T04:38:51.425001] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:51.544341] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:38:51.662947] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:51.780095] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:51.899357] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:52.025181] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:52.150922] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:52.269622] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:52.387397] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:52.507968] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:52.508177] [INFO ] [CONFIGURE ] MYE: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:38:52.508260] [INFO ] [CONFIGURE ] JOB ETA: 29.9m | Avg: 1.6s/test | Remaining: 1154 tests [2025-09-28T04:38:52.508335] [INFO ] [CONFIGURE ] MYE: Testing feature 7/29: add_lag_shelf [2025-09-28T04:38:52.508409] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_lag_shelf'] [2025-09-28T04:38:52.621549] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:52.734776] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:38:52.848322] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:52.956118] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:53.070165] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:53.180184] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:53.291364] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:53.402584] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:53.514027] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:53.628677] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:53.628871] [INFO ] [CONFIGURE ] MYE: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:38:53.628951] [INFO ] [CONFIGURE ] JOB ETA: 29.9m | Avg: 1.6s/test | Remaining: 1153 tests [2025-09-28T04:38:53.629026] [INFO ] [CONFIGURE ] MYE: Testing feature 8/29: add_macd [2025-09-28T04:38:53.629104] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:38:53.780264] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:38:53.934573] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:38:54.087202] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:54.243672] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:38:54.405054] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:54.560489] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:54.714380] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:38:54.866444] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:55.022198] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:55.176584] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:55.176862] [INFO ] [CONFIGURE ] MYE: DISCARDED add_macd (score: 60.00%) [2025-09-28T04:38:55.177085] [INFO ] [CONFIGURE ] JOB ETA: 29.9m | Avg: 1.6s/test | Remaining: 1152 tests [2025-09-28T04:38:55.177166] [INFO ] [CONFIGURE ] MYE: Testing feature 9/29: add_mfi [2025-09-28T04:38:55.177239] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_mfi'] [2025-09-28T04:38:55.310105] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:55.438218] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:55.564962] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:55.688889] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:55.813962] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:55.943796] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:56.073490] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:56.204359] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:56.340792] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:56.474590] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:56.474914] [INFO ] [CONFIGURE ] MYE: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:38:56.475019] [INFO ] [CONFIGURE ] JOB ETA: 29.9m | Avg: 1.6s/test | Remaining: 1151 tests [2025-09-28T04:38:56.475120] [INFO ] [CONFIGURE ] MYE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:38:56.475219] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:38:56.617294] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:56.757425] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:38:56.895514] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:57.038300] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:57.180853] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:57.324850] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:38:57.470878] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:57.616997] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:38:57.767204] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:38:57.916730] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:38:57.916982] [INFO ] [CONFIGURE ] MYE: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:38:57.917072] [INFO ] [CONFIGURE ] JOB ETA: 29.8m | Avg: 1.6s/test | Remaining: 1150 tests [2025-09-28T04:38:57.917148] [INFO ] [CONFIGURE ] MYE: Testing feature 11/29: add_obv_daily [2025-09-28T04:38:57.917221] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_obv_daily'] [2025-09-28T04:38:58.038235] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:58.158031] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:38:58.275503] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:38:58.392067] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:38:58.512181] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:58.631090] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:58.749661] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:38:58.870498] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:38:58.993858] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:38:59.114384] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:38:59.114610] [INFO ] [CONFIGURE ] MYE: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:38:59.114741] [INFO ] [CONFIGURE ] JOB ETA: 29.8m | Avg: 1.6s/test | Remaining: 1149 tests [2025-09-28T04:38:59.114820] [INFO ] [CONFIGURE ] MYE: Testing feature 12/29: add_obv_interval [2025-09-28T04:38:59.114925] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_obv_interval'] [2025-09-28T04:38:59.229250] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:38:59.343380] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:38:59.462034] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:38:59.584323] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:38:59.702567] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:38:59.821136] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:38:59.942127] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:00.062300] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:00.182137] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:00.302579] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:39:00.302805] [INFO ] [CONFIGURE ] MYE: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:39:00.302888] [INFO ] [CONFIGURE ] JOB ETA: 29.8m | Avg: 1.6s/test | Remaining: 1148 tests [2025-09-28T04:39:00.302964] [INFO ] [CONFIGURE ] MYE: Testing feature 13/29: add_opening_strength [2025-09-28T04:39:00.303035] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:39:00.436752] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:00.574064] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:00.702248] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:00.828957] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:39:00.961580] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:01.105696] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:01.252020] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:01.418378] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:01.549318] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:01.683294] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:01.683488] [INFO ] [CONFIGURE ] MYE: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:39:01.683569] [INFO ] [CONFIGURE ] JOB ETA: 29.7m | Avg: 1.6s/test | Remaining: 1147 tests [2025-09-28T04:39:01.683666] [INFO ] [CONFIGURE ] MYE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:39:01.683745] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T04:39:01.812023] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:01.963714] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:02.117539] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:39:02.274730] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:02.419890] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:02.554622] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:02.689548] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:02.822411] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:02.960466] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:03.101428] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:03.101662] [INFO ] [CONFIGURE ] MYE: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:39:03.101748] [INFO ] [CONFIGURE ] JOB ETA: 29.7m | Avg: 1.6s/test | Remaining: 1146 tests [2025-09-28T04:39:03.101824] [INFO ] [CONFIGURE ] MYE: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:39:03.101898] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T04:39:03.214302] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:03.327392] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:39:03.443635] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:03.559599] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:03.674533] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:03.789060] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:03.905737] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:04.024074] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:04.141857] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:04.260696] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:04.260969] [INFO ] [CONFIGURE ] MYE: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:39:04.261054] [INFO ] [CONFIGURE ] JOB ETA: 29.7m | Avg: 1.6s/test | Remaining: 1145 tests [2025-09-28T04:39:04.261129] [INFO ] [CONFIGURE ] MYE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:39:04.261202] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T04:39:04.388946] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:04.508804] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:39:04.631011] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:04.759785] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:04.896578] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:05.024968] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:05.161991] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:05.287198] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:05.413044] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:05.545328] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:05.545561] [INFO ] [CONFIGURE ] MYE: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:39:05.545698] [INFO ] [CONFIGURE ] JOB ETA: 29.7m | Avg: 1.6s/test | Remaining: 1144 tests [2025-09-28T04:39:05.545806] [INFO ] [CONFIGURE ] MYE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:39:05.545910] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_pbf_return_2d'] [2025-09-28T04:39:05.674325] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:05.804187] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:05.936129] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:06.065206] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:06.193329] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:06.324261] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:06.451445] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:06.579830] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:06.711764] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:06.842446] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:06.842694] [INFO ] [CONFIGURE ] MYE: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:39:06.842778] [INFO ] [CONFIGURE ] JOB ETA: 29.6m | Avg: 1.6s/test | Remaining: 1143 tests [2025-09-28T04:39:06.842852] [INFO ] [CONFIGURE ] MYE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:39:06.842921] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T04:39:06.952168] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:07.060735] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:39:07.169678] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:07.281819] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:07.394326] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:07.505713] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:07.618012] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:07.726776] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:07.836422] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:07.947371] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:07.947565] [INFO ] [CONFIGURE ] MYE: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:39:07.947675] [INFO ] [CONFIGURE ] JOB ETA: 29.6m | Avg: 1.6s/test | Remaining: 1142 tests [2025-09-28T04:39:07.947745] [INFO ] [CONFIGURE ] MYE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:39:07.947839] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T04:39:08.059864] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:08.167636] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:39:08.275914] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:08.386195] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:08.506840] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:08.626365] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:08.741484] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:08.855509] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:08.970940] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:09.085798] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:09.085994] [INFO ] [CONFIGURE ] MYE: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:39:09.086073] [INFO ] [CONFIGURE ] JOB ETA: 29.6m | Avg: 1.6s/test | Remaining: 1141 tests [2025-09-28T04:39:09.086147] [INFO ] [CONFIGURE ] MYE: Testing feature 20/29: add_price_rejection [2025-09-28T04:39:09.086219] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_price_rejection'] [2025-09-28T04:39:09.206074] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:09.327619] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:09.453100] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:09.574627] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:09.695448] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:09.815569] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:09.940037] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:10.066368] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:10.192782] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:10.320577] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:10.320798] [INFO ] [CONFIGURE ] MYE: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:39:10.320905] [INFO ] [CONFIGURE ] JOB ETA: 29.5m | Avg: 1.6s/test | Remaining: 1140 tests [2025-09-28T04:39:10.320982] [INFO ] [CONFIGURE ] MYE: Testing feature 21/29: add_range_position [2025-09-28T04:39:10.321055] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_range_position'] [2025-09-28T04:39:10.449706] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:10.580528] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:10.712187] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:10.842877] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:10.975794] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:11.131799] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:11.274079] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:11.410335] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:11.552098] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:11.688527] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:11.688753] [INFO ] [CONFIGURE ] MYE: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:39:11.688836] [INFO ] [CONFIGURE ] JOB ETA: 29.5m | Avg: 1.6s/test | Remaining: 1139 tests [2025-09-28T04:39:11.688911] [INFO ] [CONFIGURE ] MYE: Testing feature 22/29: add_realized_volatility [2025-09-28T04:39:11.688982] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_realized_volatility'] [2025-09-28T04:39:11.851731] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:12.001554] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:12.154436] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:12.306916] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:12.454825] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:12.619104] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:12.771405] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:12.920049] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:13.071267] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:13.225289] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:13.225527] [INFO ] [CONFIGURE ] MYE: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:39:13.225611] [INFO ] [CONFIGURE ] JOB ETA: 29.5m | Avg: 1.6s/test | Remaining: 1138 tests [2025-09-28T04:39:13.225709] [INFO ] [CONFIGURE ] MYE: Testing feature 23/29: add_recent_range_context [2025-09-28T04:39:13.225784] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_recent_range_context'] [2025-09-28T04:39:13.343471] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:13.462298] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:13.581618] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:13.699633] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:13.821592] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:13.967862] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:14.090392] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:14.213469] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:14.337363] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:14.459330] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:14.459557] [INFO ] [CONFIGURE ] MYE: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:39:14.459639] [INFO ] [CONFIGURE ] JOB ETA: 29.5m | Avg: 1.6s/test | Remaining: 1137 tests [2025-09-28T04:39:14.459742] [INFO ] [CONFIGURE ] MYE: Testing feature 24/29: add_rsi [2025-09-28T04:39:14.459818] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T04:39:14.605553] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:14.752456] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:14.899998] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:15.050679] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:15.194522] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:15.330949] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:15.467779] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:15.617082] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:15.757698] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:15.901986] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:15.902234] [INFO ] [CONFIGURE ] MYE: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:39:15.902316] [INFO ] [CONFIGURE ] JOB ETA: 29.4m | Avg: 1.6s/test | Remaining: 1136 tests [2025-09-28T04:39:15.902391] [INFO ] [CONFIGURE ] MYE: Testing feature 25/29: add_tick_distribution [2025-09-28T04:39:15.902483] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_tick_distribution'] [2025-09-28T04:39:16.020416] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:16.137414] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:16.253188] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:16.371518] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:16.502386] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:16.617195] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:16.733440] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:16.858721] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:16.980104] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:17.097561] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:17.097776] [INFO ] [CONFIGURE ] MYE: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:39:17.097856] [INFO ] [CONFIGURE ] JOB ETA: 29.4m | Avg: 1.6s/test | Remaining: 1135 tests [2025-09-28T04:39:17.097930] [INFO ] [CONFIGURE ] MYE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:39:17.098002] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_volume_momentum_confirmation'] [2025-09-28T04:39:17.216993] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:17.344924] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:17.501116] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:17.667360] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:17.825012] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:17.995352] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:18.186068] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:18.343755] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:18.507723] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:18.635890] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:18.636096] [INFO ] [CONFIGURE ] MYE: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:39:18.636177] [INFO ] [CONFIGURE ] JOB ETA: 29.4m | Avg: 1.6s/test | Remaining: 1134 tests [2025-09-28T04:39:18.636255] [INFO ] [CONFIGURE ] MYE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:39:18.636330] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_volume_price_divergence'] [2025-09-28T04:39:18.765997] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:18.899941] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:39:19.038070] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:19.174571] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:39:19.307384] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:19.440891] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:19.572190] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:19.702636] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:19.836846] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:19.982622] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:19.982893] [INFO ] [CONFIGURE ] MYE: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:39:19.982977] [INFO ] [CONFIGURE ] JOB ETA: 29.4m | Avg: 1.6s/test | Remaining: 1133 tests [2025-09-28T04:39:19.983055] [INFO ] [CONFIGURE ] MYE: Testing feature 28/29: add_volume_profile [2025-09-28T04:39:19.983104] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_volume_profile'] [2025-09-28T04:39:20.112290] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:20.236508] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:20.358168] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:20.478562] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:39:20.603380] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:20.728587] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:20.853059] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:20.977460] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:21.101941] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:21.228148] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:21.228356] [INFO ] [CONFIGURE ] MYE: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:39:21.228438] [INFO ] [CONFIGURE ] JOB ETA: 29.3m | Avg: 1.6s/test | Remaining: 1132 tests [2025-09-28T04:39:21.228514] [INFO ] [CONFIGURE ] MYE: Testing feature 29/29: add_vwap [2025-09-28T04:39:21.228564] [INFO ] [CONFIGURE ] MYE: Testing with features: ['add_vwap'] [2025-09-28T04:39:21.352041] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:21.483384] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:39:21.613173] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:39:21.742226] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:39:21.868967] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:21.995903] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:22.118738] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:22.242092] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:39:22.365388] [DEBUG] [FORECASTER] MYE: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:39:22.493553] [DEBUG] [FORECASTER] MYE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:39:22.493845] [INFO ] [CONFIGURE ] MYE: DISCARDED add_vwap (score: 40.00%) [2025-09-28T04:39:22.493938] [INFO ] [CONFIGURE ] JOB ETA: 29.3m | Avg: 1.6s/test | Remaining: 1131 tests [2025-09-28T04:39:22.494019] [INFO ] [CONFIGURE ] MYE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:39:22.494090] [INFO ] [CONFIGURE ] MYE: Best accuracy: 70.00% [2025-09-28T04:39:22.494161] [INFO ] [CONFIGURE ] MYE: Best feature set (0 features): [] [2025-09-28T04:39:22.494231] [INFO ] [CONFIGURE ] MYE: Improvement over baseline: 0.00% [2025-09-28T04:39:22.494300] [INFO ] [CONFIGURE ] MYE: Total time: 37.6 seconds [2025-09-28T04:39:22.494373] [INFO ] [CONFIGURE ] MYE: Average time per feature: 1.3 seconds [2025-09-28T04:39:22.494497] [INFO ] [CONFIGURE ] MYE: Average speed: 0.77 features/sec [2025-09-28T04:39:22.495037] [INFO ] [LOCAL ] Saved configuration for MYE: 0 features, 70.00% accuracy -> ./output/feature-sets/MYE.json [2025-09-28T04:39:22.495117] [INFO ] [CONFIGURE ] MYE: Configuration saved successfully: 0 features, 70.00% accuracy. [2025-09-28T04:39:22.495207] [INFO ] [sig ] [97/135] Successfully configured MYE | 0.02 sym/s | Total: 1.2h | ETA: 29.1m [2025-09-28T04:39:22.495284] [INFO ] [sig ] [98/135] Configuring NEE... [2025-09-28T04:39:22.495364] [INFO ] [CONFIGURE ] NEE: Configurate test run. [2025-09-28T04:39:22.495437] [DEBUG] [REMOTE ] Fetching historical data for symbol 'NEE' from 'https://tdm.silogroup.org/data/derivative_storage/NEE.csv'. [2025-09-28T04:39:22.815678] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'NEE'. [2025-09-28T04:39:22.816190] [INFO ] [CONFIGURE ] NEE: Testing with 29 available features [2025-09-28T04:39:22.816273] [INFO ] [CONFIGURE ] NEE: Establishing baseline with no features... [2025-09-28T04:39:22.925818] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:23.033542] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:23.141088] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:39:23.249934] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:39:23.361434] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:23.474757] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:23.593557] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:23.714077] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:23.831954] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:23.953101] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:23.953288] [INFO ] [CONFIGURE ] NEE: Baseline score (no features): 60.00% [2025-09-28T04:39:23.953383] [INFO ] [CONFIGURE ] NEE: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:39:23.953637] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:39:24.080406] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:24.206623] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:24.333445] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:24.459948] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:24.589274] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:24.712779] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:39:24.831235] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:24.950211] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:25.069198] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:25.194094] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:25.194339] [INFO ] [CONFIGURE ] NEE: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:39:25.194488] [INFO ] [CONFIGURE ] JOB ETA: 29.3m | Avg: 1.6s/test | Remaining: 1130 tests [2025-09-28T04:39:25.194581] [INFO ] [CONFIGURE ] NEE: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:39:25.194694] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:39:25.322153] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:25.450331] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:25.582298] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:25.714030] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:25.850460] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:25.982830] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:26.139212] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:26.271442] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:26.400286] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:26.530452] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:26.530683] [INFO ] [CONFIGURE ] NEE: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:39:26.530795] [INFO ] [CONFIGURE ] JOB ETA: 29.2m | Avg: 1.6s/test | Remaining: 1129 tests [2025-09-28T04:39:26.530885] [INFO ] [CONFIGURE ] NEE: Testing feature 3/29: add_daily_returns [2025-09-28T04:39:26.530981] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_daily_returns'] [2025-09-28T04:39:26.640061] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:26.751697] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:26.863409] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:26.975924] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:39:27.087725] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:27.204466] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:27.317791] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:27.448353] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:27.563036] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:27.687193] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:27.687635] [INFO ] [CONFIGURE ] NEE: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:39:27.687740] [INFO ] [CONFIGURE ] JOB ETA: 29.2m | Avg: 1.6s/test | Remaining: 1128 tests [2025-09-28T04:39:27.687826] [INFO ] [CONFIGURE ] NEE: Testing feature 4/29: add_ema [2025-09-28T04:39:27.687911] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_ema'] [2025-09-28T04:39:27.810873] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:27.933115] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:28.058715] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:28.183123] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:28.311953] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:28.446537] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:28.582497] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:28.722059] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:28.849822] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:28.979340] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:28.979541] [INFO ] [CONFIGURE ] NEE: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:39:28.979624] [INFO ] [CONFIGURE ] JOB ETA: 29.2m | Avg: 1.6s/test | Remaining: 1127 tests [2025-09-28T04:39:28.979725] [INFO ] [CONFIGURE ] NEE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:39:28.979833] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:39:29.115010] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:29.247019] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:29.389668] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:39:29.535849] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:39:29.683902] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:39:29.833193] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:39:29.983569] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:30.135895] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:39:30.276561] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:30.416352] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:30.416579] [INFO ] [CONFIGURE ] NEE: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:39:30.416769] [INFO ] [CONFIGURE ] JOB ETA: 29.2m | Avg: 1.6s/test | Remaining: 1126 tests [2025-09-28T04:39:30.416881] [INFO ] [CONFIGURE ] NEE: Testing feature 6/29: add_failed_moves [2025-09-28T04:39:30.416940] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_failed_moves'] [2025-09-28T04:39:30.537492] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:30.657379] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:30.772832] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:39:30.887348] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:39:31.002029] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:31.118602] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:31.238190] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:31.355009] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:31.475625] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:31.598029] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:31.598305] [INFO ] [CONFIGURE ] NEE: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:39:31.598416] [INFO ] [CONFIGURE ] JOB ETA: 29.1m | Avg: 1.6s/test | Remaining: 1125 tests [2025-09-28T04:39:31.598507] [INFO ] [CONFIGURE ] NEE: Testing feature 7/29: add_lag_shelf [2025-09-28T04:39:31.598601] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_lag_shelf'] [2025-09-28T04:39:31.708929] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:31.820472] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:31.932501] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:39:32.042794] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:39:32.155955] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:32.266930] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:32.379110] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:32.490548] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:32.604406] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:32.716137] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:32.716335] [INFO ] [CONFIGURE ] NEE: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:39:32.716443] [INFO ] [CONFIGURE ] JOB ETA: 29.1m | Avg: 1.6s/test | Remaining: 1124 tests [2025-09-28T04:39:32.716533] [INFO ] [CONFIGURE ] NEE: Testing feature 8/29: add_macd [2025-09-28T04:39:32.716623] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:39:32.866999] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:33.021303] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:33.171836] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:33.328036] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:33.482152] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:33.636049] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:39:33.787210] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:33.935826] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:39:34.085849] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:34.235672] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:34.235888] [INFO ] [CONFIGURE ] NEE: DISCARDED add_macd (score: 60.00%) [2025-09-28T04:39:34.235970] [INFO ] [CONFIGURE ] JOB ETA: 29.1m | Avg: 1.6s/test | Remaining: 1123 tests [2025-09-28T04:39:34.236131] [INFO ] [CONFIGURE ] NEE: Testing feature 9/29: add_mfi [2025-09-28T04:39:34.236182] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_mfi'] [2025-09-28T04:39:34.358080] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:34.484172] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:34.611411] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:34.737014] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:39:34.864340] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:34.991469] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:35.120195] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:35.244266] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:35.375321] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:35.509799] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:35.510047] [INFO ] [CONFIGURE ] NEE: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:39:35.510155] [INFO ] [CONFIGURE ] JOB ETA: 29.0m | Avg: 1.6s/test | Remaining: 1122 tests [2025-09-28T04:39:35.510247] [INFO ] [CONFIGURE ] NEE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:39:35.510360] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:39:35.662027] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:35.799477] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:35.945849] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:39:36.093855] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:36.239660] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:36.385487] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:36.529817] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:36.673687] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:36.819044] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:36.965528] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:36.965758] [INFO ] [CONFIGURE ] NEE: KEPT add_momentum_acceleration (score: 70.00%) [2025-09-28T04:39:36.965861] [INFO ] [CONFIGURE ] JOB ETA: 29.0m | Avg: 1.6s/test | Remaining: 1121 tests [2025-09-28T04:39:36.966040] [INFO ] [CONFIGURE ] NEE: Testing feature 11/29: add_obv_daily [2025-09-28T04:39:36.966125] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T04:39:37.121252] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:37.275103] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:37.434003] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:39:37.586954] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:37.742790] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:37.902918] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:38.059498] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:38.214727] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:38.370795] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:38.527280] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:38.527479] [INFO ] [CONFIGURE ] NEE: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:39:38.527562] [INFO ] [CONFIGURE ] JOB ETA: 29.0m | Avg: 1.6s/test | Remaining: 1120 tests [2025-09-28T04:39:38.527735] [INFO ] [CONFIGURE ] NEE: Testing feature 12/29: add_obv_interval [2025-09-28T04:39:38.527808] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T04:39:38.703027] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:38.857076] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:39.012724] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:39.173568] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:39.325209] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:39.488781] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:39.643556] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:39.797403] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:39:39.953426] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:40.105199] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:40.105415] [INFO ] [CONFIGURE ] NEE: KEPT add_obv_interval (score: 80.00%) [2025-09-28T04:39:40.105497] [INFO ] [CONFIGURE ] JOB ETA: 29.0m | Avg: 1.6s/test | Remaining: 1119 tests [2025-09-28T04:39:40.105698] [INFO ] [CONFIGURE ] NEE: Testing feature 13/29: add_opening_strength [2025-09-28T04:39:40.105805] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:39:40.274384] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:40.441693] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:40.613709] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:40.790537] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:40.962026] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:41.131843] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:41.309361] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:41.479144] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:39:41.647970] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:41.822909] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:41.823169] [INFO ] [CONFIGURE ] NEE: DISCARDED add_opening_strength (score: 80.00%) [2025-09-28T04:39:41.823301] [INFO ] [CONFIGURE ] JOB ETA: 28.9m | Avg: 1.6s/test | Remaining: 1118 tests [2025-09-28T04:39:41.823382] [INFO ] [CONFIGURE ] NEE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:39:41.823457] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_order_flow_imbalance'] [2025-09-28T04:39:41.998300] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:42.168439] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:42.339766] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:42.508879] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:42.680567] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:42.854220] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:43.026815] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:43.200219] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:43.373322] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:43.548111] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:43.548323] [INFO ] [CONFIGURE ] NEE: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:39:43.548427] [INFO ] [CONFIGURE ] JOB ETA: 28.9m | Avg: 1.6s/test | Remaining: 1117 tests [2025-09-28T04:39:43.548516] [INFO ] [CONFIGURE ] NEE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:39:43.548602] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_pbf_overnight_gap'] [2025-09-28T04:39:43.709341] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:43.874301] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:44.038792] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:44.199846] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:44.360518] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:44.521215] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:44.685588] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:44.850137] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:45.024618] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:45.194027] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:45.194225] [INFO ] [CONFIGURE ] NEE: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:39:45.194306] [INFO ] [CONFIGURE ] JOB ETA: 28.9m | Avg: 1.6s/test | Remaining: 1116 tests [2025-09-28T04:39:45.194380] [INFO ] [CONFIGURE ] NEE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:39:45.194452] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_pbf_return_2d'] [2025-09-28T04:39:45.357561] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:45.521825] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:45.696978] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:45.872396] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:46.039603] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:46.246251] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:46.418860] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:46.587608] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:46.756675] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:46.928432] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:46.928638] [INFO ] [CONFIGURE ] NEE: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:39:46.928743] [INFO ] [CONFIGURE ] JOB ETA: 28.9m | Avg: 1.6s/test | Remaining: 1115 tests [2025-09-28T04:39:46.928904] [INFO ] [CONFIGURE ] NEE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:39:46.928991] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_pbf_volatility_5d'] [2025-09-28T04:39:47.077165] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:47.224176] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:47.371097] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:47.519016] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:47.669174] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:47.824137] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:47.980125] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:39:48.131556] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:39:48.284609] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:48.438369] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:48.438583] [INFO ] [CONFIGURE ] NEE: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:39:48.438689] [INFO ] [CONFIGURE ] JOB ETA: 28.8m | Avg: 1.6s/test | Remaining: 1114 tests [2025-09-28T04:39:48.438764] [INFO ] [CONFIGURE ] NEE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:39:48.438865] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_pbf_vs_sma_5'] [2025-09-28T04:39:48.588359] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:48.737412] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:48.899929] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:49.075265] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:49.277399] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:49.478418] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:49.679313] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:49.857072] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:39:50.017286] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:50.174781] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:50.174973] [INFO ] [CONFIGURE ] NEE: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:39:50.175055] [INFO ] [CONFIGURE ] JOB ETA: 28.8m | Avg: 1.6s/test | Remaining: 1113 tests [2025-09-28T04:39:50.175216] [INFO ] [CONFIGURE ] NEE: Testing feature 20/29: add_price_rejection [2025-09-28T04:39:50.175292] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_price_rejection'] [2025-09-28T04:39:50.342504] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:50.515673] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:50.680211] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:50.841464] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:51.004920] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:51.168069] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:51.333669] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:51.494859] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:51.660352] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:51.826414] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:51.826704] [INFO ] [CONFIGURE ] NEE: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:39:51.826858] [INFO ] [CONFIGURE ] JOB ETA: 28.8m | Avg: 1.6s/test | Remaining: 1112 tests [2025-09-28T04:39:51.827025] [INFO ] [CONFIGURE ] NEE: Testing feature 21/29: add_range_position [2025-09-28T04:39:51.827114] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_range_position'] [2025-09-28T04:39:51.997988] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:39:52.171570] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:52.344708] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:52.516577] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:52.687372] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:52.858626] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:39:53.032670] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:53.209461] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:53.384204] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:53.561611] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:53.561854] [INFO ] [CONFIGURE ] NEE: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:39:53.561945] [INFO ] [CONFIGURE ] JOB ETA: 28.8m | Avg: 1.6s/test | Remaining: 1111 tests [2025-09-28T04:39:53.562019] [INFO ] [CONFIGURE ] NEE: Testing feature 22/29: add_realized_volatility [2025-09-28T04:39:53.562094] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_realized_volatility'] [2025-09-28T04:39:53.746765] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:53.937754] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:54.130194] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:39:54.338207] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:54.535733] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:54.731443] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:54.927422] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:55.125158] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:55.318898] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:55.514780] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:55.515018] [INFO ] [CONFIGURE ] NEE: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:39:55.515103] [INFO ] [CONFIGURE ] JOB ETA: 28.7m | Avg: 1.6s/test | Remaining: 1110 tests [2025-09-28T04:39:55.515179] [INFO ] [CONFIGURE ] NEE: Testing feature 23/29: add_recent_range_context [2025-09-28T04:39:55.515280] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_recent_range_context'] [2025-09-28T04:39:55.674267] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:55.835964] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:55.999676] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:56.162848] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:56.325771] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:56.489711] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:56.652864] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:56.820166] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:56.984864] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:57.148106] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:39:57.148308] [INFO ] [CONFIGURE ] NEE: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:39:57.148391] [INFO ] [CONFIGURE ] JOB ETA: 28.7m | Avg: 1.6s/test | Remaining: 1109 tests [2025-09-28T04:39:57.148586] [INFO ] [CONFIGURE ] NEE: Testing feature 24/29: add_rsi [2025-09-28T04:39:57.148694] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_ema', 'add_rsi'] [2025-09-28T04:39:57.330040] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:57.507319] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:57.689253] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:57.869081] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:58.054735] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:58.251858] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:39:58.435295] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:39:58.613495] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:39:58.795307] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:39:58.982160] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:39:58.982420] [INFO ] [CONFIGURE ] NEE: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:39:58.982507] [INFO ] [CONFIGURE ] JOB ETA: 28.7m | Avg: 1.6s/test | Remaining: 1108 tests [2025-09-28T04:39:58.982694] [INFO ] [CONFIGURE ] NEE: Testing feature 25/29: add_tick_distribution [2025-09-28T04:39:58.982772] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_tick_distribution'] [2025-09-28T04:39:59.144067] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:39:59.302703] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:39:59.471130] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:39:59.633084] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:39:59.802147] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:39:59.968935] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:00.128918] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:40:00.291786] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:40:00.494103] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:40:00.661521] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:00.661832] [INFO ] [CONFIGURE ] NEE: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:40:00.661967] [INFO ] [CONFIGURE ] JOB ETA: 28.7m | Avg: 1.6s/test | Remaining: 1107 tests [2025-09-28T04:40:00.662082] [INFO ] [CONFIGURE ] NEE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:40:00.662177] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_volume_momentum_confirmation'] [2025-09-28T04:40:00.839124] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:01.008390] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:40:01.170287] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:40:01.332520] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:01.517262] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:01.693274] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:01.864575] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:02.030911] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:40:02.198935] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:40:02.372066] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:02.372361] [INFO ] [CONFIGURE ] NEE: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T04:40:02.372451] [INFO ] [CONFIGURE ] JOB ETA: 28.6m | Avg: 1.6s/test | Remaining: 1106 tests [2025-09-28T04:40:02.372540] [INFO ] [CONFIGURE ] NEE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:40:02.372620] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_volume_price_divergence'] [2025-09-28T04:40:02.547331] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:02.716368] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:40:02.881731] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:40:03.055166] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:03.233574] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:03.405122] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:03.584779] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:03.760817] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:40:03.931377] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:40:04.103001] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:04.103220] [INFO ] [CONFIGURE ] NEE: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:40:04.103305] [INFO ] [CONFIGURE ] JOB ETA: 28.6m | Avg: 1.6s/test | Remaining: 1105 tests [2025-09-28T04:40:04.103383] [INFO ] [CONFIGURE ] NEE: Testing feature 28/29: add_volume_profile [2025-09-28T04:40:04.103459] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_volume_profile'] [2025-09-28T04:40:04.258938] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:04.415597] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:40:04.576799] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:40:04.733736] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:04.895239] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:05.058564] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:05.219024] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:40:05.377040] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:40:05.548633] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:40:05.717903] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:05.718145] [INFO ] [CONFIGURE ] NEE: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:40:05.718229] [INFO ] [CONFIGURE ] JOB ETA: 28.6m | Avg: 1.6s/test | Remaining: 1104 tests [2025-09-28T04:40:05.718334] [INFO ] [CONFIGURE ] NEE: Testing feature 29/29: add_vwap [2025-09-28T04:40:05.718412] [INFO ] [CONFIGURE ] NEE: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_vwap'] [2025-09-28T04:40:05.881151] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:06.038933] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:40:06.198886] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:40:06.358017] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:06.520164] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:06.683199] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:06.845191] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:07.007933] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:40:07.171584] [DEBUG] [FORECASTER] NEE: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:40:07.334716] [DEBUG] [FORECASTER] NEE: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:07.334925] [INFO ] [CONFIGURE ] NEE: DISCARDED add_vwap (score: 80.00%) [2025-09-28T04:40:07.335085] [INFO ] [CONFIGURE ] JOB ETA: 28.6m | Avg: 1.6s/test | Remaining: 1103 tests [2025-09-28T04:40:07.335220] [INFO ] [CONFIGURE ] NEE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:40:07.335295] [INFO ] [CONFIGURE ] NEE: Best accuracy: 80.00% [2025-09-28T04:40:07.335391] [INFO ] [CONFIGURE ] NEE: Best feature set (3 features): ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T04:40:07.335467] [INFO ] [CONFIGURE ] NEE: Improvement over baseline: 20.00% [2025-09-28T04:40:07.335546] [INFO ] [CONFIGURE ] NEE: Total time: 43.4 seconds [2025-09-28T04:40:07.335628] [INFO ] [CONFIGURE ] NEE: Average time per feature: 1.5 seconds [2025-09-28T04:40:07.335738] [INFO ] [CONFIGURE ] NEE: Average speed: 0.67 features/sec [2025-09-28T04:40:07.336324] [INFO ] [LOCAL ] Saved configuration for NEE: 3 features, 80.00% accuracy -> ./output/feature-sets/NEE.json [2025-09-28T04:40:07.336420] [INFO ] [CONFIGURE ] NEE: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:40:07.336549] [INFO ] [sig ] [98/135] Successfully configured NEE | 0.02 sym/s | Total: 1.2h | ETA: 28.3m [2025-09-28T04:40:07.336636] [INFO ] [sig ] [99/135] Configuring NEM... [2025-09-28T04:40:07.336780] [INFO ] [CONFIGURE ] NEM: Configurate test run. [2025-09-28T04:40:07.336909] [DEBUG] [REMOTE ] Fetching historical data for symbol 'NEM' from 'https://tdm.silogroup.org/data/derivative_storage/NEM.csv'. [2025-09-28T04:40:07.354769] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'NEM'. [2025-09-28T04:40:07.355389] [INFO ] [CONFIGURE ] NEM: Testing with 29 available features [2025-09-28T04:40:07.355468] [INFO ] [CONFIGURE ] NEM: Establishing baseline with no features... [2025-09-28T04:40:07.469635] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:07.582465] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:07.695988] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:07.811994] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:07.924903] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:08.041190] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:08.158059] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:08.269141] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:08.382066] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:08.496426] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:08.496631] [INFO ] [CONFIGURE ] NEM: Baseline score (no features): 40.00% [2025-09-28T04:40:08.496737] [INFO ] [CONFIGURE ] NEM: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:40:08.496811] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:40:08.624547] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:08.752204] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:08.881725] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:09.012406] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:09.144146] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:09.275563] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:09.410098] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:09.544506] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:09.680262] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:09.820315] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:09.820546] [INFO ] [CONFIGURE ] NEM: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:40:09.820634] [INFO ] [CONFIGURE ] JOB ETA: 28.5m | Avg: 1.6s/test | Remaining: 1102 tests [2025-09-28T04:40:09.820736] [INFO ] [CONFIGURE ] NEM: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:40:09.820812] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:40:10.006071] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:10.211996] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:10.414121] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:10.621823] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:10.832861] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:11.017269] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:11.186164] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:11.351485] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:11.511328] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:11.672087] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:11.672332] [INFO ] [CONFIGURE ] NEM: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:40:11.672416] [INFO ] [CONFIGURE ] JOB ETA: 28.5m | Avg: 1.6s/test | Remaining: 1101 tests [2025-09-28T04:40:11.672576] [INFO ] [CONFIGURE ] NEM: Testing feature 3/29: add_daily_returns [2025-09-28T04:40:11.672692] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:40:11.807372] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:11.938267] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:12.073847] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:12.222033] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:40:12.365230] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:12.530050] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:12.667261] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:12.802107] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:12.937450] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:13.090326] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:13.090544] [INFO ] [CONFIGURE ] NEM: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T04:40:13.090626] [INFO ] [CONFIGURE ] JOB ETA: 28.5m | Avg: 1.6s/test | Remaining: 1100 tests [2025-09-28T04:40:13.090811] [INFO ] [CONFIGURE ] NEM: Testing feature 4/29: add_ema [2025-09-28T04:40:13.090863] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:40:13.252964] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:13.408262] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:13.554188] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:13.707960] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:13.889793] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:14.041072] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:14.187536] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:14.337320] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:14.487584] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:14.641134] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:14.641359] [INFO ] [CONFIGURE ] NEM: KEPT add_ema (score: 70.00%) [2025-09-28T04:40:14.641448] [INFO ] [CONFIGURE ] JOB ETA: 28.5m | Avg: 1.6s/test | Remaining: 1099 tests [2025-09-28T04:40:14.641551] [INFO ] [CONFIGURE ] NEM: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:40:14.641621] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:40:14.817228] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:14.988152] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:15.155296] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:15.339232] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:15.543209] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:15.711083] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:15.877997] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:16.049962] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:16.230226] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:16.405981] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:16.406185] [INFO ] [CONFIGURE ] NEM: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:40:16.406268] [INFO ] [CONFIGURE ] JOB ETA: 28.4m | Avg: 1.6s/test | Remaining: 1098 tests [2025-09-28T04:40:16.406342] [INFO ] [CONFIGURE ] NEM: Testing feature 6/29: add_failed_moves [2025-09-28T04:40:16.406413] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_failed_moves'] [2025-09-28T04:40:16.558071] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:16.714781] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:16.870854] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:17.033784] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:17.190884] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:17.352124] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:17.513459] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:17.681875] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:17.844070] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:18.004266] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:18.004462] [INFO ] [CONFIGURE ] NEM: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:40:18.004542] [INFO ] [CONFIGURE ] JOB ETA: 28.4m | Avg: 1.6s/test | Remaining: 1097 tests [2025-09-28T04:40:18.004621] [INFO ] [CONFIGURE ] NEM: Testing feature 7/29: add_lag_shelf [2025-09-28T04:40:18.004750] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf'] [2025-09-28T04:40:18.146723] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:18.287942] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:18.452694] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:18.606267] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:18.760369] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:18.913178] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:19.068704] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:19.223566] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:19.383837] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:19.550824] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:19.551043] [INFO ] [CONFIGURE ] NEM: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:40:19.551140] [INFO ] [CONFIGURE ] JOB ETA: 28.4m | Avg: 1.6s/test | Remaining: 1096 tests [2025-09-28T04:40:19.551218] [INFO ] [CONFIGURE ] NEM: Testing feature 8/29: add_macd [2025-09-28T04:40:19.551299] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:40:19.742134] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:19.935557] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:20.136948] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:20.326926] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:20.513286] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:20.692069] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:40:20.874168] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:21.056960] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:21.237723] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:21.427381] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:21.427662] [INFO ] [CONFIGURE ] NEM: DISCARDED add_macd (score: 30.00%) [2025-09-28T04:40:21.427773] [INFO ] [CONFIGURE ] JOB ETA: 28.4m | Avg: 1.6s/test | Remaining: 1095 tests [2025-09-28T04:40:21.427864] [INFO ] [CONFIGURE ] NEM: Testing feature 9/29: add_mfi [2025-09-28T04:40:21.427955] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_mfi'] [2025-09-28T04:40:21.597685] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:21.763628] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:21.933193] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:22.103604] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:22.277313] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:22.448687] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:22.616680] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:22.786800] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:22.959914] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:23.124334] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:23.124585] [INFO ] [CONFIGURE ] NEM: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:40:23.124719] [INFO ] [CONFIGURE ] JOB ETA: 28.3m | Avg: 1.6s/test | Remaining: 1094 tests [2025-09-28T04:40:23.124811] [INFO ] [CONFIGURE ] NEM: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:40:23.124901] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:40:23.300788] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:23.475704] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:23.652445] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:23.831362] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:40:24.007097] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:24.185747] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:24.369750] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:24.551039] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:24.740598] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:24.934202] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:24.934442] [INFO ] [CONFIGURE ] NEM: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:40:24.934527] [INFO ] [CONFIGURE ] JOB ETA: 28.3m | Avg: 1.6s/test | Remaining: 1093 tests [2025-09-28T04:40:24.934604] [INFO ] [CONFIGURE ] NEM: Testing feature 11/29: add_obv_daily [2025-09-28T04:40:24.934768] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_daily'] [2025-09-28T04:40:25.094223] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:25.264088] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:40:25.432270] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:25.592478] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:25.750349] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:25.907346] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:26.080604] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:26.259175] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:26.419949] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:26.584876] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:26.585095] [INFO ] [CONFIGURE ] NEM: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:40:26.585278] [INFO ] [CONFIGURE ] JOB ETA: 28.3m | Avg: 1.6s/test | Remaining: 1092 tests [2025-09-28T04:40:26.585359] [INFO ] [CONFIGURE ] NEM: Testing feature 12/29: add_obv_interval [2025-09-28T04:40:26.585436] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_obv_interval'] [2025-09-28T04:40:26.744313] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:26.906901] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:27.067891] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:27.225208] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:27.382222] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:27.538594] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:27.700953] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:27.858316] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:28.018588] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:28.180787] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:28.181006] [INFO ] [CONFIGURE ] NEM: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:40:28.181090] [INFO ] [CONFIGURE ] JOB ETA: 28.3m | Avg: 1.6s/test | Remaining: 1091 tests [2025-09-28T04:40:28.181249] [INFO ] [CONFIGURE ] NEM: Testing feature 13/29: add_opening_strength [2025-09-28T04:40:28.181324] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:40:28.347505] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:28.518612] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:28.688871] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:28.860763] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:40:29.032975] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:29.204083] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:29.369286] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:29.537334] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:29.707568] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:29.878290] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:29.878504] [INFO ] [CONFIGURE ] NEM: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:40:29.878587] [INFO ] [CONFIGURE ] JOB ETA: 28.2m | Avg: 1.6s/test | Remaining: 1090 tests [2025-09-28T04:40:29.878689] [INFO ] [CONFIGURE ] NEM: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:40:29.878767] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_order_flow_imbalance'] [2025-09-28T04:40:30.047193] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:30.212925] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:30.378095] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:30.545567] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:40:30.714316] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:30.885502] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:40:31.057343] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:31.231453] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:31.407387] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:31.588235] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:31.588478] [INFO ] [CONFIGURE ] NEM: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T04:40:31.588564] [INFO ] [CONFIGURE ] JOB ETA: 28.2m | Avg: 1.6s/test | Remaining: 1089 tests [2025-09-28T04:40:31.588662] [INFO ] [CONFIGURE ] NEM: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:40:31.588804] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_morning_momentum'] [2025-09-28T04:40:31.752164] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:31.910691] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:32.062860] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:32.220930] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:32.370299] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:32.517526] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:32.666120] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:32.819491] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:32.973834] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:33.130907] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:33.131124] [INFO ] [CONFIGURE ] NEM: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:40:33.131246] [INFO ] [CONFIGURE ] JOB ETA: 28.2m | Avg: 1.6s/test | Remaining: 1088 tests [2025-09-28T04:40:33.131325] [INFO ] [CONFIGURE ] NEM: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:40:33.131423] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_overnight_gap'] [2025-09-28T04:40:33.284592] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:33.435638] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:33.593025] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:33.761243] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:33.919663] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:34.079294] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:34.233618] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:34.392835] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:34.549810] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:34.710443] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:34.710686] [INFO ] [CONFIGURE ] NEM: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:40:34.710797] [INFO ] [CONFIGURE ] JOB ETA: 28.2m | Avg: 1.6s/test | Remaining: 1087 tests [2025-09-28T04:40:34.710878] [INFO ] [CONFIGURE ] NEM: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:40:34.710955] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_return_2d'] [2025-09-28T04:40:34.880689] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:35.040403] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:35.200009] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:35.361729] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:35.524397] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:35.687416] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:35.853781] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:36.019281] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:36.182100] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:36.346178] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:36.346399] [INFO ] [CONFIGURE ] NEM: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:40:36.346482] [INFO ] [CONFIGURE ] JOB ETA: 28.1m | Avg: 1.6s/test | Remaining: 1086 tests [2025-09-28T04:40:36.346559] [INFO ] [CONFIGURE ] NEM: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:40:36.346608] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_volatility_5d'] [2025-09-28T04:40:36.495441] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:36.650368] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:36.806577] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:36.969168] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:37.134396] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:37.299506] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:37.460431] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:37.613110] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:37.773726] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:37.935199] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:37.935417] [INFO ] [CONFIGURE ] NEM: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:40:37.935500] [INFO ] [CONFIGURE ] JOB ETA: 28.1m | Avg: 1.6s/test | Remaining: 1085 tests [2025-09-28T04:40:37.935578] [INFO ] [CONFIGURE ] NEM: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:40:37.935628] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:40:38.086415] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:38.232236] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:38.383076] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:38.535909] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:38.708912] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:38.892399] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:39.050871] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:39.215106] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:39.367117] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:39.522132] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:39.522358] [INFO ] [CONFIGURE ] NEM: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:40:39.522448] [INFO ] [CONFIGURE ] JOB ETA: 28.1m | Avg: 1.6s/test | Remaining: 1084 tests [2025-09-28T04:40:39.522532] [INFO ] [CONFIGURE ] NEM: Testing feature 20/29: add_price_rejection [2025-09-28T04:40:39.522608] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_price_rejection'] [2025-09-28T04:40:39.686198] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:39.849091] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:40.010899] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:40.174460] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:40.336806] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:40.510011] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:40.683289] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:40.850525] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:41.019913] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:41.194385] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:41.194680] [INFO ] [CONFIGURE ] NEM: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:40:41.194768] [INFO ] [CONFIGURE ] JOB ETA: 28.1m | Avg: 1.6s/test | Remaining: 1083 tests [2025-09-28T04:40:41.194845] [INFO ] [CONFIGURE ] NEM: Testing feature 21/29: add_range_position [2025-09-28T04:40:41.194960] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_range_position'] [2025-09-28T04:40:41.365905] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:41.533665] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:41.706333] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:41.882465] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:42.059764] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:42.234519] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:42.413445] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:42.597970] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:42.785184] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:42.972058] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:42.972296] [INFO ] [CONFIGURE ] NEM: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:40:42.972406] [INFO ] [CONFIGURE ] JOB ETA: 28.0m | Avg: 1.6s/test | Remaining: 1082 tests [2025-09-28T04:40:42.972508] [INFO ] [CONFIGURE ] NEM: Testing feature 22/29: add_realized_volatility [2025-09-28T04:40:42.972606] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_realized_volatility'] [2025-09-28T04:40:43.168499] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:43.362793] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:43.561243] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:43.765495] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:43.951092] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:44.136904] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:44.325876] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:40:44.518549] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:44.712807] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:44.923569] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:44.923845] [INFO ] [CONFIGURE ] NEM: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:40:44.923958] [INFO ] [CONFIGURE ] JOB ETA: 28.0m | Avg: 1.6s/test | Remaining: 1081 tests [2025-09-28T04:40:44.924049] [INFO ] [CONFIGURE ] NEM: Testing feature 23/29: add_recent_range_context [2025-09-28T04:40:44.924151] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_recent_range_context'] [2025-09-28T04:40:45.118541] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:45.301631] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:45.453872] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:45.615214] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:45.779422] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:45.937182] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:46.097513] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:46.260175] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:46.441878] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:46.618692] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:46.618911] [INFO ] [CONFIGURE ] NEM: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:40:46.619024] [INFO ] [CONFIGURE ] JOB ETA: 28.0m | Avg: 1.6s/test | Remaining: 1080 tests [2025-09-28T04:40:46.619115] [INFO ] [CONFIGURE ] NEM: Testing feature 24/29: add_rsi [2025-09-28T04:40:46.619255] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:40:46.779433] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:46.945842] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:47.121399] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:47.304817] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:47.469073] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:47.634823] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:47.799870] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:47.977379] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:48.151125] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:48.323402] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:48.323597] [INFO ] [CONFIGURE ] NEM: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:40:48.323711] [INFO ] [CONFIGURE ] JOB ETA: 28.0m | Avg: 1.6s/test | Remaining: 1079 tests [2025-09-28T04:40:48.323794] [INFO ] [CONFIGURE ] NEM: Testing feature 25/29: add_tick_distribution [2025-09-28T04:40:48.323908] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_tick_distribution'] [2025-09-28T04:40:48.482532] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:48.642294] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:48.797476] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:48.949312] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:49.105660] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:49.266197] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:49.423333] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:49.578745] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:49.736323] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:49.896796] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:49.897066] [INFO ] [CONFIGURE ] NEM: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:40:49.897155] [INFO ] [CONFIGURE ] JOB ETA: 27.9m | Avg: 1.6s/test | Remaining: 1078 tests [2025-09-28T04:40:49.897234] [INFO ] [CONFIGURE ] NEM: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:40:49.897392] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_momentum_confirmation'] [2025-09-28T04:40:50.054610] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:50.217268] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:50.368802] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:50.524232] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:40:50.684855] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:50.848957] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:51.010573] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:51.189797] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:51.360507] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:51.528535] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:51.528757] [INFO ] [CONFIGURE ] NEM: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T04:40:51.528842] [INFO ] [CONFIGURE ] JOB ETA: 27.9m | Avg: 1.6s/test | Remaining: 1077 tests [2025-09-28T04:40:51.529005] [INFO ] [CONFIGURE ] NEM: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:40:51.529089] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_price_divergence'] [2025-09-28T04:40:51.692910] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:51.868589] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:52.040274] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:52.206091] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:52.367178] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:52.532249] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:52.696203] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:52.866205] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:53.049797] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:53.223762] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:40:53.223966] [INFO ] [CONFIGURE ] NEM: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:40:53.224051] [INFO ] [CONFIGURE ] JOB ETA: 27.9m | Avg: 1.6s/test | Remaining: 1076 tests [2025-09-28T04:40:53.224129] [INFO ] [CONFIGURE ] NEM: Testing feature 28/29: add_volume_profile [2025-09-28T04:40:53.224246] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_volume_profile'] [2025-09-28T04:40:53.386382] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:53.549834] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:53.722825] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:53.886459] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:54.063007] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:54.223833] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:54.387481] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:54.551045] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:54.712941] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:54.873155] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:54.873352] [INFO ] [CONFIGURE ] NEM: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:40:54.873436] [INFO ] [CONFIGURE ] JOB ETA: 27.9m | Avg: 1.6s/test | Remaining: 1075 tests [2025-09-28T04:40:54.873512] [INFO ] [CONFIGURE ] NEM: Testing feature 29/29: add_vwap [2025-09-28T04:40:54.873617] [INFO ] [CONFIGURE ] NEM: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap'] [2025-09-28T04:40:55.031125] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:55.191402] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:55.352615] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:55.511918] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:40:55.671621] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:55.834404] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:55.997537] [DEBUG] [FORECASTER] NEM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:40:56.157365] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:40:56.315964] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:56.485499] [DEBUG] [FORECASTER] NEM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:56.485812] [INFO ] [CONFIGURE ] NEM: DISCARDED add_vwap (score: 50.00%) [2025-09-28T04:40:56.485913] [INFO ] [CONFIGURE ] JOB ETA: 27.8m | Avg: 1.6s/test | Remaining: 1074 tests [2025-09-28T04:40:56.486060] [INFO ] [CONFIGURE ] NEM: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:40:56.486150] [INFO ] [CONFIGURE ] NEM: Best accuracy: 70.00% [2025-09-28T04:40:56.486248] [INFO ] [CONFIGURE ] NEM: Best feature set (2 features): ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:40:56.486346] [INFO ] [CONFIGURE ] NEM: Improvement over baseline: 30.00% [2025-09-28T04:40:56.486439] [INFO ] [CONFIGURE ] NEM: Total time: 48.0 seconds [2025-09-28T04:40:56.486536] [INFO ] [CONFIGURE ] NEM: Average time per feature: 1.7 seconds [2025-09-28T04:40:56.486633] [INFO ] [CONFIGURE ] NEM: Average speed: 0.60 features/sec [2025-09-28T04:40:56.487754] [INFO ] [LOCAL ] Saved configuration for NEM: 2 features, 70.00% accuracy -> ./output/feature-sets/NEM.json [2025-09-28T04:40:56.487913] [INFO ] [CONFIGURE ] NEM: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T04:40:56.488028] [INFO ] [sig ] [99/135] Successfully configured NEM | 0.02 sym/s | Total: 1.3h | ETA: 27.6m [2025-09-28T04:40:56.488153] [INFO ] [sig ] [100/135] Configuring NI... [2025-09-28T04:40:56.488279] [INFO ] [CONFIGURE ] NI: Configurate test run. [2025-09-28T04:40:56.488426] [DEBUG] [REMOTE ] Fetching historical data for symbol 'NI' from 'https://tdm.silogroup.org/data/derivative_storage/NI.csv'. [2025-09-28T04:40:56.801820] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'NI'. [2025-09-28T04:40:56.802347] [INFO ] [CONFIGURE ] NI: Testing with 29 available features [2025-09-28T04:40:56.802439] [INFO ] [CONFIGURE ] NI: Establishing baseline with no features... [2025-09-28T04:40:56.913639] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:57.019597] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:57.128179] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:57.240148] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:40:57.352123] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:40:57.470097] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:57.588850] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:40:57.714230] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:40:57.839037] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:40:57.955238] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:57.955466] [INFO ] [CONFIGURE ] NI: Baseline score (no features): 50.00% [2025-09-28T04:40:57.955552] [INFO ] [CONFIGURE ] NI: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:40:57.955612] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:40:58.080238] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:40:58.204342] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:58.326127] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:58.452183] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:40:58.576670] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:40:58.702998] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:40:58.825664] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:40:58.960163] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:40:59.088732] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:40:59.219224] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:40:59.219427] [INFO ] [CONFIGURE ] NI: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:40:59.219509] [INFO ] [CONFIGURE ] JOB ETA: 27.8m | Avg: 1.6s/test | Remaining: 1073 tests [2025-09-28T04:40:59.219608] [INFO ] [CONFIGURE ] NI: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:40:59.219711] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:40:59.346358] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:40:59.475513] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:40:59.604553] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:40:59.740292] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:40:59.869813] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:00.010327] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:00.145855] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:00.278441] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:00.412247] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:41:00.548661] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:00.548874] [INFO ] [CONFIGURE ] NI: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T04:41:00.548959] [INFO ] [CONFIGURE ] JOB ETA: 27.8m | Avg: 1.6s/test | Remaining: 1072 tests [2025-09-28T04:41:00.549035] [INFO ] [CONFIGURE ] NI: Testing feature 3/29: add_daily_returns [2025-09-28T04:41:00.549111] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:41:00.683171] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:00.817171] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:00.953434] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:01.097805] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:01.258126] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:01.410134] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:01.550605] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:01.700810] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:01.845132] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:41:02.002429] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:41:02.002719] [INFO ] [CONFIGURE ] NI: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:41:02.002808] [INFO ] [CONFIGURE ] JOB ETA: 27.8m | Avg: 1.6s/test | Remaining: 1071 tests [2025-09-28T04:41:02.002886] [INFO ] [CONFIGURE ] NI: Testing feature 4/29: add_ema [2025-09-28T04:41:02.002961] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:41:02.159294] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:41:02.325754] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:02.487768] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:02.646920] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:02.803339] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:02.997137] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:03.175299] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:03.401624] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:03.646286] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:03.843442] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:03.843817] [INFO ] [CONFIGURE ] NI: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:41:03.843916] [INFO ] [CONFIGURE ] JOB ETA: 27.7m | Avg: 1.6s/test | Remaining: 1070 tests [2025-09-28T04:41:03.844045] [INFO ] [CONFIGURE ] NI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:41:03.844130] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:41:04.028267] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:04.187888] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:04.348081] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:04.505115] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:04.663594] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:04.828431] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:04.995859] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:05.159594] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:05.328397] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:05.492093] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:05.492373] [INFO ] [CONFIGURE ] NI: KEPT add_exhaustion_signals (score: 70.00%) [2025-09-28T04:41:05.492459] [INFO ] [CONFIGURE ] JOB ETA: 27.7m | Avg: 1.6s/test | Remaining: 1069 tests [2025-09-28T04:41:05.492534] [INFO ] [CONFIGURE ] NI: Testing feature 6/29: add_failed_moves [2025-09-28T04:41:05.492608] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:41:05.662609] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:05.825339] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:05.991320] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:06.153946] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:06.330730] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:06.506549] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:06.678139] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:06.870197] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:07.055892] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:07.233129] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:07.233354] [INFO ] [CONFIGURE ] NI: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:41:07.233437] [INFO ] [CONFIGURE ] JOB ETA: 27.7m | Avg: 1.6s/test | Remaining: 1068 tests [2025-09-28T04:41:07.233515] [INFO ] [CONFIGURE ] NI: Testing feature 7/29: add_lag_shelf [2025-09-28T04:41:07.233589] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:41:07.404352] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:07.567066] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:07.735227] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:07.899783] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:08.073052] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:08.238783] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:41:08.409668] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:08.577857] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:08.752715] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:08.932967] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:08.933189] [INFO ] [CONFIGURE ] NI: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:41:08.933272] [INFO ] [CONFIGURE ] JOB ETA: 27.7m | Avg: 1.6s/test | Remaining: 1067 tests [2025-09-28T04:41:08.933348] [INFO ] [CONFIGURE ] NI: Testing feature 8/29: add_macd [2025-09-28T04:41:08.933422] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:41:09.119065] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:09.297118] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:09.484679] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:09.671065] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:09.862410] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:10.049678] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:10.234435] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:10.421940] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:10.605577] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:41:10.796900] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:10.797133] [INFO ] [CONFIGURE ] NI: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:41:10.797217] [INFO ] [CONFIGURE ] JOB ETA: 27.6m | Avg: 1.6s/test | Remaining: 1066 tests [2025-09-28T04:41:10.797296] [INFO ] [CONFIGURE ] NI: Testing feature 9/29: add_mfi [2025-09-28T04:41:10.797371] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T04:41:10.981596] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:11.166155] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:11.351949] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:11.529213] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:11.707940] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:11.889329] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:12.070186] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:12.250837] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:12.435340] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:12.624316] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:12.624593] [INFO ] [CONFIGURE ] NI: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:41:12.624726] [INFO ] [CONFIGURE ] JOB ETA: 27.6m | Avg: 1.6s/test | Remaining: 1065 tests [2025-09-28T04:41:12.624809] [INFO ] [CONFIGURE ] NI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:41:12.624889] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:41:12.832762] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:13.040035] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:13.253206] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:13.460700] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:13.675201] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:13.884633] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:14.099179] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:14.309220] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:14.520443] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:14.732048] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:14.732314] [INFO ] [CONFIGURE ] NI: KEPT add_momentum_acceleration (score: 80.00%) [2025-09-28T04:41:14.732401] [INFO ] [CONFIGURE ] JOB ETA: 27.6m | Avg: 1.6s/test | Remaining: 1064 tests [2025-09-28T04:41:14.732494] [INFO ] [CONFIGURE ] NI: Testing feature 11/29: add_obv_daily [2025-09-28T04:41:14.732601] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T04:41:14.938261] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:15.148745] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:15.353103] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:15.558195] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:15.766623] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:15.976689] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:41:16.182626] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:16.393918] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:16.600080] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:16.813170] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:16.813390] [INFO ] [CONFIGURE ] NI: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:41:16.813475] [INFO ] [CONFIGURE ] JOB ETA: 27.6m | Avg: 1.6s/test | Remaining: 1063 tests [2025-09-28T04:41:16.813551] [INFO ] [CONFIGURE ] NI: Testing feature 12/29: add_obv_interval [2025-09-28T04:41:16.813625] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T04:41:17.012295] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:41:17.217083] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:17.418506] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:17.633089] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:17.828129] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:18.029901] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:18.241621] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:18.437667] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:18.632083] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:18.827058] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:41:18.827287] [INFO ] [CONFIGURE ] NI: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T04:41:18.827369] [INFO ] [CONFIGURE ] JOB ETA: 27.5m | Avg: 1.6s/test | Remaining: 1062 tests [2025-09-28T04:41:18.827443] [INFO ] [CONFIGURE ] NI: Testing feature 13/29: add_opening_strength [2025-09-28T04:41:18.827558] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:41:19.035202] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:19.266093] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:19.480405] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:19.701432] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:19.921774] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:20.142254] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:20.354890] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:20.580266] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:20.797176] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:21.013185] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:21.013439] [INFO ] [CONFIGURE ] NI: DISCARDED add_opening_strength (score: 80.00%) [2025-09-28T04:41:21.013528] [INFO ] [CONFIGURE ] JOB ETA: 27.5m | Avg: 1.6s/test | Remaining: 1061 tests [2025-09-28T04:41:21.013607] [INFO ] [CONFIGURE ] NI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:41:21.013706] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T04:41:21.217284] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:21.418227] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:21.645309] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:21.867262] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:22.085398] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:22.303235] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:41:22.532358] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:22.771395] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:23.002561] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:23.220793] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:41:23.221028] [INFO ] [CONFIGURE ] NI: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:41:23.221113] [INFO ] [CONFIGURE ] JOB ETA: 27.5m | Avg: 1.6s/test | Remaining: 1060 tests [2025-09-28T04:41:23.221190] [INFO ] [CONFIGURE ] NI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:41:23.221266] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T04:41:23.419276] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:23.625753] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:23.836800] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:24.041079] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:24.258009] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:24.474927] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:24.679215] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:24.891750] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:25.107119] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:41:25.321749] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:41:25.321995] [INFO ] [CONFIGURE ] NI: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:41:25.322146] [INFO ] [CONFIGURE ] JOB ETA: 27.5m | Avg: 1.6s/test | Remaining: 1059 tests [2025-09-28T04:41:25.322234] [INFO ] [CONFIGURE ] NI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:41:25.322312] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T04:41:25.540107] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:25.743299] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:41:25.950014] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:26.163231] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:26.384440] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:26.612430] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:26.835564] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:27.049271] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:27.269501] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:27.491496] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:27.491758] [INFO ] [CONFIGURE ] NI: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:41:27.491843] [INFO ] [CONFIGURE ] JOB ETA: 27.5m | Avg: 1.6s/test | Remaining: 1058 tests [2025-09-28T04:41:27.491920] [INFO ] [CONFIGURE ] NI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:41:27.491996] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T04:41:27.695170] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:27.892961] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:41:28.095830] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:28.296226] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:28.498949] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:28.701863] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:28.906445] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:29.107479] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:29.311761] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:29.510816] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:29.511019] [INFO ] [CONFIGURE ] NI: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T04:41:29.511103] [INFO ] [CONFIGURE ] JOB ETA: 27.4m | Avg: 1.6s/test | Remaining: 1057 tests [2025-09-28T04:41:29.511180] [INFO ] [CONFIGURE ] NI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:41:29.511255] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T04:41:29.706010] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:29.904400] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:30.102405] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:30.302992] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:30.496419] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:30.700513] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:30.904082] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:31.119512] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:31.340817] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:31.552680] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:31.552984] [INFO ] [CONFIGURE ] NI: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:41:31.553112] [INFO ] [CONFIGURE ] JOB ETA: 27.4m | Avg: 1.6s/test | Remaining: 1056 tests [2025-09-28T04:41:31.553201] [INFO ] [CONFIGURE ] NI: Testing feature 20/29: add_price_rejection [2025-09-28T04:41:31.553279] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T04:41:31.766906] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:31.979592] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:32.191771] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:32.416124] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:32.640940] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:32.862261] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:33.088312] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:33.296543] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:33.506173] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:33.717565] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:33.717803] [INFO ] [CONFIGURE ] NI: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:41:33.717865] [INFO ] [CONFIGURE ] JOB ETA: 27.4m | Avg: 1.6s/test | Remaining: 1055 tests [2025-09-28T04:41:33.717935] [INFO ] [CONFIGURE ] NI: Testing feature 21/29: add_range_position [2025-09-28T04:41:33.718007] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T04:41:33.941883] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:34.151943] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:34.392563] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:34.610380] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:34.824765] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:35.061338] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:41:35.295341] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:35.537872] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:35.772956] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:36.000633] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:36.001020] [INFO ] [CONFIGURE ] NI: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:41:36.001107] [INFO ] [CONFIGURE ] JOB ETA: 27.4m | Avg: 1.6s/test | Remaining: 1054 tests [2025-09-28T04:41:36.001184] [INFO ] [CONFIGURE ] NI: Testing feature 22/29: add_realized_volatility [2025-09-28T04:41:36.001257] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_realized_volatility'] [2025-09-28T04:41:36.233247] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:36.466930] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:41:36.704210] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:36.939776] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:37.190545] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:37.432232] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:37.662062] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:37.905023] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:38.134470] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:38.372567] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:38.372842] [INFO ] [CONFIGURE ] NI: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:41:38.372928] [INFO ] [CONFIGURE ] JOB ETA: 27.3m | Avg: 1.6s/test | Remaining: 1053 tests [2025-09-28T04:41:38.373004] [INFO ] [CONFIGURE ] NI: Testing feature 23/29: add_recent_range_context [2025-09-28T04:41:38.373054] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_recent_range_context'] [2025-09-28T04:41:38.586040] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:38.827281] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:41:39.092126] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:39.356264] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:39.604130] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:39.805669] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:40.011947] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:40.217864] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:40.423349] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:40.634556] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:40.634824] [INFO ] [CONFIGURE ] NI: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:41:40.634935] [INFO ] [CONFIGURE ] JOB ETA: 27.3m | Avg: 1.6s/test | Remaining: 1052 tests [2025-09-28T04:41:40.635012] [INFO ] [CONFIGURE ] NI: Testing feature 24/29: add_rsi [2025-09-28T04:41:40.635090] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_ema', 'add_rsi'] [2025-09-28T04:41:40.869811] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:41.098736] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:41.321558] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:41.542153] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:41.770232] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:42.030076] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:42.261187] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:42.486370] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:42.720555] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:42.956722] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:41:42.956978] [INFO ] [CONFIGURE ] NI: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:41:42.957067] [INFO ] [CONFIGURE ] JOB ETA: 27.3m | Avg: 1.6s/test | Remaining: 1051 tests [2025-09-28T04:41:42.957145] [INFO ] [CONFIGURE ] NI: Testing feature 25/29: add_tick_distribution [2025-09-28T04:41:42.957195] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_tick_distribution'] [2025-09-28T04:41:43.157999] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:43.357479] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:41:43.559823] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:43.761836] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:43.963962] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:44.211713] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:44.419072] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:44.629064] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:44.833886] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:45.039356] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:45.039577] [INFO ] [CONFIGURE ] NI: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:41:45.039685] [INFO ] [CONFIGURE ] JOB ETA: 27.3m | Avg: 1.6s/test | Remaining: 1050 tests [2025-09-28T04:41:45.039762] [INFO ] [CONFIGURE ] NI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:41:45.039837] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T04:41:45.249761] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:45.457375] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:45.682076] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:45.887692] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:46.090031] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:41:46.291999] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:41:46.496334] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:46.701980] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:46.917123] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:47.124627] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:47.124869] [INFO ] [CONFIGURE ] NI: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:41:47.125010] [INFO ] [CONFIGURE ] JOB ETA: 27.3m | Avg: 1.6s/test | Remaining: 1049 tests [2025-09-28T04:41:47.125087] [INFO ] [CONFIGURE ] NI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:41:47.125160] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence'] [2025-09-28T04:41:47.342344] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:47.557020] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:47.772497] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:47.988004] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:48.198925] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:48.409241] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:48.623824] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:48.835928] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:49.049803] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:41:49.261807] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:49.262008] [INFO ] [CONFIGURE ] NI: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:41:49.262090] [INFO ] [CONFIGURE ] JOB ETA: 27.2m | Avg: 1.6s/test | Remaining: 1048 tests [2025-09-28T04:41:49.262163] [INFO ] [CONFIGURE ] NI: Testing feature 28/29: add_volume_profile [2025-09-28T04:41:49.262210] [INFO ] [CONFIGURE ] NI: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_profile'] [2025-09-28T04:41:49.457598] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:41:49.653014] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:41:49.847268] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:50.048426] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:41:50.249065] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:50.455965] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:41:50.664629] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:50.873043] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:51.082731] [DEBUG] [FORECASTER] NI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:41:51.287539] [DEBUG] [FORECASTER] NI: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:51.287776] [INFO ] [CONFIGURE ] NI: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:41:51.287890] [INFO ] [CONFIGURE ] JOB ETA: 27.2m | Avg: 1.6s/test | Remaining: 1047 tests [2025-09-28T04:41:51.288020] [INFO ] [CONFIGURE ] NI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:41:51.288094] [INFO ] [CONFIGURE ] NI: Best accuracy: 80.00% [2025-09-28T04:41:51.288167] [INFO ] [CONFIGURE ] NI: Best feature set (5 features): ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:41:51.288272] [INFO ] [CONFIGURE ] NI: Improvement over baseline: 30.00% [2025-09-28T04:41:51.288342] [INFO ] [CONFIGURE ] NI: Total time: 53.3 seconds [2025-09-28T04:41:51.288410] [INFO ] [CONFIGURE ] NI: Average time per feature: 2.0 seconds [2025-09-28T04:41:51.288478] [INFO ] [CONFIGURE ] NI: Average speed: 0.54 features/sec [2025-09-28T04:41:51.289164] [INFO ] [LOCAL ] Saved configuration for NI: 5 features, 80.00% accuracy -> ./output/feature-sets/NI.json [2025-09-28T04:41:51.289244] [INFO ] [CONFIGURE ] NI: Configuration saved successfully: 5 features, 80.00% accuracy. [2025-09-28T04:41:51.289364] [INFO ] [sig ] [100/135] Successfully configured NI | 0.02 sym/s | Total: 1.3h | ETA: 26.8m [2025-09-28T04:41:51.289439] [INFO ] [sig ] [101/135] Configuring NOW... [2025-09-28T04:41:51.289509] [INFO ] [CONFIGURE ] NOW: Configurate test run. [2025-09-28T04:41:51.289579] [DEBUG] [REMOTE ] Fetching historical data for symbol 'NOW' from 'https://tdm.silogroup.org/data/derivative_storage/NOW.csv'. [2025-09-28T04:41:51.311639] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'NOW'. [2025-09-28T04:41:51.312426] [INFO ] [CONFIGURE ] NOW: Testing with 29 available features [2025-09-28T04:41:51.312531] [INFO ] [CONFIGURE ] NOW: Establishing baseline with no features... [2025-09-28T04:41:51.428841] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:41:51.535404] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:41:51.643844] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:51.755740] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:41:51.869526] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:41:51.984470] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:41:52.101423] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:41:52.216354] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:52.329764] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:52.446742] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:52.446957] [INFO ] [CONFIGURE ] NOW: Baseline score (no features): 60.00% [2025-09-28T04:41:52.447071] [INFO ] [CONFIGURE ] NOW: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:41:52.447150] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:41:52.571272] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:41:52.693588] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:52.819125] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:41:52.944100] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:41:53.070922] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:41:53.198066] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:41:53.326917] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:41:53.457369] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:41:53.587699] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:53.713965] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:53.714150] [INFO ] [CONFIGURE ] NOW: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T04:41:53.714236] [INFO ] [CONFIGURE ] JOB ETA: 27.2m | Avg: 1.6s/test | Remaining: 1046 tests [2025-09-28T04:41:53.714331] [INFO ] [CONFIGURE ] NOW: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:41:53.714405] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:41:53.842503] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:41:53.975900] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:54.119443] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:54.263178] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:41:54.409410] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:54.546718] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:41:54.681379] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:54.827059] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:54.960403] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:55.097345] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:55.097545] [INFO ] [CONFIGURE ] NOW: KEPT add_cumulative_delta (score: 70.00%) [2025-09-28T04:41:55.097628] [INFO ] [CONFIGURE ] JOB ETA: 27.2m | Avg: 1.6s/test | Remaining: 1045 tests [2025-09-28T04:41:55.097726] [INFO ] [CONFIGURE ] NOW: Testing feature 3/29: add_daily_returns [2025-09-28T04:41:55.097801] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:41:55.234584] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:41:55.370199] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:41:55.506520] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:55.641627] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:41:55.779635] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:55.920159] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:41:56.059672] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:41:56.196809] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:56.334792] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:56.475031] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:56.475243] [INFO ] [CONFIGURE ] NOW: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:41:56.475340] [INFO ] [CONFIGURE ] JOB ETA: 27.1m | Avg: 1.6s/test | Remaining: 1044 tests [2025-09-28T04:41:56.475417] [INFO ] [CONFIGURE ] NOW: Testing feature 4/29: add_ema [2025-09-28T04:41:56.475491] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:41:56.631841] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:41:56.784434] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:41:56.939579] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:57.095057] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:41:57.251245] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:41:57.412819] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:41:57.571917] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:57.729045] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:57.885624] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:58.045356] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:58.045557] [INFO ] [CONFIGURE ] NOW: KEPT add_ema (score: 90.00%) [2025-09-28T04:41:58.045664] [INFO ] [CONFIGURE ] JOB ETA: 27.1m | Avg: 1.6s/test | Remaining: 1043 tests [2025-09-28T04:41:58.045744] [INFO ] [CONFIGURE ] NOW: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:41:58.045815] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:41:58.226028] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:41:58.412451] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:41:58.598219] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:41:58.780185] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:41:58.964234] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:41:59.150235] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:41:59.346452] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:41:59.545946] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:41:59.745875] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:41:59.945115] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:41:59.945360] [INFO ] [CONFIGURE ] NOW: DISCARDED add_exhaustion_signals (score: 80.00%) [2025-09-28T04:41:59.945472] [INFO ] [CONFIGURE ] JOB ETA: 27.1m | Avg: 1.6s/test | Remaining: 1042 tests [2025-09-28T04:41:59.945570] [INFO ] [CONFIGURE ] NOW: Testing feature 6/29: add_failed_moves [2025-09-28T04:41:59.945696] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_failed_moves'] [2025-09-28T04:42:00.115893] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:00.286795] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:00.459770] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:00.633291] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:00.804221] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:00.974685] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:42:01.146386] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:01.317243] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:01.489256] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:01.667336] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:01.667586] [INFO ] [CONFIGURE ] NOW: DISCARDED add_failed_moves (score: 90.00%) [2025-09-28T04:42:01.668270] [INFO ] [CONFIGURE ] JOB ETA: 27.1m | Avg: 1.6s/test | Remaining: 1041 tests [2025-09-28T04:42:01.668359] [INFO ] [CONFIGURE ] NOW: Testing feature 7/29: add_lag_shelf [2025-09-28T04:42:01.668457] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_lag_shelf'] [2025-09-28T04:42:01.834009] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:02.001095] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:02.164224] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:02.326995] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:02.491574] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:02.672195] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:42:02.825094] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:02.980021] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:03.138285] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:03.296213] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:03.296484] [INFO ] [CONFIGURE ] NOW: DISCARDED add_lag_shelf (score: 90.00%) [2025-09-28T04:42:03.296577] [INFO ] [CONFIGURE ] JOB ETA: 27.0m | Avg: 1.6s/test | Remaining: 1040 tests [2025-09-28T04:42:03.296696] [INFO ] [CONFIGURE ] NOW: Testing feature 8/29: add_macd [2025-09-28T04:42:03.296775] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:42:03.492558] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:03.692199] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:03.884368] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:04.089439] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:04.280978] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:04.480817] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:42:04.674775] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:04.866659] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:05.058925] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:05.251121] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:05.251403] [INFO ] [CONFIGURE ] NOW: DISCARDED add_macd (score: 80.00%) [2025-09-28T04:42:05.251496] [INFO ] [CONFIGURE ] JOB ETA: 27.0m | Avg: 1.6s/test | Remaining: 1039 tests [2025-09-28T04:42:05.251587] [INFO ] [CONFIGURE ] NOW: Testing feature 9/29: add_mfi [2025-09-28T04:42:05.251689] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_mfi'] [2025-09-28T04:42:05.424131] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:05.592976] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:05.762087] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:05.929187] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:06.096502] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:06.265951] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:42:06.433328] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:06.607843] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:06.784309] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:06.957097] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:06.957332] [INFO ] [CONFIGURE ] NOW: DISCARDED add_mfi (score: 90.00%) [2025-09-28T04:42:06.957416] [INFO ] [CONFIGURE ] JOB ETA: 27.0m | Avg: 1.6s/test | Remaining: 1038 tests [2025-09-28T04:42:06.957491] [INFO ] [CONFIGURE ] NOW: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:42:06.957562] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:42:07.138098] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:07.323702] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:07.513867] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:07.703317] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:07.892308] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:42:08.088619] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:08.279563] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:08.471617] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:08.671879] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:08.858412] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:08.858627] [INFO ] [CONFIGURE ] NOW: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:42:08.858731] [INFO ] [CONFIGURE ] JOB ETA: 27.0m | Avg: 1.6s/test | Remaining: 1037 tests [2025-09-28T04:42:08.858805] [INFO ] [CONFIGURE ] NOW: Testing feature 11/29: add_obv_daily [2025-09-28T04:42:08.858878] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_obv_daily'] [2025-09-28T04:42:09.016800] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:09.172453] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:42:09.332098] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:09.500198] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:09.665407] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:42:09.828804] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:42:09.989670] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:10.152012] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:10.319735] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:10.483013] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:10.483209] [INFO ] [CONFIGURE ] NOW: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:42:10.483295] [INFO ] [CONFIGURE ] JOB ETA: 26.9m | Avg: 1.6s/test | Remaining: 1036 tests [2025-09-28T04:42:10.483372] [INFO ] [CONFIGURE ] NOW: Testing feature 12/29: add_obv_interval [2025-09-28T04:42:10.483446] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_obv_interval'] [2025-09-28T04:42:10.644370] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:10.806992] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:10.964308] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:11.125038] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:11.298003] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:42:11.456107] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:11.612254] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:11.767979] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:11.923911] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:12.087026] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:12.087275] [INFO ] [CONFIGURE ] NOW: DISCARDED add_obv_interval (score: 90.00%) [2025-09-28T04:42:12.087387] [INFO ] [CONFIGURE ] JOB ETA: 26.9m | Avg: 1.6s/test | Remaining: 1035 tests [2025-09-28T04:42:12.087478] [INFO ] [CONFIGURE ] NOW: Testing feature 13/29: add_opening_strength [2025-09-28T04:42:12.087555] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:42:12.262918] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:12.429666] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:42:12.590806] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:12.754351] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:12.918016] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:13.086758] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:42:13.265533] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:13.444170] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:13.644698] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:13.903437] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:13.903794] [INFO ] [CONFIGURE ] NOW: DISCARDED add_opening_strength (score: 80.00%) [2025-09-28T04:42:13.903902] [INFO ] [CONFIGURE ] JOB ETA: 26.9m | Avg: 1.6s/test | Remaining: 1034 tests [2025-09-28T04:42:13.904015] [INFO ] [CONFIGURE ] NOW: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:42:13.904112] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_order_flow_imbalance'] [2025-09-28T04:42:14.130414] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:14.378352] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:42:14.638878] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:14.873123] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:15.068495] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:15.253684] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:42:15.436345] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:15.611484] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:15.787500] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:15.959259] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:15.959486] [INFO ] [CONFIGURE ] NOW: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:42:15.959615] [INFO ] [CONFIGURE ] JOB ETA: 26.9m | Avg: 1.6s/test | Remaining: 1033 tests [2025-09-28T04:42:15.959715] [INFO ] [CONFIGURE ] NOW: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:42:15.959787] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_morning_momentum'] [2025-09-28T04:42:16.108841] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:16.258418] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:16.410808] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:16.569190] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:16.733013] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:42:16.888480] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:17.048588] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:17.207805] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:17.376215] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:17.549500] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:17.549855] [INFO ] [CONFIGURE ] NOW: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T04:42:17.549946] [INFO ] [CONFIGURE ] JOB ETA: 26.8m | Avg: 1.6s/test | Remaining: 1032 tests [2025-09-28T04:42:17.550050] [INFO ] [CONFIGURE ] NOW: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:42:17.550150] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_overnight_gap'] [2025-09-28T04:42:17.750556] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:17.914634] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:18.127736] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:18.348939] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:42:18.544144] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:18.743978] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:18.959344] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:19.162506] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:19.335495] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:19.509277] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:19.509478] [INFO ] [CONFIGURE ] NOW: DISCARDED add_pbf_overnight_gap (score: 90.00%) [2025-09-28T04:42:19.509561] [INFO ] [CONFIGURE ] JOB ETA: 26.8m | Avg: 1.6s/test | Remaining: 1031 tests [2025-09-28T04:42:19.509636] [INFO ] [CONFIGURE ] NOW: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:42:19.509738] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_return_2d'] [2025-09-28T04:42:19.676565] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:19.842053] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:20.008467] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:20.172613] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:20.341343] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:42:20.544106] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:42:20.717768] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:20.891511] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:21.061799] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:21.226802] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:21.227047] [INFO ] [CONFIGURE ] NOW: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:42:21.227131] [INFO ] [CONFIGURE ] JOB ETA: 26.8m | Avg: 1.6s/test | Remaining: 1030 tests [2025-09-28T04:42:21.227207] [INFO ] [CONFIGURE ] NOW: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:42:21.227281] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_volatility_5d'] [2025-09-28T04:42:21.375951] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:21.526479] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:42:21.685519] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:21.839095] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:21.993858] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:42:22.150504] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:22.305975] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:22.464201] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:22.617351] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:22.779312] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:22.779537] [INFO ] [CONFIGURE ] NOW: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:42:22.779620] [INFO ] [CONFIGURE ] JOB ETA: 26.8m | Avg: 1.6s/test | Remaining: 1029 tests [2025-09-28T04:42:22.779721] [INFO ] [CONFIGURE ] NOW: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:42:22.779796] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:42:22.935990] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:23.096564] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:23.252930] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:23.408140] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:23.559270] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:23.708383] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:23.874298] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:24.039108] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:24.204741] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:24.363823] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:24.364072] [INFO ] [CONFIGURE ] NOW: KEPT add_pbf_vs_sma_5 (score: 100.00%) [2025-09-28T04:42:24.364182] [INFO ] [CONFIGURE ] JOB ETA: 26.7m | Avg: 1.6s/test | Remaining: 1028 tests [2025-09-28T04:42:24.364273] [INFO ] [CONFIGURE ] NOW: Testing feature 20/29: add_price_rejection [2025-09-28T04:42:24.364362] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_price_rejection'] [2025-09-28T04:42:24.529404] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:24.696569] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:24.858304] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:25.020261] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:25.183284] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:25.346539] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:25.510847] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:25.695290] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:25.866936] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:26.040568] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:26.040822] [INFO ] [CONFIGURE ] NOW: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:42:26.040928] [INFO ] [CONFIGURE ] JOB ETA: 26.7m | Avg: 1.6s/test | Remaining: 1027 tests [2025-09-28T04:42:26.041018] [INFO ] [CONFIGURE ] NOW: Testing feature 21/29: add_range_position [2025-09-28T04:42:26.041104] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_range_position'] [2025-09-28T04:42:26.225931] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:26.407288] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:42:26.587959] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:26.770913] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:26.954128] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:27.137618] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:27.323201] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:27.506867] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:27.688853] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:27.869385] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:27.869579] [INFO ] [CONFIGURE ] NOW: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:42:27.869703] [INFO ] [CONFIGURE ] JOB ETA: 26.7m | Avg: 1.6s/test | Remaining: 1026 tests [2025-09-28T04:42:27.869794] [INFO ] [CONFIGURE ] NOW: Testing feature 22/29: add_realized_volatility [2025-09-28T04:42:27.869879] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_realized_volatility'] [2025-09-28T04:42:28.065182] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:28.257431] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:28.448907] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:28.640923] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:28.848208] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:42:29.055255] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:29.256822] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:29.458668] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:29.657928] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:29.862315] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:29.862541] [INFO ] [CONFIGURE ] NOW: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:42:29.862625] [INFO ] [CONFIGURE ] JOB ETA: 26.7m | Avg: 1.6s/test | Remaining: 1025 tests [2025-09-28T04:42:29.862739] [INFO ] [CONFIGURE ] NOW: Testing feature 23/29: add_recent_range_context [2025-09-28T04:42:29.862857] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_recent_range_context'] [2025-09-28T04:42:30.032175] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:30.195716] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:30.366572] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:30.530727] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:30.693405] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:30.861740] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:31.031772] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:31.198404] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:31.360469] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:31.529290] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:31.529511] [INFO ] [CONFIGURE ] NOW: DISCARDED add_recent_range_context (score: 100.00%) [2025-09-28T04:42:31.529595] [INFO ] [CONFIGURE ] JOB ETA: 26.6m | Avg: 1.6s/test | Remaining: 1024 tests [2025-09-28T04:42:31.529696] [INFO ] [CONFIGURE ] NOW: Testing feature 24/29: add_rsi [2025-09-28T04:42:31.529775] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_rsi'] [2025-09-28T04:42:31.705215] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:31.878877] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:32.043287] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:32.214919] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:32.388079] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:32.558243] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:32.726320] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:32.894224] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:33.067324] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:33.236244] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:33.236448] [INFO ] [CONFIGURE ] NOW: DISCARDED add_rsi (score: 100.00%) [2025-09-28T04:42:33.236530] [INFO ] [CONFIGURE ] JOB ETA: 26.6m | Avg: 1.6s/test | Remaining: 1023 tests [2025-09-28T04:42:33.236616] [INFO ] [CONFIGURE ] NOW: Testing feature 25/29: add_tick_distribution [2025-09-28T04:42:33.236782] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_tick_distribution'] [2025-09-28T04:42:33.397674] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:33.563814] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:42:33.732496] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:33.903232] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:34.068863] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:34.236320] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:34.407505] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:34.575674] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:34.740367] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:34.907817] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:34.908029] [INFO ] [CONFIGURE ] NOW: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T04:42:34.908119] [INFO ] [CONFIGURE ] JOB ETA: 26.6m | Avg: 1.6s/test | Remaining: 1022 tests [2025-09-28T04:42:34.908195] [INFO ] [CONFIGURE ] NOW: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:42:34.908269] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_volume_momentum_confirmation'] [2025-09-28T04:42:35.079411] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:35.246423] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:35.407788] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:35.573213] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:35.741732] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:35.902972] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:36.066177] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:36.233596] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:36.401176] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:36.570722] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:36.570917] [INFO ] [CONFIGURE ] NOW: DISCARDED add_volume_momentum_confirmation (score: 100.00%) [2025-09-28T04:42:36.570999] [INFO ] [CONFIGURE ] JOB ETA: 26.6m | Avg: 1.6s/test | Remaining: 1021 tests [2025-09-28T04:42:36.571105] [INFO ] [CONFIGURE ] NOW: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:42:36.571181] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_volume_price_divergence'] [2025-09-28T04:42:36.741035] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:36.912092] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:37.087525] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:37.261477] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:37.437801] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:42:37.611901] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:37.784355] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:37.961448] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:38.131433] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:38.302964] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:38.303192] [INFO ] [CONFIGURE ] NOW: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:42:38.303275] [INFO ] [CONFIGURE ] JOB ETA: 26.5m | Avg: 1.6s/test | Remaining: 1020 tests [2025-09-28T04:42:38.303348] [INFO ] [CONFIGURE ] NOW: Testing feature 28/29: add_volume_profile [2025-09-28T04:42:38.303394] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_volume_profile'] [2025-09-28T04:42:38.471445] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:38.658329] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:38.828083] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:38.996594] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:39.165808] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:42:39.333023] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:39.504365] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:39.680569] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:39.854730] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:40.028122] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:40.028320] [INFO ] [CONFIGURE ] NOW: DISCARDED add_volume_profile (score: 90.00%) [2025-09-28T04:42:40.028402] [INFO ] [CONFIGURE ] JOB ETA: 26.5m | Avg: 1.6s/test | Remaining: 1019 tests [2025-09-28T04:42:40.028477] [INFO ] [CONFIGURE ] NOW: Testing feature 29/29: add_vwap [2025-09-28T04:42:40.028525] [INFO ] [CONFIGURE ] NOW: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5', 'add_vwap'] [2025-09-28T04:42:40.201447] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:40.379180] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:40.556939] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:40.727661] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:42:40.897528] [DEBUG] [FORECASTER] NOW: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:42:41.072170] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:42:41.252467] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:42:41.431723] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:41.611059] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:42:41.790846] [DEBUG] [FORECASTER] NOW: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:41.791066] [INFO ] [CONFIGURE ] NOW: DISCARDED add_vwap (score: 80.00%) [2025-09-28T04:42:41.791209] [INFO ] [CONFIGURE ] JOB ETA: 26.5m | Avg: 1.6s/test | Remaining: 1018 tests [2025-09-28T04:42:41.791305] [INFO ] [CONFIGURE ] NOW: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:42:41.791394] [INFO ] [CONFIGURE ] NOW: Best accuracy: 100.00% [2025-09-28T04:42:41.791485] [INFO ] [CONFIGURE ] NOW: Best feature set (3 features): ['add_cumulative_delta', 'add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:42:41.791573] [INFO ] [CONFIGURE ] NOW: Improvement over baseline: 40.00% [2025-09-28T04:42:41.791688] [INFO ] [CONFIGURE ] NOW: Total time: 49.3 seconds [2025-09-28T04:42:41.791848] [INFO ] [CONFIGURE ] NOW: Average time per feature: 1.7 seconds [2025-09-28T04:42:41.791923] [INFO ] [CONFIGURE ] NOW: Average speed: 0.59 features/sec [2025-09-28T04:42:41.793160] [INFO ] [LOCAL ] Saved configuration for NOW: 3 features, 100.00% accuracy -> ./output/feature-sets/NOW.json [2025-09-28T04:42:41.793260] [INFO ] [CONFIGURE ] NOW: Configuration saved successfully: 3 features, 100.00% accuracy. [2025-09-28T04:42:41.793438] [INFO ] [sig ] [101/135] Successfully configured NOW | 0.02 sym/s | Total: 1.3h | ETA: 26.1m [2025-09-28T04:42:41.793544] [INFO ] [sig ] [102/135] Configuring NRG... [2025-09-28T04:42:41.793684] [INFO ] [CONFIGURE ] NRG: Configurate test run. [2025-09-28T04:42:41.793821] [DEBUG] [REMOTE ] Fetching historical data for symbol 'NRG' from 'https://tdm.silogroup.org/data/derivative_storage/NRG.csv'. [2025-09-28T04:42:42.068467] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'NRG'. [2025-09-28T04:42:42.069086] [INFO ] [CONFIGURE ] NRG: Testing with 29 available features [2025-09-28T04:42:42.069178] [INFO ] [CONFIGURE ] NRG: Establishing baseline with no features... [2025-09-28T04:42:42.179318] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:42.289553] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:42.400891] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:42.528368] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:42:42.645582] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:42:42.759410] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:42.873740] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:42.988744] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:43.104086] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:43.222028] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:43.222204] [INFO ] [CONFIGURE ] NRG: Baseline score (no features): 50.00% [2025-09-28T04:42:43.222285] [INFO ] [CONFIGURE ] NRG: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:42:43.222359] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:42:43.350633] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:43.477128] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:43.604716] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:43.738245] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:42:43.864923] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:42:43.994301] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:44.122726] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:44.248279] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:44.372472] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:44.497455] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:44.497635] [INFO ] [CONFIGURE ] NRG: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T04:42:44.497740] [INFO ] [CONFIGURE ] JOB ETA: 26.5m | Avg: 1.6s/test | Remaining: 1017 tests [2025-09-28T04:42:44.497857] [INFO ] [CONFIGURE ] NRG: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:42:44.497951] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:42:44.625568] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:44.757336] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:44.889944] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:45.023007] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:42:45.154150] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:42:45.290296] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:42:45.420344] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:45.548181] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:45.687765] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:45.822674] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:45.822858] [INFO ] [CONFIGURE ] NRG: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:42:45.822942] [INFO ] [CONFIGURE ] JOB ETA: 26.4m | Avg: 1.6s/test | Remaining: 1016 tests [2025-09-28T04:42:45.823015] [INFO ] [CONFIGURE ] NRG: Testing feature 3/29: add_daily_returns [2025-09-28T04:42:45.823118] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_daily_returns'] [2025-09-28T04:42:45.932902] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:46.047323] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:46.157494] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:46.267817] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:42:46.380033] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:42:46.492387] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:46.605020] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:46.718924] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:46.839618] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:46.960212] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:46.960399] [INFO ] [CONFIGURE ] NRG: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:42:46.960512] [INFO ] [CONFIGURE ] JOB ETA: 26.4m | Avg: 1.6s/test | Remaining: 1015 tests [2025-09-28T04:42:46.960600] [INFO ] [CONFIGURE ] NRG: Testing feature 4/29: add_ema [2025-09-28T04:42:46.960710] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_ema'] [2025-09-28T04:42:47.101879] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:47.230381] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:47.363330] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:47.496381] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:42:47.634359] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:42:47.767112] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:47.905071] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:48.042849] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:48.177772] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:48.314565] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:48.314789] [INFO ] [CONFIGURE ] NRG: DISCARDED add_ema (score: 20.00%) [2025-09-28T04:42:48.314872] [INFO ] [CONFIGURE ] JOB ETA: 26.4m | Avg: 1.6s/test | Remaining: 1014 tests [2025-09-28T04:42:48.315038] [INFO ] [CONFIGURE ] NRG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:42:48.315090] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:42:48.468139] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:48.603045] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:48.740025] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:48.879597] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:42:49.014845] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:42:49.156552] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:49.301426] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:49.441947] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:49.591113] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:49.736479] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:49.736744] [INFO ] [CONFIGURE ] NRG: DISCARDED add_exhaustion_signals (score: 30.00%) [2025-09-28T04:42:49.736815] [INFO ] [CONFIGURE ] JOB ETA: 26.3m | Avg: 1.6s/test | Remaining: 1013 tests [2025-09-28T04:42:49.736976] [INFO ] [CONFIGURE ] NRG: Testing feature 6/29: add_failed_moves [2025-09-28T04:42:49.737060] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_failed_moves'] [2025-09-28T04:42:49.857251] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:49.983757] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:50.100715] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:50.217384] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:42:50.336265] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:42:50.453528] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:50.568832] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:50.684977] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:50.804976] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:50.926361] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:50.926539] [INFO ] [CONFIGURE ] NRG: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:42:50.926621] [INFO ] [CONFIGURE ] JOB ETA: 26.3m | Avg: 1.6s/test | Remaining: 1012 tests [2025-09-28T04:42:50.926718] [INFO ] [CONFIGURE ] NRG: Testing feature 7/29: add_lag_shelf [2025-09-28T04:42:50.926792] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_lag_shelf'] [2025-09-28T04:42:51.037382] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:51.149062] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:51.260323] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:51.373241] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:42:51.484141] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:42:51.595226] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:51.705720] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:51.819026] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:51.932940] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:52.049579] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:52.049805] [INFO ] [CONFIGURE ] NRG: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:42:52.049888] [INFO ] [CONFIGURE ] JOB ETA: 26.3m | Avg: 1.6s/test | Remaining: 1011 tests [2025-09-28T04:42:52.049963] [INFO ] [CONFIGURE ] NRG: Testing feature 8/29: add_macd [2025-09-28T04:42:52.050046] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:42:52.200502] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:52.354185] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:52.503266] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:52.658083] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:42:52.813781] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:42:52.967082] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:53.120504] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:53.275190] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:53.433551] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:53.605508] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:53.605767] [INFO ] [CONFIGURE ] NRG: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:42:53.605853] [INFO ] [CONFIGURE ] JOB ETA: 26.3m | Avg: 1.6s/test | Remaining: 1010 tests [2025-09-28T04:42:53.605930] [INFO ] [CONFIGURE ] NRG: Testing feature 9/29: add_mfi [2025-09-28T04:42:53.606003] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_mfi'] [2025-09-28T04:42:53.732942] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:53.862828] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:53.993952] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:54.122249] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:42:54.252346] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:42:54.379136] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:54.505548] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:54.635378] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:54.768026] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:54.895724] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:54.895925] [INFO ] [CONFIGURE ] NRG: DISCARDED add_mfi (score: 20.00%) [2025-09-28T04:42:54.896006] [INFO ] [CONFIGURE ] JOB ETA: 26.2m | Avg: 1.6s/test | Remaining: 1009 tests [2025-09-28T04:42:54.896142] [INFO ] [CONFIGURE ] NRG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:42:54.896218] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:42:55.039027] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:55.184381] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:55.338473] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:55.481731] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:42:55.638301] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:42:55.790353] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:42:55.939252] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:56.091997] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:56.253069] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:56.422772] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:56.422976] [INFO ] [CONFIGURE ] NRG: DISCARDED add_momentum_acceleration (score: 30.00%) [2025-09-28T04:42:56.423058] [INFO ] [CONFIGURE ] JOB ETA: 26.2m | Avg: 1.6s/test | Remaining: 1008 tests [2025-09-28T04:42:56.423137] [INFO ] [CONFIGURE ] NRG: Testing feature 11/29: add_obv_daily [2025-09-28T04:42:56.423211] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_obv_daily'] [2025-09-28T04:42:56.548356] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:56.672080] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:56.791401] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:42:56.911463] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:42:57.033924] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:42:57.153507] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:57.278083] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:57.409061] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:42:57.543022] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:57.686950] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:42:57.687195] [INFO ] [CONFIGURE ] NRG: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T04:42:57.687284] [INFO ] [CONFIGURE ] JOB ETA: 26.2m | Avg: 1.6s/test | Remaining: 1007 tests [2025-09-28T04:42:57.687360] [INFO ] [CONFIGURE ] NRG: Testing feature 12/29: add_obv_interval [2025-09-28T04:42:57.687462] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_obv_interval'] [2025-09-28T04:42:57.810548] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:42:57.938123] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:58.058824] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:58.175412] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:42:58.297136] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:42:58.420913] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:42:58.550408] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:58.674098] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:42:58.798171] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:42:58.925635] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:42:58.925874] [INFO ] [CONFIGURE ] NRG: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:42:58.925960] [INFO ] [CONFIGURE ] JOB ETA: 26.1m | Avg: 1.6s/test | Remaining: 1006 tests [2025-09-28T04:42:58.926037] [INFO ] [CONFIGURE ] NRG: Testing feature 13/29: add_opening_strength [2025-09-28T04:42:58.926112] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:42:59.062966] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:42:59.197958] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:42:59.329848] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:42:59.459050] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:42:59.585545] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:42:59.718500] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:42:59.853124] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:42:59.986588] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:00.128482] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:00.294404] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:43:00.294714] [INFO ] [CONFIGURE ] NRG: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T04:43:00.294821] [INFO ] [CONFIGURE ] JOB ETA: 26.1m | Avg: 1.6s/test | Remaining: 1005 tests [2025-09-28T04:43:00.294918] [INFO ] [CONFIGURE ] NRG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:43:00.295012] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T04:43:00.442564] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:00.587059] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:00.719252] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:00.850249] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:43:00.978826] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:43:01.117431] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:01.247770] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:43:01.386815] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:01.518095] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:43:01.661116] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:01.661345] [INFO ] [CONFIGURE ] NRG: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:43:01.661428] [INFO ] [CONFIGURE ] JOB ETA: 26.1m | Avg: 1.6s/test | Remaining: 1004 tests [2025-09-28T04:43:01.661582] [INFO ] [CONFIGURE ] NRG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:43:01.661701] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T04:43:01.786362] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:01.908789] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:02.038708] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:02.152940] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:02.271208] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:43:02.385753] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:02.501027] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:02.617615] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:02.732447] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:02.850053] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:02.850246] [INFO ] [CONFIGURE ] NRG: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T04:43:02.850332] [INFO ] [CONFIGURE ] JOB ETA: 26.1m | Avg: 1.6s/test | Remaining: 1003 tests [2025-09-28T04:43:02.850480] [INFO ] [CONFIGURE ] NRG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:43:02.850564] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T04:43:02.973097] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:03.097917] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:43:03.221604] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:03.348215] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:03.478714] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:43:03.610814] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:03.736008] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:03.862950] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:03.994607] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:04.126997] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:04.127232] [INFO ] [CONFIGURE ] NRG: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T04:43:04.127377] [INFO ] [CONFIGURE ] JOB ETA: 26.0m | Avg: 1.6s/test | Remaining: 1002 tests [2025-09-28T04:43:04.127475] [INFO ] [CONFIGURE ] NRG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:43:04.127563] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_pbf_return_2d'] [2025-09-28T04:43:04.262187] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:04.392960] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:04.533905] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:04.677165] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:04.810329] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:43:04.946548] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:05.083017] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:05.218464] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:05.351767] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:05.483825] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:05.484087] [INFO ] [CONFIGURE ] NRG: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:43:05.484196] [INFO ] [CONFIGURE ] JOB ETA: 26.0m | Avg: 1.6s/test | Remaining: 1001 tests [2025-09-28T04:43:05.484286] [INFO ] [CONFIGURE ] NRG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:43:05.484374] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T04:43:05.603847] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:05.721446] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:05.834015] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:43:05.947172] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:06.060945] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:43:06.189882] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:06.305572] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:06.425058] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:06.547794] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:06.667913] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:06.668213] [INFO ] [CONFIGURE ] NRG: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:43:06.668306] [INFO ] [CONFIGURE ] JOB ETA: 26.0m | Avg: 1.6s/test | Remaining: 1000 tests [2025-09-28T04:43:06.668419] [INFO ] [CONFIGURE ] NRG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:43:06.668497] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T04:43:06.782959] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:06.907170] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:07.030963] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:07.176388] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:07.312693] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:43:07.487629] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:07.667375] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:07.816610] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:07.942241] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:08.062977] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:08.063181] [INFO ] [CONFIGURE ] NRG: DISCARDED add_pbf_vs_sma_5 (score: 40.00%) [2025-09-28T04:43:08.063263] [INFO ] [CONFIGURE ] JOB ETA: 26.0m | Avg: 1.6s/test | Remaining: 999 tests [2025-09-28T04:43:08.063338] [INFO ] [CONFIGURE ] NRG: Testing feature 20/29: add_price_rejection [2025-09-28T04:43:08.063448] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_price_rejection'] [2025-09-28T04:43:08.193511] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:08.316587] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:43:08.439410] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:08.594024] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:08.744245] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:43:08.865802] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:08.988835] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:09.114817] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:09.242666] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:09.372566] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:09.372835] [INFO ] [CONFIGURE ] NRG: DISCARDED add_price_rejection (score: 20.00%) [2025-09-28T04:43:09.372922] [INFO ] [CONFIGURE ] JOB ETA: 25.9m | Avg: 1.6s/test | Remaining: 998 tests [2025-09-28T04:43:09.373012] [INFO ] [CONFIGURE ] NRG: Testing feature 21/29: add_range_position [2025-09-28T04:43:09.373101] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_range_position'] [2025-09-28T04:43:09.506920] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:09.642357] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:43:09.774116] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:09.909008] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:10.044798] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:43:10.178125] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:10.315835] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:10.451660] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:10.589568] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:43:10.732912] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:10.733188] [INFO ] [CONFIGURE ] NRG: DISCARDED add_range_position (score: 30.00%) [2025-09-28T04:43:10.733276] [INFO ] [CONFIGURE ] JOB ETA: 25.9m | Avg: 1.6s/test | Remaining: 997 tests [2025-09-28T04:43:10.733352] [INFO ] [CONFIGURE ] NRG: Testing feature 22/29: add_realized_volatility [2025-09-28T04:43:10.733429] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_realized_volatility'] [2025-09-28T04:43:10.883817] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:11.036850] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:11.188022] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:43:11.338678] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:43:11.485588] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:43:11.640159] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:11.792975] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:11.951777] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:12.109564] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:12.265668] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:12.265871] [INFO ] [CONFIGURE ] NRG: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:43:12.265981] [INFO ] [CONFIGURE ] JOB ETA: 25.9m | Avg: 1.6s/test | Remaining: 996 tests [2025-09-28T04:43:12.266058] [INFO ] [CONFIGURE ] NRG: Testing feature 23/29: add_recent_range_context [2025-09-28T04:43:12.266133] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_recent_range_context'] [2025-09-28T04:43:12.394123] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:12.526341] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:43:12.655559] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:43:12.782928] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:12.904840] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:43:13.028203] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:13.151327] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:13.273325] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:13.399308] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:13.527716] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:13.527955] [INFO ] [CONFIGURE ] NRG: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:43:13.528041] [INFO ] [CONFIGURE ] JOB ETA: 25.8m | Avg: 1.6s/test | Remaining: 995 tests [2025-09-28T04:43:13.528130] [INFO ] [CONFIGURE ] NRG: Testing feature 24/29: add_rsi [2025-09-28T04:43:13.528214] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T04:43:13.670570] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:13.816863] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:14.023338] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:14.169106] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:43:14.318687] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:43:14.469708] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:14.618070] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:14.760905] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:14.903256] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:15.050371] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:15.050609] [INFO ] [CONFIGURE ] NRG: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:43:15.050725] [INFO ] [CONFIGURE ] JOB ETA: 25.8m | Avg: 1.6s/test | Remaining: 994 tests [2025-09-28T04:43:15.050802] [INFO ] [CONFIGURE ] NRG: Testing feature 25/29: add_tick_distribution [2025-09-28T04:43:15.050875] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_tick_distribution'] [2025-09-28T04:43:15.167603] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:15.282747] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:15.403630] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:15.524270] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:15.645718] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:43:15.765706] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:15.891551] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:16.023953] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:16.147583] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:16.267130] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:16.267330] [INFO ] [CONFIGURE ] NRG: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T04:43:16.267412] [INFO ] [CONFIGURE ] JOB ETA: 25.8m | Avg: 1.6s/test | Remaining: 993 tests [2025-09-28T04:43:16.267489] [INFO ] [CONFIGURE ] NRG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:43:16.267561] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_volume_momentum_confirmation'] [2025-09-28T04:43:16.389941] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:16.515287] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:43:16.644682] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:43:16.771904] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:43:16.898527] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:43:17.021985] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:17.145266] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:17.268291] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:17.396826] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:17.525749] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:17.525968] [INFO ] [CONFIGURE ] NRG: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:43:17.526061] [INFO ] [CONFIGURE ] JOB ETA: 25.8m | Avg: 1.6s/test | Remaining: 992 tests [2025-09-28T04:43:17.526179] [INFO ] [CONFIGURE ] NRG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:43:17.526266] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_volume_price_divergence'] [2025-09-28T04:43:17.657861] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:17.792355] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:43:17.923063] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:18.056329] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:18.186977] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:43:18.319152] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:18.455852] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:18.596550] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:18.734720] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:18.869942] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:18.870157] [INFO ] [CONFIGURE ] NRG: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:43:18.870241] [INFO ] [CONFIGURE ] JOB ETA: 25.7m | Avg: 1.6s/test | Remaining: 991 tests [2025-09-28T04:43:18.870348] [INFO ] [CONFIGURE ] NRG: Testing feature 28/29: add_volume_profile [2025-09-28T04:43:18.870426] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_volume_profile'] [2025-09-28T04:43:18.988787] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:19.108883] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:19.231200] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:19.358071] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:43:19.486247] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:43:19.614769] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:19.740427] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:43:19.868307] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:19.995276] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:20.121462] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:20.121699] [INFO ] [CONFIGURE ] NRG: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T04:43:20.121783] [INFO ] [CONFIGURE ] JOB ETA: 25.7m | Avg: 1.6s/test | Remaining: 990 tests [2025-09-28T04:43:20.121889] [INFO ] [CONFIGURE ] NRG: Testing feature 29/29: add_vwap [2025-09-28T04:43:20.121971] [INFO ] [CONFIGURE ] NRG: Testing with features: ['add_vwap'] [2025-09-28T04:43:20.245175] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:43:20.372208] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:43:20.503969] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:43:20.635178] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:43:20.770287] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:43:20.918934] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:43:21.059205] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:43:21.197205] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:21.323493] [DEBUG] [FORECASTER] NRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:43:21.453334] [DEBUG] [FORECASTER] NRG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:21.453544] [INFO ] [CONFIGURE ] NRG: DISCARDED add_vwap (score: 40.00%) [2025-09-28T04:43:21.453627] [INFO ] [CONFIGURE ] JOB ETA: 25.7m | Avg: 1.6s/test | Remaining: 989 tests [2025-09-28T04:43:21.453804] [INFO ] [CONFIGURE ] NRG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:43:21.453883] [INFO ] [CONFIGURE ] NRG: Best accuracy: 50.00% [2025-09-28T04:43:21.453952] [INFO ] [CONFIGURE ] NRG: Best feature set (0 features): [] [2025-09-28T04:43:21.454022] [INFO ] [CONFIGURE ] NRG: Improvement over baseline: 0.00% [2025-09-28T04:43:21.454089] [INFO ] [CONFIGURE ] NRG: Total time: 38.2 seconds [2025-09-28T04:43:21.454165] [INFO ] [CONFIGURE ] NRG: Average time per feature: 1.3 seconds [2025-09-28T04:43:21.454235] [INFO ] [CONFIGURE ] NRG: Average speed: 0.76 features/sec [2025-09-28T04:43:21.454825] [INFO ] [LOCAL ] Saved configuration for NRG: 0 features, 50.00% accuracy -> ./output/feature-sets/NRG.json [2025-09-28T04:43:21.454923] [INFO ] [CONFIGURE ] NRG: Configuration saved successfully: 0 features, 50.00% accuracy. [2025-09-28T04:43:21.455032] [INFO ] [sig ] [102/135] Successfully configured NRG | 0.02 sym/s | Total: 1.3h | ETA: 25.3m [2025-09-28T04:43:21.455135] [INFO ] [sig ] [103/135] Configuring NSC... [2025-09-28T04:43:21.455267] [INFO ] [CONFIGURE ] NSC: Configurate test run. [2025-09-28T04:43:21.455388] [DEBUG] [REMOTE ] Fetching historical data for symbol 'NSC' from 'https://tdm.silogroup.org/data/derivative_storage/NSC.csv'. [2025-09-28T04:43:21.477269] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'NSC'. [2025-09-28T04:43:21.477931] [INFO ] [CONFIGURE ] NSC: Testing with 29 available features [2025-09-28T04:43:21.478032] [INFO ] [CONFIGURE ] NSC: Establishing baseline with no features... [2025-09-28T04:43:21.588056] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:21.695388] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:21.805639] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:43:21.920166] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:43:22.038635] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:22.155243] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:22.266813] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:43:22.379487] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:22.494036] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:43:22.614482] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:22.614680] [INFO ] [CONFIGURE ] NSC: Baseline score (no features): 50.00% [2025-09-28T04:43:22.614763] [INFO ] [CONFIGURE ] NSC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:43:22.614842] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:43:22.741330] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:22.862596] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:43:22.995414] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:23.132389] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:23.266141] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:23.400743] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:23.537855] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:23.674117] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:23.803139] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:23.932762] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:23.932992] [INFO ] [CONFIGURE ] NSC: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:43:23.933102] [INFO ] [CONFIGURE ] JOB ETA: 25.7m | Avg: 1.6s/test | Remaining: 988 tests [2025-09-28T04:43:23.933179] [INFO ] [CONFIGURE ] NSC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:43:23.933252] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:43:24.079803] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:24.226078] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:43:24.371511] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:24.523569] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:43:24.677413] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:24.831152] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:24.986578] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:25.134834] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:25.286586] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:25.438091] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:43:25.438320] [INFO ] [CONFIGURE ] NSC: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:43:25.438404] [INFO ] [CONFIGURE ] JOB ETA: 25.6m | Avg: 1.6s/test | Remaining: 987 tests [2025-09-28T04:43:25.438482] [INFO ] [CONFIGURE ] NSC: Testing feature 3/29: add_daily_returns [2025-09-28T04:43:25.438543] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:43:25.568227] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:25.701974] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:25.834521] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:25.968347] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:26.102464] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:26.257827] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:26.404585] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:26.544191] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:26.683911] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:26.829907] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:26.830476] [INFO ] [CONFIGURE ] NSC: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:43:26.830562] [INFO ] [CONFIGURE ] JOB ETA: 25.6m | Avg: 1.6s/test | Remaining: 986 tests [2025-09-28T04:43:26.830639] [INFO ] [CONFIGURE ] NSC: Testing feature 4/29: add_ema [2025-09-28T04:43:26.830750] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:43:26.977386] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:27.125977] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:27.278266] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:27.431540] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:27.586617] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:27.739336] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:27.895563] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:28.051364] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:28.207098] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:28.367921] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:28.368152] [INFO ] [CONFIGURE ] NSC: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:43:28.368237] [INFO ] [CONFIGURE ] JOB ETA: 25.6m | Avg: 1.6s/test | Remaining: 985 tests [2025-09-28T04:43:28.368314] [INFO ] [CONFIGURE ] NSC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:43:28.368388] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:43:28.534349] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:28.693535] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:28.857889] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:29.016454] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:29.180511] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:29.345402] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:29.506106] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:29.670351] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:29.834762] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:30.004342] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:30.004617] [INFO ] [CONFIGURE ] NSC: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:43:30.004734] [INFO ] [CONFIGURE ] JOB ETA: 25.6m | Avg: 1.6s/test | Remaining: 984 tests [2025-09-28T04:43:30.004814] [INFO ] [CONFIGURE ] NSC: Testing feature 6/29: add_failed_moves [2025-09-28T04:43:30.004891] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:43:30.143005] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:30.287985] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:43:30.429348] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:30.572025] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:30.713799] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:30.853935] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:30.998096] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:31.140198] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:31.285673] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:31.426264] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:31.426483] [INFO ] [CONFIGURE ] NSC: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:43:31.426570] [INFO ] [CONFIGURE ] JOB ETA: 25.5m | Avg: 1.6s/test | Remaining: 983 tests [2025-09-28T04:43:31.426664] [INFO ] [CONFIGURE ] NSC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:43:31.426740] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:43:31.557632] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:31.691089] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:43:31.818341] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:31.947804] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:32.080040] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:32.208546] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:32.340821] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:32.469863] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:32.604602] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:32.737953] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:32.738151] [INFO ] [CONFIGURE ] NSC: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:43:32.738234] [INFO ] [CONFIGURE ] JOB ETA: 25.5m | Avg: 1.6s/test | Remaining: 982 tests [2025-09-28T04:43:32.738329] [INFO ] [CONFIGURE ] NSC: Testing feature 8/29: add_macd [2025-09-28T04:43:32.738385] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:43:32.901722] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:33.071152] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:33.249891] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:33.424676] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:33.601960] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:33.785627] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:33.956160] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:34.129209] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:34.293039] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:43:34.460933] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:34.461172] [INFO ] [CONFIGURE ] NSC: KEPT add_macd (score: 70.00%) [2025-09-28T04:43:34.461257] [INFO ] [CONFIGURE ] JOB ETA: 25.5m | Avg: 1.6s/test | Remaining: 981 tests [2025-09-28T04:43:34.461333] [INFO ] [CONFIGURE ] NSC: Testing feature 9/29: add_mfi [2025-09-28T04:43:34.461407] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T04:43:34.640980] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:34.822512] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:35.005239] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:35.194191] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:35.376971] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:35.560176] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:35.749814] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:35.941284] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:36.131662] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:43:36.315957] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:36.316220] [INFO ] [CONFIGURE ] NSC: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:43:36.316303] [INFO ] [CONFIGURE ] JOB ETA: 25.4m | Avg: 1.6s/test | Remaining: 980 tests [2025-09-28T04:43:36.316381] [INFO ] [CONFIGURE ] NSC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:43:36.316455] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:43:36.516806] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:36.717742] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:36.905284] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:37.096914] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:37.286716] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:37.482405] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:37.691902] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:37.891500] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:38.102687] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:38.305884] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:38.306166] [INFO ] [CONFIGURE ] NSC: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:43:38.306248] [INFO ] [CONFIGURE ] JOB ETA: 25.4m | Avg: 1.6s/test | Remaining: 979 tests [2025-09-28T04:43:38.306324] [INFO ] [CONFIGURE ] NSC: Testing feature 11/29: add_obv_daily [2025-09-28T04:43:38.306398] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T04:43:38.485123] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:38.658453] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:38.831449] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:39.010636] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:39.186140] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:39.370404] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:39.542799] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:39.718413] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:39.892125] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:40.064917] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:40.065140] [INFO ] [CONFIGURE ] NSC: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:43:40.065227] [INFO ] [CONFIGURE ] JOB ETA: 25.4m | Avg: 1.6s/test | Remaining: 978 tests [2025-09-28T04:43:40.065303] [INFO ] [CONFIGURE ] NSC: Testing feature 12/29: add_obv_interval [2025-09-28T04:43:40.065375] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T04:43:40.232055] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:40.408638] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:40.588135] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:40.755838] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:40.926740] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:41.110668] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:41.294111] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:41.476890] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:41.657160] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:41.844750] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:41.844979] [INFO ] [CONFIGURE ] NSC: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:43:41.845070] [INFO ] [CONFIGURE ] JOB ETA: 25.4m | Avg: 1.6s/test | Remaining: 977 tests [2025-09-28T04:43:41.845145] [INFO ] [CONFIGURE ] NSC: Testing feature 13/29: add_opening_strength [2025-09-28T04:43:41.845192] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:43:42.041496] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:42.228588] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:42.411720] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:42.612031] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:42.811158] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:43.014959] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:43.224173] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:43.417123] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:43.614126] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:43.807989] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:43:43.808207] [INFO ] [CONFIGURE ] NSC: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:43:43.808291] [INFO ] [CONFIGURE ] JOB ETA: 25.4m | Avg: 1.6s/test | Remaining: 976 tests [2025-09-28T04:43:43.808365] [INFO ] [CONFIGURE ] NSC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:43:43.808421] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T04:43:43.996496] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:44.184059] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:44.364555] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:44.555109] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:44.756519] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:44.947924] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:45.141615] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:43:45.336427] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:45.532179] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:45.731316] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:43:45.731528] [INFO ] [CONFIGURE ] NSC: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T04:43:45.731610] [INFO ] [CONFIGURE ] JOB ETA: 25.3m | Avg: 1.6s/test | Remaining: 975 tests [2025-09-28T04:43:45.731710] [INFO ] [CONFIGURE ] NSC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:43:45.731784] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T04:43:45.902710] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:46.078358] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:46.250285] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:46.485690] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:46.666478] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:46.845088] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:47.035341] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:47.216156] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:47.394435] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:47.570474] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:47.570735] [INFO ] [CONFIGURE ] NSC: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:43:47.570818] [INFO ] [CONFIGURE ] JOB ETA: 25.3m | Avg: 1.6s/test | Remaining: 974 tests [2025-09-28T04:43:47.570894] [INFO ] [CONFIGURE ] NSC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:43:47.570971] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T04:43:47.744479] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:47.920329] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:48.092284] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:48.265496] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:48.447749] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:48.627757] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:48.805289] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:48.984625] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:49.165342] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:49.347572] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:49.347826] [INFO ] [CONFIGURE ] NSC: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:43:49.347912] [INFO ] [CONFIGURE ] JOB ETA: 25.3m | Avg: 1.6s/test | Remaining: 973 tests [2025-09-28T04:43:49.347988] [INFO ] [CONFIGURE ] NSC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:43:49.348061] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T04:43:49.530107] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:49.708912] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:49.894941] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:50.083994] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:50.266102] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:50.445485] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:50.636976] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:50.824866] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:51.017685] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:51.201220] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:51.201443] [INFO ] [CONFIGURE ] NSC: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:43:51.201525] [INFO ] [CONFIGURE ] JOB ETA: 25.3m | Avg: 1.6s/test | Remaining: 972 tests [2025-09-28T04:43:51.201599] [INFO ] [CONFIGURE ] NSC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:43:51.201682] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T04:43:51.364817] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:51.536624] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:51.710254] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:51.883518] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:52.051633] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:52.224461] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:52.400739] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:52.572471] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:43:52.744098] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:52.924573] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:52.925007] [INFO ] [CONFIGURE ] NSC: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:43:52.925093] [INFO ] [CONFIGURE ] JOB ETA: 25.2m | Avg: 1.6s/test | Remaining: 971 tests [2025-09-28T04:43:52.925183] [INFO ] [CONFIGURE ] NSC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:43:52.925245] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_vs_sma_5'] [2025-09-28T04:43:53.107232] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:53.274120] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:53.447842] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:53.619058] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:53.784663] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:53.947485] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:54.113767] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:54.280050] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:54.455669] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:43:54.626441] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:43:54.626691] [INFO ] [CONFIGURE ] NSC: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:43:54.626775] [INFO ] [CONFIGURE ] JOB ETA: 25.2m | Avg: 1.6s/test | Remaining: 970 tests [2025-09-28T04:43:54.626878] [INFO ] [CONFIGURE ] NSC: Testing feature 20/29: add_price_rejection [2025-09-28T04:43:54.626952] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_price_rejection'] [2025-09-28T04:43:54.809585] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:54.982414] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:55.157416] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:55.334060] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:55.516903] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:55.695983] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:55.875337] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:43:56.062445] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:56.242792] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:56.422759] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:43:56.422982] [INFO ] [CONFIGURE ] NSC: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:43:56.423064] [INFO ] [CONFIGURE ] JOB ETA: 25.2m | Avg: 1.6s/test | Remaining: 969 tests [2025-09-28T04:43:56.423150] [INFO ] [CONFIGURE ] NSC: Testing feature 21/29: add_range_position [2025-09-28T04:43:56.423230] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_range_position'] [2025-09-28T04:43:56.600172] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:56.786905] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:56.970890] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:57.156503] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:57.343298] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:57.525487] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:57.712636] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:57.890746] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:43:58.069605] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:43:58.257715] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:43:58.257977] [INFO ] [CONFIGURE ] NSC: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:43:58.258062] [INFO ] [CONFIGURE ] JOB ETA: 25.2m | Avg: 1.6s/test | Remaining: 968 tests [2025-09-28T04:43:58.258134] [INFO ] [CONFIGURE ] NSC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:43:58.258189] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_realized_volatility'] [2025-09-28T04:43:58.458018] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:43:58.659487] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:43:58.865915] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:43:59.078290] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:43:59.290282] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:43:59.498345] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:43:59.702205] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:43:59.919166] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:44:00.140356] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:44:00.411375] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:44:00.411689] [INFO ] [CONFIGURE ] NSC: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:44:00.411803] [INFO ] [CONFIGURE ] JOB ETA: 25.1m | Avg: 1.6s/test | Remaining: 967 tests [2025-09-28T04:44:00.411917] [INFO ] [CONFIGURE ] NSC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:44:00.412013] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_recent_range_context'] [2025-09-28T04:44:00.653959] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:00.853983] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:01.049478] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:44:01.233794] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:01.417393] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:01.625089] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:01.804398] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:01.995513] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:44:02.187782] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:44:02.398948] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:44:02.399172] [INFO ] [CONFIGURE ] NSC: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T04:44:02.399255] [INFO ] [CONFIGURE ] JOB ETA: 25.1m | Avg: 1.6s/test | Remaining: 966 tests [2025-09-28T04:44:02.399331] [INFO ] [CONFIGURE ] NSC: Testing feature 24/29: add_rsi [2025-09-28T04:44:02.399406] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_ema', 'add_rsi'] [2025-09-28T04:44:02.598238] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:02.797726] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:03.001269] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:44:03.257058] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:03.463120] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:03.681291] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:03.890688] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:04.100714] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:44:04.327218] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:44:04.530561] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:44:04.530823] [INFO ] [CONFIGURE ] NSC: DISCARDED add_rsi (score: 30.00%) [2025-09-28T04:44:04.530910] [INFO ] [CONFIGURE ] JOB ETA: 25.1m | Avg: 1.6s/test | Remaining: 965 tests [2025-09-28T04:44:04.530987] [INFO ] [CONFIGURE ] NSC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:44:04.531064] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_tick_distribution'] [2025-09-28T04:44:04.701321] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:04.871346] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:05.045470] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:44:05.223106] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:05.410193] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:05.580534] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:05.750966] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:05.942048] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:44:06.144268] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:44:06.329012] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:44:06.329315] [INFO ] [CONFIGURE ] NSC: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T04:44:06.329420] [INFO ] [CONFIGURE ] JOB ETA: 25.1m | Avg: 1.6s/test | Remaining: 964 tests [2025-09-28T04:44:06.329498] [INFO ] [CONFIGURE ] NSC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:44:06.329574] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_volume_momentum_confirmation'] [2025-09-28T04:44:06.512254] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:06.693546] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:06.868209] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:44:07.043994] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:07.225840] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:07.403216] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:07.585842] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:07.771176] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:44:07.965470] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:44:08.161125] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:44:08.161363] [INFO ] [CONFIGURE ] NSC: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:44:08.161449] [INFO ] [CONFIGURE ] JOB ETA: 25.0m | Avg: 1.6s/test | Remaining: 963 tests [2025-09-28T04:44:08.161526] [INFO ] [CONFIGURE ] NSC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:44:08.161601] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_volume_price_divergence'] [2025-09-28T04:44:08.349986] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:08.540846] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:08.730880] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:44:08.927899] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:09.138108] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:09.340342] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:09.534444] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:09.730189] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:44:09.936389] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:44:10.134631] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:44:10.134874] [INFO ] [CONFIGURE ] NSC: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T04:44:10.134958] [INFO ] [CONFIGURE ] JOB ETA: 25.0m | Avg: 1.6s/test | Remaining: 962 tests [2025-09-28T04:44:10.135034] [INFO ] [CONFIGURE ] NSC: Testing feature 28/29: add_volume_profile [2025-09-28T04:44:10.135120] [INFO ] [CONFIGURE ] NSC: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_volume_profile'] [2025-09-28T04:44:10.310112] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:10.492033] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:10.672704] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:44:10.854839] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:11.034010] [DEBUG] [FORECASTER] NSC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:11.212369] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:11.391920] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:11.576063] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:11.762029] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:44:11.947350] [DEBUG] [FORECASTER] NSC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:44:11.947610] [INFO ] [CONFIGURE ] NSC: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:44:11.947718] [INFO ] [CONFIGURE ] JOB ETA: 25.0m | Avg: 1.6s/test | Remaining: 961 tests [2025-09-28T04:44:11.947800] [INFO ] [CONFIGURE ] NSC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:44:11.947883] [INFO ] [CONFIGURE ] NSC: Best accuracy: 70.00% [2025-09-28T04:44:11.947958] [INFO ] [CONFIGURE ] NSC: Best feature set (3 features): ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:44:11.948029] [INFO ] [CONFIGURE ] NSC: Improvement over baseline: 20.00% [2025-09-28T04:44:11.948097] [INFO ] [CONFIGURE ] NSC: Total time: 49.3 seconds [2025-09-28T04:44:11.948175] [INFO ] [CONFIGURE ] NSC: Average time per feature: 1.8 seconds [2025-09-28T04:44:11.948256] [INFO ] [CONFIGURE ] NSC: Average speed: 0.59 features/sec [2025-09-28T04:44:11.949340] [INFO ] [LOCAL ] Saved configuration for NSC: 3 features, 70.00% accuracy -> ./output/feature-sets/NSC.json [2025-09-28T04:44:11.949431] [INFO ] [CONFIGURE ] NSC: Configuration saved successfully: 3 features, 70.00% accuracy. [2025-09-28T04:44:11.949551] [INFO ] [sig ] [103/135] Successfully configured NSC | 0.02 sym/s | Total: 1.3h | ETA: 24.6m [2025-09-28T04:44:11.949668] [INFO ] [sig ] [104/135] Configuring OKLO... [2025-09-28T04:44:11.949750] [INFO ] [CONFIGURE ] OKLO: Configurate test run. [2025-09-28T04:44:11.949843] [DEBUG] [REMOTE ] Fetching historical data for symbol 'OKLO' from 'https://tdm.silogroup.org/data/derivative_storage/OKLO.csv'. [2025-09-28T04:44:12.171258] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'OKLO'. [2025-09-28T04:44:12.171826] [INFO ] [CONFIGURE ] OKLO: Testing with 29 available features [2025-09-28T04:44:12.171907] [INFO ] [CONFIGURE ] OKLO: Establishing baseline with no features... [2025-09-28T04:44:12.283486] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:44:12.393478] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:12.509511] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:44:12.621568] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:12.736406] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:12.848406] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:12.962562] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:13.075805] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:44:13.194265] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:44:13.310662] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:13.310856] [INFO ] [CONFIGURE ] OKLO: Baseline score (no features): 30.00% [2025-09-28T04:44:13.310962] [INFO ] [CONFIGURE ] OKLO: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:44:13.311051] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:44:13.439565] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:13.571550] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:13.701854] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:13.833367] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:13.957919] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:14.090155] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:14.230039] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:14.373426] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:14.506740] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:14.636944] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:14.637166] [INFO ] [CONFIGURE ] OKLO: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:44:14.637273] [INFO ] [CONFIGURE ] JOB ETA: 25.0m | Avg: 1.6s/test | Remaining: 960 tests [2025-09-28T04:44:14.637364] [INFO ] [CONFIGURE ] OKLO: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:44:14.637451] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:44:14.779910] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:44:14.927509] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:15.071066] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:44:15.212019] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:15.354722] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:15.498567] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:15.643445] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:15.793697] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:15.942055] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:16.088740] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:16.088957] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:44:16.089133] [INFO ] [CONFIGURE ] JOB ETA: 24.9m | Avg: 1.6s/test | Remaining: 959 tests [2025-09-28T04:44:16.089248] [INFO ] [CONFIGURE ] OKLO: Testing feature 3/29: add_daily_returns [2025-09-28T04:44:16.089336] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:44:16.219265] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:16.346789] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:16.476258] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:44:16.606011] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:16.734730] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:16.867813] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:16.994335] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:17.120836] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:44:17.254306] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:44:17.380619] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:17.380842] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:44:17.380923] [INFO ] [CONFIGURE ] JOB ETA: 24.9m | Avg: 1.6s/test | Remaining: 958 tests [2025-09-28T04:44:17.381072] [INFO ] [CONFIGURE ] OKLO: Testing feature 4/29: add_ema [2025-09-28T04:44:17.381145] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:44:17.522001] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:17.664957] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:17.810376] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:44:17.959253] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:18.111258] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:18.258045] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:18.405731] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:18.552696] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:18.694383] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:18.839596] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:18.839825] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:44:18.839984] [INFO ] [CONFIGURE ] JOB ETA: 24.9m | Avg: 1.6s/test | Remaining: 957 tests [2025-09-28T04:44:18.840063] [INFO ] [CONFIGURE ] OKLO: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:44:18.840151] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:44:18.990673] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:19.147938] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:19.306555] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:19.462237] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:19.615608] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:19.770852] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:19.924781] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:20.091073] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:20.241285] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:20.395945] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:20.396167] [INFO ] [CONFIGURE ] OKLO: KEPT add_exhaustion_signals (score: 80.00%) [2025-09-28T04:44:20.396249] [INFO ] [CONFIGURE ] JOB ETA: 24.9m | Avg: 1.6s/test | Remaining: 956 tests [2025-09-28T04:44:20.396325] [INFO ] [CONFIGURE ] OKLO: Testing feature 6/29: add_failed_moves [2025-09-28T04:44:20.396430] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:44:20.552921] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:20.715377] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:20.881360] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:21.045597] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:21.205109] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:21.365360] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:21.529705] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:21.700162] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:21.876219] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:22.046674] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:22.046903] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:44:22.047008] [INFO ] [CONFIGURE ] JOB ETA: 24.8m | Avg: 1.6s/test | Remaining: 955 tests [2025-09-28T04:44:22.047114] [INFO ] [CONFIGURE ] OKLO: Testing feature 7/29: add_lag_shelf [2025-09-28T04:44:22.047216] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:44:22.207467] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:22.366416] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:22.526241] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:22.683081] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:22.838013] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:22.999435] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:23.151300] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:23.303037] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:23.465878] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:23.634953] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:23.635178] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:44:23.635263] [INFO ] [CONFIGURE ] JOB ETA: 24.8m | Avg: 1.6s/test | Remaining: 954 tests [2025-09-28T04:44:23.635434] [INFO ] [CONFIGURE ] OKLO: Testing feature 8/29: add_macd [2025-09-28T04:44:23.635534] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:44:23.815428] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:24.001458] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:24.190969] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:24.373811] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:44:24.559389] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:24.736092] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:24.913617] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:25.083909] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:25.259776] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:25.439227] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:25.439484] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:44:25.439570] [INFO ] [CONFIGURE ] JOB ETA: 24.8m | Avg: 1.6s/test | Remaining: 953 tests [2025-09-28T04:44:25.439751] [INFO ] [CONFIGURE ] OKLO: Testing feature 9/29: add_mfi [2025-09-28T04:44:25.439806] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T04:44:25.608034] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:25.782869] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:25.955108] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:26.127041] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:26.291754] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:26.457974] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:26.628956] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:26.793484] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:26.960973] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:27.135524] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:27.135758] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:44:27.135916] [INFO ] [CONFIGURE ] JOB ETA: 24.8m | Avg: 1.6s/test | Remaining: 952 tests [2025-09-28T04:44:27.135997] [INFO ] [CONFIGURE ] OKLO: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:44:27.136072] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:44:27.312491] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:27.491423] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:27.689266] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:44:27.908572] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:28.122211] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:28.317014] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:28.500523] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:28.687272] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:28.880192] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:29.071526] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:29.071784] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:44:29.071896] [INFO ] [CONFIGURE ] JOB ETA: 24.7m | Avg: 1.6s/test | Remaining: 951 tests [2025-09-28T04:44:29.071989] [INFO ] [CONFIGURE ] OKLO: Testing feature 11/29: add_obv_daily [2025-09-28T04:44:29.072081] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T04:44:29.229263] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:29.388667] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:29.547663] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:29.710984] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:29.884955] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:30.052692] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:30.214062] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:30.375559] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:30.541805] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:30.702933] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:30.703156] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T04:44:30.703264] [INFO ] [CONFIGURE ] JOB ETA: 24.7m | Avg: 1.6s/test | Remaining: 950 tests [2025-09-28T04:44:30.703346] [INFO ] [CONFIGURE ] OKLO: Testing feature 12/29: add_obv_interval [2025-09-28T04:44:30.703398] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T04:44:30.862593] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:44:31.023973] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:31.184087] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:31.346153] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:31.506735] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:31.674114] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:31.847065] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:32.010437] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:32.198957] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:32.407420] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:32.407718] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T04:44:32.407815] [INFO ] [CONFIGURE ] JOB ETA: 24.7m | Avg: 1.6s/test | Remaining: 949 tests [2025-09-28T04:44:32.407901] [INFO ] [CONFIGURE ] OKLO: Testing feature 13/29: add_opening_strength [2025-09-28T04:44:32.407984] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:44:32.578065] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:32.747290] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:32.939167] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:33.108591] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:33.279947] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:33.444750] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:33.611700] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:33.787324] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:44:33.959773] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:44:34.135901] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:34.136139] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:44:34.136247] [INFO ] [CONFIGURE ] JOB ETA: 24.7m | Avg: 1.6s/test | Remaining: 948 tests [2025-09-28T04:44:34.136324] [INFO ] [CONFIGURE ] OKLO: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:44:34.136399] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T04:44:34.311673] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:44:34.494870] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:34.673393] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:34.844303] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:35.015775] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:35.191862] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:35.366394] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:35.549744] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:35.727916] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:35.901786] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:35.902011] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:44:35.902100] [INFO ] [CONFIGURE ] JOB ETA: 24.6m | Avg: 1.6s/test | Remaining: 947 tests [2025-09-28T04:44:35.902176] [INFO ] [CONFIGURE ] OKLO: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:44:35.902250] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T04:44:36.059988] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:36.215331] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:36.372260] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:36.523000] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:36.674888] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:36.828599] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:36.984536] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:37.141615] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:37.298628] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:37.460716] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:37.460956] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:44:37.461053] [INFO ] [CONFIGURE ] JOB ETA: 24.6m | Avg: 1.6s/test | Remaining: 946 tests [2025-09-28T04:44:37.461130] [INFO ] [CONFIGURE ] OKLO: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:44:37.461205] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T04:44:37.632690] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:37.798167] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:37.969764] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:38.152633] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:38.327348] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:38.503982] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:38.679199] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:38.849170] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:39.017947] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:39.191264] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:39.191487] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:44:39.191571] [INFO ] [CONFIGURE ] JOB ETA: 24.6m | Avg: 1.6s/test | Remaining: 945 tests [2025-09-28T04:44:39.191673] [INFO ] [CONFIGURE ] OKLO: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:44:39.191750] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T04:44:39.360533] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:39.533933] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:39.704929] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:39.870670] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:40.042731] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:40.211163] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:40.386901] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:40.563157] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:40.739146] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:40.910048] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:40.910262] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:44:40.910346] [INFO ] [CONFIGURE ] JOB ETA: 24.6m | Avg: 1.6s/test | Remaining: 944 tests [2025-09-28T04:44:40.910423] [INFO ] [CONFIGURE ] OKLO: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:44:40.910498] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T04:44:41.068095] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:41.236213] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:41.392203] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:41.558916] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:41.711346] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:41.864205] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:42.017321] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:42.177513] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:42.332825] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:42.487252] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:42.487484] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:44:42.487619] [INFO ] [CONFIGURE ] JOB ETA: 24.5m | Avg: 1.6s/test | Remaining: 943 tests [2025-09-28T04:44:42.487721] [INFO ] [CONFIGURE ] OKLO: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:44:42.487796] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T04:44:42.643483] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:42.794712] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:42.947925] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:43.102243] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:43.257969] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:43.415212] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:43.573871] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:43.732727] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:43.900859] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:44.062967] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:44.063181] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:44:44.063291] [INFO ] [CONFIGURE ] JOB ETA: 24.5m | Avg: 1.6s/test | Remaining: 942 tests [2025-09-28T04:44:44.063368] [INFO ] [CONFIGURE ] OKLO: Testing feature 20/29: add_price_rejection [2025-09-28T04:44:44.063441] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T04:44:44.226592] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:44:44.390026] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:44.560105] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:44.727824] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:44.889119] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:45.052590] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:45.214511] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:45.377465] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:45.545303] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:45.710529] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:45.710789] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:44:45.710875] [INFO ] [CONFIGURE ] JOB ETA: 24.5m | Avg: 1.6s/test | Remaining: 941 tests [2025-09-28T04:44:45.710950] [INFO ] [CONFIGURE ] OKLO: Testing feature 21/29: add_range_position [2025-09-28T04:44:45.711025] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T04:44:45.890845] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:44:46.070509] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:46.278113] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:46.502973] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:46.738177] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:46.916224] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:47.102579] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:47.275801] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:47.449311] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:47.627510] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:47.627760] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:44:47.627850] [INFO ] [CONFIGURE ] JOB ETA: 24.4m | Avg: 1.6s/test | Remaining: 940 tests [2025-09-28T04:44:47.627931] [INFO ] [CONFIGURE ] OKLO: Testing feature 22/29: add_realized_volatility [2025-09-28T04:44:47.628003] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T04:44:47.818150] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:48.008172] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:44:48.204500] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:48.393967] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:48.580406] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:48.765073] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:48.951436] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:49.141092] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:49.327855] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:49.525584] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:49.525855] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T04:44:49.525938] [INFO ] [CONFIGURE ] JOB ETA: 24.4m | Avg: 1.6s/test | Remaining: 939 tests [2025-09-28T04:44:49.526016] [INFO ] [CONFIGURE ] OKLO: Testing feature 23/29: add_recent_range_context [2025-09-28T04:44:49.526092] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T04:44:49.690597] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:49.852433] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:50.014133] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:50.173254] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:50.332371] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:50.501454] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:50.663027] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:50.824804] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:50.988895] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:51.152385] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:51.152599] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:44:51.152723] [INFO ] [CONFIGURE ] JOB ETA: 24.4m | Avg: 1.6s/test | Remaining: 938 tests [2025-09-28T04:44:51.152800] [INFO ] [CONFIGURE ] OKLO: Testing feature 24/29: add_rsi [2025-09-28T04:44:51.152873] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T04:44:51.333786] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:51.512331] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:51.703008] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:51.883141] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:52.066748] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:52.254206] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:52.452264] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:52.657893] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:52.896149] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:53.161680] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:53.161989] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:44:53.162095] [INFO ] [CONFIGURE ] JOB ETA: 24.4m | Avg: 1.6s/test | Remaining: 937 tests [2025-09-28T04:44:53.162189] [INFO ] [CONFIGURE ] OKLO: Testing feature 25/29: add_tick_distribution [2025-09-28T04:44:53.162279] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T04:44:53.374136] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:44:53.560415] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:53.741265] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:53.909485] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:54.077572] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:54.243519] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:54.411068] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:54.579319] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:54.745550] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:54.910751] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:54.910954] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:44:54.911038] [INFO ] [CONFIGURE ] JOB ETA: 24.4m | Avg: 1.6s/test | Remaining: 936 tests [2025-09-28T04:44:54.911116] [INFO ] [CONFIGURE ] OKLO: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:44:54.911191] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T04:44:55.076436] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:55.243789] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:55.415415] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:55.589784] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:55.762169] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:55.934602] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:56.108550] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:56.282295] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:56.453151] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:56.623023] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:56.623233] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:44:56.623318] [INFO ] [CONFIGURE ] JOB ETA: 24.3m | Avg: 1.6s/test | Remaining: 935 tests [2025-09-28T04:44:56.623395] [INFO ] [CONFIGURE ] OKLO: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:44:56.623452] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T04:44:56.792055] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:44:56.966482] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:57.143039] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:44:57.317423] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:57.486350] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:44:57.658615] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:44:57.841638] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:44:58.020974] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:58.195848] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:44:58.378814] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:44:58.379073] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_volume_price_divergence (score: 30.00%) [2025-09-28T04:44:58.379159] [INFO ] [CONFIGURE ] JOB ETA: 24.3m | Avg: 1.6s/test | Remaining: 934 tests [2025-09-28T04:44:58.379238] [INFO ] [CONFIGURE ] OKLO: Testing feature 28/29: add_volume_profile [2025-09-28T04:44:58.379315] [INFO ] [CONFIGURE ] OKLO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T04:44:58.554517] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:44:58.722513] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:44:58.883867] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:44:59.044221] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:44:59.202974] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:44:59.362533] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:44:59.539854] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:44:59.706501] [DEBUG] [FORECASTER] OKLO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:44:59.874410] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:45:00.042056] [DEBUG] [FORECASTER] OKLO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:45:00.042319] [INFO ] [CONFIGURE ] OKLO: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:45:00.042424] [INFO ] [CONFIGURE ] JOB ETA: 24.3m | Avg: 1.6s/test | Remaining: 933 tests [2025-09-28T04:45:00.042511] [INFO ] [CONFIGURE ] OKLO: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:45:00.042590] [INFO ] [CONFIGURE ] OKLO: Best accuracy: 80.00% [2025-09-28T04:45:00.042686] [INFO ] [CONFIGURE ] OKLO: Best feature set (3 features): ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:45:00.042757] [INFO ] [CONFIGURE ] OKLO: Improvement over baseline: 50.00% [2025-09-28T04:45:00.042801] [INFO ] [CONFIGURE ] OKLO: Total time: 46.7 seconds [2025-09-28T04:45:00.042839] [INFO ] [CONFIGURE ] OKLO: Average time per feature: 1.7 seconds [2025-09-28T04:45:00.042900] [INFO ] [CONFIGURE ] OKLO: Average speed: 0.62 features/sec [2025-09-28T04:45:00.043404] [INFO ] [LOCAL ] Saved configuration for OKLO: 3 features, 80.00% accuracy -> ./output/feature-sets/OKLO.json [2025-09-28T04:45:00.043482] [INFO ] [CONFIGURE ] OKLO: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:45:00.043578] [INFO ] [sig ] [104/135] Successfully configured OKLO | 0.02 sym/s | Total: 1.3h | ETA: 23.8m [2025-09-28T04:45:00.043675] [INFO ] [sig ] [105/135] Configuring PAGS... [2025-09-28T04:45:00.043746] [INFO ] [CONFIGURE ] PAGS: Configurate test run. [2025-09-28T04:45:00.043817] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PAGS' from 'https://tdm.silogroup.org/data/derivative_storage/PAGS.csv'. [2025-09-28T04:45:00.362914] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PAGS'. [2025-09-28T04:45:00.363492] [INFO ] [CONFIGURE ] PAGS: Testing with 29 available features [2025-09-28T04:45:00.363638] [INFO ] [CONFIGURE ] PAGS: Establishing baseline with no features... [2025-09-28T04:45:00.493459] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:00.612372] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:00.727900] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:00.844076] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:00.958892] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:45:01.072206] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:01.191082] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:01.344337] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:01.464150] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:01.587164] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:01.587422] [INFO ] [CONFIGURE ] PAGS: Baseline score (no features): 40.00% [2025-09-28T04:45:01.587519] [INFO ] [CONFIGURE ] PAGS: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:45:01.587593] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:45:01.718587] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:01.842401] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:01.968974] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:02.096061] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:02.223235] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:02.348826] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:02.467799] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:02.584453] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:02.702049] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:02.821572] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:45:02.821784] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:45:02.821864] [INFO ] [CONFIGURE ] JOB ETA: 24.2m | Avg: 1.6s/test | Remaining: 932 tests [2025-09-28T04:45:02.821937] [INFO ] [CONFIGURE ] PAGS: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:45:02.821988] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:45:02.944144] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:45:03.071446] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:03.199558] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:03.326369] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:45:03.458150] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:45:03.601236] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:45:03.738891] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:03.872336] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:03.998456] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:45:04.126589] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:45:04.126814] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:45:04.126941] [INFO ] [CONFIGURE ] JOB ETA: 24.2m | Avg: 1.6s/test | Remaining: 931 tests [2025-09-28T04:45:04.127093] [INFO ] [CONFIGURE ] PAGS: Testing feature 3/29: add_daily_returns [2025-09-28T04:45:04.127165] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_daily_returns'] [2025-09-28T04:45:04.238271] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:45:04.355150] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:04.464729] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:04.576216] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:45:04.687404] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:45:04.797125] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:04.908318] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:05.018955] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:05.129457] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:45:05.242885] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:05.243146] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:45:05.243228] [INFO ] [CONFIGURE ] JOB ETA: 24.2m | Avg: 1.6s/test | Remaining: 930 tests [2025-09-28T04:45:05.243378] [INFO ] [CONFIGURE ] PAGS: Testing feature 4/29: add_ema [2025-09-28T04:45:05.243450] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema'] [2025-09-28T04:45:05.368364] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:05.494631] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:05.626042] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:05.757921] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:45:05.889580] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:06.026230] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:06.160488] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:06.291176] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:06.423148] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:06.553549] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:45:06.553791] [INFO ] [CONFIGURE ] PAGS: KEPT add_ema (score: 50.00%) [2025-09-28T04:45:06.553875] [INFO ] [CONFIGURE ] JOB ETA: 24.2m | Avg: 1.6s/test | Remaining: 929 tests [2025-09-28T04:45:06.553951] [INFO ] [CONFIGURE ] PAGS: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:45:06.554027] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:45:06.705597] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:06.860575] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:07.019745] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:07.189301] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:07.357360] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:07.518283] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:07.686476] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:07.846991] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:08.008094] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:08.168876] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:08.169090] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:45:08.169175] [INFO ] [CONFIGURE ] JOB ETA: 24.1m | Avg: 1.6s/test | Remaining: 928 tests [2025-09-28T04:45:08.169341] [INFO ] [CONFIGURE ] PAGS: Testing feature 6/29: add_failed_moves [2025-09-28T04:45:08.169417] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_failed_moves'] [2025-09-28T04:45:08.307138] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:08.444104] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:08.580595] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:08.718787] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:45:08.871729] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:09.033682] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:09.173113] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:09.313600] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:09.456742] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:09.599562] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:45:09.599815] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:45:09.600008] [INFO ] [CONFIGURE ] JOB ETA: 24.1m | Avg: 1.6s/test | Remaining: 927 tests [2025-09-28T04:45:09.600090] [INFO ] [CONFIGURE ] PAGS: Testing feature 7/29: add_lag_shelf [2025-09-28T04:45:09.600166] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_lag_shelf'] [2025-09-28T04:45:09.728847] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:09.858846] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:09.993358] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:10.129619] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:45:10.258731] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:10.388339] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:10.517452] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:10.649718] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:10.788273] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:10.922780] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:45:10.922976] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T04:45:10.923059] [INFO ] [CONFIGURE ] JOB ETA: 24.1m | Avg: 1.6s/test | Remaining: 926 tests [2025-09-28T04:45:10.923135] [INFO ] [CONFIGURE ] PAGS: Testing feature 8/29: add_macd [2025-09-28T04:45:10.923238] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:45:11.091303] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:11.267663] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:11.451276] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:11.634020] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:11.802772] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:11.970902] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:45:12.139164] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:12.313565] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:12.479481] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:12.655251] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:12.655538] [INFO ] [CONFIGURE ] PAGS: KEPT add_macd (score: 60.00%) [2025-09-28T04:45:12.655625] [INFO ] [CONFIGURE ] JOB ETA: 24.1m | Avg: 1.6s/test | Remaining: 925 tests [2025-09-28T04:45:12.655802] [INFO ] [CONFIGURE ] PAGS: Testing feature 9/29: add_mfi [2025-09-28T04:45:12.655878] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T04:45:12.840174] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:13.024827] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:13.209711] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:13.393840] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:13.581415] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:13.769445] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:45:13.957841] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:14.151428] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:14.345364] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:14.541594] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:14.541849] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:45:14.541931] [INFO ] [CONFIGURE ] JOB ETA: 24.0m | Avg: 1.6s/test | Remaining: 924 tests [2025-09-28T04:45:14.542009] [INFO ] [CONFIGURE ] PAGS: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:45:14.542113] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:45:14.744263] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:14.946924] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:15.155661] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:15.359410] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:15.563178] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:15.769493] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:15.979870] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:16.192238] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:16.408356] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:16.617614] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:16.617901] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:45:16.617985] [INFO ] [CONFIGURE ] JOB ETA: 24.0m | Avg: 1.6s/test | Remaining: 923 tests [2025-09-28T04:45:16.618139] [INFO ] [CONFIGURE ] PAGS: Testing feature 11/29: add_obv_daily [2025-09-28T04:45:16.618230] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T04:45:16.797257] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:16.981125] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:17.178671] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:17.361005] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:17.545711] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:45:17.733433] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:17.940385] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:18.137695] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:18.323978] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:18.508262] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:18.508484] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_obv_daily (score: 30.00%) [2025-09-28T04:45:18.508567] [INFO ] [CONFIGURE ] JOB ETA: 24.0m | Avg: 1.6s/test | Remaining: 922 tests [2025-09-28T04:45:18.508749] [INFO ] [CONFIGURE ] PAGS: Testing feature 12/29: add_obv_interval [2025-09-28T04:45:18.508888] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T04:45:18.682356] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:18.859753] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:19.039562] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:19.225471] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:19.411515] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:19.593939] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:19.782337] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:19.960891] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:20.139302] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:20.337933] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:20.338183] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T04:45:20.338306] [INFO ] [CONFIGURE ] JOB ETA: 24.0m | Avg: 1.6s/test | Remaining: 921 tests [2025-09-28T04:45:20.338423] [INFO ] [CONFIGURE ] PAGS: Testing feature 13/29: add_opening_strength [2025-09-28T04:45:20.338529] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:45:20.534797] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:20.716264] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:20.903627] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:21.092054] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:45:21.274251] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:21.468779] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:21.660437] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:21.869335] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:22.068529] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:45:22.284223] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:22.284441] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:45:22.284549] [INFO ] [CONFIGURE ] JOB ETA: 23.9m | Avg: 1.6s/test | Remaining: 920 tests [2025-09-28T04:45:22.284667] [INFO ] [CONFIGURE ] PAGS: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:45:22.284758] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T04:45:22.470259] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:22.657859] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:22.870674] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:23.076003] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:23.260288] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:23.442304] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:23.630597] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:23.828754] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:24.023104] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:24.234020] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:24.234296] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:45:24.234408] [INFO ] [CONFIGURE ] JOB ETA: 23.9m | Avg: 1.6s/test | Remaining: 919 tests [2025-09-28T04:45:24.234515] [INFO ] [CONFIGURE ] PAGS: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:45:24.234598] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T04:45:24.413826] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:24.584377] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:24.750746] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:24.927440] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:25.103565] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:25.277175] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:25.447969] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:25.622874] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:25.797550] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:25.976480] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:25.976769] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:45:25.976901] [INFO ] [CONFIGURE ] JOB ETA: 23.9m | Avg: 1.6s/test | Remaining: 918 tests [2025-09-28T04:45:25.976979] [INFO ] [CONFIGURE ] PAGS: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:45:25.977051] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T04:45:26.149186] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:26.323473] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:26.504605] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:26.690130] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:26.876928] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:27.063940] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:27.244098] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:27.433590] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:27.618154] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:27.805565] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:27.805825] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T04:45:27.805973] [INFO ] [CONFIGURE ] JOB ETA: 23.9m | Avg: 1.6s/test | Remaining: 917 tests [2025-09-28T04:45:27.806071] [INFO ] [CONFIGURE ] PAGS: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:45:27.806161] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T04:45:27.996109] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:28.181988] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:28.359796] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:28.538626] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:28.716700] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:28.911833] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:29.096762] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:29.281676] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:29.459390] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:45:29.647071] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:29.647537] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:45:29.647663] [INFO ] [CONFIGURE ] JOB ETA: 23.8m | Avg: 1.6s/test | Remaining: 916 tests [2025-09-28T04:45:29.647756] [INFO ] [CONFIGURE ] PAGS: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:45:29.647885] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T04:45:29.818592] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:29.989497] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:30.163771] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:30.352872] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:30.527673] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:30.694603] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:45:30.865820] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:31.040972] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:31.221580] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:31.401039] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:31.401254] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:45:31.401475] [INFO ] [CONFIGURE ] JOB ETA: 23.8m | Avg: 1.6s/test | Remaining: 915 tests [2025-09-28T04:45:31.401570] [INFO ] [CONFIGURE ] PAGS: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:45:31.401673] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_pbf_vs_sma_5'] [2025-09-28T04:45:31.570148] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:31.739028] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:31.929294] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:32.099326] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:32.270326] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:32.441296] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:45:32.615627] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:32.789692] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:32.965484] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:33.145364] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:33.146777] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:45:33.146909] [INFO ] [CONFIGURE ] JOB ETA: 23.8m | Avg: 1.6s/test | Remaining: 914 tests [2025-09-28T04:45:33.146999] [INFO ] [CONFIGURE ] PAGS: Testing feature 20/29: add_price_rejection [2025-09-28T04:45:33.147084] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_price_rejection'] [2025-09-28T04:45:33.324603] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:45:33.506919] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:33.700457] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:33.890516] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:34.074409] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:34.256279] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:34.440579] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:34.631726] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:34.822781] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:45:35.011749] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:35.011985] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:45:35.012094] [INFO ] [CONFIGURE ] JOB ETA: 23.8m | Avg: 1.6s/test | Remaining: 913 tests [2025-09-28T04:45:35.012187] [INFO ] [CONFIGURE ] PAGS: Testing feature 21/29: add_range_position [2025-09-28T04:45:35.012275] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_range_position'] [2025-09-28T04:45:35.201392] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:35.400817] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:35.608501] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:35.801404] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:36.004986] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:36.213090] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:45:36.417298] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:36.609592] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:36.806004] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:37.004926] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:45:37.005133] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:45:37.005215] [INFO ] [CONFIGURE ] JOB ETA: 23.7m | Avg: 1.6s/test | Remaining: 912 tests [2025-09-28T04:45:37.005378] [INFO ] [CONFIGURE ] PAGS: Testing feature 22/29: add_realized_volatility [2025-09-28T04:45:37.005451] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_realized_volatility'] [2025-09-28T04:45:37.222675] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:37.424494] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:37.634187] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:37.846172] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:45:38.051619] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:38.265283] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:45:38.471896] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:45:38.683434] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:38.897552] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:45:39.120419] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:39.120772] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:45:39.120858] [INFO ] [CONFIGURE ] JOB ETA: 23.7m | Avg: 1.6s/test | Remaining: 911 tests [2025-09-28T04:45:39.120937] [INFO ] [CONFIGURE ] PAGS: Testing feature 23/29: add_recent_range_context [2025-09-28T04:45:39.121060] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_recent_range_context'] [2025-09-28T04:45:39.307027] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:39.486531] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:39.664926] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:39.844206] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:40.026601] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:40.246897] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:40.431896] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:40.620923] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:40.811137] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:41.000346] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:41.000551] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T04:45:41.000633] [INFO ] [CONFIGURE ] JOB ETA: 23.7m | Avg: 1.6s/test | Remaining: 910 tests [2025-09-28T04:45:41.000838] [INFO ] [CONFIGURE ] PAGS: Testing feature 24/29: add_rsi [2025-09-28T04:45:41.000925] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_rsi'] [2025-09-28T04:45:41.182103] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:41.368341] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:41.551436] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:41.756780] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:41.940778] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:42.126914] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:45:42.319058] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:42.498948] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:42.688141] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:42.885804] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:42.886052] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:45:42.886139] [INFO ] [CONFIGURE ] JOB ETA: 23.7m | Avg: 1.6s/test | Remaining: 909 tests [2025-09-28T04:45:42.886217] [INFO ] [CONFIGURE ] PAGS: Testing feature 25/29: add_tick_distribution [2025-09-28T04:45:42.886276] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_tick_distribution'] [2025-09-28T04:45:43.085270] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:43.267088] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:43.448608] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:43.628488] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:43.807907] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:43.988258] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:45:44.170205] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:44.353023] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:44.534441] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:44.713805] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:44.714025] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T04:45:44.714107] [INFO ] [CONFIGURE ] JOB ETA: 23.6m | Avg: 1.6s/test | Remaining: 908 tests [2025-09-28T04:45:44.714183] [INFO ] [CONFIGURE ] PAGS: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:45:44.714259] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_volume_momentum_confirmation'] [2025-09-28T04:45:44.898918] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:45.078081] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:45.259760] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:45.437288] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:45.626699] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:45.844759] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:46.087233] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:46.310413] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:46.568863] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:46.795946] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:46.796176] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:45:46.796285] [INFO ] [CONFIGURE ] JOB ETA: 23.6m | Avg: 1.6s/test | Remaining: 907 tests [2025-09-28T04:45:46.796369] [INFO ] [CONFIGURE ] PAGS: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:45:46.796449] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_volume_price_divergence'] [2025-09-28T04:45:46.985581] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:47.186103] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:47.374503] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:47.560809] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:47.756569] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:47.963256] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:48.153093] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:48.345499] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:48.536615] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:48.735366] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:48.735712] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T04:45:48.735801] [INFO ] [CONFIGURE ] JOB ETA: 23.6m | Avg: 1.6s/test | Remaining: 906 tests [2025-09-28T04:45:48.735879] [INFO ] [CONFIGURE ] PAGS: Testing feature 28/29: add_volume_profile [2025-09-28T04:45:48.735953] [INFO ] [CONFIGURE ] PAGS: Testing with features: ['add_ema', 'add_vwap', 'add_macd', 'add_volume_profile'] [2025-09-28T04:45:48.922830] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:45:49.117020] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:45:49.320750] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:45:49.532488] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:45:49.716728] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:45:49.896399] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:50.071748] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:50.255402] [DEBUG] [FORECASTER] PAGS: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:50.437748] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:50.636705] [DEBUG] [FORECASTER] PAGS: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:45:50.636951] [INFO ] [CONFIGURE ] PAGS: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:45:50.637035] [INFO ] [CONFIGURE ] JOB ETA: 23.6m | Avg: 1.6s/test | Remaining: 905 tests [2025-09-28T04:45:50.637161] [INFO ] [CONFIGURE ] PAGS: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:45:50.637265] [INFO ] [CONFIGURE ] PAGS: Best accuracy: 60.00% [2025-09-28T04:45:50.637344] [INFO ] [CONFIGURE ] PAGS: Best feature set (3 features): ['add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:45:50.637415] [INFO ] [CONFIGURE ] PAGS: Improvement over baseline: 20.00% [2025-09-28T04:45:50.637484] [INFO ] [CONFIGURE ] PAGS: Total time: 49.0 seconds [2025-09-28T04:45:50.637553] [INFO ] [CONFIGURE ] PAGS: Average time per feature: 1.8 seconds [2025-09-28T04:45:50.637624] [INFO ] [CONFIGURE ] PAGS: Average speed: 0.59 features/sec [2025-09-28T04:45:50.638820] [INFO ] [LOCAL ] Saved configuration for PAGS: 3 features, 60.00% accuracy -> ./output/feature-sets/PAGS.json [2025-09-28T04:45:50.638919] [INFO ] [CONFIGURE ] PAGS: Configuration saved successfully: 3 features, 60.00% accuracy. [2025-09-28T04:45:50.639067] [INFO ] [sig ] [105/135] Successfully configured PAGS | 0.02 sym/s | Total: 1.3h | ETA: 23.1m [2025-09-28T04:45:50.639170] [INFO ] [sig ] [106/135] Configuring PB... [2025-09-28T04:45:50.639267] [INFO ] [CONFIGURE ] PB: Configurate test run. [2025-09-28T04:45:50.639390] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PB' from 'https://tdm.silogroup.org/data/derivative_storage/PB.csv'. [2025-09-28T04:45:50.869843] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PB'. [2025-09-28T04:45:50.870503] [INFO ] [CONFIGURE ] PB: Testing with 29 available features [2025-09-28T04:45:50.870583] [INFO ] [CONFIGURE ] PB: Establishing baseline with no features... [2025-09-28T04:45:50.978988] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:45:51.096977] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:45:51.214516] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:51.340614] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:45:51.463444] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:45:51.584444] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:51.692834] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:45:51.805583] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:51.924355] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:45:52.037328] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:45:52.037582] [INFO ] [CONFIGURE ] PB: Baseline score (no features): 10.00% [2025-09-28T04:45:52.037701] [INFO ] [CONFIGURE ] PB: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:45:52.037786] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:45:52.169357] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:45:52.294581] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:45:52.416255] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:52.538261] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:45:52.660669] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:45:52.788978] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:52.917636] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:53.057493] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:45:53.197586] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:53.329411] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:45:53.329619] [INFO ] [CONFIGURE ] PB: KEPT add_bollinger_bands (score: 40.00%) [2025-09-28T04:45:53.329723] [INFO ] [CONFIGURE ] JOB ETA: 23.5m | Avg: 1.6s/test | Remaining: 904 tests [2025-09-28T04:45:53.329798] [INFO ] [CONFIGURE ] PB: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:45:53.329873] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:45:53.474597] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:45:53.624209] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:45:53.771597] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:53.917979] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:45:54.067348] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:45:54.214621] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:54.362862] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:54.518101] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:54.669580] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:54.819678] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:45:54.819901] [INFO ] [CONFIGURE ] PB: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:45:54.819985] [INFO ] [CONFIGURE ] JOB ETA: 23.5m | Avg: 1.6s/test | Remaining: 903 tests [2025-09-28T04:45:54.820061] [INFO ] [CONFIGURE ] PB: Testing feature 3/29: add_daily_returns [2025-09-28T04:45:54.820115] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:45:54.947539] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:45:55.072886] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:45:55.284504] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:55.409485] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:45:55.535756] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:45:55.665737] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:55.794966] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:55.927580] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:56.064597] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:56.198150] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:45:56.198366] [INFO ] [CONFIGURE ] PB: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:45:56.198447] [INFO ] [CONFIGURE ] JOB ETA: 23.5m | Avg: 1.6s/test | Remaining: 902 tests [2025-09-28T04:45:56.198520] [INFO ] [CONFIGURE ] PB: Testing feature 4/29: add_ema [2025-09-28T04:45:56.198593] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:45:56.339874] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:45:56.484908] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:45:56.630480] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:56.779552] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:45:56.923589] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:45:57.074157] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:57.219865] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:57.366592] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:45:57.512368] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:57.669544] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:45:57.669819] [INFO ] [CONFIGURE ] PB: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:45:57.669905] [INFO ] [CONFIGURE ] JOB ETA: 23.5m | Avg: 1.6s/test | Remaining: 901 tests [2025-09-28T04:45:57.669985] [INFO ] [CONFIGURE ] PB: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:45:57.670062] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:45:57.828271] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:45:57.996232] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:45:58.158977] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:58.310135] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:45:58.463137] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:45:58.624103] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:45:58.777154] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:45:58.930266] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:45:59.082882] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:45:59.240892] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:45:59.241101] [INFO ] [CONFIGURE ] PB: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:45:59.241182] [INFO ] [CONFIGURE ] JOB ETA: 23.4m | Avg: 1.6s/test | Remaining: 900 tests [2025-09-28T04:45:59.241259] [INFO ] [CONFIGURE ] PB: Testing feature 6/29: add_failed_moves [2025-09-28T04:45:59.241333] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:45:59.373208] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:45:59.507668] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:45:59.638755] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:45:59.778820] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:45:59.913366] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:00.066346] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:00.207503] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:00.350882] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:00.493935] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:00.636628] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:00.636946] [INFO ] [CONFIGURE ] PB: DISCARDED add_failed_moves (score: 40.00%) [2025-09-28T04:46:00.637033] [INFO ] [CONFIGURE ] JOB ETA: 23.4m | Avg: 1.6s/test | Remaining: 899 tests [2025-09-28T04:46:00.637111] [INFO ] [CONFIGURE ] PB: Testing feature 7/29: add_lag_shelf [2025-09-28T04:46:00.637187] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:46:00.760579] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:46:00.884150] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:46:01.010496] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:01.135143] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:01.266989] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:01.398412] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:01.532162] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:01.672548] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:01.809328] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:46:01.945887] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:01.946108] [INFO ] [CONFIGURE ] PB: DISCARDED add_lag_shelf (score: 30.00%) [2025-09-28T04:46:01.946235] [INFO ] [CONFIGURE ] JOB ETA: 23.4m | Avg: 1.6s/test | Remaining: 898 tests [2025-09-28T04:46:01.946314] [INFO ] [CONFIGURE ] PB: Testing feature 8/29: add_macd [2025-09-28T04:46:01.946388] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:46:02.123511] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:02.300854] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:02.483184] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:02.655527] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:02.831788] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:03.009729] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:03.187201] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:03.365668] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:03.547094] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:03.788512] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:03.788783] [INFO ] [CONFIGURE ] PB: KEPT add_macd (score: 70.00%) [2025-09-28T04:46:03.788871] [INFO ] [CONFIGURE ] JOB ETA: 23.4m | Avg: 1.6s/test | Remaining: 897 tests [2025-09-28T04:46:03.788948] [INFO ] [CONFIGURE ] PB: Testing feature 9/29: add_mfi [2025-09-28T04:46:03.789026] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T04:46:04.057726] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:04.309160] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:04.569471] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:04.775142] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:04.978125] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:05.164180] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:05.357897] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:05.548574] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:05.742695] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:05.932407] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:05.932635] [INFO ] [CONFIGURE ] PB: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:46:05.932743] [INFO ] [CONFIGURE ] JOB ETA: 23.3m | Avg: 1.6s/test | Remaining: 896 tests [2025-09-28T04:46:05.932823] [INFO ] [CONFIGURE ] PB: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:46:05.932898] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:46:06.138116] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:06.344474] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:06.557623] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:06.759268] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:06.957500] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:07.165879] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:07.367516] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:07.575682] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:07.785875] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:07.989193] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:07.989500] [INFO ] [CONFIGURE ] PB: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:46:07.989599] [INFO ] [CONFIGURE ] JOB ETA: 23.3m | Avg: 1.6s/test | Remaining: 895 tests [2025-09-28T04:46:07.989718] [INFO ] [CONFIGURE ] PB: Testing feature 11/29: add_obv_daily [2025-09-28T04:46:07.989799] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T04:46:08.166238] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:08.334587] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:08.501166] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:08.687025] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:08.868946] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:09.069238] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:09.257223] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:09.445494] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:09.626899] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:09.811228] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:09.811490] [INFO ] [CONFIGURE ] PB: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:46:09.811574] [INFO ] [CONFIGURE ] JOB ETA: 23.3m | Avg: 1.6s/test | Remaining: 894 tests [2025-09-28T04:46:09.811679] [INFO ] [CONFIGURE ] PB: Testing feature 12/29: add_obv_interval [2025-09-28T04:46:09.811756] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T04:46:09.987414] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:46:10.161179] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:46:10.336725] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:10.516448] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:10.698710] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:10.883001] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:11.068811] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:46:11.244558] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:11.423935] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:11.607185] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:11.607467] [INFO ] [CONFIGURE ] PB: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:46:11.607565] [INFO ] [CONFIGURE ] JOB ETA: 23.3m | Avg: 1.6s/test | Remaining: 893 tests [2025-09-28T04:46:11.607667] [INFO ] [CONFIGURE ] PB: Testing feature 13/29: add_opening_strength [2025-09-28T04:46:11.607748] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:46:11.818504] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:46:12.010204] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:46:12.194943] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:12.375634] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:12.570164] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:12.755005] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:12.940501] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:13.124296] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:13.340076] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:13.531214] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:13.531432] [INFO ] [CONFIGURE ] PB: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:46:13.531513] [INFO ] [CONFIGURE ] JOB ETA: 23.2m | Avg: 1.6s/test | Remaining: 892 tests [2025-09-28T04:46:13.531591] [INFO ] [CONFIGURE ] PB: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:46:13.531689] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_order_flow_imbalance'] [2025-09-28T04:46:13.719557] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:13.914382] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:46:14.103561] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:14.301947] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:14.493066] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:14.699607] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:14.899906] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:15.095346] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:15.288459] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:15.481140] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:15.481397] [INFO ] [CONFIGURE ] PB: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:46:15.481480] [INFO ] [CONFIGURE ] JOB ETA: 23.2m | Avg: 1.6s/test | Remaining: 891 tests [2025-09-28T04:46:15.481559] [INFO ] [CONFIGURE ] PB: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:46:15.481634] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_morning_momentum'] [2025-09-28T04:46:15.653803] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:15.824469] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:15.997384] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:16.177463] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:16.356397] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:16.533981] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:16.710256] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:16.885247] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:17.070310] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:17.251313] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:17.251534] [INFO ] [CONFIGURE ] PB: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:46:17.251667] [INFO ] [CONFIGURE ] JOB ETA: 23.2m | Avg: 1.6s/test | Remaining: 890 tests [2025-09-28T04:46:17.251763] [INFO ] [CONFIGURE ] PB: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:46:17.251845] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_overnight_gap'] [2025-09-28T04:46:17.426504] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:17.610252] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:17.790522] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:17.962837] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:18.137150] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:18.319266] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:18.495836] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:18.674098] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:18.849033] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:19.029012] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:19.029738] [INFO ] [CONFIGURE ] PB: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:46:19.029845] [INFO ] [CONFIGURE ] JOB ETA: 23.2m | Avg: 1.6s/test | Remaining: 889 tests [2025-09-28T04:46:19.029926] [INFO ] [CONFIGURE ] PB: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:46:19.030042] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_return_2d'] [2025-09-28T04:46:19.216410] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:46:19.398629] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:19.581146] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:19.765083] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:19.944872] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:20.130159] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:20.314818] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:20.510088] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:20.694836] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:20.883810] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:20.884044] [INFO ] [CONFIGURE ] PB: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:46:20.884143] [INFO ] [CONFIGURE ] JOB ETA: 23.1m | Avg: 1.6s/test | Remaining: 888 tests [2025-09-28T04:46:20.884221] [INFO ] [CONFIGURE ] PB: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:46:20.884297] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_volatility_5d'] [2025-09-28T04:46:21.057618] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:21.232134] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:21.401863] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:21.573374] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:21.743427] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:21.919154] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:22.093109] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:22.266423] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:22.439936] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:22.618812] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:22.619050] [INFO ] [CONFIGURE ] PB: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:46:22.619132] [INFO ] [CONFIGURE ] JOB ETA: 23.1m | Avg: 1.6s/test | Remaining: 887 tests [2025-09-28T04:46:22.619208] [INFO ] [CONFIGURE ] PB: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:46:22.619281] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_pbf_vs_sma_5'] [2025-09-28T04:46:22.785426] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:46:22.953726] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:23.135792] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:23.314158] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:23.491588] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:23.667674] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:23.843957] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:24.020909] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:24.194566] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:24.370152] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:24.370367] [INFO ] [CONFIGURE ] PB: DISCARDED add_pbf_vs_sma_5 (score: 40.00%) [2025-09-28T04:46:24.370448] [INFO ] [CONFIGURE ] JOB ETA: 23.1m | Avg: 1.6s/test | Remaining: 886 tests [2025-09-28T04:46:24.370522] [INFO ] [CONFIGURE ] PB: Testing feature 20/29: add_price_rejection [2025-09-28T04:46:24.370594] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_price_rejection'] [2025-09-28T04:46:24.559482] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:24.777240] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:24.959022] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:25.144073] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:25.335139] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:25.522617] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:25.708615] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:25.895216] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:26.084685] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:26.273387] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:26.273616] [INFO ] [CONFIGURE ] PB: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:46:26.273723] [INFO ] [CONFIGURE ] JOB ETA: 23.1m | Avg: 1.6s/test | Remaining: 885 tests [2025-09-28T04:46:26.273800] [INFO ] [CONFIGURE ] PB: Testing feature 21/29: add_range_position [2025-09-28T04:46:26.273875] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_range_position'] [2025-09-28T04:46:26.457902] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:26.644798] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:26.835941] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:27.025022] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:27.216692] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:27.401386] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:27.587804] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:27.780183] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:27.968766] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:28.159737] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:28.159942] [INFO ] [CONFIGURE ] PB: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:46:28.160025] [INFO ] [CONFIGURE ] JOB ETA: 23.0m | Avg: 1.6s/test | Remaining: 884 tests [2025-09-28T04:46:28.160102] [INFO ] [CONFIGURE ] PB: Testing feature 22/29: add_realized_volatility [2025-09-28T04:46:28.160177] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_realized_volatility'] [2025-09-28T04:46:28.364905] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:28.571037] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:46:28.780001] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:28.988629] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:29.195173] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:29.398561] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:29.606108] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:29.822701] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:30.047920] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:30.264257] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:30.264464] [INFO ] [CONFIGURE ] PB: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:46:30.264549] [INFO ] [CONFIGURE ] JOB ETA: 23.0m | Avg: 1.6s/test | Remaining: 883 tests [2025-09-28T04:46:30.264630] [INFO ] [CONFIGURE ] PB: Testing feature 23/29: add_recent_range_context [2025-09-28T04:46:30.264730] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_recent_range_context'] [2025-09-28T04:46:30.444016] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:30.625884] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:30.806677] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:30.989349] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:31.168084] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:31.349175] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:31.534061] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:31.738752] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:31.924667] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:32.106931] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:32.107156] [INFO ] [CONFIGURE ] PB: KEPT add_recent_range_context (score: 80.00%) [2025-09-28T04:46:32.107250] [INFO ] [CONFIGURE ] JOB ETA: 23.0m | Avg: 1.6s/test | Remaining: 882 tests [2025-09-28T04:46:32.107328] [INFO ] [CONFIGURE ] PB: Testing feature 24/29: add_rsi [2025-09-28T04:46:32.107402] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_recent_range_context', 'add_ema', 'add_rsi'] [2025-09-28T04:46:32.317955] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:46:32.520074] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:32.737065] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:32.947093] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:33.158199] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:33.380960] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:33.596141] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:33.824821] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:34.048891] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:34.271816] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:34.272066] [INFO ] [CONFIGURE ] PB: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:46:34.272151] [INFO ] [CONFIGURE ] JOB ETA: 23.0m | Avg: 1.6s/test | Remaining: 881 tests [2025-09-28T04:46:34.272249] [INFO ] [CONFIGURE ] PB: Testing feature 25/29: add_tick_distribution [2025-09-28T04:46:34.272327] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_recent_range_context', 'add_tick_distribution'] [2025-09-28T04:46:34.463557] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:34.649840] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:34.837781] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:35.016250] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:35.206513] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:35.398248] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:35.587998] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:35.797594] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:35.992504] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:36.191820] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:36.192039] [INFO ] [CONFIGURE ] PB: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:46:36.192122] [INFO ] [CONFIGURE ] JOB ETA: 22.9m | Avg: 1.6s/test | Remaining: 880 tests [2025-09-28T04:46:36.192226] [INFO ] [CONFIGURE ] PB: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:46:36.192304] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_recent_range_context', 'add_volume_momentum_confirmation'] [2025-09-28T04:46:36.391362] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:36.587729] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:36.788050] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:36.983111] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:37.172324] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:37.361347] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:37.552768] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:37.755617] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:37.952531] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:38.150909] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:38.151119] [INFO ] [CONFIGURE ] PB: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:46:38.151201] [INFO ] [CONFIGURE ] JOB ETA: 22.9m | Avg: 1.6s/test | Remaining: 879 tests [2025-09-28T04:46:38.151314] [INFO ] [CONFIGURE ] PB: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:46:38.151393] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_recent_range_context', 'add_volume_price_divergence'] [2025-09-28T04:46:38.350151] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:38.546675] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:38.743836] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:46:38.945114] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:39.147753] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:39.354354] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:46:39.549618] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:39.754381] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:39.954390] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:40.155660] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:40.155885] [INFO ] [CONFIGURE ] PB: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:46:40.155965] [INFO ] [CONFIGURE ] JOB ETA: 22.9m | Avg: 1.6s/test | Remaining: 878 tests [2025-09-28T04:46:40.156042] [INFO ] [CONFIGURE ] PB: Testing feature 28/29: add_volume_profile [2025-09-28T04:46:40.156115] [INFO ] [CONFIGURE ] PB: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_recent_range_context', 'add_volume_profile'] [2025-09-28T04:46:40.346132] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:40.540963] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:40.741056] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:40.940106] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:46:41.127243] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:41.325275] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:41.535833] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:41.758908] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:41.969049] [DEBUG] [FORECASTER] PB: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:46:42.202819] [DEBUG] [FORECASTER] PB: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:42.203076] [INFO ] [CONFIGURE ] PB: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:46:42.203164] [INFO ] [CONFIGURE ] JOB ETA: 22.9m | Avg: 1.6s/test | Remaining: 877 tests [2025-09-28T04:46:42.203294] [INFO ] [CONFIGURE ] PB: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:46:42.203376] [INFO ] [CONFIGURE ] PB: Best accuracy: 80.00% [2025-09-28T04:46:42.203453] [INFO ] [CONFIGURE ] PB: Best feature set (4 features): ['add_bollinger_bands', 'add_vwap', 'add_macd', 'add_recent_range_context'] [2025-09-28T04:46:42.203524] [INFO ] [CONFIGURE ] PB: Improvement over baseline: 70.00% [2025-09-28T04:46:42.203597] [INFO ] [CONFIGURE ] PB: Total time: 50.2 seconds [2025-09-28T04:46:42.203696] [INFO ] [CONFIGURE ] PB: Average time per feature: 1.8 seconds [2025-09-28T04:46:42.203766] [INFO ] [CONFIGURE ] PB: Average speed: 0.58 features/sec [2025-09-28T04:46:42.204808] [INFO ] [LOCAL ] Saved configuration for PB: 4 features, 80.00% accuracy -> ./output/feature-sets/PB.json [2025-09-28T04:46:42.204908] [INFO ] [CONFIGURE ] PB: Configuration saved successfully: 4 features, 80.00% accuracy. [2025-09-28T04:46:42.205018] [INFO ] [sig ] [106/135] Successfully configured PB | 0.02 sym/s | Total: 1.4h | ETA: 22.3m [2025-09-28T04:46:42.205119] [INFO ] [sig ] [107/135] Configuring PCG... [2025-09-28T04:46:42.205217] [INFO ] [CONFIGURE ] PCG: Configurate test run. [2025-09-28T04:46:42.205342] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PCG' from 'https://tdm.silogroup.org/data/derivative_storage/PCG.csv'. [2025-09-28T04:46:42.228568] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PCG'. [2025-09-28T04:46:42.229095] [INFO ] [CONFIGURE ] PCG: Testing with 29 available features [2025-09-28T04:46:42.229174] [INFO ] [CONFIGURE ] PCG: Establishing baseline with no features... [2025-09-28T04:46:42.342997] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:42.454933] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:42.570589] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:42.685764] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:42.801750] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:42.919205] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:43.034395] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:46:43.154938] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:43.271263] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:46:43.389112] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:43.389320] [INFO ] [CONFIGURE ] PCG: Baseline score (no features): 50.00% [2025-09-28T04:46:43.389402] [INFO ] [CONFIGURE ] PCG: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:46:43.389476] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:46:43.531323] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:43.654727] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:43.802255] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:43.925419] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:44.046818] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:46:44.170959] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:44.296472] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:44.428373] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:44.560473] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:46:44.691417] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:44.691705] [INFO ] [CONFIGURE ] PCG: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T04:46:44.691789] [INFO ] [CONFIGURE ] JOB ETA: 22.8m | Avg: 1.6s/test | Remaining: 876 tests [2025-09-28T04:46:44.691893] [INFO ] [CONFIGURE ] PCG: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:46:44.691968] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:46:44.821035] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:44.950446] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:45.088691] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:45.218539] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:45.348611] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:45.483207] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:45.622964] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:45.757267] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:45.895061] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:46:46.040016] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:46:46.040253] [INFO ] [CONFIGURE ] PCG: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T04:46:46.040339] [INFO ] [CONFIGURE ] JOB ETA: 22.8m | Avg: 1.6s/test | Remaining: 875 tests [2025-09-28T04:46:46.040424] [INFO ] [CONFIGURE ] PCG: Testing feature 3/29: add_daily_returns [2025-09-28T04:46:46.040501] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:46:46.181629] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:46.315428] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:46.458754] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:46.598550] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:46.736895] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:46.875953] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:47.014363] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:47.156081] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:47.299791] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:46:47.440750] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:46:47.441018] [INFO ] [CONFIGURE ] PCG: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:46:47.441104] [INFO ] [CONFIGURE ] JOB ETA: 22.8m | Avg: 1.6s/test | Remaining: 874 tests [2025-09-28T04:46:47.441181] [INFO ] [CONFIGURE ] PCG: Testing feature 4/29: add_ema [2025-09-28T04:46:47.441256] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:46:47.595575] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:47.748731] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:47.903679] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:48.052438] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:48.200254] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:48.348569] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:48.495108] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:48.725014] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:48.961904] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:46:49.176534] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:49.176930] [INFO ] [CONFIGURE ] PCG: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:46:49.177065] [INFO ] [CONFIGURE ] JOB ETA: 22.8m | Avg: 1.6s/test | Remaining: 873 tests [2025-09-28T04:46:49.177172] [INFO ] [CONFIGURE ] PCG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:46:49.177279] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:46:49.397180] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:49.558617] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:49.716962] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:49.880120] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:50.043178] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:50.205113] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:50.365034] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:50.538272] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:46:50.704838] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:46:50.872031] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:50.872268] [INFO ] [CONFIGURE ] PCG: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:46:50.872352] [INFO ] [CONFIGURE ] JOB ETA: 22.7m | Avg: 1.6s/test | Remaining: 872 tests [2025-09-28T04:46:50.872429] [INFO ] [CONFIGURE ] PCG: Testing feature 6/29: add_failed_moves [2025-09-28T04:46:50.872500] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:46:51.010091] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:51.151793] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:51.290141] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:51.425769] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:51.570156] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:51.711212] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:51.850047] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:51.987912] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:52.127131] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:46:52.274099] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:46:52.274374] [INFO ] [CONFIGURE ] PCG: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:46:52.274458] [INFO ] [CONFIGURE ] JOB ETA: 22.7m | Avg: 1.6s/test | Remaining: 871 tests [2025-09-28T04:46:52.274535] [INFO ] [CONFIGURE ] PCG: Testing feature 7/29: add_lag_shelf [2025-09-28T04:46:52.274610] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:46:52.419329] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:52.547509] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:52.680755] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:52.813673] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:52.950157] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:53.085579] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:53.224491] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:53.365141] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:53.505328] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:46:53.652187] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:46:53.652405] [INFO ] [CONFIGURE ] PCG: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:46:53.652487] [INFO ] [CONFIGURE ] JOB ETA: 22.7m | Avg: 1.6s/test | Remaining: 870 tests [2025-09-28T04:46:53.652565] [INFO ] [CONFIGURE ] PCG: Testing feature 8/29: add_macd [2025-09-28T04:46:53.652665] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:46:53.829211] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:46:53.996129] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:54.167468] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:54.337110] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:54.505140] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:46:54.676749] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:54.855350] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:55.035626] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:55.208675] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:46:55.389145] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:46:55.389521] [INFO ] [CONFIGURE ] PCG: DISCARDED add_macd (score: 30.00%) [2025-09-28T04:46:55.389610] [INFO ] [CONFIGURE ] JOB ETA: 22.7m | Avg: 1.6s/test | Remaining: 869 tests [2025-09-28T04:46:55.389709] [INFO ] [CONFIGURE ] PCG: Testing feature 9/29: add_mfi [2025-09-28T04:46:55.389804] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T04:46:55.539889] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:55.690193] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:55.841566] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:55.993569] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:56.147435] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:56.301760] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:56.456434] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:56.646064] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:56.878362] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:46:57.085030] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:46:57.085334] [INFO ] [CONFIGURE ] PCG: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:46:57.085422] [INFO ] [CONFIGURE ] JOB ETA: 22.6m | Avg: 1.6s/test | Remaining: 868 tests [2025-09-28T04:46:57.085480] [INFO ] [CONFIGURE ] PCG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:46:57.085556] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:46:57.301840] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:57.502801] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:57.678149] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:57.849148] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:58.023869] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:46:58.200272] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:46:58.376260] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:46:58.546395] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:46:58.857502] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:46:59.038764] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:46:59.038997] [INFO ] [CONFIGURE ] PCG: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:46:59.039081] [INFO ] [CONFIGURE ] JOB ETA: 22.6m | Avg: 1.6s/test | Remaining: 867 tests [2025-09-28T04:46:59.039156] [INFO ] [CONFIGURE ] PCG: Testing feature 11/29: add_obv_daily [2025-09-28T04:46:59.039255] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T04:46:59.187993] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:46:59.337972] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:46:59.483428] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:46:59.642934] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:46:59.799772] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:46:59.944707] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:00.091470] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:00.235365] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:00.382433] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:47:00.531363] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:00.531582] [INFO ] [CONFIGURE ] PCG: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:47:00.531744] [INFO ] [CONFIGURE ] JOB ETA: 22.6m | Avg: 1.6s/test | Remaining: 866 tests [2025-09-28T04:47:00.531826] [INFO ] [CONFIGURE ] PCG: Testing feature 12/29: add_obv_interval [2025-09-28T04:47:00.531901] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T04:47:00.673750] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:00.825521] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:00.967933] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:01.114616] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:01.255119] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:01.403720] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:01.554474] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:01.703376] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:01.854125] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:01.998938] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:01.999247] [INFO ] [CONFIGURE ] PCG: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:47:01.999357] [INFO ] [CONFIGURE ] JOB ETA: 22.6m | Avg: 1.6s/test | Remaining: 865 tests [2025-09-28T04:47:01.999411] [INFO ] [CONFIGURE ] PCG: Testing feature 13/29: add_opening_strength [2025-09-28T04:47:01.999453] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:47:02.148441] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:02.300093] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:02.448354] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:02.608048] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:02.762881] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:02.918612] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:03.071938] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:03.223779] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:03.377336] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:03.542515] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:03.542794] [INFO ] [CONFIGURE ] PCG: KEPT add_opening_strength (score: 70.00%) [2025-09-28T04:47:03.542901] [INFO ] [CONFIGURE ] JOB ETA: 22.5m | Avg: 1.6s/test | Remaining: 864 tests [2025-09-28T04:47:03.542982] [INFO ] [CONFIGURE ] PCG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:47:03.543081] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_order_flow_imbalance'] [2025-09-28T04:47:03.727620] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:03.902855] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:04.098414] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:04.287408] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:04.477155] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:04.665224] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:04.854670] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:05.044127] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:05.231115] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:05.423256] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:05.423943] [INFO ] [CONFIGURE ] PCG: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:47:05.424029] [INFO ] [CONFIGURE ] JOB ETA: 22.5m | Avg: 1.6s/test | Remaining: 863 tests [2025-09-28T04:47:05.424116] [INFO ] [CONFIGURE ] PCG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:47:05.424218] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_morning_momentum'] [2025-09-28T04:47:05.580049] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:05.732904] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:05.885082] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:06.039078] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:06.199871] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:47:06.364943] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:06.518503] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:06.697691] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:06.851883] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:07.038013] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:07.038332] [INFO ] [CONFIGURE ] PCG: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:47:07.038415] [INFO ] [CONFIGURE ] JOB ETA: 22.5m | Avg: 1.6s/test | Remaining: 862 tests [2025-09-28T04:47:07.038494] [INFO ] [CONFIGURE ] PCG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:47:07.038566] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap'] [2025-09-28T04:47:07.198862] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:07.364836] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:07.526418] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:07.715323] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:07.904363] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:08.077677] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:08.245222] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:08.426350] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:08.616494] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:08.787041] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:08.787299] [INFO ] [CONFIGURE ] PCG: KEPT add_pbf_overnight_gap (score: 80.00%) [2025-09-28T04:47:08.787387] [INFO ] [CONFIGURE ] JOB ETA: 22.5m | Avg: 1.6s/test | Remaining: 861 tests [2025-09-28T04:47:08.787464] [INFO ] [CONFIGURE ] PCG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:47:08.787546] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_pbf_return_2d'] [2025-09-28T04:47:08.992064] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:09.170955] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:09.372294] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:09.552322] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:09.738539] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:47:09.920076] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:10.103570] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:10.282161] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:10.464694] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:10.645835] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:10.646038] [INFO ] [CONFIGURE ] PCG: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:47:10.646133] [INFO ] [CONFIGURE ] JOB ETA: 22.4m | Avg: 1.6s/test | Remaining: 860 tests [2025-09-28T04:47:10.646214] [INFO ] [CONFIGURE ] PCG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:47:10.646288] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_pbf_volatility_5d'] [2025-09-28T04:47:10.833079] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:11.020875] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:11.186394] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:11.357926] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:11.530069] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:11.693739] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:11.860835] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:12.030537] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:12.200855] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:12.370514] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:12.370743] [INFO ] [CONFIGURE ] PCG: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T04:47:12.370831] [INFO ] [CONFIGURE ] JOB ETA: 22.4m | Avg: 1.6s/test | Remaining: 859 tests [2025-09-28T04:47:12.370908] [INFO ] [CONFIGURE ] PCG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:47:12.370980] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5'] [2025-09-28T04:47:12.535833] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:12.700274] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:12.860924] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:13.019706] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:13.184907] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:13.349113] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:13.513954] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:13.675829] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:13.845554] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:14.018210] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:14.018439] [INFO ] [CONFIGURE ] PCG: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:47:14.018521] [INFO ] [CONFIGURE ] JOB ETA: 22.4m | Avg: 1.6s/test | Remaining: 858 tests [2025-09-28T04:47:14.018599] [INFO ] [CONFIGURE ] PCG: Testing feature 20/29: add_price_rejection [2025-09-28T04:47:14.018677] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_price_rejection'] [2025-09-28T04:47:14.202479] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:14.377885] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:14.551620] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:14.724828] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:14.897077] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:15.070131] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:15.249378] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:15.424664] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:15.603874] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:15.779663] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:15.779904] [INFO ] [CONFIGURE ] PCG: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:47:15.779990] [INFO ] [CONFIGURE ] JOB ETA: 22.4m | Avg: 1.6s/test | Remaining: 857 tests [2025-09-28T04:47:15.780067] [INFO ] [CONFIGURE ] PCG: Testing feature 21/29: add_range_position [2025-09-28T04:47:15.780141] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_range_position'] [2025-09-28T04:47:15.958725] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:16.138910] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:16.324598] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:16.505216] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:16.686913] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:16.864486] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:17.051896] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:17.239898] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:17.450334] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:17.652901] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:17.653129] [INFO ] [CONFIGURE ] PCG: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:47:17.653214] [INFO ] [CONFIGURE ] JOB ETA: 22.3m | Avg: 1.6s/test | Remaining: 856 tests [2025-09-28T04:47:17.653289] [INFO ] [CONFIGURE ] PCG: Testing feature 22/29: add_realized_volatility [2025-09-28T04:47:17.653364] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_realized_volatility'] [2025-09-28T04:47:17.851411] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:18.067813] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:18.278065] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:18.489846] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:18.703698] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:18.908348] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:19.124606] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:19.339962] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:19.543564] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:19.754733] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:19.754977] [INFO ] [CONFIGURE ] PCG: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:47:19.755061] [INFO ] [CONFIGURE ] JOB ETA: 22.3m | Avg: 1.6s/test | Remaining: 855 tests [2025-09-28T04:47:19.755162] [INFO ] [CONFIGURE ] PCG: Testing feature 23/29: add_recent_range_context [2025-09-28T04:47:19.755237] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_recent_range_context'] [2025-09-28T04:47:19.926970] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:20.104298] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:20.281258] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:20.455151] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:20.626587] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:20.803440] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:20.985166] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:21.169755] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:21.360635] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:21.547792] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:21.548008] [INFO ] [CONFIGURE ] PCG: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:47:21.548090] [INFO ] [CONFIGURE ] JOB ETA: 22.3m | Avg: 1.6s/test | Remaining: 854 tests [2025-09-28T04:47:21.548167] [INFO ] [CONFIGURE ] PCG: Testing feature 24/29: add_rsi [2025-09-28T04:47:21.548222] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_ema', 'add_rsi'] [2025-09-28T04:47:21.745935] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:21.945147] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:22.144740] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:22.351036] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:22.551052] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:22.751490] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:22.955228] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:23.154236] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:23.361224] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:23.566179] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:23.566407] [INFO ] [CONFIGURE ] PCG: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:47:23.566490] [INFO ] [CONFIGURE ] JOB ETA: 22.3m | Avg: 1.6s/test | Remaining: 853 tests [2025-09-28T04:47:23.566564] [INFO ] [CONFIGURE ] PCG: Testing feature 25/29: add_tick_distribution [2025-09-28T04:47:23.566639] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_tick_distribution'] [2025-09-28T04:47:23.742783] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:23.915363] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:24.085938] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:24.258231] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:24.429948] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:24.610165] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:24.790046] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:24.972569] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:25.162332] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:25.334108] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:25.334393] [INFO ] [CONFIGURE ] PCG: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:47:25.334489] [INFO ] [CONFIGURE ] JOB ETA: 22.2m | Avg: 1.6s/test | Remaining: 852 tests [2025-09-28T04:47:25.334584] [INFO ] [CONFIGURE ] PCG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:47:25.334689] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_volume_momentum_confirmation'] [2025-09-28T04:47:25.509912] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:25.687832] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:25.867682] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:26.048137] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:26.224543] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:26.404890] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:26.586585] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:26.766625] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:26.950718] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:27.130080] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:27.130331] [INFO ] [CONFIGURE ] PCG: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T04:47:27.130416] [INFO ] [CONFIGURE ] JOB ETA: 22.2m | Avg: 1.6s/test | Remaining: 851 tests [2025-09-28T04:47:27.130505] [INFO ] [CONFIGURE ] PCG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:47:27.130581] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_volume_price_divergence'] [2025-09-28T04:47:27.307623] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:27.484063] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:27.662359] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:27.841857] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:28.034268] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:28.230243] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:28.421804] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:28.613236] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:28.801730] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:28.997209] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:28.997448] [INFO ] [CONFIGURE ] PCG: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:47:28.997535] [INFO ] [CONFIGURE ] JOB ETA: 22.2m | Avg: 1.6s/test | Remaining: 850 tests [2025-09-28T04:47:28.997609] [INFO ] [CONFIGURE ] PCG: Testing feature 28/29: add_volume_profile [2025-09-28T04:47:28.997707] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_volume_profile'] [2025-09-28T04:47:29.163485] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:29.333465] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:29.499999] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:29.674676] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:29.857089] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:30.035280] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:30.203473] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:30.372457] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:47:30.557722] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:30.736386] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:30.736664] [INFO ] [CONFIGURE ] PCG: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:47:30.736754] [INFO ] [CONFIGURE ] JOB ETA: 22.2m | Avg: 1.6s/test | Remaining: 849 tests [2025-09-28T04:47:30.736868] [INFO ] [CONFIGURE ] PCG: Testing feature 29/29: add_vwap [2025-09-28T04:47:30.736979] [INFO ] [CONFIGURE ] PCG: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap', 'add_vwap'] [2025-09-28T04:47:30.911621] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:47:31.084792] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:31.268314] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:47:31.452677] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:31.632063] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:31.818581] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:47:32.082422] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:32.262119] [DEBUG] [FORECASTER] PCG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:47:32.453054] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:47:32.638614] [DEBUG] [FORECASTER] PCG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:32.638858] [INFO ] [CONFIGURE ] PCG: DISCARDED add_vwap (score: 50.00%) [2025-09-28T04:47:32.638943] [INFO ] [CONFIGURE ] JOB ETA: 22.1m | Avg: 1.6s/test | Remaining: 848 tests [2025-09-28T04:47:32.639071] [INFO ] [CONFIGURE ] PCG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:47:32.639148] [INFO ] [CONFIGURE ] PCG: Best accuracy: 80.00% [2025-09-28T04:47:32.639223] [INFO ] [CONFIGURE ] PCG: Best feature set (4 features): ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap'] [2025-09-28T04:47:32.639297] [INFO ] [CONFIGURE ] PCG: Improvement over baseline: 30.00% [2025-09-28T04:47:32.639366] [INFO ] [CONFIGURE ] PCG: Total time: 49.2 seconds [2025-09-28T04:47:32.639437] [INFO ] [CONFIGURE ] PCG: Average time per feature: 1.7 seconds [2025-09-28T04:47:32.639510] [INFO ] [CONFIGURE ] PCG: Average speed: 0.59 features/sec [2025-09-28T04:47:32.640246] [INFO ] [LOCAL ] Saved configuration for PCG: 4 features, 80.00% accuracy -> ./output/feature-sets/PCG.json [2025-09-28T04:47:32.640345] [INFO ] [CONFIGURE ] PCG: Configuration saved successfully: 4 features, 80.00% accuracy. [2025-09-28T04:47:32.640469] [INFO ] [sig ] [107/135] Successfully configured PCG | 0.02 sym/s | Total: 1.4h | ETA: 21.6m [2025-09-28T04:47:32.640565] [INFO ] [sig ] [108/135] Configuring PEG... [2025-09-28T04:47:32.640683] [INFO ] [CONFIGURE ] PEG: Configurate test run. [2025-09-28T04:47:32.640796] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PEG' from 'https://tdm.silogroup.org/data/derivative_storage/PEG.csv'. [2025-09-28T04:47:32.968821] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PEG'. [2025-09-28T04:47:32.969315] [INFO ] [CONFIGURE ] PEG: Testing with 29 available features [2025-09-28T04:47:32.969395] [INFO ] [CONFIGURE ] PEG: Establishing baseline with no features... [2025-09-28T04:47:33.084306] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:33.195915] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:33.317965] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:33.430430] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:33.541879] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:33.653301] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:33.762218] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:47:33.869158] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:33.975972] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:34.086056] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:34.086317] [INFO ] [CONFIGURE ] PEG: Baseline score (no features): 70.00% [2025-09-28T04:47:34.086527] [INFO ] [CONFIGURE ] PEG: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:47:34.086606] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:47:34.211492] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:34.338002] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:34.462720] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:34.589229] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:34.711912] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:34.844354] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:47:34.971727] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:35.098056] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:47:35.222829] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:35.348737] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:35.348939] [INFO ] [CONFIGURE ] PEG: KEPT add_bollinger_bands (score: 80.00%) [2025-09-28T04:47:35.349020] [INFO ] [CONFIGURE ] JOB ETA: 22.1m | Avg: 1.6s/test | Remaining: 847 tests [2025-09-28T04:47:35.349185] [INFO ] [CONFIGURE ] PEG: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:47:35.349264] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:47:35.491613] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:35.637469] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:35.783401] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:47:35.934585] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:36.082275] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:36.229327] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:47:36.377111] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:47:36.538703] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:47:36.693193] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:36.841269] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:36.841515] [INFO ] [CONFIGURE ] PEG: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:47:36.841602] [INFO ] [CONFIGURE ] JOB ETA: 22.1m | Avg: 1.6s/test | Remaining: 846 tests [2025-09-28T04:47:36.841714] [INFO ] [CONFIGURE ] PEG: Testing feature 3/29: add_daily_returns [2025-09-28T04:47:36.841791] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:47:36.969456] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:37.097184] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:37.224801] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:37.353577] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:37.481693] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:37.609693] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:37.737425] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:47:37.868925] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:37.997552] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:38.124796] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:38.124984] [INFO ] [CONFIGURE ] PEG: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:47:38.125064] [INFO ] [CONFIGURE ] JOB ETA: 22.1m | Avg: 1.6s/test | Remaining: 845 tests [2025-09-28T04:47:38.125137] [INFO ] [CONFIGURE ] PEG: Testing feature 4/29: add_ema [2025-09-28T04:47:38.125209] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:47:38.273828] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:38.415184] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:38.560075] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:47:38.704544] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:38.849111] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:38.993807] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:39.136669] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:39.281101] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:39.433028] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:39.579787] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:39.580046] [INFO ] [CONFIGURE ] PEG: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:47:39.580132] [INFO ] [CONFIGURE ] JOB ETA: 22.0m | Avg: 1.6s/test | Remaining: 844 tests [2025-09-28T04:47:39.580211] [INFO ] [CONFIGURE ] PEG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:47:39.580284] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:47:39.730384] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:39.884083] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:40.033913] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:47:40.183888] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:40.339149] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:40.489395] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:40.640916] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:47:40.800599] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:40.962732] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:41.122287] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:41.122520] [INFO ] [CONFIGURE ] PEG: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:47:41.122665] [INFO ] [CONFIGURE ] JOB ETA: 22.0m | Avg: 1.6s/test | Remaining: 843 tests [2025-09-28T04:47:41.122749] [INFO ] [CONFIGURE ] PEG: Testing feature 6/29: add_failed_moves [2025-09-28T04:47:41.122824] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:47:41.257124] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:41.394263] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:41.531340] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:41.667814] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:41.801045] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:41.936272] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:47:42.071263] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:42.225552] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:47:42.362205] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:42.506017] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:42.506237] [INFO ] [CONFIGURE ] PEG: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:47:42.506319] [INFO ] [CONFIGURE ] JOB ETA: 22.0m | Avg: 1.6s/test | Remaining: 842 tests [2025-09-28T04:47:42.506404] [INFO ] [CONFIGURE ] PEG: Testing feature 7/29: add_lag_shelf [2025-09-28T04:47:42.506476] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:47:42.628966] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:42.755123] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:42.884418] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:43.016774] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:43.146539] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:43.272183] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:43.398637] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:43.527013] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:47:43.655083] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:43.785455] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:43.785682] [INFO ] [CONFIGURE ] PEG: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:47:43.785767] [INFO ] [CONFIGURE ] JOB ETA: 21.9m | Avg: 1.6s/test | Remaining: 841 tests [2025-09-28T04:47:43.785850] [INFO ] [CONFIGURE ] PEG: Testing feature 8/29: add_macd [2025-09-28T04:47:43.785927] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:47:43.955864] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:47:44.122177] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:44.287143] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:47:44.452618] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:44.617390] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:47:44.779625] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:44.942587] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:47:45.114920] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:45.283846] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:45.451941] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:45.452166] [INFO ] [CONFIGURE ] PEG: DISCARDED add_macd (score: 30.00%) [2025-09-28T04:47:45.452249] [INFO ] [CONFIGURE ] JOB ETA: 21.9m | Avg: 1.6s/test | Remaining: 840 tests [2025-09-28T04:47:45.452325] [INFO ] [CONFIGURE ] PEG: Testing feature 9/29: add_mfi [2025-09-28T04:47:45.452402] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:47:45.591635] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:45.731517] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:45.867375] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:46.008597] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:46.149084] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:46.288546] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:47:46.431893] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:46.578194] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:47:46.721970] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:46.863307] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:46.863546] [INFO ] [CONFIGURE ] PEG: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:47:46.863631] [INFO ] [CONFIGURE ] JOB ETA: 21.9m | Avg: 1.6s/test | Remaining: 839 tests [2025-09-28T04:47:46.863733] [INFO ] [CONFIGURE ] PEG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:47:46.863808] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:47:47.022723] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:47:47.212146] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:47.375082] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:47.547219] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:47.705854] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:47.867093] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:47:48.027282] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:47:48.187253] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:48.345589] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:48.509767] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:48.509992] [INFO ] [CONFIGURE ] PEG: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T04:47:48.510075] [INFO ] [CONFIGURE ] JOB ETA: 21.9m | Avg: 1.6s/test | Remaining: 838 tests [2025-09-28T04:47:48.510150] [INFO ] [CONFIGURE ] PEG: Testing feature 11/29: add_obv_daily [2025-09-28T04:47:48.510225] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:47:48.647536] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:48.794765] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:48.938383] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:49.083504] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:49.228293] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:49.372318] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:49.526463] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:47:49.688409] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:47:49.859251] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:50.043899] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:50.044139] [INFO ] [CONFIGURE ] PEG: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:47:50.044223] [INFO ] [CONFIGURE ] JOB ETA: 21.8m | Avg: 1.6s/test | Remaining: 837 tests [2025-09-28T04:47:50.044308] [INFO ] [CONFIGURE ] PEG: Testing feature 12/29: add_obv_interval [2025-09-28T04:47:50.044383] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:47:50.218960] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:50.393926] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:50.550739] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:50.693396] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:50.834744] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:50.969168] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:51.103254] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:51.237397] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:51.371593] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:51.503991] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:47:51.504193] [INFO ] [CONFIGURE ] PEG: KEPT add_obv_interval (score: 90.00%) [2025-09-28T04:47:51.504274] [INFO ] [CONFIGURE ] JOB ETA: 21.8m | Avg: 1.6s/test | Remaining: 836 tests [2025-09-28T04:47:51.504374] [INFO ] [CONFIGURE ] PEG: Testing feature 13/29: add_opening_strength [2025-09-28T04:47:51.504450] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:47:51.649443] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:47:51.804087] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:51.956670] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:52.111055] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:52.261495] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:52.412179] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:52.565237] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:47:52.723194] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:52.877615] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:53.028572] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:53.028800] [INFO ] [CONFIGURE ] PEG: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:47:53.028903] [INFO ] [CONFIGURE ] JOB ETA: 21.8m | Avg: 1.6s/test | Remaining: 835 tests [2025-09-28T04:47:53.028981] [INFO ] [CONFIGURE ] PEG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:47:53.029056] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_order_flow_imbalance'] [2025-09-28T04:47:53.179409] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:53.335985] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:53.486507] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:47:53.646220] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:53.799285] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:53.957262] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:47:54.116419] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:54.274519] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:54.442698] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:54.604839] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:54.605047] [INFO ] [CONFIGURE ] PEG: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:47:54.605154] [INFO ] [CONFIGURE ] JOB ETA: 21.8m | Avg: 1.6s/test | Remaining: 834 tests [2025-09-28T04:47:54.605238] [INFO ] [CONFIGURE ] PEG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:47:54.605335] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_pbf_morning_momentum'] [2025-09-28T04:47:54.743334] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:47:54.876959] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:55.015955] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:55.151210] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:47:55.284044] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:55.418026] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:55.597515] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:47:55.745800] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:55.884610] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:56.038154] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:56.038358] [INFO ] [CONFIGURE ] PEG: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:47:56.038446] [INFO ] [CONFIGURE ] JOB ETA: 21.7m | Avg: 1.6s/test | Remaining: 833 tests [2025-09-28T04:47:56.038525] [INFO ] [CONFIGURE ] PEG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:47:56.038599] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_pbf_overnight_gap'] [2025-09-28T04:47:56.186392] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:56.332699] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:56.482625] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:56.627479] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:56.772747] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:56.917884] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:47:57.069273] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:57.220330] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:47:57.364473] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:47:57.508368] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:57.508563] [INFO ] [CONFIGURE ] PEG: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:47:57.508665] [INFO ] [CONFIGURE ] JOB ETA: 21.7m | Avg: 1.6s/test | Remaining: 832 tests [2025-09-28T04:47:57.508745] [INFO ] [CONFIGURE ] PEG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:47:57.508822] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_pbf_return_2d'] [2025-09-28T04:47:57.675070] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:57.846803] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:58.050542] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:58.197728] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:58.345604] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:58.498996] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:47:58.651098] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:47:58.803552] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:47:58.966132] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:47:59.124083] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:47:59.124355] [INFO ] [CONFIGURE ] PEG: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:47:59.124443] [INFO ] [CONFIGURE ] JOB ETA: 21.7m | Avg: 1.6s/test | Remaining: 831 tests [2025-09-28T04:47:59.124519] [INFO ] [CONFIGURE ] PEG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:47:59.124593] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_pbf_volatility_5d'] [2025-09-28T04:47:59.268154] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:47:59.403534] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:47:59.535228] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:47:59.670863] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:47:59.809001] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:47:59.946264] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:48:00.084852] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:48:00.225689] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:00.369086] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:00.518495] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:48:00.518713] [INFO ] [CONFIGURE ] PEG: DISCARDED add_pbf_volatility_5d (score: 80.00%) [2025-09-28T04:48:00.518796] [INFO ] [CONFIGURE ] JOB ETA: 21.7m | Avg: 1.6s/test | Remaining: 830 tests [2025-09-28T04:48:00.518871] [INFO ] [CONFIGURE ] PEG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:48:00.519047] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_pbf_vs_sma_5'] [2025-09-28T04:48:00.656443] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:48:00.794523] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:00.933806] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:01.073258] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:01.212962] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:01.351332] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:01.490434] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:01.636437] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:01.788402] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:01.937627] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:48:01.937871] [INFO ] [CONFIGURE ] PEG: DISCARDED add_pbf_vs_sma_5 (score: 90.00%) [2025-09-28T04:48:01.937952] [INFO ] [CONFIGURE ] JOB ETA: 21.6m | Avg: 1.6s/test | Remaining: 829 tests [2025-09-28T04:48:01.938056] [INFO ] [CONFIGURE ] PEG: Testing feature 20/29: add_price_rejection [2025-09-28T04:48:01.938133] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_price_rejection'] [2025-09-28T04:48:02.097839] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:48:02.252633] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:02.401660] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:02.551256] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:02.701523] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:48:02.851487] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:03.001528] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:03.149382] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:03.303030] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:03.453520] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:48:03.453765] [INFO ] [CONFIGURE ] PEG: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:48:03.453876] [INFO ] [CONFIGURE ] JOB ETA: 21.6m | Avg: 1.6s/test | Remaining: 828 tests [2025-09-28T04:48:03.453981] [INFO ] [CONFIGURE ] PEG: Testing feature 21/29: add_range_position [2025-09-28T04:48:03.454058] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_range_position'] [2025-09-28T04:48:03.610171] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:48:03.766807] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:03.922184] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:04.082317] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:48:04.239838] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:04.395881] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:04.556092] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:04.724859] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:04.894853] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:05.063308] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:48:05.063544] [INFO ] [CONFIGURE ] PEG: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:48:05.063629] [INFO ] [CONFIGURE ] JOB ETA: 21.6m | Avg: 1.6s/test | Remaining: 827 tests [2025-09-28T04:48:05.063733] [INFO ] [CONFIGURE ] PEG: Testing feature 22/29: add_realized_volatility [2025-09-28T04:48:05.063809] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_realized_volatility'] [2025-09-28T04:48:05.238889] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:48:05.410271] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:05.586138] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:05.756976] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:05.929607] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:06.105358] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:06.285610] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:06.475537] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:06.650228] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:06.818152] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:48:06.818379] [INFO ] [CONFIGURE ] PEG: DISCARDED add_realized_volatility (score: 90.00%) [2025-09-28T04:48:06.818462] [INFO ] [CONFIGURE ] JOB ETA: 21.6m | Avg: 1.6s/test | Remaining: 826 tests [2025-09-28T04:48:06.818539] [INFO ] [CONFIGURE ] PEG: Testing feature 23/29: add_recent_range_context [2025-09-28T04:48:06.818612] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_recent_range_context'] [2025-09-28T04:48:06.959224] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:48:07.106022] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:07.260109] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:07.407974] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:07.564172] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:07.719391] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:48:07.871072] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:08.016718] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:08.164422] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:08.312290] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:48:08.312530] [INFO ] [CONFIGURE ] PEG: DISCARDED add_recent_range_context (score: 90.00%) [2025-09-28T04:48:08.312612] [INFO ] [CONFIGURE ] JOB ETA: 21.5m | Avg: 1.6s/test | Remaining: 825 tests [2025-09-28T04:48:08.312710] [INFO ] [CONFIGURE ] PEG: Testing feature 24/29: add_rsi [2025-09-28T04:48:08.312784] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_ema', 'add_rsi'] [2025-09-28T04:48:08.477898] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:48:08.645367] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:08.811178] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:08.974030] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:48:09.139423] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:48:09.305349] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:09.474403] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:09.639565] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:09.806182] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:09.971713] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:48:09.971925] [INFO ] [CONFIGURE ] PEG: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:48:09.972008] [INFO ] [CONFIGURE ] JOB ETA: 21.5m | Avg: 1.6s/test | Remaining: 824 tests [2025-09-28T04:48:09.972085] [INFO ] [CONFIGURE ] PEG: Testing feature 25/29: add_tick_distribution [2025-09-28T04:48:09.972161] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_tick_distribution'] [2025-09-28T04:48:10.115485] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:48:10.258731] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:10.400630] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:10.554096] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:48:10.699617] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:10.851050] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:10.992889] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:11.132093] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:11.273667] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:11.434679] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:48:11.434885] [INFO ] [CONFIGURE ] PEG: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:48:11.434968] [INFO ] [CONFIGURE ] JOB ETA: 21.5m | Avg: 1.6s/test | Remaining: 823 tests [2025-09-28T04:48:11.435045] [INFO ] [CONFIGURE ] PEG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:48:11.435120] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_volume_momentum_confirmation'] [2025-09-28T04:48:11.582169] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:48:11.726577] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:11.871945] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:12.020190] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:48:12.174008] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:12.322941] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:12.467383] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:12.617780] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:48:12.764206] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:12.916358] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:48:12.916563] [INFO ] [CONFIGURE ] PEG: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:48:12.916667] [INFO ] [CONFIGURE ] JOB ETA: 21.4m | Avg: 1.6s/test | Remaining: 822 tests [2025-09-28T04:48:12.916791] [INFO ] [CONFIGURE ] PEG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:48:12.916891] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_volume_price_divergence'] [2025-09-28T04:48:13.070353] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:48:13.227392] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:13.386667] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:13.540248] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:48:13.700524] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:13.860198] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:14.017924] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:14.176023] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:48:14.346088] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:14.502957] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:48:14.503170] [INFO ] [CONFIGURE ] PEG: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:48:14.503253] [INFO ] [CONFIGURE ] JOB ETA: 21.4m | Avg: 1.6s/test | Remaining: 821 tests [2025-09-28T04:48:14.503328] [INFO ] [CONFIGURE ] PEG: Testing feature 28/29: add_volume_profile [2025-09-28T04:48:14.503483] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_volume_profile'] [2025-09-28T04:48:14.650837] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:48:14.794718] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:14.943180] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:48:15.085596] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:48:15.226310] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:15.372784] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:15.545527] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:48:15.704616] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:15.856682] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:16.001991] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:48:16.002196] [INFO ] [CONFIGURE ] PEG: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:48:16.002276] [INFO ] [CONFIGURE ] JOB ETA: 21.4m | Avg: 1.6s/test | Remaining: 820 tests [2025-09-28T04:48:16.002352] [INFO ] [CONFIGURE ] PEG: Testing feature 29/29: add_vwap [2025-09-28T04:48:16.002423] [INFO ] [CONFIGURE ] PEG: Testing with features: ['add_bollinger_bands', 'add_obv_interval', 'add_vwap'] [2025-09-28T04:48:16.144474] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:48:16.296745] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:48:16.446460] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:48:16.596461] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:48:16.748174] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:16.901865] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:17.052923] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:48:17.195398] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:48:17.337874] [DEBUG] [FORECASTER] PEG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:17.480546] [DEBUG] [FORECASTER] PEG: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:48:17.480764] [INFO ] [CONFIGURE ] PEG: DISCARDED add_vwap (score: 50.00%) [2025-09-28T04:48:17.480853] [INFO ] [CONFIGURE ] JOB ETA: 21.4m | Avg: 1.6s/test | Remaining: 819 tests [2025-09-28T04:48:17.480988] [INFO ] [CONFIGURE ] PEG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:48:17.481074] [INFO ] [CONFIGURE ] PEG: Best accuracy: 90.00% [2025-09-28T04:48:17.481157] [INFO ] [CONFIGURE ] PEG: Best feature set (2 features): ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:48:17.481238] [INFO ] [CONFIGURE ] PEG: Improvement over baseline: 20.00% [2025-09-28T04:48:17.481316] [INFO ] [CONFIGURE ] PEG: Total time: 43.4 seconds [2025-09-28T04:48:17.481391] [INFO ] [CONFIGURE ] PEG: Average time per feature: 1.5 seconds [2025-09-28T04:48:17.481462] [INFO ] [CONFIGURE ] PEG: Average speed: 0.67 features/sec [2025-09-28T04:48:17.482319] [INFO ] [LOCAL ] Saved configuration for PEG: 2 features, 90.00% accuracy -> ./output/feature-sets/PEG.json [2025-09-28T04:48:17.482400] [INFO ] [CONFIGURE ] PEG: Configuration saved successfully: 2 features, 90.00% accuracy. [2025-09-28T04:48:17.482500] [INFO ] [sig ] [108/135] Successfully configured PEG | 0.02 sym/s | Total: 1.4h | ETA: 20.8m [2025-09-28T04:48:17.482593] [INFO ] [sig ] [109/135] Configuring PFE... [2025-09-28T04:48:17.482698] [INFO ] [CONFIGURE ] PFE: Configurate test run. [2025-09-28T04:48:17.482785] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PFE' from 'https://tdm.silogroup.org/data/derivative_storage/PFE.csv'. [2025-09-28T04:48:17.501482] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PFE'. [2025-09-28T04:48:17.501919] [INFO ] [CONFIGURE ] PFE: Testing with 29 available features [2025-09-28T04:48:17.501998] [INFO ] [CONFIGURE ] PFE: Establishing baseline with no features... [2025-09-28T04:48:17.607383] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:17.713101] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:17.818848] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:48:17.924576] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:48:18.035771] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:18.161363] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:18.278072] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:18.388584] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:18.503505] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:18.613977] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:48:18.614153] [INFO ] [CONFIGURE ] PFE: Baseline score (no features): 40.00% [2025-09-28T04:48:18.614231] [INFO ] [CONFIGURE ] PFE: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:48:18.614324] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:48:18.731565] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:18.850833] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:18.974311] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:48:19.108195] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:19.234756] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:19.355429] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:19.481876] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:19.623726] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:19.768738] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:19.893490] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:19.893709] [INFO ] [CONFIGURE ] PFE: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:48:19.893793] [INFO ] [CONFIGURE ] JOB ETA: 21.3m | Avg: 1.6s/test | Remaining: 818 tests [2025-09-28T04:48:19.893870] [INFO ] [CONFIGURE ] PFE: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:48:19.893947] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:48:20.033534] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:20.179013] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:20.319340] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:20.462916] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:20.599758] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:20.743571] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:20.890016] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:21.038358] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:21.185676] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:21.334167] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:21.334364] [INFO ] [CONFIGURE ] PFE: KEPT add_cumulative_delta (score: 70.00%) [2025-09-28T04:48:21.334445] [INFO ] [CONFIGURE ] JOB ETA: 21.3m | Avg: 1.6s/test | Remaining: 817 tests [2025-09-28T04:48:21.334522] [INFO ] [CONFIGURE ] PFE: Testing feature 3/29: add_daily_returns [2025-09-28T04:48:21.334595] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:48:21.480826] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:21.626427] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:21.774418] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:21.924400] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:22.075601] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:22.225980] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:22.371567] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:22.515809] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:22.668084] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:22.819367] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:48:22.819559] [INFO ] [CONFIGURE ] PFE: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:48:22.819668] [INFO ] [CONFIGURE ] JOB ETA: 21.3m | Avg: 1.6s/test | Remaining: 816 tests [2025-09-28T04:48:22.819749] [INFO ] [CONFIGURE ] PFE: Testing feature 4/29: add_ema [2025-09-28T04:48:22.819847] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_ema'] [2025-09-28T04:48:22.983685] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:23.150072] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:23.317561] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:23.482307] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:23.651766] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:23.813203] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:23.974084] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:24.135045] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:24.300545] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:24.472412] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:24.472609] [INFO ] [CONFIGURE ] PFE: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:48:24.472722] [INFO ] [CONFIGURE ] JOB ETA: 21.3m | Avg: 1.6s/test | Remaining: 815 tests [2025-09-28T04:48:24.472800] [INFO ] [CONFIGURE ] PFE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:48:24.472897] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:48:24.642178] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:24.814847] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:24.989158] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:25.159792] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:25.331532] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:25.507849] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:25.723366] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:25.896038] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:26.064627] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:26.232085] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:48:26.232280] [INFO ] [CONFIGURE ] PFE: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:48:26.232361] [INFO ] [CONFIGURE ] JOB ETA: 21.2m | Avg: 1.6s/test | Remaining: 814 tests [2025-09-28T04:48:26.232436] [INFO ] [CONFIGURE ] PFE: Testing feature 6/29: add_failed_moves [2025-09-28T04:48:26.232510] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:48:26.375377] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:26.524625] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:26.673786] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:26.844299] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:26.999961] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:27.146483] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:27.293035] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:27.444702] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:27.613788] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:27.767723] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:27.767916] [INFO ] [CONFIGURE ] PFE: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:48:27.767996] [INFO ] [CONFIGURE ] JOB ETA: 21.2m | Avg: 1.6s/test | Remaining: 813 tests [2025-09-28T04:48:27.768068] [INFO ] [CONFIGURE ] PFE: Testing feature 7/29: add_lag_shelf [2025-09-28T04:48:27.768144] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:48:27.912676] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:28.055584] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:28.198598] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:28.344003] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:28.494293] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:28.736160] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:29.018486] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:29.166346] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:29.317396] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:29.468561] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:29.468777] [INFO ] [CONFIGURE ] PFE: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T04:48:29.468859] [INFO ] [CONFIGURE ] JOB ETA: 21.2m | Avg: 1.6s/test | Remaining: 812 tests [2025-09-28T04:48:29.468935] [INFO ] [CONFIGURE ] PFE: Testing feature 8/29: add_macd [2025-09-28T04:48:29.469009] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:48:29.655742] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:29.852260] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:30.040335] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:30.229716] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:30.410966] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:30.594100] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:30.784266] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:30.972519] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:31.160558] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:31.346163] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:31.346432] [INFO ] [CONFIGURE ] PFE: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:48:31.346528] [INFO ] [CONFIGURE ] JOB ETA: 21.2m | Avg: 1.6s/test | Remaining: 811 tests [2025-09-28T04:48:31.346605] [INFO ] [CONFIGURE ] PFE: Testing feature 9/29: add_mfi [2025-09-28T04:48:31.346705] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_mfi'] [2025-09-28T04:48:31.505031] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:31.665747] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:31.831847] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:31.995759] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:32.162091] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:32.325151] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:32.488672] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:32.650676] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:32.815807] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:32.986911] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:32.987179] [INFO ] [CONFIGURE ] PFE: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:48:32.987274] [INFO ] [CONFIGURE ] JOB ETA: 21.1m | Avg: 1.6s/test | Remaining: 810 tests [2025-09-28T04:48:32.987362] [INFO ] [CONFIGURE ] PFE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:48:32.987447] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:48:33.166362] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:33.341419] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:33.512636] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:48:33.685875] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:33.860068] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:34.040687] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:34.219172] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:34.402602] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:34.585579] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:34.774391] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:48:34.774666] [INFO ] [CONFIGURE ] PFE: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:48:34.774752] [INFO ] [CONFIGURE ] JOB ETA: 21.1m | Avg: 1.6s/test | Remaining: 809 tests [2025-09-28T04:48:34.774832] [INFO ] [CONFIGURE ] PFE: Testing feature 11/29: add_obv_daily [2025-09-28T04:48:34.774937] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_obv_daily'] [2025-09-28T04:48:34.928115] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:35.083026] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:35.236396] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:35.392020] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:35.559372] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:35.715817] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:35.872690] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:36.029089] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:36.185922] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:36.349851] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:36.350085] [INFO ] [CONFIGURE ] PFE: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:48:36.350198] [INFO ] [CONFIGURE ] JOB ETA: 21.1m | Avg: 1.6s/test | Remaining: 808 tests [2025-09-28T04:48:36.350293] [INFO ] [CONFIGURE ] PFE: Testing feature 12/29: add_obv_interval [2025-09-28T04:48:36.350382] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_obv_interval'] [2025-09-28T04:48:36.503448] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:36.655205] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:36.809941] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:36.967321] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:37.121935] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:37.281923] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:37.439852] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:37.600558] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:37.756578] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:37.914325] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:37.914552] [INFO ] [CONFIGURE ] PFE: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:48:37.914685] [INFO ] [CONFIGURE ] JOB ETA: 21.1m | Avg: 1.6s/test | Remaining: 807 tests [2025-09-28T04:48:37.914771] [INFO ] [CONFIGURE ] PFE: Testing feature 13/29: add_opening_strength [2025-09-28T04:48:37.914864] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:48:38.075130] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:38.246549] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:38.409618] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:38.585487] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:38.752108] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:38.924976] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:39.090232] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:39.257562] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:39.424232] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:39.592937] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:48:39.593197] [INFO ] [CONFIGURE ] PFE: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:48:39.593447] [INFO ] [CONFIGURE ] JOB ETA: 21.0m | Avg: 1.6s/test | Remaining: 806 tests [2025-09-28T04:48:39.593548] [INFO ] [CONFIGURE ] PFE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:48:39.593685] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T04:48:39.749791] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:39.914075] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:40.077355] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:40.244781] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:40.411892] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:40.583372] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:40.752614] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:40.920960] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:41.090382] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:41.267263] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:41.267529] [INFO ] [CONFIGURE ] PFE: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:48:41.267614] [INFO ] [CONFIGURE ] JOB ETA: 21.0m | Avg: 1.6s/test | Remaining: 805 tests [2025-09-28T04:48:41.267816] [INFO ] [CONFIGURE ] PFE: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:48:41.267904] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T04:48:41.427902] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:41.580580] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:41.732469] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:48:41.880117] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:42.029364] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:42.188046] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:42.344355] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:42.508902] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:42.689743] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:42.904256] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:42.904553] [INFO ] [CONFIGURE ] PFE: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:48:42.904665] [INFO ] [CONFIGURE ] JOB ETA: 21.0m | Avg: 1.6s/test | Remaining: 804 tests [2025-09-28T04:48:42.904767] [INFO ] [CONFIGURE ] PFE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:48:42.904846] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T04:48:43.112822] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:43.322586] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:43.505661] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:43.696128] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:48:43.862530] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:44.018549] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:44.185081] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:44.351073] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:44.526392] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:44.722598] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:44.722835] [INFO ] [CONFIGURE ] PFE: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:48:44.722919] [INFO ] [CONFIGURE ] JOB ETA: 21.0m | Avg: 1.6s/test | Remaining: 803 tests [2025-09-28T04:48:44.722996] [INFO ] [CONFIGURE ] PFE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:48:44.723164] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T04:48:44.881449] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:45.041034] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:45.201574] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:48:45.359173] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:45.531289] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:45.698729] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:45.869292] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:46.039038] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:46.211451] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:46.381618] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:48:46.381826] [INFO ] [CONFIGURE ] PFE: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:48:46.381910] [INFO ] [CONFIGURE ] JOB ETA: 20.9m | Avg: 1.6s/test | Remaining: 802 tests [2025-09-28T04:48:46.381988] [INFO ] [CONFIGURE ] PFE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:48:46.382090] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T04:48:46.540584] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:46.694823] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:46.853476] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:47.013393] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:47.218799] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:47.371598] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:47.531753] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:47.700909] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:47.883492] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:48.047597] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:48.047828] [INFO ] [CONFIGURE ] PFE: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:48:48.047975] [INFO ] [CONFIGURE ] JOB ETA: 20.9m | Avg: 1.6s/test | Remaining: 801 tests [2025-09-28T04:48:48.048064] [INFO ] [CONFIGURE ] PFE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:48:48.048213] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_pbf_vs_sma_5'] [2025-09-28T04:48:48.202552] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:48.358560] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:48.513589] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:48.671900] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:48.828783] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:48.985615] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:49.146587] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:49.299469] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:49.458313] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:49.639756] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:49.639954] [INFO ] [CONFIGURE ] PFE: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:48:49.640037] [INFO ] [CONFIGURE ] JOB ETA: 20.9m | Avg: 1.6s/test | Remaining: 800 tests [2025-09-28T04:48:49.640113] [INFO ] [CONFIGURE ] PFE: Testing feature 20/29: add_price_rejection [2025-09-28T04:48:49.640162] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_price_rejection'] [2025-09-28T04:48:49.799195] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:49.957147] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:50.131931] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:50.304070] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:50.463923] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:50.635254] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:50.802353] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:50.965816] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:51.126727] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:51.298793] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:51.299036] [INFO ] [CONFIGURE ] PFE: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:48:51.299120] [INFO ] [CONFIGURE ] JOB ETA: 20.9m | Avg: 1.6s/test | Remaining: 799 tests [2025-09-28T04:48:51.299197] [INFO ] [CONFIGURE ] PFE: Testing feature 21/29: add_range_position [2025-09-28T04:48:51.299272] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_range_position'] [2025-09-28T04:48:51.473161] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:51.648060] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:51.818143] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:48:51.992848] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:52.171401] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:52.352427] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:52.534288] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:52.712868] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:52.888662] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:53.068895] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:53.069091] [INFO ] [CONFIGURE ] PFE: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:48:53.069174] [INFO ] [CONFIGURE ] JOB ETA: 20.8m | Avg: 1.6s/test | Remaining: 798 tests [2025-09-28T04:48:53.069250] [INFO ] [CONFIGURE ] PFE: Testing feature 22/29: add_realized_volatility [2025-09-28T04:48:53.069324] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_realized_volatility'] [2025-09-28T04:48:53.250028] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:53.437022] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:53.620353] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:53.805586] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:53.985529] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:54.167214] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:54.359180] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:54.549448] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:54.735366] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:54.947332] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:54.947532] [INFO ] [CONFIGURE ] PFE: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:48:54.947617] [INFO ] [CONFIGURE ] JOB ETA: 20.8m | Avg: 1.6s/test | Remaining: 797 tests [2025-09-28T04:48:54.947718] [INFO ] [CONFIGURE ] PFE: Testing feature 23/29: add_recent_range_context [2025-09-28T04:48:54.947806] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_recent_range_context'] [2025-09-28T04:48:55.100896] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:55.278126] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:55.428808] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:55.583029] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:55.743826] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:55.905930] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:56.063846] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:56.223995] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:56.405529] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:56.562464] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:56.562695] [INFO ] [CONFIGURE ] PFE: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:48:56.562781] [INFO ] [CONFIGURE ] JOB ETA: 20.8m | Avg: 1.6s/test | Remaining: 796 tests [2025-09-28T04:48:56.562856] [INFO ] [CONFIGURE ] PFE: Testing feature 24/29: add_rsi [2025-09-28T04:48:56.562905] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_ema', 'add_rsi'] [2025-09-28T04:48:56.733276] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:48:56.905363] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:57.093343] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:57.271861] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:57.453871] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:48:57.636955] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:57.811977] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:57.991845] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:58.173919] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:58.363609] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:48:58.363850] [INFO ] [CONFIGURE ] PFE: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:48:58.363935] [INFO ] [CONFIGURE ] JOB ETA: 20.8m | Avg: 1.6s/test | Remaining: 795 tests [2025-09-28T04:48:58.364009] [INFO ] [CONFIGURE ] PFE: Testing feature 25/29: add_tick_distribution [2025-09-28T04:48:58.364059] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_tick_distribution'] [2025-09-28T04:48:58.525606] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:48:58.677163] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:48:58.830567] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:48:58.990620] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:48:59.161856] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:48:59.321131] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:48:59.474631] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:48:59.626773] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:48:59.781248] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:48:59.936426] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:48:59.936622] [INFO ] [CONFIGURE ] PFE: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:48:59.936727] [INFO ] [CONFIGURE ] JOB ETA: 20.7m | Avg: 1.6s/test | Remaining: 794 tests [2025-09-28T04:48:59.936802] [INFO ] [CONFIGURE ] PFE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:48:59.936883] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_volume_momentum_confirmation'] [2025-09-28T04:49:00.086218] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:00.242923] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:00.401333] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:00.566361] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:00.729549] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:00.898594] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:49:01.062936] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:01.229032] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:49:01.394179] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:01.559977] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:49:01.560208] [INFO ] [CONFIGURE ] PFE: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:49:01.560322] [INFO ] [CONFIGURE ] JOB ETA: 20.7m | Avg: 1.6s/test | Remaining: 793 tests [2025-09-28T04:49:01.560424] [INFO ] [CONFIGURE ] PFE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:49:01.560516] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_volume_price_divergence'] [2025-09-28T04:49:01.736960] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:49:01.907031] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:02.068062] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:02.236420] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:02.414946] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:02.629673] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:49:02.843523] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:03.015525] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:49:03.182798] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:03.355431] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:49:03.355670] [INFO ] [CONFIGURE ] PFE: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:49:03.355791] [INFO ] [CONFIGURE ] JOB ETA: 20.7m | Avg: 1.6s/test | Remaining: 792 tests [2025-09-28T04:49:03.355892] [INFO ] [CONFIGURE ] PFE: Testing feature 28/29: add_volume_profile [2025-09-28T04:49:03.355980] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_volume_profile'] [2025-09-28T04:49:03.512638] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:49:03.673767] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:03.831355] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:03.990921] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:04.151481] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:04.305316] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:49:04.468349] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:04.643037] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:49:04.816510] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:04.980531] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:49:04.980763] [INFO ] [CONFIGURE ] PFE: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:49:04.980870] [INFO ] [CONFIGURE ] JOB ETA: 20.7m | Avg: 1.6s/test | Remaining: 791 tests [2025-09-28T04:49:04.980962] [INFO ] [CONFIGURE ] PFE: Testing feature 29/29: add_vwap [2025-09-28T04:49:04.981056] [INFO ] [CONFIGURE ] PFE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta', 'add_vwap'] [2025-09-28T04:49:05.143167] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:49:05.321204] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:05.485663] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:05.647694] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:05.804425] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:05.960377] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:49:06.120989] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:06.288670] [DEBUG] [FORECASTER] PFE: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:49:06.454915] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:06.630350] [DEBUG] [FORECASTER] PFE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:49:06.630581] [INFO ] [CONFIGURE ] PFE: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:49:06.630690] [INFO ] [CONFIGURE ] JOB ETA: 20.6m | Avg: 1.6s/test | Remaining: 790 tests [2025-09-28T04:49:06.630770] [INFO ] [CONFIGURE ] PFE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:49:06.630918] [INFO ] [CONFIGURE ] PFE: Best accuracy: 70.00% [2025-09-28T04:49:06.630997] [INFO ] [CONFIGURE ] PFE: Best feature set (2 features): ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:49:06.631068] [INFO ] [CONFIGURE ] PFE: Improvement over baseline: 30.00% [2025-09-28T04:49:06.631136] [INFO ] [CONFIGURE ] PFE: Total time: 48.0 seconds [2025-09-28T04:49:06.631205] [INFO ] [CONFIGURE ] PFE: Average time per feature: 1.7 seconds [2025-09-28T04:49:06.631281] [INFO ] [CONFIGURE ] PFE: Average speed: 0.60 features/sec [2025-09-28T04:49:06.631916] [INFO ] [LOCAL ] Saved configuration for PFE: 2 features, 70.00% accuracy -> ./output/feature-sets/PFE.json [2025-09-28T04:49:06.631996] [INFO ] [CONFIGURE ] PFE: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T04:49:06.632102] [INFO ] [sig ] [109/135] Successfully configured PFE | 0.02 sym/s | Total: 1.4h | ETA: 20.0m [2025-09-28T04:49:06.632223] [INFO ] [sig ] [110/135] Configuring PG... [2025-09-28T04:49:06.632307] [INFO ] [CONFIGURE ] PG: Configurate test run. [2025-09-28T04:49:06.632394] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PG' from 'https://tdm.silogroup.org/data/derivative_storage/PG.csv'. [2025-09-28T04:49:06.852581] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PG'. [2025-09-28T04:49:06.853114] [INFO ] [CONFIGURE ] PG: Testing with 29 available features [2025-09-28T04:49:06.853194] [INFO ] [CONFIGURE ] PG: Establishing baseline with no features... [2025-09-28T04:49:06.970426] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:49:07.087075] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:07.196152] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:07.304396] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:07.414206] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:07.520913] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:07.636042] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:07.749052] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:07.876533] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:49:07.984337] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:07.984540] [INFO ] [CONFIGURE ] PG: Baseline score (no features): 60.00% [2025-09-28T04:49:07.984692] [INFO ] [CONFIGURE ] PG: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:49:07.984782] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:49:08.102989] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:08.221627] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:08.338223] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:08.455841] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:49:08.576348] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:08.700959] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:08.824980] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:08.952749] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:49:09.078899] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:09.207266] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:09.207482] [INFO ] [CONFIGURE ] PG: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:49:09.207676] [INFO ] [CONFIGURE ] JOB ETA: 20.6m | Avg: 1.6s/test | Remaining: 789 tests [2025-09-28T04:49:09.207755] [INFO ] [CONFIGURE ] PG: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:49:09.207830] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:49:09.338635] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:09.472125] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:49:09.599790] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:09.724287] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:49:09.849677] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:09.976572] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:10.102920] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:10.234268] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:10.367856] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:49:10.503292] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:10.503499] [INFO ] [CONFIGURE ] PG: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:49:10.503581] [INFO ] [CONFIGURE ] JOB ETA: 20.6m | Avg: 1.6s/test | Remaining: 788 tests [2025-09-28T04:49:10.503702] [INFO ] [CONFIGURE ] PG: Testing feature 3/29: add_daily_returns [2025-09-28T04:49:10.503791] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_daily_returns'] [2025-09-28T04:49:10.619328] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:49:10.750283] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:10.866025] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:10.983621] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:11.095882] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:11.209468] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:11.323324] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:11.440903] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:11.563351] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:49:11.683977] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:11.684188] [INFO ] [CONFIGURE ] PG: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T04:49:11.684357] [INFO ] [CONFIGURE ] JOB ETA: 20.5m | Avg: 1.6s/test | Remaining: 787 tests [2025-09-28T04:49:11.684438] [INFO ] [CONFIGURE ] PG: Testing feature 4/29: add_ema [2025-09-28T04:49:11.684526] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_ema'] [2025-09-28T04:49:11.815959] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:11.944956] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:12.074898] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:12.205587] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:49:12.341143] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:12.471401] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:12.600618] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:12.734035] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:12.867544] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:49:13.003810] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:13.004004] [INFO ] [CONFIGURE ] PG: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:49:13.004093] [INFO ] [CONFIGURE ] JOB ETA: 20.5m | Avg: 1.6s/test | Remaining: 786 tests [2025-09-28T04:49:13.004170] [INFO ] [CONFIGURE ] PG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:49:13.004299] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:49:13.144436] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:13.283111] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:13.420627] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:13.563037] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:13.702339] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:13.845083] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:13.986384] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:14.129312] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:14.269049] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:14.414198] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:14.414418] [INFO ] [CONFIGURE ] PG: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:49:14.414527] [INFO ] [CONFIGURE ] JOB ETA: 20.5m | Avg: 1.6s/test | Remaining: 785 tests [2025-09-28T04:49:14.414618] [INFO ] [CONFIGURE ] PG: Testing feature 6/29: add_failed_moves [2025-09-28T04:49:14.414713] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_failed_moves'] [2025-09-28T04:49:14.543669] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:49:14.728328] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:14.883592] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:15.006546] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:15.128797] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:15.248116] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:15.366587] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:15.485667] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:15.613059] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:49:15.739704] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:15.739904] [INFO ] [CONFIGURE ] PG: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:49:15.739988] [INFO ] [CONFIGURE ] JOB ETA: 20.5m | Avg: 1.6s/test | Remaining: 784 tests [2025-09-28T04:49:15.740067] [INFO ] [CONFIGURE ] PG: Testing feature 7/29: add_lag_shelf [2025-09-28T04:49:15.740168] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_lag_shelf'] [2025-09-28T04:49:15.853253] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:49:15.963149] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:16.070070] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:16.177825] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:16.290257] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:16.399603] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:16.511844] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:16.676208] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:16.835267] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:49:16.948282] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:16.948484] [INFO ] [CONFIGURE ] PG: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:49:16.948568] [INFO ] [CONFIGURE ] JOB ETA: 20.4m | Avg: 1.6s/test | Remaining: 783 tests [2025-09-28T04:49:16.948758] [INFO ] [CONFIGURE ] PG: Testing feature 8/29: add_macd [2025-09-28T04:49:16.948842] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:49:17.101316] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:17.249047] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:17.393958] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:17.540113] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:17.689963] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:17.842533] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:17.995927] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:18.144216] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:18.295518] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:18.443404] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:18.443601] [INFO ] [CONFIGURE ] PG: KEPT add_macd (score: 70.00%) [2025-09-28T04:49:18.443705] [INFO ] [CONFIGURE ] JOB ETA: 20.4m | Avg: 1.6s/test | Remaining: 782 tests [2025-09-28T04:49:18.443803] [INFO ] [CONFIGURE ] PG: Testing feature 9/29: add_mfi [2025-09-28T04:49:18.443906] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_mfi'] [2025-09-28T04:49:18.607931] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:18.770622] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:18.934503] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:19.103179] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:19.270866] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:19.451814] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:19.636135] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:19.819368] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:19.999903] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:20.182541] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:20.182785] [INFO ] [CONFIGURE ] PG: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:49:20.182910] [INFO ] [CONFIGURE ] JOB ETA: 20.4m | Avg: 1.6s/test | Remaining: 781 tests [2025-09-28T04:49:20.183021] [INFO ] [CONFIGURE ] PG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:49:20.183120] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:49:20.372574] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:20.564855] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:20.759028] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:20.951771] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:21.145832] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:21.339804] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:21.534728] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:21.735825] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:21.938050] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:22.134822] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:22.135045] [INFO ] [CONFIGURE ] PG: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:49:22.135144] [INFO ] [CONFIGURE ] JOB ETA: 20.4m | Avg: 1.6s/test | Remaining: 780 tests [2025-09-28T04:49:22.135309] [INFO ] [CONFIGURE ] PG: Testing feature 11/29: add_obv_daily [2025-09-28T04:49:22.135406] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_daily'] [2025-09-28T04:49:22.313222] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:22.483875] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:22.658119] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:22.833212] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:23.009493] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:23.185073] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:23.351364] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:23.511710] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:23.679298] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:23.845259] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:23.845468] [INFO ] [CONFIGURE ] PG: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:49:23.845550] [INFO ] [CONFIGURE ] JOB ETA: 20.3m | Avg: 1.6s/test | Remaining: 779 tests [2025-09-28T04:49:23.845735] [INFO ] [CONFIGURE ] PG: Testing feature 12/29: add_obv_interval [2025-09-28T04:49:23.845820] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T04:49:24.007609] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:24.171185] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:24.331607] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:24.496358] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:24.659188] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:24.823680] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:24.993722] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:25.155022] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:25.320277] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:25.485751] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:25.485966] [INFO ] [CONFIGURE ] PG: KEPT add_obv_interval (score: 80.00%) [2025-09-28T04:49:25.486049] [INFO ] [CONFIGURE ] JOB ETA: 20.3m | Avg: 1.6s/test | Remaining: 778 tests [2025-09-28T04:49:25.486127] [INFO ] [CONFIGURE ] PG: Testing feature 13/29: add_opening_strength [2025-09-28T04:49:25.486245] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:49:25.662566] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:25.839565] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:26.018675] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:26.200734] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:26.385229] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:26.567300] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:26.742102] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:26.916073] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:27.087578] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:27.262741] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:27.262948] [INFO ] [CONFIGURE ] PG: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:49:27.263030] [INFO ] [CONFIGURE ] JOB ETA: 20.3m | Avg: 1.6s/test | Remaining: 777 tests [2025-09-28T04:49:27.263110] [INFO ] [CONFIGURE ] PG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:49:27.263215] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_order_flow_imbalance'] [2025-09-28T04:49:27.439795] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:27.621938] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:27.801954] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:27.980513] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:28.159148] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:28.343026] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:28.526320] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:28.708916] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:28.893937] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:29.080680] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:29.080909] [INFO ] [CONFIGURE ] PG: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:49:29.080996] [INFO ] [CONFIGURE ] JOB ETA: 20.3m | Avg: 1.6s/test | Remaining: 776 tests [2025-09-28T04:49:29.081168] [INFO ] [CONFIGURE ] PG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:49:29.081256] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_pbf_morning_momentum'] [2025-09-28T04:49:29.243058] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:29.403512] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:29.558872] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:29.725033] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:29.892990] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:30.056674] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:30.214785] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:30.396300] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:30.563499] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:30.730574] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:30.730807] [INFO ] [CONFIGURE ] PG: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:49:30.730910] [INFO ] [CONFIGURE ] JOB ETA: 20.2m | Avg: 1.6s/test | Remaining: 775 tests [2025-09-28T04:49:30.731005] [INFO ] [CONFIGURE ] PG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:49:30.731095] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_pbf_overnight_gap'] [2025-09-28T04:49:30.900266] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:31.069719] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:31.235575] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:31.403409] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:31.568862] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:31.740769] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:31.909566] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:32.084473] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:32.259546] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:32.442202] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:32.442533] [INFO ] [CONFIGURE ] PG: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T04:49:32.442637] [INFO ] [CONFIGURE ] JOB ETA: 20.2m | Avg: 1.6s/test | Remaining: 774 tests [2025-09-28T04:49:32.442754] [INFO ] [CONFIGURE ] PG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:49:32.442851] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_pbf_return_2d'] [2025-09-28T04:49:32.631094] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:32.816823] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:32.988592] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:33.160215] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:33.337465] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:33.525406] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:33.712411] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:33.887169] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:34.058869] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:34.231450] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:34.231671] [INFO ] [CONFIGURE ] PG: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:49:34.231755] [INFO ] [CONFIGURE ] JOB ETA: 20.2m | Avg: 1.6s/test | Remaining: 773 tests [2025-09-28T04:49:34.231908] [INFO ] [CONFIGURE ] PG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:49:34.231982] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_pbf_volatility_5d'] [2025-09-28T04:49:34.395515] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:34.557075] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:34.713824] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:34.877716] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:35.043064] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:35.208198] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:35.377729] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:35.539735] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:35.706084] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:35.880601] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:35.880858] [INFO ] [CONFIGURE ] PG: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:49:35.880948] [INFO ] [CONFIGURE ] JOB ETA: 20.2m | Avg: 1.6s/test | Remaining: 772 tests [2025-09-28T04:49:35.881057] [INFO ] [CONFIGURE ] PG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:49:35.881139] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_pbf_vs_sma_5'] [2025-09-28T04:49:36.042737] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:36.206217] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:36.370869] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:36.534302] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:36.702158] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:36.867873] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:37.032833] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:37.200317] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:37.373298] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:37.535265] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:37.535482] [INFO ] [CONFIGURE ] PG: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:49:37.535563] [INFO ] [CONFIGURE ] JOB ETA: 20.1m | Avg: 1.6s/test | Remaining: 771 tests [2025-09-28T04:49:37.535638] [INFO ] [CONFIGURE ] PG: Testing feature 20/29: add_price_rejection [2025-09-28T04:49:37.535734] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_price_rejection'] [2025-09-28T04:49:37.703359] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:37.871194] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:38.056771] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:38.233739] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:38.416076] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:38.590820] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:38.765843] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:38.941105] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:39.118166] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:39.291873] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:39.292095] [INFO ] [CONFIGURE ] PG: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:49:39.292177] [INFO ] [CONFIGURE ] JOB ETA: 20.1m | Avg: 1.6s/test | Remaining: 770 tests [2025-09-28T04:49:39.292250] [INFO ] [CONFIGURE ] PG: Testing feature 21/29: add_range_position [2025-09-28T04:49:39.292298] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_range_position'] [2025-09-28T04:49:39.470246] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:39.668385] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:39.854451] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:40.034266] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:40.216625] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:40.397512] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:40.575734] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:40.762341] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:40.944881] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:41.134445] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:41.134692] [INFO ] [CONFIGURE ] PG: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:49:41.134781] [INFO ] [CONFIGURE ] JOB ETA: 20.1m | Avg: 1.6s/test | Remaining: 769 tests [2025-09-28T04:49:41.134879] [INFO ] [CONFIGURE ] PG: Testing feature 22/29: add_realized_volatility [2025-09-28T04:49:41.134955] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_realized_volatility'] [2025-09-28T04:49:41.337139] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:41.536785] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:41.743343] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:41.949949] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:49:42.156120] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:42.363546] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:42.578738] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:42.789049] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:43.001707] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:43.209670] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:43.209900] [INFO ] [CONFIGURE ] PG: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:49:43.209994] [INFO ] [CONFIGURE ] JOB ETA: 20.1m | Avg: 1.6s/test | Remaining: 768 tests [2025-09-28T04:49:43.210083] [INFO ] [CONFIGURE ] PG: Testing feature 23/29: add_recent_range_context [2025-09-28T04:49:43.210157] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_recent_range_context'] [2025-09-28T04:49:43.380835] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:43.553110] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:43.731898] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:43.907114] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:44.078601] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:44.249759] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:44.470855] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:44.671931] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:44.855389] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:45.025315] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:45.025561] [INFO ] [CONFIGURE ] PG: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:49:45.025671] [INFO ] [CONFIGURE ] JOB ETA: 20.0m | Avg: 1.6s/test | Remaining: 767 tests [2025-09-28T04:49:45.025744] [INFO ] [CONFIGURE ] PG: Testing feature 24/29: add_rsi [2025-09-28T04:49:45.025813] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_ema', 'add_rsi'] [2025-09-28T04:49:45.213627] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:45.401636] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:45.593328] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:45.778100] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:45.963664] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:46.161969] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:46.356000] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:46.547072] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:46.749888] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:46.943387] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:46.943602] [INFO ] [CONFIGURE ] PG: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:49:46.943710] [INFO ] [CONFIGURE ] JOB ETA: 20.0m | Avg: 1.6s/test | Remaining: 766 tests [2025-09-28T04:49:46.943789] [INFO ] [CONFIGURE ] PG: Testing feature 25/29: add_tick_distribution [2025-09-28T04:49:46.943865] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_tick_distribution'] [2025-09-28T04:49:47.111614] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:47.277524] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:47.445602] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:47.615262] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:47.787024] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:47.960263] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:48.133083] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:48.311292] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:48.482911] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:48.652351] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:48.652585] [INFO ] [CONFIGURE ] PG: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:49:48.652691] [INFO ] [CONFIGURE ] JOB ETA: 20.0m | Avg: 1.6s/test | Remaining: 765 tests [2025-09-28T04:49:48.652813] [INFO ] [CONFIGURE ] PG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:49:48.652891] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_volume_momentum_confirmation'] [2025-09-28T04:49:48.819677] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:48.992897] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:49.161520] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:49.333522] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:49.516668] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:49.690627] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:49.866384] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:49:50.043756] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:50.226736] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:50.409318] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:50.409596] [INFO ] [CONFIGURE ] PG: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:49:50.409707] [INFO ] [CONFIGURE ] JOB ETA: 20.0m | Avg: 1.6s/test | Remaining: 764 tests [2025-09-28T04:49:50.409766] [INFO ] [CONFIGURE ] PG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:49:50.409836] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_volume_price_divergence'] [2025-09-28T04:49:50.596628] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:50.779484] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:50.951970] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:51.123914] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:51.295799] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:51.471758] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:51.648386] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:51.831415] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:52.010229] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:49:52.186132] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:52.186398] [INFO ] [CONFIGURE ] PG: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:49:52.186482] [INFO ] [CONFIGURE ] JOB ETA: 19.9m | Avg: 1.6s/test | Remaining: 763 tests [2025-09-28T04:49:52.186534] [INFO ] [CONFIGURE ] PG: Testing feature 28/29: add_volume_profile [2025-09-28T04:49:52.186600] [INFO ] [CONFIGURE ] PG: Testing with features: ['add_vwap', 'add_macd', 'add_obv_interval', 'add_volume_profile'] [2025-09-28T04:49:52.366733] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:52.538753] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:49:52.705482] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:49:52.875158] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:49:53.049355] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:53.245565] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:49:53.468063] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:53.706542] [DEBUG] [FORECASTER] PG: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:53.969565] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:49:54.205355] [DEBUG] [FORECASTER] PG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:49:54.205679] [INFO ] [CONFIGURE ] PG: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:49:54.205792] [INFO ] [CONFIGURE ] JOB ETA: 19.9m | Avg: 1.6s/test | Remaining: 762 tests [2025-09-28T04:49:54.205934] [INFO ] [CONFIGURE ] PG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:49:54.206139] [INFO ] [CONFIGURE ] PG: Best accuracy: 80.00% [2025-09-28T04:49:54.206262] [INFO ] [CONFIGURE ] PG: Best feature set (3 features): ['add_vwap', 'add_macd', 'add_obv_interval'] [2025-09-28T04:49:54.206426] [INFO ] [CONFIGURE ] PG: Improvement over baseline: 20.00% [2025-09-28T04:49:54.206497] [INFO ] [CONFIGURE ] PG: Total time: 46.2 seconds [2025-09-28T04:49:54.206567] [INFO ] [CONFIGURE ] PG: Average time per feature: 1.7 seconds [2025-09-28T04:49:54.206676] [INFO ] [CONFIGURE ] PG: Average speed: 0.63 features/sec [2025-09-28T04:49:54.207604] [INFO ] [LOCAL ] Saved configuration for PG: 3 features, 80.00% accuracy -> ./output/feature-sets/PG.json [2025-09-28T04:49:54.207725] [INFO ] [CONFIGURE ] PG: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:49:54.207846] [INFO ] [sig ] [110/135] Successfully configured PG | 0.02 sym/s | Total: 1.4h | ETA: 19.3m [2025-09-28T04:49:54.207938] [INFO ] [sig ] [111/135] Configuring PGR... [2025-09-28T04:49:54.208024] [INFO ] [CONFIGURE ] PGR: Configurate test run. [2025-09-28T04:49:54.208136] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PGR' from 'https://tdm.silogroup.org/data/derivative_storage/PGR.csv'. [2025-09-28T04:49:54.233521] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PGR'. [2025-09-28T04:49:54.234191] [INFO ] [CONFIGURE ] PGR: Testing with 29 available features [2025-09-28T04:49:54.234272] [INFO ] [CONFIGURE ] PGR: Establishing baseline with no features... [2025-09-28T04:49:54.363843] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:54.486079] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:49:54.597096] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:49:54.703868] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:49:54.822812] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:49:54.931251] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:55.040637] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:55.147412] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:49:55.256293] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:49:55.365734] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:49:55.365928] [INFO ] [CONFIGURE ] PGR: Baseline score (no features): 50.00% [2025-09-28T04:49:55.366033] [INFO ] [CONFIGURE ] PGR: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:49:55.366118] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:49:55.494113] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:55.621325] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:49:55.743057] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:49:55.865011] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:49:55.990357] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:56.115412] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:56.239226] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:56.361787] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:49:56.484571] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:49:56.613015] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:49:56.613212] [INFO ] [CONFIGURE ] PGR: KEPT add_bollinger_bands (score: 60.00%) [2025-09-28T04:49:56.613324] [INFO ] [CONFIGURE ] JOB ETA: 19.9m | Avg: 1.6s/test | Remaining: 761 tests [2025-09-28T04:49:56.613399] [INFO ] [CONFIGURE ] PGR: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:49:56.613471] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:49:56.767721] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:56.922062] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:49:57.076624] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:49:57.228661] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:49:57.375928] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:57.518391] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:57.666269] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:57.813565] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:49:57.961092] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:49:58.115578] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:49:58.115914] [INFO ] [CONFIGURE ] PGR: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:49:58.116011] [INFO ] [CONFIGURE ] JOB ETA: 19.8m | Avg: 1.6s/test | Remaining: 760 tests [2025-09-28T04:49:58.116096] [INFO ] [CONFIGURE ] PGR: Testing feature 3/29: add_daily_returns [2025-09-28T04:49:58.116175] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:49:58.270507] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:49:58.467616] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:49:58.666471] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:49:58.854301] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:49:59.030955] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:49:59.156833] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:49:59.281479] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:49:59.408996] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:49:59.538991] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:49:59.676198] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:49:59.676448] [INFO ] [CONFIGURE ] PGR: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:49:59.676534] [INFO ] [CONFIGURE ] JOB ETA: 19.8m | Avg: 1.6s/test | Remaining: 759 tests [2025-09-28T04:49:59.676637] [INFO ] [CONFIGURE ] PGR: Testing feature 4/29: add_ema [2025-09-28T04:49:59.676751] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:49:59.828135] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:49:59.975679] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:00.118925] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:00.271093] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:00.417443] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:00.564454] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:00.722319] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:00.870242] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:01.021954] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:01.182616] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:01.182892] [INFO ] [CONFIGURE ] PGR: KEPT add_ema (score: 70.00%) [2025-09-28T04:50:01.182981] [INFO ] [CONFIGURE ] JOB ETA: 19.8m | Avg: 1.6s/test | Remaining: 758 tests [2025-09-28T04:50:01.183067] [INFO ] [CONFIGURE ] PGR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:50:01.183173] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:50:01.359033] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:01.535823] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:01.731978] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:01.920523] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:02.160055] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:50:02.337665] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:02.529666] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:02.721775] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:50:02.898455] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:50:03.082006] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:03.082246] [INFO ] [CONFIGURE ] PGR: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:50:03.082365] [INFO ] [CONFIGURE ] JOB ETA: 19.8m | Avg: 1.6s/test | Remaining: 757 tests [2025-09-28T04:50:03.082463] [INFO ] [CONFIGURE ] PGR: Testing feature 6/29: add_failed_moves [2025-09-28T04:50:03.082559] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_failed_moves'] [2025-09-28T04:50:03.232044] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:03.380813] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:03.529769] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:03.683557] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:03.837634] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:03.991967] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:04.148234] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:04.308026] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:04.470289] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:04.628260] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:04.628493] [INFO ] [CONFIGURE ] PGR: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:50:04.628577] [INFO ] [CONFIGURE ] JOB ETA: 19.7m | Avg: 1.6s/test | Remaining: 756 tests [2025-09-28T04:50:04.628708] [INFO ] [CONFIGURE ] PGR: Testing feature 7/29: add_lag_shelf [2025-09-28T04:50:04.628809] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf'] [2025-09-28T04:50:04.770242] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:04.914448] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:05.055540] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:05.194881] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:05.333180] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:05.475940] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:05.616693] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:05.762505] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:50:05.904824] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:06.050326] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:06.050525] [INFO ] [CONFIGURE ] PGR: KEPT add_lag_shelf (score: 80.00%) [2025-09-28T04:50:06.050608] [INFO ] [CONFIGURE ] JOB ETA: 19.7m | Avg: 1.6s/test | Remaining: 755 tests [2025-09-28T04:50:06.050793] [INFO ] [CONFIGURE ] PGR: Testing feature 8/29: add_macd [2025-09-28T04:50:06.050870] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_vwap', 'add_macd'] [2025-09-28T04:50:06.235348] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:06.416734] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:06.602054] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:06.790406] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:06.978270] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:50:07.178105] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:07.370855] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:07.560178] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:07.747537] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:07.949429] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:07.949683] [INFO ] [CONFIGURE ] PGR: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:50:07.949842] [INFO ] [CONFIGURE ] JOB ETA: 19.7m | Avg: 1.6s/test | Remaining: 754 tests [2025-09-28T04:50:07.949933] [INFO ] [CONFIGURE ] PGR: Testing feature 9/29: add_mfi [2025-09-28T04:50:07.950007] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_mfi'] [2025-09-28T04:50:08.113253] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:08.277974] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:08.440121] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:08.599664] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:08.762830] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:08.928436] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:09.090699] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:09.256560] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:50:09.428853] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:09.592123] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:09.592328] [INFO ] [CONFIGURE ] PGR: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:50:09.592408] [INFO ] [CONFIGURE ] JOB ETA: 19.7m | Avg: 1.6s/test | Remaining: 753 tests [2025-09-28T04:50:09.592483] [INFO ] [CONFIGURE ] PGR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:50:09.592586] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:50:09.770675] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:09.947162] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:10.124010] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:10.304780] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:10.479789] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:10.653107] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:10.833278] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:11.012046] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:50:11.192425] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:11.381626] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:11.381880] [INFO ] [CONFIGURE ] PGR: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T04:50:11.381966] [INFO ] [CONFIGURE ] JOB ETA: 19.6m | Avg: 1.6s/test | Remaining: 752 tests [2025-09-28T04:50:11.382040] [INFO ] [CONFIGURE ] PGR: Testing feature 11/29: add_obv_daily [2025-09-28T04:50:11.382115] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_obv_daily'] [2025-09-28T04:50:11.529980] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:11.677021] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:11.827184] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:11.980524] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:12.144976] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:12.298370] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:12.456790] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:12.613674] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:12.767156] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:50:12.926369] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:12.926581] [INFO ] [CONFIGURE ] PGR: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:50:12.926685] [INFO ] [CONFIGURE ] JOB ETA: 19.6m | Avg: 1.6s/test | Remaining: 751 tests [2025-09-28T04:50:12.926762] [INFO ] [CONFIGURE ] PGR: Testing feature 12/29: add_obv_interval [2025-09-28T04:50:12.926892] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_obv_interval'] [2025-09-28T04:50:13.082989] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:13.272726] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:13.422126] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:13.578555] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:13.741741] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:13.889781] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:14.042121] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:14.192668] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:14.343896] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:14.494167] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:14.494419] [INFO ] [CONFIGURE ] PGR: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:50:14.494525] [INFO ] [CONFIGURE ] JOB ETA: 19.6m | Avg: 1.6s/test | Remaining: 750 tests [2025-09-28T04:50:14.494613] [INFO ] [CONFIGURE ] PGR: Testing feature 13/29: add_opening_strength [2025-09-28T04:50:14.494716] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:50:14.657132] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:14.820748] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:14.981879] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:15.148860] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:15.313630] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:15.476531] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:15.647287] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:15.810157] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:15.976900] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:16.150742] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:16.150987] [INFO ] [CONFIGURE ] PGR: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:50:16.151093] [INFO ] [CONFIGURE ] JOB ETA: 19.6m | Avg: 1.6s/test | Remaining: 749 tests [2025-09-28T04:50:16.151268] [INFO ] [CONFIGURE ] PGR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:50:16.151356] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_order_flow_imbalance'] [2025-09-28T04:50:16.316093] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:16.483136] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:16.651525] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:16.822196] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:16.990292] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:17.160639] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:17.325619] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:17.495106] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:17.663064] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:17.826109] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:17.826310] [INFO ] [CONFIGURE ] PGR: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:50:17.826392] [INFO ] [CONFIGURE ] JOB ETA: 19.5m | Avg: 1.6s/test | Remaining: 748 tests [2025-09-28T04:50:17.826466] [INFO ] [CONFIGURE ] PGR: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:50:17.826540] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_pbf_morning_momentum'] [2025-09-28T04:50:17.975027] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:18.120671] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:18.268326] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:18.415421] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:18.557867] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:18.704874] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:18.861971] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:19.017665] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:19.179340] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:19.336943] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:19.337139] [INFO ] [CONFIGURE ] PGR: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:50:19.337219] [INFO ] [CONFIGURE ] JOB ETA: 19.5m | Avg: 1.6s/test | Remaining: 747 tests [2025-09-28T04:50:19.337293] [INFO ] [CONFIGURE ] PGR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:50:19.337366] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_pbf_overnight_gap'] [2025-09-28T04:50:19.499057] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:19.668476] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:19.829562] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:19.990459] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:20.155669] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:20.318013] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:20.482278] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:20.645718] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:20.810917] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:20.973479] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:20.973735] [INFO ] [CONFIGURE ] PGR: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:50:20.973849] [INFO ] [CONFIGURE ] JOB ETA: 19.5m | Avg: 1.6s/test | Remaining: 746 tests [2025-09-28T04:50:20.973930] [INFO ] [CONFIGURE ] PGR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:50:20.974030] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_pbf_return_2d'] [2025-09-28T04:50:21.132963] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:21.290869] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:21.448157] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:21.613378] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:50:21.785096] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:21.963952] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:22.135797] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:22.312792] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:22.476744] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:22.645910] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:22.646128] [INFO ] [CONFIGURE ] PGR: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:50:22.646235] [INFO ] [CONFIGURE ] JOB ETA: 19.5m | Avg: 1.6s/test | Remaining: 745 tests [2025-09-28T04:50:22.646341] [INFO ] [CONFIGURE ] PGR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:50:22.646420] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_pbf_volatility_5d'] [2025-09-28T04:50:22.798262] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:22.972113] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:23.174464] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:23.359765] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:23.526384] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:23.683228] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:23.841941] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:24.000144] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:24.157802] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:24.314901] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:24.315140] [INFO ] [CONFIGURE ] PGR: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:50:24.315223] [INFO ] [CONFIGURE ] JOB ETA: 19.4m | Avg: 1.6s/test | Remaining: 744 tests [2025-09-28T04:50:24.315297] [INFO ] [CONFIGURE ] PGR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:50:24.315370] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_pbf_vs_sma_5'] [2025-09-28T04:50:24.466967] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:24.619423] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:24.770871] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:24.920850] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:25.086121] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:25.241521] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:25.398614] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:25.557394] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:50:25.709222] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:25.863051] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:25.863285] [INFO ] [CONFIGURE ] PGR: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:50:25.863377] [INFO ] [CONFIGURE ] JOB ETA: 19.4m | Avg: 1.6s/test | Remaining: 743 tests [2025-09-28T04:50:25.863457] [INFO ] [CONFIGURE ] PGR: Testing feature 20/29: add_price_rejection [2025-09-28T04:50:25.863667] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_price_rejection'] [2025-09-28T04:50:26.020315] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:26.184800] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:26.349629] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:26.516716] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:26.681513] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:26.842547] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:27.005587] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:27.172484] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:27.333937] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:27.543146] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:27.543452] [INFO ] [CONFIGURE ] PGR: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:50:27.543550] [INFO ] [CONFIGURE ] JOB ETA: 19.4m | Avg: 1.6s/test | Remaining: 742 tests [2025-09-28T04:50:27.543637] [INFO ] [CONFIGURE ] PGR: Testing feature 21/29: add_range_position [2025-09-28T04:50:27.543754] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_range_position'] [2025-09-28T04:50:27.779576] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:27.950844] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:28.118704] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:28.287452] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:28.464355] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:28.636079] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:28.804837] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:28.976281] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:29.151296] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:29.324100] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:29.324343] [INFO ] [CONFIGURE ] PGR: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:50:29.324430] [INFO ] [CONFIGURE ] JOB ETA: 19.4m | Avg: 1.6s/test | Remaining: 741 tests [2025-09-28T04:50:29.324509] [INFO ] [CONFIGURE ] PGR: Testing feature 22/29: add_realized_volatility [2025-09-28T04:50:29.324612] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_realized_volatility'] [2025-09-28T04:50:29.514384] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:29.706486] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:29.893447] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:30.076608] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:30.264585] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:30.468530] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:30.663419] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:30.885853] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:50:31.131829] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:31.368636] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:31.369014] [INFO ] [CONFIGURE ] PGR: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:50:31.369160] [INFO ] [CONFIGURE ] JOB ETA: 19.3m | Avg: 1.6s/test | Remaining: 740 tests [2025-09-28T04:50:31.369264] [INFO ] [CONFIGURE ] PGR: Testing feature 23/29: add_recent_range_context [2025-09-28T04:50:31.369434] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_recent_range_context'] [2025-09-28T04:50:31.566030] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:31.772861] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:31.931733] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:32.087225] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:32.243188] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:32.412417] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:32.576930] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:32.738837] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:32.899090] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:33.060610] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:33.060863] [INFO ] [CONFIGURE ] PGR: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:50:33.060948] [INFO ] [CONFIGURE ] JOB ETA: 19.3m | Avg: 1.6s/test | Remaining: 739 tests [2025-09-28T04:50:33.061024] [INFO ] [CONFIGURE ] PGR: Testing feature 24/29: add_rsi [2025-09-28T04:50:33.061131] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_rsi'] [2025-09-28T04:50:33.218751] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:33.385373] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:33.548213] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:33.708667] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:33.868105] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:34.025606] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:34.183567] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:34.350053] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:50:34.513310] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:34.721015] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:34.721290] [INFO ] [CONFIGURE ] PGR: DISCARDED add_rsi (score: 80.00%) [2025-09-28T04:50:34.721384] [INFO ] [CONFIGURE ] JOB ETA: 19.3m | Avg: 1.6s/test | Remaining: 738 tests [2025-09-28T04:50:34.721558] [INFO ] [CONFIGURE ] PGR: Testing feature 25/29: add_tick_distribution [2025-09-28T04:50:34.721669] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_tick_distribution'] [2025-09-28T04:50:34.883429] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:35.040421] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:35.191976] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:35.348687] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:35.505544] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:35.659915] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:35.832042] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:35.984134] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:36.141198] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:36.294487] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:36.294775] [INFO ] [CONFIGURE ] PGR: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:50:36.294862] [INFO ] [CONFIGURE ] JOB ETA: 19.3m | Avg: 1.6s/test | Remaining: 737 tests [2025-09-28T04:50:36.294938] [INFO ] [CONFIGURE ] PGR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:50:36.295010] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_volume_momentum_confirmation'] [2025-09-28T04:50:36.450267] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:36.618310] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:36.777510] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:36.936922] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:37.098344] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:37.258067] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:37.430039] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:37.587827] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:37.741849] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:37.899031] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:37.899256] [INFO ] [CONFIGURE ] PGR: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:50:37.899351] [INFO ] [CONFIGURE ] JOB ETA: 19.2m | Avg: 1.6s/test | Remaining: 736 tests [2025-09-28T04:50:37.899428] [INFO ] [CONFIGURE ] PGR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:50:37.899591] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_volume_price_divergence'] [2025-09-28T04:50:38.063954] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:38.232249] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:38.399055] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:38.570979] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:38.740994] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:50:38.912893] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:39.087918] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:39.271488] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:39.443165] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:39.612605] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:39.612847] [INFO ] [CONFIGURE ] PGR: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:50:39.612937] [INFO ] [CONFIGURE ] JOB ETA: 19.2m | Avg: 1.6s/test | Remaining: 735 tests [2025-09-28T04:50:39.613014] [INFO ] [CONFIGURE ] PGR: Testing feature 28/29: add_volume_profile [2025-09-28T04:50:39.613090] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_volume_profile'] [2025-09-28T04:50:39.769340] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:39.918190] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:40.071696] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:40.223734] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:40.384956] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:50:40.546771] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:40.708958] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:40.873556] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:41.067120] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:41.260128] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:41.260376] [INFO ] [CONFIGURE ] PGR: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:50:41.260463] [INFO ] [CONFIGURE ] JOB ETA: 19.2m | Avg: 1.6s/test | Remaining: 734 tests [2025-09-28T04:50:41.260553] [INFO ] [CONFIGURE ] PGR: Testing feature 29/29: add_vwap [2025-09-28T04:50:41.260628] [INFO ] [CONFIGURE ] PGR: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_lag_shelf', 'add_vwap'] [2025-09-28T04:50:41.465298] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:41.650424] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:50:41.810206] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:50:41.969928] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:42.135457] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:50:42.294720] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:42.452070] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:50:42.618401] [DEBUG] [FORECASTER] PGR: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:50:42.781551] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:42.945512] [DEBUG] [FORECASTER] PGR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:50:42.945770] [INFO ] [CONFIGURE ] PGR: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:50:42.945855] [INFO ] [CONFIGURE ] JOB ETA: 19.2m | Avg: 1.6s/test | Remaining: 733 tests [2025-09-28T04:50:42.945961] [INFO ] [CONFIGURE ] PGR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:50:42.946038] [INFO ] [CONFIGURE ] PGR: Best accuracy: 80.00% [2025-09-28T04:50:42.946111] [INFO ] [CONFIGURE ] PGR: Best feature set (3 features): ['add_bollinger_bands', 'add_ema', 'add_lag_shelf'] [2025-09-28T04:50:42.946182] [INFO ] [CONFIGURE ] PGR: Improvement over baseline: 30.00% [2025-09-28T04:50:42.946249] [INFO ] [CONFIGURE ] PGR: Total time: 47.6 seconds [2025-09-28T04:50:42.946319] [INFO ] [CONFIGURE ] PGR: Average time per feature: 1.6 seconds [2025-09-28T04:50:42.946388] [INFO ] [CONFIGURE ] PGR: Average speed: 0.61 features/sec [2025-09-28T04:50:42.947621] [INFO ] [LOCAL ] Saved configuration for PGR: 3 features, 80.00% accuracy -> ./output/feature-sets/PGR.json [2025-09-28T04:50:42.947738] [INFO ] [CONFIGURE ] PGR: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:50:42.947873] [INFO ] [sig ] [111/135] Successfully configured PGR | 0.02 sym/s | Total: 1.4h | ETA: 18.5m [2025-09-28T04:50:42.947973] [INFO ] [sig ] [112/135] Configuring PHD... [2025-09-28T04:50:42.948090] [INFO ] [CONFIGURE ] PHD: Configurate test run. [2025-09-28T04:50:42.948221] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PHD' from 'https://tdm.silogroup.org/data/derivative_storage/PHD.csv'. [2025-09-28T04:50:43.067990] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PHD'. [2025-09-28T04:50:43.068629] [INFO ] [CONFIGURE ] PHD: Testing with 29 available features [2025-09-28T04:50:43.068733] [INFO ] [CONFIGURE ] PHD: Establishing baseline with no features... [2025-09-28T04:50:43.178607] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:43.296379] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:50:43.405209] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:43.517583] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:43.630555] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:50:43.752080] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:43.880510] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:43.999303] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:44.125064] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:44.241769] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:44.241963] [INFO ] [CONFIGURE ] PHD: Baseline score (no features): 50.00% [2025-09-28T04:50:44.242043] [INFO ] [CONFIGURE ] PHD: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:50:44.242115] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:50:44.368479] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:44.502386] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:50:44.631757] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:44.759510] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:50:44.884305] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:50:45.017081] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:50:45.146091] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:45.274176] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:45.402268] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:50:45.531077] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:45.531310] [INFO ] [CONFIGURE ] PHD: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T04:50:45.531396] [INFO ] [CONFIGURE ] JOB ETA: 19.1m | Avg: 1.6s/test | Remaining: 732 tests [2025-09-28T04:50:45.531476] [INFO ] [CONFIGURE ] PHD: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:50:45.531550] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:50:45.669200] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:45.808676] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:50:45.999124] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:50:46.180195] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:46.360682] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:50:46.547169] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:46.723580] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:46.901138] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:47.082285] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:47.254963] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:50:47.255149] [INFO ] [CONFIGURE ] PHD: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:50:47.255233] [INFO ] [CONFIGURE ] JOB ETA: 19.1m | Avg: 1.6s/test | Remaining: 731 tests [2025-09-28T04:50:47.255308] [INFO ] [CONFIGURE ] PHD: Testing feature 3/29: add_daily_returns [2025-09-28T04:50:47.255420] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_daily_returns'] [2025-09-28T04:50:47.375291] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:50:47.494349] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:50:47.608774] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:47.724969] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:50:47.840309] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:50:47.963615] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:48.080835] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:48.195347] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:48.312517] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:48.429666] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:48.429889] [INFO ] [CONFIGURE ] PHD: DISCARDED add_daily_returns (score: 40.00%) [2025-09-28T04:50:48.430000] [INFO ] [CONFIGURE ] JOB ETA: 19.1m | Avg: 1.6s/test | Remaining: 730 tests [2025-09-28T04:50:48.430079] [INFO ] [CONFIGURE ] PHD: Testing feature 4/29: add_ema [2025-09-28T04:50:48.430151] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema'] [2025-09-28T04:50:48.565169] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:48.691050] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:50:48.815844] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:48.943111] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:49.077171] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:50:49.206830] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:49.335367] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:49.479675] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:49.613288] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:49.759666] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:49.759900] [INFO ] [CONFIGURE ] PHD: KEPT add_ema (score: 60.00%) [2025-09-28T04:50:49.759985] [INFO ] [CONFIGURE ] JOB ETA: 19.0m | Avg: 1.6s/test | Remaining: 729 tests [2025-09-28T04:50:49.760062] [INFO ] [CONFIGURE ] PHD: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:50:49.760140] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:50:49.920920] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:50.079335] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:50:50.244228] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:50.402121] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:50:50.569834] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:50:50.735238] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:50.907487] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:51.073389] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:51.235693] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:50:51.397772] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:51.397990] [INFO ] [CONFIGURE ] PHD: DISCARDED add_exhaustion_signals (score: 20.00%) [2025-09-28T04:50:51.398078] [INFO ] [CONFIGURE ] JOB ETA: 19.0m | Avg: 1.6s/test | Remaining: 728 tests [2025-09-28T04:50:51.398164] [INFO ] [CONFIGURE ] PHD: Testing feature 6/29: add_failed_moves [2025-09-28T04:50:51.398247] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_failed_moves'] [2025-09-28T04:50:51.540457] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:51.682161] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:50:51.820714] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:51.958728] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:52.100966] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:50:52.242522] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:52.381972] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:52.517918] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:52.652735] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:52.791099] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:52.791293] [INFO ] [CONFIGURE ] PHD: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:50:52.791375] [INFO ] [CONFIGURE ] JOB ETA: 19.0m | Avg: 1.6s/test | Remaining: 727 tests [2025-09-28T04:50:52.791448] [INFO ] [CONFIGURE ] PHD: Testing feature 7/29: add_lag_shelf [2025-09-28T04:50:52.791551] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_lag_shelf'] [2025-09-28T04:50:52.916332] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:53.065514] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:50:53.198566] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:53.330866] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:53.463017] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:50:53.596531] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:53.741748] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:53.876263] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:54.014372] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:54.148527] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:54.148789] [INFO ] [CONFIGURE ] PHD: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:50:54.148874] [INFO ] [CONFIGURE ] JOB ETA: 19.0m | Avg: 1.6s/test | Remaining: 726 tests [2025-09-28T04:50:54.149027] [INFO ] [CONFIGURE ] PHD: Testing feature 8/29: add_macd [2025-09-28T04:50:54.149103] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:50:54.316752] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:54.517361] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:50:54.688554] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:54.865171] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:50:55.041417] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:50:55.215900] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:55.396057] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:55.572084] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:55.755664] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:50:55.935289] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:55.935619] [INFO ] [CONFIGURE ] PHD: DISCARDED add_macd (score: 30.00%) [2025-09-28T04:50:55.935776] [INFO ] [CONFIGURE ] JOB ETA: 18.9m | Avg: 1.6s/test | Remaining: 725 tests [2025-09-28T04:50:55.935859] [INFO ] [CONFIGURE ] PHD: Testing feature 9/29: add_mfi [2025-09-28T04:50:55.935949] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_mfi'] [2025-09-28T04:50:56.091771] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:56.239936] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:50:56.386536] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:56.541180] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:50:56.694748] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:50:56.850222] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:57.005381] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:57.160233] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:57.305804] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:57.456316] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:57.456531] [INFO ] [CONFIGURE ] PHD: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:50:57.456614] [INFO ] [CONFIGURE ] JOB ETA: 18.9m | Avg: 1.6s/test | Remaining: 724 tests [2025-09-28T04:50:57.456708] [INFO ] [CONFIGURE ] PHD: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:50:57.456877] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:50:57.609976] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:57.769309] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:50:57.933390] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:58.096966] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:50:58.261281] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:50:58.427108] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:50:58.589035] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:50:58.754930] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:50:58.922219] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:50:59.087698] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:50:59.087900] [INFO ] [CONFIGURE ] PHD: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T04:50:59.088001] [INFO ] [CONFIGURE ] JOB ETA: 18.9m | Avg: 1.6s/test | Remaining: 723 tests [2025-09-28T04:50:59.088091] [INFO ] [CONFIGURE ] PHD: Testing feature 11/29: add_obv_daily [2025-09-28T04:50:59.088185] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_daily'] [2025-09-28T04:50:59.224917] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:50:59.360717] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:50:59.497141] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:50:59.636573] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:50:59.778622] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:50:59.923430] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:00.069033] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:00.211736] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:51:00.351176] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:51:00.493037] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:00.493273] [INFO ] [CONFIGURE ] PHD: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:51:00.493380] [INFO ] [CONFIGURE ] JOB ETA: 18.9m | Avg: 1.6s/test | Remaining: 722 tests [2025-09-28T04:51:00.493470] [INFO ] [CONFIGURE ] PHD: Testing feature 12/29: add_obv_interval [2025-09-28T04:51:00.493559] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval'] [2025-09-28T04:51:00.625878] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:00.758107] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:00.890830] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:01.022349] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:01.154838] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:01.290702] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:01.433367] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:01.589450] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:01.738488] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:01.889171] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:01.889374] [INFO ] [CONFIGURE ] PHD: KEPT add_obv_interval (score: 90.00%) [2025-09-28T04:51:01.889472] [INFO ] [CONFIGURE ] JOB ETA: 18.8m | Avg: 1.6s/test | Remaining: 721 tests [2025-09-28T04:51:01.889570] [INFO ] [CONFIGURE ] PHD: Testing feature 13/29: add_opening_strength [2025-09-28T04:51:01.889768] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:51:02.051811] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:02.205510] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:51:02.364101] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:02.523024] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:02.677971] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:51:02.833395] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:02.994844] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:03.158621] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:03.321568] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:03.488145] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:03.488419] [INFO ] [CONFIGURE ] PHD: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:51:03.488507] [INFO ] [CONFIGURE ] JOB ETA: 18.8m | Avg: 1.6s/test | Remaining: 720 tests [2025-09-28T04:51:03.488597] [INFO ] [CONFIGURE ] PHD: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:51:03.488709] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_order_flow_imbalance'] [2025-09-28T04:51:03.651280] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:03.817784] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:51:03.981038] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:04.167089] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:04.335436] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:04.496145] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:04.661732] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:04.831957] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:04.995151] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:05.166722] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:51:05.167199] [INFO ] [CONFIGURE ] PHD: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:51:05.167296] [INFO ] [CONFIGURE ] JOB ETA: 18.8m | Avg: 1.6s/test | Remaining: 719 tests [2025-09-28T04:51:05.167431] [INFO ] [CONFIGURE ] PHD: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:51:05.167516] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_pbf_morning_momentum'] [2025-09-28T04:51:05.328025] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:05.464008] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:05.609184] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:05.747983] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:05.903965] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:06.049409] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:06.192989] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:06.340039] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:06.491544] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:06.639433] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:51:06.639748] [INFO ] [CONFIGURE ] PHD: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:51:06.639893] [INFO ] [CONFIGURE ] JOB ETA: 18.8m | Avg: 1.6s/test | Remaining: 718 tests [2025-09-28T04:51:06.639983] [INFO ] [CONFIGURE ] PHD: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:51:06.640074] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_pbf_overnight_gap'] [2025-09-28T04:51:06.797752] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:06.950155] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:51:07.108066] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:07.262267] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:07.420695] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:07.591130] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:07.763179] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:07.913869] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:08.076515] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:08.242111] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:51:08.242351] [INFO ] [CONFIGURE ] PHD: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:51:08.242475] [INFO ] [CONFIGURE ] JOB ETA: 18.7m | Avg: 1.6s/test | Remaining: 717 tests [2025-09-28T04:51:08.242583] [INFO ] [CONFIGURE ] PHD: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:51:08.242714] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_pbf_return_2d'] [2025-09-28T04:51:08.400457] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:08.568746] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:51:08.731889] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:08.889746] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:09.049247] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:09.206910] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:09.366791] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:09.522155] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:09.679582] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:09.843094] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:09.843308] [INFO ] [CONFIGURE ] PHD: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:51:09.843402] [INFO ] [CONFIGURE ] JOB ETA: 18.7m | Avg: 1.6s/test | Remaining: 716 tests [2025-09-28T04:51:09.843556] [INFO ] [CONFIGURE ] PHD: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:51:09.843633] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_pbf_volatility_5d'] [2025-09-28T04:51:09.988099] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:10.129012] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:10.265113] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:10.408621] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:10.546303] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:10.687930] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:10.827189] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:10.965613] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:11.103942] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:11.249594] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:11.249827] [INFO ] [CONFIGURE ] PHD: DISCARDED add_pbf_volatility_5d (score: 90.00%) [2025-09-28T04:51:11.249929] [INFO ] [CONFIGURE ] JOB ETA: 18.7m | Avg: 1.6s/test | Remaining: 715 tests [2025-09-28T04:51:11.250087] [INFO ] [CONFIGURE ] PHD: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:51:11.250163] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_pbf_vs_sma_5'] [2025-09-28T04:51:11.385489] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:11.522297] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:11.662807] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:11.803587] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:11.941099] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:12.083024] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:12.226436] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:12.369549] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:12.524479] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:12.663035] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:12.663258] [INFO ] [CONFIGURE ] PHD: DISCARDED add_pbf_vs_sma_5 (score: 90.00%) [2025-09-28T04:51:12.663341] [INFO ] [CONFIGURE ] JOB ETA: 18.7m | Avg: 1.6s/test | Remaining: 714 tests [2025-09-28T04:51:12.663524] [INFO ] [CONFIGURE ] PHD: Testing feature 20/29: add_price_rejection [2025-09-28T04:51:12.663601] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_price_rejection'] [2025-09-28T04:51:12.806799] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:12.954572] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:13.120041] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:13.276146] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:13.428253] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:13.582476] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:13.727752] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:13.874354] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:14.021330] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:14.167565] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:51:14.167822] [INFO ] [CONFIGURE ] PHD: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:51:14.167905] [INFO ] [CONFIGURE ] JOB ETA: 18.6m | Avg: 1.6s/test | Remaining: 713 tests [2025-09-28T04:51:14.167980] [INFO ] [CONFIGURE ] PHD: Testing feature 21/29: add_range_position [2025-09-28T04:51:14.168083] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_range_position'] [2025-09-28T04:51:14.335997] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:14.516556] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:14.681387] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:14.839113] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:14.995678] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:15.158846] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:15.319465] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:15.478821] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:15.653770] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:15.820495] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:51:15.820763] [INFO ] [CONFIGURE ] PHD: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:51:15.820979] [INFO ] [CONFIGURE ] JOB ETA: 18.6m | Avg: 1.6s/test | Remaining: 712 tests [2025-09-28T04:51:15.821064] [INFO ] [CONFIGURE ] PHD: Testing feature 22/29: add_realized_volatility [2025-09-28T04:51:15.821155] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_realized_volatility'] [2025-09-28T04:51:16.004317] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:16.187775] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:16.364216] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:16.543247] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:16.729122] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:16.920837] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:17.121195] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:17.319046] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:17.509844] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:17.696394] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:17.696774] [INFO ] [CONFIGURE ] PHD: DISCARDED add_realized_volatility (score: 90.00%) [2025-09-28T04:51:17.696896] [INFO ] [CONFIGURE ] JOB ETA: 18.6m | Avg: 1.6s/test | Remaining: 711 tests [2025-09-28T04:51:17.697038] [INFO ] [CONFIGURE ] PHD: Testing feature 23/29: add_recent_range_context [2025-09-28T04:51:17.697119] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_recent_range_context'] [2025-09-28T04:51:17.877386] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:18.026378] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:18.173282] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:18.321773] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:18.470501] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:18.621134] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:18.769815] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:18.928604] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:19.093989] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:19.248956] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:19.249206] [INFO ] [CONFIGURE ] PHD: KEPT add_recent_range_context (score: 100.00%) [2025-09-28T04:51:19.249317] [INFO ] [CONFIGURE ] JOB ETA: 18.5m | Avg: 1.6s/test | Remaining: 710 tests [2025-09-28T04:51:19.249410] [INFO ] [CONFIGURE ] PHD: Testing feature 24/29: add_rsi [2025-09-28T04:51:19.249496] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_recent_range_context', 'add_rsi'] [2025-09-28T04:51:19.410587] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:19.568117] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:19.731603] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:19.895436] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:20.063620] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:20.229564] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:20.396190] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:20.559527] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:20.733824] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:20.892522] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:20.892772] [INFO ] [CONFIGURE ] PHD: DISCARDED add_rsi (score: 80.00%) [2025-09-28T04:51:20.892855] [INFO ] [CONFIGURE ] JOB ETA: 18.5m | Avg: 1.6s/test | Remaining: 709 tests [2025-09-28T04:51:20.893016] [INFO ] [CONFIGURE ] PHD: Testing feature 25/29: add_tick_distribution [2025-09-28T04:51:20.893089] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_recent_range_context', 'add_tick_distribution'] [2025-09-28T04:51:21.046058] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:21.229987] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:21.430261] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:21.632663] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:21.838939] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:22.041962] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:22.219711] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:22.385759] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:22.550523] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:22.712279] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:22.712489] [INFO ] [CONFIGURE ] PHD: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T04:51:22.712616] [INFO ] [CONFIGURE ] JOB ETA: 18.5m | Avg: 1.6s/test | Remaining: 708 tests [2025-09-28T04:51:22.712814] [INFO ] [CONFIGURE ] PHD: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:51:22.712887] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_recent_range_context', 'add_volume_momentum_confirmation'] [2025-09-28T04:51:22.866928] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:23.023120] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:23.183271] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:23.346951] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:23.509701] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:23.671770] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:23.842817] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:24.009786] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:24.180108] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:24.350239] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:51:24.350479] [INFO ] [CONFIGURE ] PHD: DISCARDED add_volume_momentum_confirmation (score: 90.00%) [2025-09-28T04:51:24.350563] [INFO ] [CONFIGURE ] JOB ETA: 18.5m | Avg: 1.6s/test | Remaining: 707 tests [2025-09-28T04:51:24.350725] [INFO ] [CONFIGURE ] PHD: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:51:24.350807] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_recent_range_context', 'add_volume_price_divergence'] [2025-09-28T04:51:24.527026] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:24.703981] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:24.882729] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:25.060014] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:25.233496] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:25.405545] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:25.579019] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:25.748627] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:25.921402] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:51:26.093813] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:51:26.094028] [INFO ] [CONFIGURE ] PHD: DISCARDED add_volume_price_divergence (score: 90.00%) [2025-09-28T04:51:26.094136] [INFO ] [CONFIGURE ] JOB ETA: 18.4m | Avg: 1.6s/test | Remaining: 706 tests [2025-09-28T04:51:26.094227] [INFO ] [CONFIGURE ] PHD: Testing feature 28/29: add_volume_profile [2025-09-28T04:51:26.094312] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_recent_range_context', 'add_volume_profile'] [2025-09-28T04:51:26.252556] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:26.426333] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:51:26.645606] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:26.815486] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:26.978868] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:27.142381] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:27.320839] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:27.542823] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:27.765302] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:51:27.963415] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:27.963723] [INFO ] [CONFIGURE ] PHD: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:51:27.963841] [INFO ] [CONFIGURE ] JOB ETA: 18.4m | Avg: 1.6s/test | Remaining: 705 tests [2025-09-28T04:51:27.963952] [INFO ] [CONFIGURE ] PHD: Testing feature 29/29: add_vwap [2025-09-28T04:51:27.964051] [INFO ] [CONFIGURE ] PHD: Testing with features: ['add_ema', 'add_obv_interval', 'add_recent_range_context', 'add_vwap'] [2025-09-28T04:51:28.175867] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:51:28.362788] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:51:28.526132] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:28.692801] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:51:28.864120] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:51:29.036399] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:29.210827] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:29.375958] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:51:29.546013] [DEBUG] [FORECASTER] PHD: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:51:29.718360] [DEBUG] [FORECASTER] PHD: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:51:29.718593] [INFO ] [CONFIGURE ] PHD: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:51:29.718701] [INFO ] [CONFIGURE ] JOB ETA: 18.4m | Avg: 1.6s/test | Remaining: 704 tests [2025-09-28T04:51:29.718832] [INFO ] [CONFIGURE ] PHD: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:51:29.718908] [INFO ] [CONFIGURE ] PHD: Best accuracy: 100.00% [2025-09-28T04:51:29.718981] [INFO ] [CONFIGURE ] PHD: Best feature set (3 features): ['add_ema', 'add_obv_interval', 'add_recent_range_context'] [2025-09-28T04:51:29.719051] [INFO ] [CONFIGURE ] PHD: Improvement over baseline: 50.00% [2025-09-28T04:51:29.719120] [INFO ] [CONFIGURE ] PHD: Total time: 45.5 seconds [2025-09-28T04:51:29.719189] [INFO ] [CONFIGURE ] PHD: Average time per feature: 1.6 seconds [2025-09-28T04:51:29.719259] [INFO ] [CONFIGURE ] PHD: Average speed: 0.64 features/sec [2025-09-28T04:51:29.720533] [INFO ] [LOCAL ] Saved configuration for PHD: 3 features, 100.00% accuracy -> ./output/feature-sets/PHD.json [2025-09-28T04:51:29.720632] [INFO ] [CONFIGURE ] PHD: Configuration saved successfully: 3 features, 100.00% accuracy. [2025-09-28T04:51:29.720807] [INFO ] [sig ] [112/135] Successfully configured PHD | 0.02 sym/s | Total: 1.4h | ETA: 17.7m [2025-09-28T04:51:29.720916] [INFO ] [sig ] [113/135] Configuring PHM... [2025-09-28T04:51:29.721012] [INFO ] [CONFIGURE ] PHM: Configurate test run. [2025-09-28T04:51:29.721135] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PHM' from 'https://tdm.silogroup.org/data/derivative_storage/PHM.csv'. [2025-09-28T04:51:29.754356] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PHM'. [2025-09-28T04:51:29.755049] [INFO ] [CONFIGURE ] PHM: Testing with 29 available features [2025-09-28T04:51:29.755159] [INFO ] [CONFIGURE ] PHM: Establishing baseline with no features... [2025-09-28T04:51:29.866931] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:29.975746] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:51:30.085247] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:30.194716] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:30.310174] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:30.422335] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:30.532681] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:30.646406] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:51:30.767490] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:51:30.881250] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:30.881481] [INFO ] [CONFIGURE ] PHM: Baseline score (no features): 40.00% [2025-09-28T04:51:30.881602] [INFO ] [CONFIGURE ] PHM: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:51:30.881781] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:51:31.006363] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:31.131174] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:31.261188] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:31.391572] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:51:31.517793] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:31.643592] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:31.784080] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:31.928095] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:51:32.053261] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:32.177210] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:32.177428] [INFO ] [CONFIGURE ] PHM: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T04:51:32.177508] [INFO ] [CONFIGURE ] JOB ETA: 18.4m | Avg: 1.6s/test | Remaining: 703 tests [2025-09-28T04:51:32.177581] [INFO ] [CONFIGURE ] PHM: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:51:32.177677] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:51:32.315623] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:32.458099] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:32.604331] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:32.754096] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:32.897515] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:51:33.039515] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:33.189896] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:33.334982] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:33.480012] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:33.632305] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:33.632517] [INFO ] [CONFIGURE ] PHM: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:51:33.632599] [INFO ] [CONFIGURE ] JOB ETA: 18.3m | Avg: 1.6s/test | Remaining: 702 tests [2025-09-28T04:51:33.632782] [INFO ] [CONFIGURE ] PHM: Testing feature 3/29: add_daily_returns [2025-09-28T04:51:33.632869] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:51:33.764192] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:33.893102] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:34.022142] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:34.148104] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:34.281374] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:34.431846] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:51:34.563369] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:34.691673] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:51:34.829058] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:34.960659] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:34.960858] [INFO ] [CONFIGURE ] PHM: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:51:34.960954] [INFO ] [CONFIGURE ] JOB ETA: 18.3m | Avg: 1.6s/test | Remaining: 701 tests [2025-09-28T04:51:34.961078] [INFO ] [CONFIGURE ] PHM: Testing feature 4/29: add_ema [2025-09-28T04:51:34.961165] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:51:35.099138] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:35.235355] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:35.371276] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:35.504158] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:35.636957] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:51:35.774199] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:35.916871] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:36.066932] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:36.209541] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:51:36.348546] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:51:36.348776] [INFO ] [CONFIGURE ] PHM: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:51:36.348904] [INFO ] [CONFIGURE ] JOB ETA: 18.3m | Avg: 1.6s/test | Remaining: 700 tests [2025-09-28T04:51:36.348982] [INFO ] [CONFIGURE ] PHM: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:51:36.349057] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:51:36.498613] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:36.647809] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:36.798789] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:36.949932] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:37.104030] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:37.264858] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:37.433218] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:37.591484] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:37.749310] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:37.900821] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:37.901031] [INFO ] [CONFIGURE ] PHM: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:51:37.901112] [INFO ] [CONFIGURE ] JOB ETA: 18.3m | Avg: 1.6s/test | Remaining: 699 tests [2025-09-28T04:51:37.901188] [INFO ] [CONFIGURE ] PHM: Testing feature 6/29: add_failed_moves [2025-09-28T04:51:37.901265] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:51:38.028776] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:38.159752] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:38.293626] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:38.442773] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:51:38.609979] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:38.768606] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:38.953029] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:39.131003] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:51:39.312176] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:39.495738] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:39.496757] [INFO ] [CONFIGURE ] PHM: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T04:51:39.496892] [INFO ] [CONFIGURE ] JOB ETA: 18.2m | Avg: 1.6s/test | Remaining: 698 tests [2025-09-28T04:51:39.496984] [INFO ] [CONFIGURE ] PHM: Testing feature 7/29: add_lag_shelf [2025-09-28T04:51:39.497088] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:51:39.650833] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:39.780046] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:39.909092] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:40.036583] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:40.175194] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:40.302693] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:40.439186] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:40.585869] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:51:40.715096] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:51:40.841787] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:40.842031] [INFO ] [CONFIGURE ] PHM: DISCARDED add_lag_shelf (score: 30.00%) [2025-09-28T04:51:40.842115] [INFO ] [CONFIGURE ] JOB ETA: 18.2m | Avg: 1.6s/test | Remaining: 697 tests [2025-09-28T04:51:40.842267] [INFO ] [CONFIGURE ] PHM: Testing feature 8/29: add_macd [2025-09-28T04:51:40.842344] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:51:41.002244] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:41.167225] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:41.334894] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:41.494303] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:41.656956] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:41.824826] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:41.988202] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:42.159216] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:42.329548] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:51:42.498693] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:42.498905] [INFO ] [CONFIGURE ] PHM: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:51:42.498987] [INFO ] [CONFIGURE ] JOB ETA: 18.2m | Avg: 1.6s/test | Remaining: 696 tests [2025-09-28T04:51:42.499063] [INFO ] [CONFIGURE ] PHM: Testing feature 9/29: add_mfi [2025-09-28T04:51:42.499137] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:51:42.642576] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:42.790687] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:42.937786] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:43.085412] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:51:43.239046] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:43.387516] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:43.540593] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:43.708615] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:51:43.892971] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:44.070536] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:44.070851] [INFO ] [CONFIGURE ] PHM: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:51:44.070945] [INFO ] [CONFIGURE ] JOB ETA: 18.2m | Avg: 1.6s/test | Remaining: 695 tests [2025-09-28T04:51:44.071063] [INFO ] [CONFIGURE ] PHM: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:51:44.071140] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:51:44.266396] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:44.426813] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:44.588333] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:51:44.752169] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:44.910985] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:45.069766] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:45.229897] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:45.390272] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:45.553288] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:51:45.714227] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:45.714433] [INFO ] [CONFIGURE ] PHM: DISCARDED add_momentum_acceleration (score: 30.00%) [2025-09-28T04:51:45.714517] [INFO ] [CONFIGURE ] JOB ETA: 18.1m | Avg: 1.6s/test | Remaining: 694 tests [2025-09-28T04:51:45.714594] [INFO ] [CONFIGURE ] PHM: Testing feature 11/29: add_obv_daily [2025-09-28T04:51:45.714694] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:51:45.846525] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:45.983876] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:46.120628] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:46.263199] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:46.414629] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:46.553292] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:46.690627] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:46.828273] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:51:46.966518] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:47.106249] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:47.106495] [INFO ] [CONFIGURE ] PHM: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T04:51:47.106579] [INFO ] [CONFIGURE ] JOB ETA: 18.1m | Avg: 1.6s/test | Remaining: 693 tests [2025-09-28T04:51:47.106634] [INFO ] [CONFIGURE ] PHM: Testing feature 12/29: add_obv_interval [2025-09-28T04:51:47.106731] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:51:47.239229] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:47.362315] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:47.489768] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:47.619439] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:47.753356] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:47.889103] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:48.026335] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:48.157285] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:48.290066] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:48.420798] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:48.421014] [INFO ] [CONFIGURE ] PHM: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T04:51:48.421093] [INFO ] [CONFIGURE ] JOB ETA: 18.1m | Avg: 1.6s/test | Remaining: 692 tests [2025-09-28T04:51:48.421167] [INFO ] [CONFIGURE ] PHM: Testing feature 13/29: add_opening_strength [2025-09-28T04:51:48.421239] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:51:48.552962] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:48.686775] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:51:48.820400] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:48.959047] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:49.107902] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:49.261902] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:49.415224] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:49.568513] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:49.709598] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:49.847867] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:51:49.848051] [INFO ] [CONFIGURE ] PHM: KEPT add_opening_strength (score: 60.00%) [2025-09-28T04:51:49.848130] [INFO ] [CONFIGURE ] JOB ETA: 18.1m | Avg: 1.6s/test | Remaining: 691 tests [2025-09-28T04:51:49.848206] [INFO ] [CONFIGURE ] PHM: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:51:49.848279] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_order_flow_imbalance'] [2025-09-28T04:51:50.053699] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:50.225569] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:50.388444] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:50.548019] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:50.710598] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:50.873632] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:51.040383] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:51.204538] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:51.368719] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:51.530932] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:51.531141] [INFO ] [CONFIGURE ] PHM: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:51:51.531221] [INFO ] [CONFIGURE ] JOB ETA: 18.0m | Avg: 1.6s/test | Remaining: 690 tests [2025-09-28T04:51:51.531278] [INFO ] [CONFIGURE ] PHM: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:51:51.531344] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_pbf_morning_momentum'] [2025-09-28T04:51:51.672414] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:51.814445] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:51.960666] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:52.106988] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:52.261415] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:52.408712] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:52.559834] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:52.705952] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:52.852530] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:53.002219] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:53.002432] [INFO ] [CONFIGURE ] PHM: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:51:53.002513] [INFO ] [CONFIGURE ] JOB ETA: 18.0m | Avg: 1.6s/test | Remaining: 689 tests [2025-09-28T04:51:53.002692] [INFO ] [CONFIGURE ] PHM: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:51:53.002769] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_pbf_overnight_gap'] [2025-09-28T04:51:53.156880] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:53.311199] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:53.464553] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:53.622180] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:53.779023] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:53.935494] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:54.089738] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:54.246683] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:54.405069] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:54.557994] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:51:54.558215] [INFO ] [CONFIGURE ] PHM: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T04:51:54.558298] [INFO ] [CONFIGURE ] JOB ETA: 18.0m | Avg: 1.6s/test | Remaining: 688 tests [2025-09-28T04:51:54.558440] [INFO ] [CONFIGURE ] PHM: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:51:54.558495] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_pbf_return_2d'] [2025-09-28T04:51:54.709440] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:54.863125] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:51:55.017020] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:55.175267] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:55.336397] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:51:55.503588] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:55.686171] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:55.846709] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:56.030113] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:56.186822] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:51:56.187120] [INFO ] [CONFIGURE ] PHM: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:51:56.187234] [INFO ] [CONFIGURE ] JOB ETA: 17.9m | Avg: 1.6s/test | Remaining: 687 tests [2025-09-28T04:51:56.187331] [INFO ] [CONFIGURE ] PHM: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:51:56.187420] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_pbf_volatility_5d'] [2025-09-28T04:51:56.332086] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:56.476074] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:51:56.621035] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:56.765479] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:56.916479] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:57.065285] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:57.220317] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:51:57.365634] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:57.515367] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:51:57.665920] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:51:57.666152] [INFO ] [CONFIGURE ] PHM: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:51:57.666237] [INFO ] [CONFIGURE ] JOB ETA: 17.9m | Avg: 1.6s/test | Remaining: 686 tests [2025-09-28T04:51:57.666388] [INFO ] [CONFIGURE ] PHM: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:51:57.666476] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_pbf_vs_sma_5'] [2025-09-28T04:51:57.811288] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:57.955351] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:51:58.102373] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:58.246710] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:58.390259] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:51:58.537354] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:51:58.683203] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:51:58.830132] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:51:58.974214] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:51:59.127211] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:51:59.127418] [INFO ] [CONFIGURE ] PHM: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:51:59.127500] [INFO ] [CONFIGURE ] JOB ETA: 17.9m | Avg: 1.6s/test | Remaining: 685 tests [2025-09-28T04:51:59.127700] [INFO ] [CONFIGURE ] PHM: Testing feature 20/29: add_price_rejection [2025-09-28T04:51:59.127776] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_price_rejection'] [2025-09-28T04:51:59.280885] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:51:59.450169] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:51:59.607484] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:51:59.763517] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:51:59.918895] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:52:00.074574] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:00.236137] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:00.407273] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:52:00.622844] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:52:00.840832] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:52:00.841102] [INFO ] [CONFIGURE ] PHM: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:52:00.841212] [INFO ] [CONFIGURE ] JOB ETA: 17.9m | Avg: 1.6s/test | Remaining: 684 tests [2025-09-28T04:52:00.841305] [INFO ] [CONFIGURE ] PHM: Testing feature 21/29: add_range_position [2025-09-28T04:52:00.841397] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position'] [2025-09-28T04:52:01.014719] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:01.182338] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:01.353062] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:01.518930] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:01.693822] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:52:01.868832] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:02.040795] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:02.215227] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:02.393144] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:52:02.563776] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:52:02.564013] [INFO ] [CONFIGURE ] PHM: KEPT add_range_position (score: 70.00%) [2025-09-28T04:52:02.564123] [INFO ] [CONFIGURE ] JOB ETA: 17.8m | Avg: 1.6s/test | Remaining: 683 tests [2025-09-28T04:52:02.564213] [INFO ] [CONFIGURE ] PHM: Testing feature 22/29: add_realized_volatility [2025-09-28T04:52:02.564299] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position', 'add_realized_volatility'] [2025-09-28T04:52:02.765730] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:02.985739] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:03.190887] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:03.395484] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:03.605087] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:52:03.807401] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:04.010906] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:04.225199] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:04.444260] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:04.662053] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:52:04.662301] [INFO ] [CONFIGURE ] PHM: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:52:04.662413] [INFO ] [CONFIGURE ] JOB ETA: 17.8m | Avg: 1.6s/test | Remaining: 682 tests [2025-09-28T04:52:04.662516] [INFO ] [CONFIGURE ] PHM: Testing feature 23/29: add_recent_range_context [2025-09-28T04:52:04.662614] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position', 'add_recent_range_context'] [2025-09-28T04:52:04.849595] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:05.023348] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:05.201817] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:05.383842] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:05.575682] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:52:05.759759] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:05.945316] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:06.120294] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:06.300697] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:52:06.484827] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:52:06.485056] [INFO ] [CONFIGURE ] PHM: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:52:06.485223] [INFO ] [CONFIGURE ] JOB ETA: 17.8m | Avg: 1.6s/test | Remaining: 681 tests [2025-09-28T04:52:06.485334] [INFO ] [CONFIGURE ] PHM: Testing feature 24/29: add_rsi [2025-09-28T04:52:06.485426] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position', 'add_ema', 'add_rsi'] [2025-09-28T04:52:06.675822] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:06.863833] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:52:07.056474] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:07.245592] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:07.433437] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:52:07.642435] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:07.858151] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:08.072286] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:08.275571] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:08.472732] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:52:08.472967] [INFO ] [CONFIGURE ] PHM: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:52:08.473047] [INFO ] [CONFIGURE ] JOB ETA: 17.8m | Avg: 1.6s/test | Remaining: 680 tests [2025-09-28T04:52:08.473125] [INFO ] [CONFIGURE ] PHM: Testing feature 25/29: add_tick_distribution [2025-09-28T04:52:08.473200] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position', 'add_tick_distribution'] [2025-09-28T04:52:08.644403] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:08.815101] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:08.993311] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:09.175088] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:09.353451] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:52:09.526889] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:09.699691] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:09.874309] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:52:10.058943] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:52:10.244326] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:52:10.244541] [INFO ] [CONFIGURE ] PHM: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:52:10.244620] [INFO ] [CONFIGURE ] JOB ETA: 17.7m | Avg: 1.6s/test | Remaining: 679 tests [2025-09-28T04:52:10.244719] [INFO ] [CONFIGURE ] PHM: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:52:10.244792] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position', 'add_volume_momentum_confirmation'] [2025-09-28T04:52:10.420389] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:10.596446] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:52:10.776780] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:10.954954] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:11.142017] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:52:11.329179] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:11.521160] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:11.728841] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:11.931154] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:52:12.127273] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:52:12.127514] [INFO ] [CONFIGURE ] PHM: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:52:12.127616] [INFO ] [CONFIGURE ] JOB ETA: 17.7m | Avg: 1.6s/test | Remaining: 678 tests [2025-09-28T04:52:12.127743] [INFO ] [CONFIGURE ] PHM: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:52:12.127858] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position', 'add_volume_price_divergence'] [2025-09-28T04:52:12.323875] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:12.527360] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:12.740171] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:12.938814] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:13.142890] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:52:13.343280] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:13.544978] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:13.759312] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:13.961114] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:52:14.165397] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:52:14.166136] [INFO ] [CONFIGURE ] PHM: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:52:14.166258] [INFO ] [CONFIGURE ] JOB ETA: 17.7m | Avg: 1.6s/test | Remaining: 677 tests [2025-09-28T04:52:14.166367] [INFO ] [CONFIGURE ] PHM: Testing feature 28/29: add_volume_profile [2025-09-28T04:52:14.166460] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position', 'add_volume_profile'] [2025-09-28T04:52:14.359761] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:14.549056] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:14.753708] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:14.945347] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:15.137880] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:52:15.335623] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:15.531703] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:15.740768] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:15.966200] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:52:16.162210] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:52:16.162434] [INFO ] [CONFIGURE ] PHM: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:52:16.162530] [INFO ] [CONFIGURE ] JOB ETA: 17.7m | Avg: 1.6s/test | Remaining: 676 tests [2025-09-28T04:52:16.162664] [INFO ] [CONFIGURE ] PHM: Testing feature 29/29: add_vwap [2025-09-28T04:52:16.162763] [INFO ] [CONFIGURE ] PHM: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position', 'add_vwap'] [2025-09-28T04:52:16.362930] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:16.559169] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:16.759882] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:16.955057] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:17.151090] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:52:17.356754] [DEBUG] [FORECASTER] PHM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:17.579631] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:17.765229] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:17.951116] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:52:18.134897] [DEBUG] [FORECASTER] PHM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:52:18.135105] [INFO ] [CONFIGURE ] PHM: KEPT add_vwap (score: 80.00%) [2025-09-28T04:52:18.135187] [INFO ] [CONFIGURE ] JOB ETA: 17.6m | Avg: 1.6s/test | Remaining: 675 tests [2025-09-28T04:52:18.135306] [INFO ] [CONFIGURE ] PHM: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:52:18.135384] [INFO ] [CONFIGURE ] PHM: Best accuracy: 80.00% [2025-09-28T04:52:18.135458] [INFO ] [CONFIGURE ] PHM: Best feature set (5 features): ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength', 'add_range_position', 'add_vwap'] [2025-09-28T04:52:18.135529] [INFO ] [CONFIGURE ] PHM: Improvement over baseline: 40.00% [2025-09-28T04:52:18.135597] [INFO ] [CONFIGURE ] PHM: Total time: 47.3 seconds [2025-09-28T04:52:18.135693] [INFO ] [CONFIGURE ] PHM: Average time per feature: 1.6 seconds [2025-09-28T04:52:18.135783] [INFO ] [CONFIGURE ] PHM: Average speed: 0.61 features/sec [2025-09-28T04:52:18.137249] [INFO ] [LOCAL ] Saved configuration for PHM: 5 features, 80.00% accuracy -> ./output/feature-sets/PHM.json [2025-09-28T04:52:18.137348] [INFO ] [CONFIGURE ] PHM: Configuration saved successfully: 5 features, 80.00% accuracy. [2025-09-28T04:52:18.137499] [INFO ] [sig ] [113/135] Successfully configured PHM | 0.02 sym/s | Total: 1.5h | ETA: 17.0m [2025-09-28T04:52:18.137609] [INFO ] [sig ] [114/135] Configuring PM... [2025-09-28T04:52:18.137728] [INFO ] [CONFIGURE ] PM: Configurate test run. [2025-09-28T04:52:18.137878] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PM' from 'https://tdm.silogroup.org/data/derivative_storage/PM.csv'. [2025-09-28T04:52:18.357666] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PM'. [2025-09-28T04:52:18.358240] [INFO ] [CONFIGURE ] PM: Testing with 29 available features [2025-09-28T04:52:18.358320] [INFO ] [CONFIGURE ] PM: Establishing baseline with no features... [2025-09-28T04:52:18.472336] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:18.582899] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:18.692560] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:18.804761] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:18.923219] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:19.039065] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:19.149438] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:19.260446] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:52:19.374491] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:52:19.492454] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:19.492683] [INFO ] [CONFIGURE ] PM: Baseline score (no features): 40.00% [2025-09-28T04:52:19.492781] [INFO ] [CONFIGURE ] PM: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:52:19.492859] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:52:19.617232] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:19.739237] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:19.862260] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:19.990720] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:20.113184] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:20.235326] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:20.360634] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:20.490423] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:20.619787] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:20.747910] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:20.748108] [INFO ] [CONFIGURE ] PM: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T04:52:20.748190] [INFO ] [CONFIGURE ] JOB ETA: 17.6m | Avg: 1.6s/test | Remaining: 674 tests [2025-09-28T04:52:20.748340] [INFO ] [CONFIGURE ] PM: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:52:20.748413] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:52:20.876675] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:21.008496] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:21.137225] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:21.264696] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:21.393011] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:21.527460] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:21.655682] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:21.786237] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:52:21.917141] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:22.052462] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:22.052743] [INFO ] [CONFIGURE ] PM: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:52:22.052833] [INFO ] [CONFIGURE ] JOB ETA: 17.6m | Avg: 1.6s/test | Remaining: 673 tests [2025-09-28T04:52:22.052910] [INFO ] [CONFIGURE ] PM: Testing feature 3/29: add_daily_returns [2025-09-28T04:52:22.053026] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns'] [2025-09-28T04:52:22.162901] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:22.274541] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:22.383173] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:22.498326] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:22.632260] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:22.751054] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:22.865511] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:22.983916] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:23.105137] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:23.222414] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:23.222610] [INFO ] [CONFIGURE ] PM: KEPT add_daily_returns (score: 60.00%) [2025-09-28T04:52:23.222715] [INFO ] [CONFIGURE ] JOB ETA: 17.6m | Avg: 1.6s/test | Remaining: 672 tests [2025-09-28T04:52:23.222791] [INFO ] [CONFIGURE ] PM: Testing feature 4/29: add_ema [2025-09-28T04:52:23.222865] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T04:52:23.356489] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:23.494193] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:23.636041] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:23.769232] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:23.902441] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:24.038990] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:24.178209] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:24.314631] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:24.450510] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:24.589593] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:24.589844] [INFO ] [CONFIGURE ] PM: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:52:24.589963] [INFO ] [CONFIGURE ] JOB ETA: 17.5m | Avg: 1.6s/test | Remaining: 671 tests [2025-09-28T04:52:24.590056] [INFO ] [CONFIGURE ] PM: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:52:24.590131] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:52:24.731755] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:24.872916] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:25.014451] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:25.167487] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:25.314309] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:25.458148] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:25.605899] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:25.760007] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:25.910388] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:26.068366] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:26.068622] [INFO ] [CONFIGURE ] PM: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:52:26.068729] [INFO ] [CONFIGURE ] JOB ETA: 17.5m | Avg: 1.6s/test | Remaining: 670 tests [2025-09-28T04:52:26.068900] [INFO ] [CONFIGURE ] PM: Testing feature 6/29: add_failed_moves [2025-09-28T04:52:26.068978] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T04:52:26.207700] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:26.332740] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:26.457378] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:26.579271] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:26.707382] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:26.831255] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:26.953050] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:27.075777] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:27.199068] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:27.324478] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:27.324682] [INFO ] [CONFIGURE ] PM: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:52:27.324767] [INFO ] [CONFIGURE ] JOB ETA: 17.5m | Avg: 1.6s/test | Remaining: 669 tests [2025-09-28T04:52:27.324858] [INFO ] [CONFIGURE ] PM: Testing feature 7/29: add_lag_shelf [2025-09-28T04:52:27.324954] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:52:27.446865] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:27.558042] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:27.667579] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:27.779079] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:27.889191] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:28.008252] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:28.124204] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:28.237944] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:28.357213] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:28.478156] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:28.478495] [INFO ] [CONFIGURE ] PM: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:52:28.478581] [INFO ] [CONFIGURE ] JOB ETA: 17.5m | Avg: 1.6s/test | Remaining: 668 tests [2025-09-28T04:52:28.478707] [INFO ] [CONFIGURE ] PM: Testing feature 8/29: add_macd [2025-09-28T04:52:28.478794] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:52:28.640681] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:28.798070] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:28.957549] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:29.110747] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:29.269949] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:29.431565] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:29.593812] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:29.752751] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:29.908149] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:30.061108] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:30.061304] [INFO ] [CONFIGURE ] PM: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:52:30.061401] [INFO ] [CONFIGURE ] JOB ETA: 17.4m | Avg: 1.6s/test | Remaining: 667 tests [2025-09-28T04:52:30.061488] [INFO ] [CONFIGURE ] PM: Testing feature 9/29: add_mfi [2025-09-28T04:52:30.061574] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T04:52:30.185091] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:30.309985] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:30.437781] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:30.565677] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:30.695040] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:30.829981] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:31.002308] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:31.171162] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:31.339366] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:31.477017] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:31.477213] [INFO ] [CONFIGURE ] PM: DISCARDED add_mfi (score: 50.00%) [2025-09-28T04:52:31.477313] [INFO ] [CONFIGURE ] JOB ETA: 17.4m | Avg: 1.6s/test | Remaining: 666 tests [2025-09-28T04:52:31.477402] [INFO ] [CONFIGURE ] PM: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:52:31.477487] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:52:31.625692] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:31.774086] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:31.913850] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:32.051622] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:32.194626] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:32.344581] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:32.498274] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:32.679664] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:32.870554] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:33.079844] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:33.080084] [INFO ] [CONFIGURE ] PM: DISCARDED add_momentum_acceleration (score: 30.00%) [2025-09-28T04:52:33.080168] [INFO ] [CONFIGURE ] JOB ETA: 17.4m | Avg: 1.6s/test | Remaining: 665 tests [2025-09-28T04:52:33.080246] [INFO ] [CONFIGURE ] PM: Testing feature 11/29: add_obv_daily [2025-09-28T04:52:33.080321] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T04:52:33.230467] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:33.412089] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:33.553113] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:33.694977] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:33.828159] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:33.952885] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:34.085315] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:34.212862] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:34.352201] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:34.483165] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:34.483365] [INFO ] [CONFIGURE ] PM: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:52:34.483465] [INFO ] [CONFIGURE ] JOB ETA: 17.3m | Avg: 1.6s/test | Remaining: 664 tests [2025-09-28T04:52:34.483562] [INFO ] [CONFIGURE ] PM: Testing feature 12/29: add_obv_interval [2025-09-28T04:52:34.483680] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T04:52:34.619290] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:34.743609] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:34.868434] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:34.990957] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:35.118792] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:35.263638] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:35.382316] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:35.506233] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:35.649216] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:35.773797] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:35.774121] [INFO ] [CONFIGURE ] PM: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T04:52:35.774215] [INFO ] [CONFIGURE ] JOB ETA: 17.3m | Avg: 1.6s/test | Remaining: 663 tests [2025-09-28T04:52:35.774332] [INFO ] [CONFIGURE ] PM: Testing feature 13/29: add_opening_strength [2025-09-28T04:52:35.774412] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:52:35.902848] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:36.032788] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:36.163744] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:36.289071] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:36.417687] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:36.549349] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:36.683713] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:36.814352] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:36.952391] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:37.088596] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:37.088837] [INFO ] [CONFIGURE ] PM: DISCARDED add_opening_strength (score: 30.00%) [2025-09-28T04:52:37.088996] [INFO ] [CONFIGURE ] JOB ETA: 17.3m | Avg: 1.6s/test | Remaining: 662 tests [2025-09-28T04:52:37.089077] [INFO ] [CONFIGURE ] PM: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:52:37.089152] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:52:37.226238] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:37.364959] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:37.505126] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:37.648220] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:37.785719] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:37.928106] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:38.071567] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:38.214301] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:38.350841] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:38.496839] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:38.497117] [INFO ] [CONFIGURE ] PM: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T04:52:38.497199] [INFO ] [CONFIGURE ] JOB ETA: 17.3m | Avg: 1.6s/test | Remaining: 661 tests [2025-09-28T04:52:38.497356] [INFO ] [CONFIGURE ] PM: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:52:38.497429] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:52:38.631804] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:38.758518] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:38.883052] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:39.012609] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:39.135109] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:39.255010] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:39.372971] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:39.495935] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:39.616154] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:39.736483] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:39.736707] [INFO ] [CONFIGURE ] PM: DISCARDED add_pbf_morning_momentum (score: 30.00%) [2025-09-28T04:52:39.736792] [INFO ] [CONFIGURE ] JOB ETA: 17.2m | Avg: 1.6s/test | Remaining: 660 tests [2025-09-28T04:52:39.736967] [INFO ] [CONFIGURE ] PM: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:52:39.737017] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:52:39.862176] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:39.984503] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:40.111202] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:40.239988] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:40.372570] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:40.507488] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:40.639042] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:40.767676] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:40.898000] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:41.026427] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:41.026630] [INFO ] [CONFIGURE ] PM: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:52:41.026834] [INFO ] [CONFIGURE ] JOB ETA: 17.2m | Avg: 1.6s/test | Remaining: 659 tests [2025-09-28T04:52:41.026940] [INFO ] [CONFIGURE ] PM: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:52:41.027028] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T04:52:41.160547] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:41.295115] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:41.428671] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:41.559768] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:41.701815] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:41.837289] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:41.978346] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:52:42.128755] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:42.272944] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:42.417721] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:42.417942] [INFO ] [CONFIGURE ] PM: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T04:52:42.418070] [INFO ] [CONFIGURE ] JOB ETA: 17.2m | Avg: 1.6s/test | Remaining: 658 tests [2025-09-28T04:52:42.418180] [INFO ] [CONFIGURE ] PM: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:52:42.418291] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T04:52:42.542910] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:42.667443] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:42.792765] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:42.919851] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:43.046140] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:43.176301] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:43.308953] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:43.440468] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:43.574292] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:43.704083] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:43.704363] [INFO ] [CONFIGURE ] PM: KEPT add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:52:43.704503] [INFO ] [CONFIGURE ] JOB ETA: 17.2m | Avg: 1.6s/test | Remaining: 657 tests [2025-09-28T04:52:43.704624] [INFO ] [CONFIGURE ] PM: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:52:43.704764] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_pbf_vs_sma_5'] [2025-09-28T04:52:43.837429] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:43.967409] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:44.094224] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:44.215543] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:44.341139] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:44.468353] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:44.592746] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:44.717337] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:44.840399] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:44.969433] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:44.969667] [INFO ] [CONFIGURE ] PM: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T04:52:44.969785] [INFO ] [CONFIGURE ] JOB ETA: 17.1m | Avg: 1.6s/test | Remaining: 656 tests [2025-09-28T04:52:44.969897] [INFO ] [CONFIGURE ] PM: Testing feature 20/29: add_price_rejection [2025-09-28T04:52:44.970004] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_price_rejection'] [2025-09-28T04:52:45.100188] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:45.235278] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:45.368854] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:45.504537] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:52:45.650001] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:45.783622] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:45.918620] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:46.052409] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:46.186722] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:46.327526] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:46.327777] [INFO ] [CONFIGURE ] PM: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:52:46.327993] [INFO ] [CONFIGURE ] JOB ETA: 17.1m | Avg: 1.6s/test | Remaining: 655 tests [2025-09-28T04:52:46.328078] [INFO ] [CONFIGURE ] PM: Testing feature 21/29: add_range_position [2025-09-28T04:52:46.328174] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_range_position'] [2025-09-28T04:52:46.471556] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:46.612582] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:46.755487] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:46.890818] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:52:47.022945] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:47.158380] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:47.305247] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:47.451005] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:47.593957] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:47.737132] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:47.737375] [INFO ] [CONFIGURE ] PM: DISCARDED add_range_position (score: 60.00%) [2025-09-28T04:52:47.737562] [INFO ] [CONFIGURE ] JOB ETA: 17.1m | Avg: 1.6s/test | Remaining: 654 tests [2025-09-28T04:52:47.737700] [INFO ] [CONFIGURE ] PM: Testing feature 22/29: add_realized_volatility [2025-09-28T04:52:47.737811] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_realized_volatility'] [2025-09-28T04:52:47.904094] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:48.069505] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:48.239534] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:48.408638] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:48.578526] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:48.743120] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:48.909462] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:49.077376] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:49.248862] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:49.424860] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:49.425106] [INFO ] [CONFIGURE ] PM: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T04:52:49.425268] [INFO ] [CONFIGURE ] JOB ETA: 17.1m | Avg: 1.6s/test | Remaining: 653 tests [2025-09-28T04:52:49.425423] [INFO ] [CONFIGURE ] PM: Testing feature 23/29: add_recent_range_context [2025-09-28T04:52:49.425570] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_recent_range_context'] [2025-09-28T04:52:49.570293] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:49.705666] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:49.847796] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:49.984499] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:50.121709] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:50.258448] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:50.395534] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:50.532230] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:50.667281] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:50.806830] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:50.807090] [INFO ] [CONFIGURE ] PM: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:52:50.807177] [INFO ] [CONFIGURE ] JOB ETA: 17.0m | Avg: 1.6s/test | Remaining: 652 tests [2025-09-28T04:52:50.807378] [INFO ] [CONFIGURE ] PM: Testing feature 24/29: add_rsi [2025-09-28T04:52:50.807471] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_ema', 'add_rsi'] [2025-09-28T04:52:50.959312] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:51.105625] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:51.249625] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:51.394270] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:52:51.564220] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:51.715093] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:51.865221] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:52.019528] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:52.172406] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:52.327063] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:52.327287] [INFO ] [CONFIGURE ] PM: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:52:52.327370] [INFO ] [CONFIGURE ] JOB ETA: 17.0m | Avg: 1.6s/test | Remaining: 651 tests [2025-09-28T04:52:52.327535] [INFO ] [CONFIGURE ] PM: Testing feature 25/29: add_tick_distribution [2025-09-28T04:52:52.327628] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_tick_distribution'] [2025-09-28T04:52:52.473046] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:52.677892] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:52.856920] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:53.014925] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:53.139966] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:53.265371] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:53.394543] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:53.537718] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:53.679614] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:53.822304] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:53.822505] [INFO ] [CONFIGURE ] PM: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T04:52:53.822587] [INFO ] [CONFIGURE ] JOB ETA: 17.0m | Avg: 1.6s/test | Remaining: 650 tests [2025-09-28T04:52:53.822688] [INFO ] [CONFIGURE ] PM: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:52:53.822893] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_volume_momentum_confirmation'] [2025-09-28T04:52:53.954417] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:54.079426] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:54.212371] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:54.345930] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:52:54.482349] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:52:54.625277] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:54.762935] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:54.891308] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:55.020618] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:55.152322] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:55.152540] [INFO ] [CONFIGURE ] PM: KEPT add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T04:52:55.152623] [INFO ] [CONFIGURE ] JOB ETA: 16.9m | Avg: 1.6s/test | Remaining: 649 tests [2025-09-28T04:52:55.152746] [INFO ] [CONFIGURE ] PM: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:52:55.152831] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_volume_momentum_confirmation', 'add_volume_price_divergence'] [2025-09-28T04:52:55.304954] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:55.464336] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:55.621472] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:55.779018] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:52:55.933468] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:56.086001] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:56.243476] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:56.400151] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:56.554844] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:56.717084] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:56.717280] [INFO ] [CONFIGURE ] PM: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:52:56.717367] [INFO ] [CONFIGURE ] JOB ETA: 16.9m | Avg: 1.6s/test | Remaining: 648 tests [2025-09-28T04:52:56.717444] [INFO ] [CONFIGURE ] PM: Testing feature 28/29: add_volume_profile [2025-09-28T04:52:56.717519] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_volume_momentum_confirmation', 'add_volume_profile'] [2025-09-28T04:52:56.856364] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:52:56.994990] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:57.136340] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:52:57.288248] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:57.437756] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:57.590442] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:52:57.740845] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:57.889672] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:58.044214] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:58.207964] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:58.208217] [INFO ] [CONFIGURE ] PM: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:52:58.208318] [INFO ] [CONFIGURE ] JOB ETA: 16.9m | Avg: 1.6s/test | Remaining: 647 tests [2025-09-28T04:52:58.208426] [INFO ] [CONFIGURE ] PM: Testing feature 29/29: add_vwap [2025-09-28T04:52:58.208556] [INFO ] [CONFIGURE ] PM: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d', 'add_volume_momentum_confirmation', 'add_vwap'] [2025-09-28T04:52:58.362797] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:52:58.514448] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:52:58.665416] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:52:58.817080] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:52:58.967125] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:52:59.119298] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:52:59.265324] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:52:59.413749] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:52:59.563575] [DEBUG] [FORECASTER] PM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:52:59.712294] [DEBUG] [FORECASTER] PM: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:52:59.712521] [INFO ] [CONFIGURE ] PM: DISCARDED add_vwap (score: 50.00%) [2025-09-28T04:52:59.712607] [INFO ] [CONFIGURE ] JOB ETA: 16.9m | Avg: 1.6s/test | Remaining: 646 tests [2025-09-28T04:52:59.712754] [INFO ] [CONFIGURE ] PM: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:52:59.712831] [INFO ] [CONFIGURE ] PM: Best accuracy: 80.00% [2025-09-28T04:52:59.712905] [INFO ] [CONFIGURE ] PM: Best feature set (3 features): ['add_daily_returns', 'add_pbf_volatility_5d', 'add_volume_momentum_confirmation'] [2025-09-28T04:52:59.712976] [INFO ] [CONFIGURE ] PM: Improvement over baseline: 40.00% [2025-09-28T04:52:59.713044] [INFO ] [CONFIGURE ] PM: Total time: 40.2 seconds [2025-09-28T04:52:59.713114] [INFO ] [CONFIGURE ] PM: Average time per feature: 1.4 seconds [2025-09-28T04:52:59.713184] [INFO ] [CONFIGURE ] PM: Average speed: 0.72 features/sec [2025-09-28T04:52:59.714146] [INFO ] [LOCAL ] Saved configuration for PM: 3 features, 80.00% accuracy -> ./output/feature-sets/PM.json [2025-09-28T04:52:59.714245] [INFO ] [CONFIGURE ] PM: Configuration saved successfully: 3 features, 80.00% accuracy. [2025-09-28T04:52:59.714404] [INFO ] [sig ] [114/135] Successfully configured PM | 0.02 sym/s | Total: 1.5h | ETA: 16.2m [2025-09-28T04:52:59.714517] [INFO ] [sig ] [115/135] Configuring PNC... [2025-09-28T04:52:59.714616] [INFO ] [CONFIGURE ] PNC: Configurate test run. [2025-09-28T04:52:59.714763] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PNC' from 'https://tdm.silogroup.org/data/derivative_storage/PNC.csv'. [2025-09-28T04:52:59.742255] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PNC'. [2025-09-28T04:52:59.742890] [INFO ] [CONFIGURE ] PNC: Testing with 29 available features [2025-09-28T04:52:59.742970] [INFO ] [CONFIGURE ] PNC: Establishing baseline with no features... [2025-09-28T04:52:59.857273] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:52:59.969771] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:00.077609] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:00.188869] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:53:00.300932] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:53:00.413724] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:53:00.526036] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:00.642464] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:00.757467] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:00.871541] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:00.871769] [INFO ] [CONFIGURE ] PNC: Baseline score (no features): 50.00% [2025-09-28T04:53:00.871948] [INFO ] [CONFIGURE ] PNC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:53:00.872028] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:53:00.994567] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:53:01.119262] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:01.244014] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:01.371475] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:53:01.500829] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:01.655270] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:01.784371] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:53:01.911670] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:02.037730] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:53:02.164633] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:02.164854] [INFO ] [CONFIGURE ] PNC: DISCARDED add_bollinger_bands (score: 40.00%) [2025-09-28T04:53:02.164934] [INFO ] [CONFIGURE ] JOB ETA: 16.8m | Avg: 1.6s/test | Remaining: 645 tests [2025-09-28T04:53:02.165083] [INFO ] [CONFIGURE ] PNC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:53:02.165156] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:53:02.302475] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:02.436250] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:02.578541] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:02.715754] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:02.854559] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:03.002867] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:03.133633] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:03.263281] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:03.393129] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:03.522459] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:03.522699] [INFO ] [CONFIGURE ] PNC: KEPT add_cumulative_delta (score: 80.00%) [2025-09-28T04:53:03.522837] [INFO ] [CONFIGURE ] JOB ETA: 16.8m | Avg: 1.6s/test | Remaining: 644 tests [2025-09-28T04:53:03.522917] [INFO ] [CONFIGURE ] PNC: Testing feature 3/29: add_daily_returns [2025-09-28T04:53:03.522991] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:53:03.654350] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:03.792030] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:03.930254] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:04.065497] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:04.201115] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:04.335922] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:53:04.471049] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:04.603785] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:04.738787] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:04.874999] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:04.875213] [INFO ] [CONFIGURE ] PNC: DISCARDED add_daily_returns (score: 80.00%) [2025-09-28T04:53:04.875312] [INFO ] [CONFIGURE ] JOB ETA: 16.8m | Avg: 1.6s/test | Remaining: 643 tests [2025-09-28T04:53:04.875402] [INFO ] [CONFIGURE ] PNC: Testing feature 4/29: add_ema [2025-09-28T04:53:04.875474] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:53:05.026230] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:05.176429] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:05.326744] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:05.478114] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:05.631431] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:05.781441] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:05.931952] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:06.090468] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:06.248481] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:06.403863] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:06.404086] [INFO ] [CONFIGURE ] PNC: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:53:06.404171] [INFO ] [CONFIGURE ] JOB ETA: 16.8m | Avg: 1.6s/test | Remaining: 642 tests [2025-09-28T04:53:06.404331] [INFO ] [CONFIGURE ] PNC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:53:06.404408] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:53:06.566421] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:53:06.729012] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:06.886443] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:07.045867] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:07.204917] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:07.360244] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:07.514220] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:07.669489] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:07.828470] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:07.993270] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:07.993560] [INFO ] [CONFIGURE ] PNC: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:53:07.993707] [INFO ] [CONFIGURE ] JOB ETA: 16.7m | Avg: 1.6s/test | Remaining: 641 tests [2025-09-28T04:53:07.993803] [INFO ] [CONFIGURE ] PNC: Testing feature 6/29: add_failed_moves [2025-09-28T04:53:07.993893] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:53:08.133901] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:08.270989] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:08.411599] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:08.549020] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:08.686963] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:08.824476] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:08.962550] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:09.101541] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:09.240214] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:09.384633] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:09.384874] [INFO ] [CONFIGURE ] PNC: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:53:09.384963] [INFO ] [CONFIGURE ] JOB ETA: 16.7m | Avg: 1.6s/test | Remaining: 640 tests [2025-09-28T04:53:09.385043] [INFO ] [CONFIGURE ] PNC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:53:09.385146] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:53:09.515996] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:09.648208] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:09.783846] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:09.914434] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:10.044263] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:10.176171] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:10.304885] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:10.436606] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:10.566039] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:10.697878] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:10.698097] [INFO ] [CONFIGURE ] PNC: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:53:10.698305] [INFO ] [CONFIGURE ] JOB ETA: 16.7m | Avg: 1.6s/test | Remaining: 639 tests [2025-09-28T04:53:10.698390] [INFO ] [CONFIGURE ] PNC: Testing feature 8/29: add_macd [2025-09-28T04:53:10.698482] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:53:10.881313] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:11.056101] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:53:11.235028] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:53:11.413015] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:11.596485] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:11.778211] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:11.959062] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:12.141617] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:12.326271] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:12.507103] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:12.507359] [INFO ] [CONFIGURE ] PNC: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:53:12.507464] [INFO ] [CONFIGURE ] JOB ETA: 16.7m | Avg: 1.6s/test | Remaining: 638 tests [2025-09-28T04:53:12.507556] [INFO ] [CONFIGURE ] PNC: Testing feature 9/29: add_mfi [2025-09-28T04:53:12.507629] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T04:53:12.655512] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:12.800506] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:53:12.947765] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:13.097925] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:13.249622] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:13.401198] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:13.555961] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:13.714998] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:13.869858] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:14.025092] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:14.025322] [INFO ] [CONFIGURE ] PNC: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:53:14.025430] [INFO ] [CONFIGURE ] JOB ETA: 16.6m | Avg: 1.6s/test | Remaining: 637 tests [2025-09-28T04:53:14.025519] [INFO ] [CONFIGURE ] PNC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:53:14.025614] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:53:14.192582] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:14.363084] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:14.538804] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:14.713132] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:14.892249] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:15.061271] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:15.224376] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:15.387454] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:15.550578] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:15.714712] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:15.714924] [INFO ] [CONFIGURE ] PNC: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T04:53:15.715007] [INFO ] [CONFIGURE ] JOB ETA: 16.6m | Avg: 1.6s/test | Remaining: 636 tests [2025-09-28T04:53:15.715104] [INFO ] [CONFIGURE ] PNC: Testing feature 11/29: add_obv_daily [2025-09-28T04:53:15.715242] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T04:53:15.853383] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:15.991576] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:16.128555] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:16.267677] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:16.412892] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:16.556614] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:16.700720] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:16.847193] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:16.989788] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:17.136368] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:17.136559] [INFO ] [CONFIGURE ] PNC: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:53:17.136667] [INFO ] [CONFIGURE ] JOB ETA: 16.6m | Avg: 1.6s/test | Remaining: 635 tests [2025-09-28T04:53:17.136840] [INFO ] [CONFIGURE ] PNC: Testing feature 12/29: add_obv_interval [2025-09-28T04:53:17.136970] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T04:53:17.278173] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:17.415333] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:17.556401] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:17.697588] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:17.837410] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:17.978528] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:18.116981] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:18.263536] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:18.406148] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:18.548621] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:18.548889] [INFO ] [CONFIGURE ] PNC: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T04:53:18.549004] [INFO ] [CONFIGURE ] JOB ETA: 16.6m | Avg: 1.6s/test | Remaining: 634 tests [2025-09-28T04:53:18.549093] [INFO ] [CONFIGURE ] PNC: Testing feature 13/29: add_opening_strength [2025-09-28T04:53:18.549179] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:53:18.696972] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:53:18.846082] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:18.997736] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:19.148180] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:19.297674] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:19.447367] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:19.602405] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:19.764716] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:19.922989] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:20.079727] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:20.079960] [INFO ] [CONFIGURE ] PNC: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:53:20.080070] [INFO ] [CONFIGURE ] JOB ETA: 16.5m | Avg: 1.6s/test | Remaining: 633 tests [2025-09-28T04:53:20.080166] [INFO ] [CONFIGURE ] PNC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:53:20.080254] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T04:53:20.231771] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:20.384892] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:20.538711] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:20.690795] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:53:20.842058] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:20.991165] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:53:21.142802] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:21.295515] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:21.447255] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:21.608913] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:21.609130] [INFO ] [CONFIGURE ] PNC: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:53:21.609232] [INFO ] [CONFIGURE ] JOB ETA: 16.5m | Avg: 1.6s/test | Remaining: 632 tests [2025-09-28T04:53:21.609320] [INFO ] [CONFIGURE ] PNC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:53:21.609396] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T04:53:21.746695] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:21.884056] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:22.020231] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:22.160444] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:22.297451] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:22.441808] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:22.592009] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:22.727137] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:22.863141] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:23.004484] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:23.004745] [INFO ] [CONFIGURE ] PNC: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:53:23.004884] [INFO ] [CONFIGURE ] JOB ETA: 16.5m | Avg: 1.6s/test | Remaining: 631 tests [2025-09-28T04:53:23.004984] [INFO ] [CONFIGURE ] PNC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:53:23.005076] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_pbf_overnight_gap'] [2025-09-28T04:53:23.148869] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:23.304736] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:23.448307] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:23.603443] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:23.765593] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:23.912618] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:24.059009] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:24.203072] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:24.354436] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:24.502328] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:24.502547] [INFO ] [CONFIGURE ] PNC: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:53:24.502628] [INFO ] [CONFIGURE ] JOB ETA: 16.4m | Avg: 1.6s/test | Remaining: 630 tests [2025-09-28T04:53:24.502737] [INFO ] [CONFIGURE ] PNC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:53:24.502892] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_pbf_return_2d'] [2025-09-28T04:53:24.659164] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:24.805855] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:24.957478] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:25.111385] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:25.265286] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:25.413493] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:25.566667] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:25.712101] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:25.857143] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:26.008890] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:26.009127] [INFO ] [CONFIGURE ] PNC: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:53:26.009210] [INFO ] [CONFIGURE ] JOB ETA: 16.4m | Avg: 1.6s/test | Remaining: 629 tests [2025-09-28T04:53:26.009359] [INFO ] [CONFIGURE ] PNC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:53:26.009432] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_pbf_volatility_5d'] [2025-09-28T04:53:26.147433] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:26.279017] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:26.414286] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:26.547865] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:26.688493] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:26.823172] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:26.958233] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:27.092935] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:27.230361] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:27.367258] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:27.367486] [INFO ] [CONFIGURE ] PNC: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:53:27.367593] [INFO ] [CONFIGURE ] JOB ETA: 16.4m | Avg: 1.6s/test | Remaining: 628 tests [2025-09-28T04:53:27.367706] [INFO ] [CONFIGURE ] PNC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:53:27.367792] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_pbf_vs_sma_5'] [2025-09-28T04:53:27.503314] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:27.639946] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:27.782464] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:27.925543] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:28.066412] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:28.199485] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:28.332062] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:28.468827] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:28.605149] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:28.743511] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:28.743718] [INFO ] [CONFIGURE ] PNC: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:53:28.743803] [INFO ] [CONFIGURE ] JOB ETA: 16.4m | Avg: 1.6s/test | Remaining: 627 tests [2025-09-28T04:53:28.743977] [INFO ] [CONFIGURE ] PNC: Testing feature 20/29: add_price_rejection [2025-09-28T04:53:28.744066] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_price_rejection'] [2025-09-28T04:53:28.887856] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:53:29.030286] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:29.175152] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:29.320265] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:29.468798] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:29.619552] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:53:29.766871] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:53:29.917145] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:30.065206] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:30.213980] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:30.214183] [INFO ] [CONFIGURE ] PNC: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:53:30.214265] [INFO ] [CONFIGURE ] JOB ETA: 16.3m | Avg: 1.6s/test | Remaining: 626 tests [2025-09-28T04:53:30.214424] [INFO ] [CONFIGURE ] PNC: Testing feature 21/29: add_range_position [2025-09-28T04:53:30.214513] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_range_position'] [2025-09-28T04:53:30.372228] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:53:30.525573] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:30.679115] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:30.834630] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:30.992224] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:31.150018] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:31.304438] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:53:31.460318] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:31.632964] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:31.795234] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:31.795472] [INFO ] [CONFIGURE ] PNC: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:53:31.795580] [INFO ] [CONFIGURE ] JOB ETA: 16.3m | Avg: 1.6s/test | Remaining: 625 tests [2025-09-28T04:53:31.795698] [INFO ] [CONFIGURE ] PNC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:53:31.795785] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_realized_volatility'] [2025-09-28T04:53:31.966524] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:53:32.134309] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:32.304807] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:32.474077] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:53:32.661051] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:32.847732] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:33.020280] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:33.196156] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:33.375441] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:33.574952] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:33.575184] [INFO ] [CONFIGURE ] PNC: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:53:33.575266] [INFO ] [CONFIGURE ] JOB ETA: 16.3m | Avg: 1.6s/test | Remaining: 624 tests [2025-09-28T04:53:33.575457] [INFO ] [CONFIGURE ] PNC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:53:33.575567] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_recent_range_context'] [2025-09-28T04:53:33.721603] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:33.869009] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:34.023946] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:34.170727] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:34.317793] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:34.470629] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:34.615819] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:34.763131] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:34.915124] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:35.073038] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:35.073278] [INFO ] [CONFIGURE ] PNC: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:53:35.073363] [INFO ] [CONFIGURE ] JOB ETA: 16.3m | Avg: 1.6s/test | Remaining: 623 tests [2025-09-28T04:53:35.073441] [INFO ] [CONFIGURE ] PNC: Testing feature 24/29: add_rsi [2025-09-28T04:53:35.073546] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_ema', 'add_rsi'] [2025-09-28T04:53:35.237837] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:53:35.400144] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:35.568820] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:35.736584] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:35.900193] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:53:36.064862] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:36.228636] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:36.397010] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:36.566534] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:36.745571] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:36.745857] [INFO ] [CONFIGURE ] PNC: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:53:36.745944] [INFO ] [CONFIGURE ] JOB ETA: 16.2m | Avg: 1.6s/test | Remaining: 622 tests [2025-09-28T04:53:36.746032] [INFO ] [CONFIGURE ] PNC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:53:36.746121] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_tick_distribution'] [2025-09-28T04:53:36.888087] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:37.032331] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:37.176127] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:37.325672] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:37.467946] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:37.608393] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:37.749248] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:37.893737] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:38.040223] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:38.190033] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:38.190245] [INFO ] [CONFIGURE ] PNC: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:53:38.190328] [INFO ] [CONFIGURE ] JOB ETA: 16.2m | Avg: 1.6s/test | Remaining: 621 tests [2025-09-28T04:53:38.190491] [INFO ] [CONFIGURE ] PNC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:53:38.190565] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_volume_momentum_confirmation'] [2025-09-28T04:53:38.328569] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:38.466920] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:38.606374] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:53:38.744965] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:38.884449] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:53:39.025401] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:39.167394] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:39.312354] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:39.461500] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:39.613176] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:39.613411] [INFO ] [CONFIGURE ] PNC: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:53:39.613495] [INFO ] [CONFIGURE ] JOB ETA: 16.2m | Avg: 1.6s/test | Remaining: 620 tests [2025-09-28T04:53:39.613667] [INFO ] [CONFIGURE ] PNC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:53:39.613748] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_volume_price_divergence'] [2025-09-28T04:53:39.769019] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:39.925538] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:40.087160] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:40.243802] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:40.402480] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:53:40.556604] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:40.708529] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:40.862694] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:41.020905] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:41.190730] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:41.190961] [INFO ] [CONFIGURE ] PNC: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:53:41.191066] [INFO ] [CONFIGURE ] JOB ETA: 16.2m | Avg: 1.6s/test | Remaining: 619 tests [2025-09-28T04:53:41.191160] [INFO ] [CONFIGURE ] PNC: Testing feature 28/29: add_volume_profile [2025-09-28T04:53:41.191247] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_volume_profile'] [2025-09-28T04:53:41.330773] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:41.473891] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:41.622119] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:41.776556] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:41.923952] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:53:42.068082] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:42.214250] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:42.363569] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:42.510681] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:42.662029] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:42.662274] [INFO ] [CONFIGURE ] PNC: DISCARDED add_volume_profile (score: 70.00%) [2025-09-28T04:53:42.662358] [INFO ] [CONFIGURE ] JOB ETA: 16.1m | Avg: 1.6s/test | Remaining: 618 tests [2025-09-28T04:53:42.662434] [INFO ] [CONFIGURE ] PNC: Testing feature 29/29: add_vwap [2025-09-28T04:53:42.662542] [INFO ] [CONFIGURE ] PNC: Testing with features: ['add_cumulative_delta', 'add_vwap'] [2025-09-28T04:53:42.845381] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:53:43.036283] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:43.242308] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:43.456782] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:53:43.668705] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:53:43.873675] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:53:44.085832] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:44.254180] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:44.409220] [DEBUG] [FORECASTER] PNC: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:44.567151] [DEBUG] [FORECASTER] PNC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:53:44.567340] [INFO ] [CONFIGURE ] PNC: DISCARDED add_vwap (score: 80.00%) [2025-09-28T04:53:44.567421] [INFO ] [CONFIGURE ] JOB ETA: 16.1m | Avg: 1.6s/test | Remaining: 617 tests [2025-09-28T04:53:44.567581] [INFO ] [CONFIGURE ] PNC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:53:44.567678] [INFO ] [CONFIGURE ] PNC: Best accuracy: 80.00% [2025-09-28T04:53:44.567767] [INFO ] [CONFIGURE ] PNC: Best feature set (1 features): ['add_cumulative_delta'] [2025-09-28T04:53:44.567854] [INFO ] [CONFIGURE ] PNC: Improvement over baseline: 30.00% [2025-09-28T04:53:44.567938] [INFO ] [CONFIGURE ] PNC: Total time: 43.7 seconds [2025-09-28T04:53:44.568018] [INFO ] [CONFIGURE ] PNC: Average time per feature: 1.5 seconds [2025-09-28T04:53:44.568106] [INFO ] [CONFIGURE ] PNC: Average speed: 0.66 features/sec [2025-09-28T04:53:44.568800] [INFO ] [LOCAL ] Saved configuration for PNC: 1 features, 80.00% accuracy -> ./output/feature-sets/PNC.json [2025-09-28T04:53:44.568880] [INFO ] [CONFIGURE ] PNC: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T04:53:44.568960] [INFO ] [sig ] [115/135] Successfully configured PNC | 0.02 sym/s | Total: 1.5h | ETA: 15.4m [2025-09-28T04:53:44.569046] [INFO ] [sig ] [116/135] Configuring PNR... [2025-09-28T04:53:44.569191] [INFO ] [CONFIGURE ] PNR: Configurate test run. [2025-09-28T04:53:44.569270] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PNR' from 'https://tdm.silogroup.org/data/derivative_storage/PNR.csv'. [2025-09-28T04:53:44.675182] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PNR'. [2025-09-28T04:53:44.675561] [INFO ] [CONFIGURE ] PNR: Testing with 29 available features [2025-09-28T04:53:44.675662] [INFO ] [CONFIGURE ] PNR: Establishing baseline with no features... [2025-09-28T04:53:44.788108] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:53:44.898365] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:45.015865] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:53:45.131590] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:53:45.242802] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:53:45.356818] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:53:45.477079] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:45.608129] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:45.723769] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:45.839054] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:45.839265] [INFO ] [CONFIGURE ] PNR: Baseline score (no features): 30.00% [2025-09-28T04:53:45.839348] [INFO ] [CONFIGURE ] PNR: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:53:45.839425] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:53:45.964579] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:53:46.091809] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:46.217876] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:53:46.343855] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:53:46.473166] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:53:46.604063] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:53:46.732011] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:46.856111] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:46.979946] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:53:47.105562] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:47.105798] [INFO ] [CONFIGURE ] PNR: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T04:53:47.105879] [INFO ] [CONFIGURE ] JOB ETA: 16.1m | Avg: 1.6s/test | Remaining: 616 tests [2025-09-28T04:53:47.105953] [INFO ] [CONFIGURE ] PNR: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:53:47.106026] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:53:47.244599] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:53:47.385372] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:53:47.526058] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:47.667908] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:53:47.808852] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:53:47.949306] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:53:48.099742] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:53:48.247281] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:48.402801] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:48.550717] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:48.550918] [INFO ] [CONFIGURE ] PNR: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T04:53:48.551000] [INFO ] [CONFIGURE ] JOB ETA: 16.1m | Avg: 1.6s/test | Remaining: 615 tests [2025-09-28T04:53:48.551076] [INFO ] [CONFIGURE ] PNR: Testing feature 3/29: add_daily_returns [2025-09-28T04:53:48.551147] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:53:48.678275] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:53:48.808674] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:53:48.936115] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:53:49.065240] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:53:49.197110] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:53:49.328966] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:53:49.462921] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:49.600672] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:49.734629] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:53:49.868483] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:49.868703] [INFO ] [CONFIGURE ] PNR: KEPT add_daily_returns (score: 60.00%) [2025-09-28T04:53:49.868786] [INFO ] [CONFIGURE ] JOB ETA: 16.0m | Avg: 1.6s/test | Remaining: 614 tests [2025-09-28T04:53:49.868861] [INFO ] [CONFIGURE ] PNR: Testing feature 4/29: add_ema [2025-09-28T04:53:49.868936] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema'] [2025-09-28T04:53:50.043235] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:53:50.191623] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:53:50.342457] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:53:50.500031] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:53:50.689288] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:53:50.865019] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:53:51.015112] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:51.171607] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:53:51.340540] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:53:51.500034] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:51.500316] [INFO ] [CONFIGURE ] PNR: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:53:51.500417] [INFO ] [CONFIGURE ] JOB ETA: 16.0m | Avg: 1.6s/test | Remaining: 613 tests [2025-09-28T04:53:51.500515] [INFO ] [CONFIGURE ] PNR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:53:51.500630] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:53:51.668430] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:53:51.832257] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:53:51.987778] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:52.142424] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:53:52.295172] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:53:52.454018] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:53:52.620518] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:52.789894] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:52.954116] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:53:53.124337] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:53.124686] [INFO ] [CONFIGURE ] PNR: KEPT add_exhaustion_signals (score: 70.00%) [2025-09-28T04:53:53.124794] [INFO ] [CONFIGURE ] JOB ETA: 16.0m | Avg: 1.6s/test | Remaining: 612 tests [2025-09-28T04:53:53.124893] [INFO ] [CONFIGURE ] PNR: Testing feature 6/29: add_failed_moves [2025-09-28T04:53:53.124989] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T04:53:53.303088] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:53:53.476692] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:53:53.645623] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:53.811604] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:53:53.978240] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:53:54.144262] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:53:54.311252] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:54.481407] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:54.670791] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:53:54.853230] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:54.853425] [INFO ] [CONFIGURE ] PNR: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:53:54.853508] [INFO ] [CONFIGURE ] JOB ETA: 15.9m | Avg: 1.6s/test | Remaining: 611 tests [2025-09-28T04:53:54.853585] [INFO ] [CONFIGURE ] PNR: Testing feature 7/29: add_lag_shelf [2025-09-28T04:53:54.853776] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T04:53:55.008227] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:53:55.169208] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:53:55.324148] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:53:55.482401] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:53:55.655888] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:53:55.823263] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:53:55.983785] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:56.144710] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:56.305393] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:53:56.465512] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:56.465751] [INFO ] [CONFIGURE ] PNR: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:53:56.465836] [INFO ] [CONFIGURE ] JOB ETA: 15.9m | Avg: 1.6s/test | Remaining: 610 tests [2025-09-28T04:53:56.465913] [INFO ] [CONFIGURE ] PNR: Testing feature 8/29: add_macd [2025-09-28T04:53:56.466087] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T04:53:56.646543] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:53:56.838310] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:53:57.022214] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:57.205533] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:53:57.385190] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:53:57.566057] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:53:57.748727] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:57.934490] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:58.118507] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:53:58.306840] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:53:58.307073] [INFO ] [CONFIGURE ] PNR: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:53:58.307154] [INFO ] [CONFIGURE ] JOB ETA: 15.9m | Avg: 1.6s/test | Remaining: 609 tests [2025-09-28T04:53:58.307232] [INFO ] [CONFIGURE ] PNR: Testing feature 9/29: add_mfi [2025-09-28T04:53:58.307306] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T04:53:58.483178] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:53:58.656301] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:53:58.832873] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:53:59.010127] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:53:59.182405] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:53:59.357280] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:53:59.522891] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:53:59.688808] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:53:59.854838] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:00.025162] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:00.025422] [INFO ] [CONFIGURE ] PNR: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:54:00.025508] [INFO ] [CONFIGURE ] JOB ETA: 15.9m | Avg: 1.6s/test | Remaining: 608 tests [2025-09-28T04:54:00.025585] [INFO ] [CONFIGURE ] PNR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:54:00.025707] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:54:00.216043] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:00.405943] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:00.591132] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:54:00.776441] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:54:00.950820] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:01.159251] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:01.352431] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:01.539165] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:01.726901] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:01.919697] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:01.919929] [INFO ] [CONFIGURE ] PNR: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:54:01.920044] [INFO ] [CONFIGURE ] JOB ETA: 15.8m | Avg: 1.6s/test | Remaining: 607 tests [2025-09-28T04:54:01.920136] [INFO ] [CONFIGURE ] PNR: Testing feature 11/29: add_obv_daily [2025-09-28T04:54:01.920232] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T04:54:02.148276] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:02.372591] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:02.582342] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:02.750314] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:02.917743] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:03.086638] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:03.253506] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:03.422286] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:03.592016] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:54:03.764806] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:54:03.765029] [INFO ] [CONFIGURE ] PNR: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:54:03.765113] [INFO ] [CONFIGURE ] JOB ETA: 15.8m | Avg: 1.6s/test | Remaining: 606 tests [2025-09-28T04:54:03.765190] [INFO ] [CONFIGURE ] PNR: Testing feature 12/29: add_obv_interval [2025-09-28T04:54:03.765262] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T04:54:03.931129] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:04.096152] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:04.261563] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:04.433700] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:04.597336] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:04.792470] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:04.958120] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:05.134119] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:54:05.306049] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:05.479426] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:05.479671] [INFO ] [CONFIGURE ] PNR: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:54:05.479757] [INFO ] [CONFIGURE ] JOB ETA: 15.8m | Avg: 1.6s/test | Remaining: 605 tests [2025-09-28T04:54:05.479839] [INFO ] [CONFIGURE ] PNR: Testing feature 13/29: add_opening_strength [2025-09-28T04:54:05.479939] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_opening_strength'] [2025-09-28T04:54:05.650500] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:05.816795] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:05.986675] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:54:06.152056] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:06.317592] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:06.484330] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:54:06.666314] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:06.846149] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:07.026447] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:07.207884] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:07.208096] [INFO ] [CONFIGURE ] PNR: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:54:07.208179] [INFO ] [CONFIGURE ] JOB ETA: 15.8m | Avg: 1.6s/test | Remaining: 604 tests [2025-09-28T04:54:07.208257] [INFO ] [CONFIGURE ] PNR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:54:07.208340] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T04:54:07.395193] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:07.582360] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:07.768963] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:07.955243] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:54:08.144877] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:08.336540] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:54:08.530771] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:08.722795] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:08.918774] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:09.112880] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:09.113077] [INFO ] [CONFIGURE ] PNR: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:54:09.113159] [INFO ] [CONFIGURE ] JOB ETA: 15.7m | Avg: 1.6s/test | Remaining: 603 tests [2025-09-28T04:54:09.113235] [INFO ] [CONFIGURE ] PNR: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:54:09.113319] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T04:54:09.283018] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:09.454430] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:09.625138] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:09.796901] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:54:09.974375] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:10.148057] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:54:10.318515] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:10.493247] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:10.669711] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:10.846226] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:10.846451] [INFO ] [CONFIGURE ] PNR: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:54:10.846555] [INFO ] [CONFIGURE ] JOB ETA: 15.7m | Avg: 1.6s/test | Remaining: 602 tests [2025-09-28T04:54:10.846667] [INFO ] [CONFIGURE ] PNR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:54:10.846772] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T04:54:11.032884] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:11.213017] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:11.395413] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:11.575561] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:11.749400] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:11.924735] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:54:12.098292] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:12.269880] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:12.441315] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:12.617849] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:54:12.618102] [INFO ] [CONFIGURE ] PNR: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:54:12.618188] [INFO ] [CONFIGURE ] JOB ETA: 15.7m | Avg: 1.6s/test | Remaining: 601 tests [2025-09-28T04:54:12.618297] [INFO ] [CONFIGURE ] PNR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:54:12.618399] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T04:54:12.792563] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:12.964117] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:13.135581] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:13.314362] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:13.503194] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:13.675445] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:13.850391] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:14.031330] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:14.211733] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:14.391487] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:14.391737] [INFO ] [CONFIGURE ] PNR: KEPT add_pbf_return_2d (score: 80.00%) [2025-09-28T04:54:14.391823] [INFO ] [CONFIGURE ] JOB ETA: 15.7m | Avg: 1.6s/test | Remaining: 600 tests [2025-09-28T04:54:14.391901] [INFO ] [CONFIGURE ] PNR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:54:14.391977] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_pbf_volatility_5d'] [2025-09-28T04:54:14.569094] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:14.751323] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:14.930094] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:15.108881] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:54:15.288111] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:15.466063] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:15.651106] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:15.831143] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:16.016459] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:16.197679] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:16.197871] [INFO ] [CONFIGURE ] PNR: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:54:16.197952] [INFO ] [CONFIGURE ] JOB ETA: 15.6m | Avg: 1.6s/test | Remaining: 599 tests [2025-09-28T04:54:16.198029] [INFO ] [CONFIGURE ] PNR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:54:16.198104] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_pbf_vs_sma_5'] [2025-09-28T04:54:16.373225] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:16.550952] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:16.726907] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:16.905705] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:17.085483] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:17.265576] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:17.447445] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:17.628345] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:17.809286] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:17.993915] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:17.994135] [INFO ] [CONFIGURE ] PNR: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:54:17.994219] [INFO ] [CONFIGURE ] JOB ETA: 15.6m | Avg: 1.6s/test | Remaining: 598 tests [2025-09-28T04:54:17.994296] [INFO ] [CONFIGURE ] PNR: Testing feature 20/29: add_price_rejection [2025-09-28T04:54:17.994397] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_price_rejection'] [2025-09-28T04:54:18.179877] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:18.363346] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:18.551333] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:18.736425] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:54:18.923207] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:19.113854] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:19.302948] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:19.488050] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:19.673199] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:54:19.858360] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:19.858571] [INFO ] [CONFIGURE ] PNR: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T04:54:19.858697] [INFO ] [CONFIGURE ] JOB ETA: 15.6m | Avg: 1.6s/test | Remaining: 597 tests [2025-09-28T04:54:19.858777] [INFO ] [CONFIGURE ] PNR: Testing feature 21/29: add_range_position [2025-09-28T04:54:19.858896] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_range_position'] [2025-09-28T04:54:20.057140] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:20.256596] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:20.454838] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:54:20.652467] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:54:20.851070] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:21.055106] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:21.257595] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:21.457420] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:54:21.662995] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:21.873420] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:21.873780] [INFO ] [CONFIGURE ] PNR: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:54:21.873867] [INFO ] [CONFIGURE ] JOB ETA: 15.6m | Avg: 1.6s/test | Remaining: 596 tests [2025-09-28T04:54:21.873952] [INFO ] [CONFIGURE ] PNR: Testing feature 22/29: add_realized_volatility [2025-09-28T04:54:21.874027] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_realized_volatility'] [2025-09-28T04:54:22.080966] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:22.297820] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:22.514408] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:22.722872] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:54:22.940618] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:23.152036] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:23.374535] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:23.594742] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:23.828081] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:54:24.052757] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:24.052984] [INFO ] [CONFIGURE ] PNR: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T04:54:24.053087] [INFO ] [CONFIGURE ] JOB ETA: 15.5m | Avg: 1.6s/test | Remaining: 595 tests [2025-09-28T04:54:24.053189] [INFO ] [CONFIGURE ] PNR: Testing feature 23/29: add_recent_range_context [2025-09-28T04:54:24.053338] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_recent_range_context'] [2025-09-28T04:54:24.245072] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:24.437597] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:24.619732] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:24.810004] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:54:25.000599] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:25.195714] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:25.379674] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:25.576067] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:25.779045] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:25.968045] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:25.968290] [INFO ] [CONFIGURE ] PNR: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:54:25.968389] [INFO ] [CONFIGURE ] JOB ETA: 15.5m | Avg: 1.6s/test | Remaining: 594 tests [2025-09-28T04:54:25.968483] [INFO ] [CONFIGURE ] PNR: Testing feature 24/29: add_rsi [2025-09-28T04:54:25.968597] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_ema', 'add_rsi'] [2025-09-28T04:54:26.178116] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:26.388624] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:26.599988] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:54:26.816338] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:27.028984] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:27.247908] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:27.469987] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:27.687181] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:54:27.902977] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:54:28.120924] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:28.121127] [INFO ] [CONFIGURE ] PNR: DISCARDED add_rsi (score: 50.00%) [2025-09-28T04:54:28.121241] [INFO ] [CONFIGURE ] JOB ETA: 15.5m | Avg: 1.6s/test | Remaining: 593 tests [2025-09-28T04:54:28.121341] [INFO ] [CONFIGURE ] PNR: Testing feature 25/29: add_tick_distribution [2025-09-28T04:54:28.121452] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_tick_distribution'] [2025-09-28T04:54:28.312194] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:28.491853] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:28.677006] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:28.862226] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:29.046516] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:29.238802] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:29.427852] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:29.623466] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:54:29.824156] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:30.018810] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:30.019045] [INFO ] [CONFIGURE ] PNR: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:54:30.019127] [INFO ] [CONFIGURE ] JOB ETA: 15.5m | Avg: 1.6s/test | Remaining: 592 tests [2025-09-28T04:54:30.019206] [INFO ] [CONFIGURE ] PNR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:54:30.019282] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_volume_momentum_confirmation'] [2025-09-28T04:54:30.212225] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:30.406690] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:30.598897] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:54:30.791349] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:30.985574] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:31.181817] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:31.386791] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:31.591404] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:54:31.796028] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:54:31.995176] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:31.995392] [INFO ] [CONFIGURE ] PNR: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:54:31.995474] [INFO ] [CONFIGURE ] JOB ETA: 15.4m | Avg: 1.6s/test | Remaining: 591 tests [2025-09-28T04:54:31.995552] [INFO ] [CONFIGURE ] PNR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:54:31.995627] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_volume_price_divergence'] [2025-09-28T04:54:32.192429] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:32.390058] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:32.588618] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:32.788689] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:32.993496] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:33.202068] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:33.400773] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:33.604013] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:54:33.814943] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:54:34.017179] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:34.017425] [INFO ] [CONFIGURE ] PNR: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:54:34.017509] [INFO ] [CONFIGURE ] JOB ETA: 15.4m | Avg: 1.6s/test | Remaining: 590 tests [2025-09-28T04:54:34.017588] [INFO ] [CONFIGURE ] PNR: Testing feature 28/29: add_volume_profile [2025-09-28T04:54:34.017688] [INFO ] [CONFIGURE ] PNR: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d', 'add_volume_profile'] [2025-09-28T04:54:34.203244] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:54:34.398214] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:34.583337] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:34.769913] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:54:34.958587] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:54:35.149402] [DEBUG] [FORECASTER] PNR: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:54:35.356010] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:35.586593] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:54:35.838101] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:54:36.068091] [DEBUG] [FORECASTER] PNR: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:36.068334] [INFO ] [CONFIGURE ] PNR: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:54:36.068443] [INFO ] [CONFIGURE ] JOB ETA: 15.4m | Avg: 1.6s/test | Remaining: 589 tests [2025-09-28T04:54:36.068587] [INFO ] [CONFIGURE ] PNR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:54:36.068699] [INFO ] [CONFIGURE ] PNR: Best accuracy: 80.00% [2025-09-28T04:54:36.068777] [INFO ] [CONFIGURE ] PNR: Best feature set (5 features): ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T04:54:36.068850] [INFO ] [CONFIGURE ] PNR: Improvement over baseline: 50.00% [2025-09-28T04:54:36.068924] [INFO ] [CONFIGURE ] PNR: Total time: 50.2 seconds [2025-09-28T04:54:36.068994] [INFO ] [CONFIGURE ] PNR: Average time per feature: 1.8 seconds [2025-09-28T04:54:36.069064] [INFO ] [CONFIGURE ] PNR: Average speed: 0.58 features/sec [2025-09-28T04:54:36.069621] [INFO ] [LOCAL ] Saved configuration for PNR: 5 features, 80.00% accuracy -> ./output/feature-sets/PNR.json [2025-09-28T04:54:36.069724] [INFO ] [CONFIGURE ] PNR: Configuration saved successfully: 5 features, 80.00% accuracy. [2025-09-28T04:54:36.069821] [INFO ] [sig ] [116/135] Successfully configured PNR | 0.02 sym/s | Total: 1.5h | ETA: 14.6m [2025-09-28T04:54:36.069897] [INFO ] [sig ] [117/135] Configuring PPL... [2025-09-28T04:54:36.069967] [INFO ] [CONFIGURE ] PPL: Configurate test run. [2025-09-28T04:54:36.070038] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PPL' from 'https://tdm.silogroup.org/data/derivative_storage/PPL.csv'. [2025-09-28T04:54:36.082975] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PPL'. [2025-09-28T04:54:36.083612] [INFO ] [CONFIGURE ] PPL: Testing with 29 available features [2025-09-28T04:54:36.083743] [INFO ] [CONFIGURE ] PPL: Establishing baseline with no features... [2025-09-28T04:54:36.220797] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:36.361016] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:36.498515] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:36.625662] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:36.749302] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:36.874916] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:36.994679] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:37.121505] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:37.245869] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:37.370219] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:37.370405] [INFO ] [CONFIGURE ] PPL: Baseline score (no features): 60.00% [2025-09-28T04:54:37.370508] [INFO ] [CONFIGURE ] PPL: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:54:37.370625] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:54:37.502302] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:37.633962] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:37.768621] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:37.901892] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:54:38.028179] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:38.160018] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:38.289464] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:38.423705] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:38.561607] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:38.694886] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:38.695094] [INFO ] [CONFIGURE ] PPL: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T04:54:38.695173] [INFO ] [CONFIGURE ] JOB ETA: 15.4m | Avg: 1.6s/test | Remaining: 588 tests [2025-09-28T04:54:38.695256] [INFO ] [CONFIGURE ] PPL: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:54:38.695383] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:54:38.831766] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:38.970446] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:39.109220] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:39.246330] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:54:39.387898] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:39.527612] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:39.667342] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:39.807585] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:54:39.948950] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:40.082617] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:40.082830] [INFO ] [CONFIGURE ] PPL: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:54:40.082918] [INFO ] [CONFIGURE ] JOB ETA: 15.3m | Avg: 1.6s/test | Remaining: 587 tests [2025-09-28T04:54:40.083001] [INFO ] [CONFIGURE ] PPL: Testing feature 3/29: add_daily_returns [2025-09-28T04:54:40.083084] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_daily_returns'] [2025-09-28T04:54:40.195769] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:40.307540] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:40.419453] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:40.534299] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:40.650482] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:40.764565] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:40.878465] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:40.991065] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:41.113174] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:41.232067] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:41.232252] [INFO ] [CONFIGURE ] PPL: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T04:54:41.232334] [INFO ] [CONFIGURE ] JOB ETA: 15.3m | Avg: 1.6s/test | Remaining: 586 tests [2025-09-28T04:54:41.232411] [INFO ] [CONFIGURE ] PPL: Testing feature 4/29: add_ema [2025-09-28T04:54:41.232492] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_ema'] [2025-09-28T04:54:41.362671] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:41.491918] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:54:41.622394] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:54:41.754001] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:41.894384] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:42.035590] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:42.166403] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:42.291920] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:42.417176] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:42.542473] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:42.542725] [INFO ] [CONFIGURE ] PPL: DISCARDED add_ema (score: 50.00%) [2025-09-28T04:54:42.542812] [INFO ] [CONFIGURE ] JOB ETA: 15.3m | Avg: 1.6s/test | Remaining: 585 tests [2025-09-28T04:54:42.542889] [INFO ] [CONFIGURE ] PPL: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:54:42.542962] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:54:42.674393] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:42.803627] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:42.934163] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:43.068971] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:43.205408] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:43.339160] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:43.474327] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:43.607959] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:43.741874] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:43.877238] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:43.877444] [INFO ] [CONFIGURE ] PPL: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:54:43.877523] [INFO ] [CONFIGURE ] JOB ETA: 15.3m | Avg: 1.6s/test | Remaining: 584 tests [2025-09-28T04:54:43.877599] [INFO ] [CONFIGURE ] PPL: Testing feature 6/29: add_failed_moves [2025-09-28T04:54:43.877695] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_failed_moves'] [2025-09-28T04:54:43.991133] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:44.108938] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:44.232481] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:44.350961] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:44.478608] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:44.596843] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:44.722172] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:44.843811] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:44.964736] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:45.085195] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:45.085379] [INFO ] [CONFIGURE ] PPL: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T04:54:45.085461] [INFO ] [CONFIGURE ] JOB ETA: 15.2m | Avg: 1.6s/test | Remaining: 583 tests [2025-09-28T04:54:45.085537] [INFO ] [CONFIGURE ] PPL: Testing feature 7/29: add_lag_shelf [2025-09-28T04:54:45.085610] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_lag_shelf'] [2025-09-28T04:54:45.195525] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:45.304747] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:45.412493] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:45.524309] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:45.634537] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:45.740891] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:45.849988] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:45.958441] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:46.067956] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:46.182630] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:46.182885] [INFO ] [CONFIGURE ] PPL: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:54:46.182970] [INFO ] [CONFIGURE ] JOB ETA: 15.2m | Avg: 1.6s/test | Remaining: 582 tests [2025-09-28T04:54:46.183045] [INFO ] [CONFIGURE ] PPL: Testing feature 8/29: add_macd [2025-09-28T04:54:46.183120] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:54:46.334995] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:46.482231] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:46.628347] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:46.778966] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:46.926576] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:47.078215] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:47.230168] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:47.382760] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:54:47.540320] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:47.688908] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:47.689224] [INFO ] [CONFIGURE ] PPL: DISCARDED add_macd (score: 50.00%) [2025-09-28T04:54:47.689346] [INFO ] [CONFIGURE ] JOB ETA: 15.2m | Avg: 1.6s/test | Remaining: 581 tests [2025-09-28T04:54:47.689426] [INFO ] [CONFIGURE ] PPL: Testing feature 9/29: add_mfi [2025-09-28T04:54:47.689498] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_mfi'] [2025-09-28T04:54:47.813918] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:47.941585] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:48.062485] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:48.185584] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:48.311223] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:48.438560] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:48.566264] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:48.691345] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:48.824121] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:48.956463] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:48.956720] [INFO ] [CONFIGURE ] PPL: DISCARDED add_mfi (score: 60.00%) [2025-09-28T04:54:48.956806] [INFO ] [CONFIGURE ] JOB ETA: 15.2m | Avg: 1.6s/test | Remaining: 580 tests [2025-09-28T04:54:48.956905] [INFO ] [CONFIGURE ] PPL: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:54:48.956982] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:54:49.099162] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:49.246007] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:49.385842] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:49.527187] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:49.672315] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:49.818073] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:54:49.970106] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:50.129799] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:50.280845] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:50.441268] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:50.441536] [INFO ] [CONFIGURE ] PPL: KEPT add_momentum_acceleration (score: 80.00%) [2025-09-28T04:54:50.441697] [INFO ] [CONFIGURE ] JOB ETA: 15.1m | Avg: 1.6s/test | Remaining: 579 tests [2025-09-28T04:54:50.441777] [INFO ] [CONFIGURE ] PPL: Testing feature 11/29: add_obv_daily [2025-09-28T04:54:50.441877] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T04:54:50.589554] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:50.737869] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:50.900387] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:51.053353] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:51.217877] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:51.383626] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:54:51.548116] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:51.715812] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:51.874746] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:54:52.026372] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:52.026661] [INFO ] [CONFIGURE ] PPL: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T04:54:52.026746] [INFO ] [CONFIGURE ] JOB ETA: 15.1m | Avg: 1.6s/test | Remaining: 578 tests [2025-09-28T04:54:52.026821] [INFO ] [CONFIGURE ] PPL: Testing feature 12/29: add_obv_interval [2025-09-28T04:54:52.026915] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T04:54:52.170192] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:52.312942] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:52.459536] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:52.605884] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:52.753623] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:52.899676] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:54:53.048182] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:53.202479] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:53.356579] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:53.508751] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:54:53.508963] [INFO ] [CONFIGURE ] PPL: KEPT add_obv_interval (score: 90.00%) [2025-09-28T04:54:53.509043] [INFO ] [CONFIGURE ] JOB ETA: 15.1m | Avg: 1.6s/test | Remaining: 577 tests [2025-09-28T04:54:53.509119] [INFO ] [CONFIGURE ] PPL: Testing feature 13/29: add_opening_strength [2025-09-28T04:54:53.509195] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:54:53.684464] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:53.860334] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:54.036542] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:54.209534] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:54:54.387101] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:54.561604] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:54:54.742003] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:54.919049] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:55.100502] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:55.289799] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:55.290034] [INFO ] [CONFIGURE ] PPL: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:54:55.290119] [INFO ] [CONFIGURE ] JOB ETA: 15.0m | Avg: 1.6s/test | Remaining: 576 tests [2025-09-28T04:54:55.290196] [INFO ] [CONFIGURE ] PPL: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:54:55.290293] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_order_flow_imbalance'] [2025-09-28T04:54:55.476300] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:55.653389] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:55.833745] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:56.010904] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:56.185277] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:56.365517] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:56.554585] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:54:56.734865] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:56.916224] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:54:57.093491] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:57.093795] [INFO ] [CONFIGURE ] PPL: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:54:57.093885] [INFO ] [CONFIGURE ] JOB ETA: 15.0m | Avg: 1.6s/test | Remaining: 575 tests [2025-09-28T04:54:57.093969] [INFO ] [CONFIGURE ] PPL: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:54:57.094045] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_pbf_overnight_gap'] [2025-09-28T04:54:57.258154] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:57.423254] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:57.590230] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:57.752405] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:57.913729] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:58.082083] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:54:58.250660] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:54:58.415125] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:54:58.581219] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:54:58.762114] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:54:58.762356] [INFO ] [CONFIGURE ] PPL: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:54:58.762458] [INFO ] [CONFIGURE ] JOB ETA: 15.0m | Avg: 1.6s/test | Remaining: 574 tests [2025-09-28T04:54:58.762554] [INFO ] [CONFIGURE ] PPL: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:54:58.762672] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_pbf_return_2d'] [2025-09-28T04:54:58.938555] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:54:59.109777] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:54:59.280076] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:54:59.451522] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:54:59.618834] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:54:59.784783] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:54:59.957282] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:00.129187] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:00.298703] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:00.466965] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:00.467227] [INFO ] [CONFIGURE ] PPL: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:55:00.467311] [INFO ] [CONFIGURE ] JOB ETA: 15.0m | Avg: 1.6s/test | Remaining: 573 tests [2025-09-28T04:55:00.467390] [INFO ] [CONFIGURE ] PPL: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:55:00.467464] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_pbf_volatility_5d'] [2025-09-28T04:55:00.628857] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:00.784991] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:00.948229] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:01.107367] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:01.266574] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:01.432885] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:55:01.607191] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:01.773896] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:01.935563] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:02.103945] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:02.104209] [INFO ] [CONFIGURE ] PPL: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:55:02.104320] [INFO ] [CONFIGURE ] JOB ETA: 14.9m | Avg: 1.6s/test | Remaining: 572 tests [2025-09-28T04:55:02.104401] [INFO ] [CONFIGURE ] PPL: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:55:02.104476] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_pbf_vs_sma_5'] [2025-09-28T04:55:02.272270] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:02.430471] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:02.590212] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:02.781028] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:02.971009] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:03.132549] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:55:03.292949] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:03.452590] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:03.661963] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:03.827558] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:03.827793] [INFO ] [CONFIGURE ] PPL: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:55:03.827874] [INFO ] [CONFIGURE ] JOB ETA: 14.9m | Avg: 1.6s/test | Remaining: 571 tests [2025-09-28T04:55:03.827950] [INFO ] [CONFIGURE ] PPL: Testing feature 20/29: add_price_rejection [2025-09-28T04:55:03.828005] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_price_rejection'] [2025-09-28T04:55:03.992257] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:04.152888] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:04.314295] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:04.483916] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:04.664048] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:04.842630] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:55:05.010420] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:05.184476] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:05.355616] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:05.530818] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:05.531048] [INFO ] [CONFIGURE ] PPL: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:55:05.531138] [INFO ] [CONFIGURE ] JOB ETA: 14.9m | Avg: 1.6s/test | Remaining: 570 tests [2025-09-28T04:55:05.531222] [INFO ] [CONFIGURE ] PPL: Testing feature 21/29: add_range_position [2025-09-28T04:55:05.531302] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_range_position'] [2025-09-28T04:55:05.708131] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:05.886740] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:06.063557] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:06.237862] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:06.408125] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:06.580324] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:55:06.754343] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:06.926984] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:07.098905] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:07.270567] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:07.270798] [INFO ] [CONFIGURE ] PPL: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:55:07.270878] [INFO ] [CONFIGURE ] JOB ETA: 14.9m | Avg: 1.6s/test | Remaining: 569 tests [2025-09-28T04:55:07.270954] [INFO ] [CONFIGURE ] PPL: Testing feature 22/29: add_realized_volatility [2025-09-28T04:55:07.271029] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_realized_volatility'] [2025-09-28T04:55:07.455660] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:07.640822] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:07.832606] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:08.039871] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:08.245826] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:08.443980] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:55:08.672444] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:08.927306] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:09.169778] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:09.373152] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:09.373445] [INFO ] [CONFIGURE ] PPL: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:55:09.373544] [INFO ] [CONFIGURE ] JOB ETA: 14.8m | Avg: 1.6s/test | Remaining: 568 tests [2025-09-28T04:55:09.373624] [INFO ] [CONFIGURE ] PPL: Testing feature 23/29: add_recent_range_context [2025-09-28T04:55:09.373746] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_recent_range_context'] [2025-09-28T04:55:09.540771] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:09.702362] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:09.873305] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:10.038159] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:10.206707] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:10.374763] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:55:10.555330] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:10.719970] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:10.883585] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:11.054470] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:11.054713] [INFO ] [CONFIGURE ] PPL: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:55:11.054796] [INFO ] [CONFIGURE ] JOB ETA: 14.8m | Avg: 1.6s/test | Remaining: 567 tests [2025-09-28T04:55:11.054870] [INFO ] [CONFIGURE ] PPL: Testing feature 24/29: add_rsi [2025-09-28T04:55:11.054926] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_ema', 'add_rsi'] [2025-09-28T04:55:11.231800] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:11.412552] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:11.599396] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:55:11.788865] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:55:11.972612] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:12.158946] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:55:12.341389] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:12.542424] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:12.732459] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:12.921848] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:12.922064] [INFO ] [CONFIGURE ] PPL: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:55:12.922148] [INFO ] [CONFIGURE ] JOB ETA: 14.8m | Avg: 1.6s/test | Remaining: 566 tests [2025-09-28T04:55:12.922225] [INFO ] [CONFIGURE ] PPL: Testing feature 25/29: add_tick_distribution [2025-09-28T04:55:12.922299] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_tick_distribution'] [2025-09-28T04:55:13.080871] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:13.240109] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:13.395694] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:13.556054] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:13.731722] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:13.904487] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:55:14.066322] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:14.227817] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:14.388931] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:14.556395] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:14.556605] [INFO ] [CONFIGURE ] PPL: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:55:14.556710] [INFO ] [CONFIGURE ] JOB ETA: 14.8m | Avg: 1.6s/test | Remaining: 565 tests [2025-09-28T04:55:14.556790] [INFO ] [CONFIGURE ] PPL: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:55:14.556848] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_volume_momentum_confirmation'] [2025-09-28T04:55:14.720275] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:14.897379] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:15.066484] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:15.236514] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:15.406174] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:15.614717] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:55:15.864710] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:16.039829] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:16.211043] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:16.387823] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:16.388133] [INFO ] [CONFIGURE ] PPL: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:55:16.388243] [INFO ] [CONFIGURE ] JOB ETA: 14.7m | Avg: 1.6s/test | Remaining: 564 tests [2025-09-28T04:55:16.388352] [INFO ] [CONFIGURE ] PPL: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:55:16.388440] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_volume_price_divergence'] [2025-09-28T04:55:16.570304] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:16.753314] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:55:16.930377] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:17.103590] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:17.275966] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:17.454449] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:55:17.631100] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:17.809567] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:17.989305] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:18.169107] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:18.169333] [INFO ] [CONFIGURE ] PPL: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:55:18.169418] [INFO ] [CONFIGURE ] JOB ETA: 14.7m | Avg: 1.6s/test | Remaining: 563 tests [2025-09-28T04:55:18.169500] [INFO ] [CONFIGURE ] PPL: Testing feature 28/29: add_volume_profile [2025-09-28T04:55:18.169576] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_volume_profile'] [2025-09-28T04:55:18.337305] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:18.504671] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:18.668043] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:18.844279] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:19.015679] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:19.192470] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:55:19.361511] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:19.529454] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:19.709496] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:19.893475] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:19.893822] [INFO ] [CONFIGURE ] PPL: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:55:19.893934] [INFO ] [CONFIGURE ] JOB ETA: 14.7m | Avg: 1.6s/test | Remaining: 562 tests [2025-09-28T04:55:19.894031] [INFO ] [CONFIGURE ] PPL: Testing feature 29/29: add_vwap [2025-09-28T04:55:19.894117] [INFO ] [CONFIGURE ] PPL: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval', 'add_vwap'] [2025-09-28T04:55:20.069855] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:55:20.240212] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:20.414604] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:20.586146] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:55:20.760297] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:55:20.935934] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:55:21.114506] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:21.286822] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:55:21.461993] [DEBUG] [FORECASTER] PPL: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:55:21.649562] [DEBUG] [FORECASTER] PPL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:55:21.650059] [INFO ] [CONFIGURE ] PPL: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:55:21.650146] [INFO ] [CONFIGURE ] JOB ETA: 14.7m | Avg: 1.6s/test | Remaining: 561 tests [2025-09-28T04:55:21.650251] [INFO ] [CONFIGURE ] PPL: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:55:21.650329] [INFO ] [CONFIGURE ] PPL: Best accuracy: 90.00% [2025-09-28T04:55:21.650406] [INFO ] [CONFIGURE ] PPL: Best feature set (3 features): ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T04:55:21.650523] [INFO ] [CONFIGURE ] PPL: Improvement over baseline: 30.00% [2025-09-28T04:55:21.650596] [INFO ] [CONFIGURE ] PPL: Total time: 44.3 seconds [2025-09-28T04:55:21.650690] [INFO ] [CONFIGURE ] PPL: Average time per feature: 1.6 seconds [2025-09-28T04:55:21.650762] [INFO ] [CONFIGURE ] PPL: Average speed: 0.65 features/sec [2025-09-28T04:55:21.651633] [INFO ] [LOCAL ] Saved configuration for PPL: 3 features, 90.00% accuracy -> ./output/feature-sets/PPL.json [2025-09-28T04:55:21.651756] [INFO ] [CONFIGURE ] PPL: Configuration saved successfully: 3 features, 90.00% accuracy. [2025-09-28T04:55:21.651901] [INFO ] [sig ] [117/135] Successfully configured PPL | 0.02 sym/s | Total: 1.5h | ETA: 13.9m [2025-09-28T04:55:21.652006] [INFO ] [sig ] [118/135] Configuring PX... [2025-09-28T04:55:21.652105] [INFO ] [CONFIGURE ] PX: Configurate test run. [2025-09-28T04:55:21.652224] [DEBUG] [REMOTE ] Fetching historical data for symbol 'PX' from 'https://tdm.silogroup.org/data/derivative_storage/PX.csv'. [2025-09-28T04:55:21.877538] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'PX'. [2025-09-28T04:55:21.878247] [INFO ] [CONFIGURE ] PX: Testing with 29 available features [2025-09-28T04:55:21.878333] [INFO ] [CONFIGURE ] PX: Establishing baseline with no features... [2025-09-28T04:55:21.992605] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:22.110116] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:22.220554] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:22.329306] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:22.437220] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:22.545671] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:55:22.658681] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:22.779556] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:22.890983] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:55:23.005900] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:23.006128] [INFO ] [CONFIGURE ] PX: Baseline score (no features): 70.00% [2025-09-28T04:55:23.006241] [INFO ] [CONFIGURE ] PX: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:55:23.006319] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:55:23.135511] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:23.262999] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:23.404014] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:23.538712] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:23.669423] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:23.796124] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:23.921301] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:24.044032] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:24.171802] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:24.310090] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:24.310348] [INFO ] [CONFIGURE ] PX: KEPT add_bollinger_bands (score: 80.00%) [2025-09-28T04:55:24.310466] [INFO ] [CONFIGURE ] JOB ETA: 14.6m | Avg: 1.6s/test | Remaining: 560 tests [2025-09-28T04:55:24.310544] [INFO ] [CONFIGURE ] PX: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:55:24.310619] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:55:24.464215] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:24.614168] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:24.787361] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:55:24.939006] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:25.095029] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:25.248152] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:25.393039] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:25.544130] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:25.690535] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:25.835056] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:25.835241] [INFO ] [CONFIGURE ] PX: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T04:55:25.835323] [INFO ] [CONFIGURE ] JOB ETA: 14.6m | Avg: 1.6s/test | Remaining: 559 tests [2025-09-28T04:55:25.835400] [INFO ] [CONFIGURE ] PX: Testing feature 3/29: add_daily_returns [2025-09-28T04:55:25.835475] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:55:25.965814] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:26.090032] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:26.217125] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:26.360788] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:26.490628] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:26.623160] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:26.756535] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:26.885608] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:27.022795] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:27.155153] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:27.155399] [INFO ] [CONFIGURE ] PX: DISCARDED add_daily_returns (score: 80.00%) [2025-09-28T04:55:27.155483] [INFO ] [CONFIGURE ] JOB ETA: 14.6m | Avg: 1.6s/test | Remaining: 558 tests [2025-09-28T04:55:27.155560] [INFO ] [CONFIGURE ] PX: Testing feature 4/29: add_ema [2025-09-28T04:55:27.155633] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:55:27.300621] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:27.446508] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:27.595269] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:27.746616] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:27.886228] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:28.027897] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:55:28.171567] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:28.327177] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:28.508418] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:28.719029] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:28.719372] [INFO ] [CONFIGURE ] PX: DISCARDED add_ema (score: 70.00%) [2025-09-28T04:55:28.719478] [INFO ] [CONFIGURE ] JOB ETA: 14.6m | Avg: 1.6s/test | Remaining: 557 tests [2025-09-28T04:55:28.719555] [INFO ] [CONFIGURE ] PX: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:55:28.719625] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:55:28.933875] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:29.111270] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:29.297707] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:55:29.463106] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:29.630152] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:29.798449] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:29.948990] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:30.094281] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:30.248923] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:30.399019] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:30.399240] [INFO ] [CONFIGURE ] PX: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T04:55:30.399323] [INFO ] [CONFIGURE ] JOB ETA: 14.5m | Avg: 1.6s/test | Remaining: 556 tests [2025-09-28T04:55:30.399400] [INFO ] [CONFIGURE ] PX: Testing feature 6/29: add_failed_moves [2025-09-28T04:55:30.399473] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:55:30.524931] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:30.654906] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:30.786239] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:30.927051] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:31.058298] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:31.197281] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:31.338289] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:31.500673] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:31.646093] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:31.793311] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:31.793519] [INFO ] [CONFIGURE ] PX: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:55:31.793598] [INFO ] [CONFIGURE ] JOB ETA: 14.5m | Avg: 1.6s/test | Remaining: 555 tests [2025-09-28T04:55:31.793697] [INFO ] [CONFIGURE ] PX: Testing feature 7/29: add_lag_shelf [2025-09-28T04:55:31.793770] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:55:31.918904] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:32.048439] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:32.185606] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:32.315979] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:32.442906] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:32.576751] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:32.708738] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:32.847110] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:32.984088] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:33.119775] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:33.119988] [INFO ] [CONFIGURE ] PX: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:55:33.120069] [INFO ] [CONFIGURE ] JOB ETA: 14.5m | Avg: 1.6s/test | Remaining: 554 tests [2025-09-28T04:55:33.120145] [INFO ] [CONFIGURE ] PX: Testing feature 8/29: add_macd [2025-09-28T04:55:33.120202] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:55:33.292707] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:33.463527] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:33.629862] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:55:33.803311] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:55:33.966425] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:34.132182] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:34.315008] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:34.495099] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:34.662106] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:34.825483] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:34.825767] [INFO ] [CONFIGURE ] PX: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:55:34.825850] [INFO ] [CONFIGURE ] JOB ETA: 14.5m | Avg: 1.6s/test | Remaining: 553 tests [2025-09-28T04:55:34.825927] [INFO ] [CONFIGURE ] PX: Testing feature 9/29: add_mfi [2025-09-28T04:55:34.826001] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:55:34.950953] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:35.081818] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:35.222301] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:35.365678] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:35.509268] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:35.653009] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:35.803626] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:35.951227] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:36.092483] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:36.233400] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:36.233732] [INFO ] [CONFIGURE ] PX: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:55:36.233815] [INFO ] [CONFIGURE ] JOB ETA: 14.4m | Avg: 1.6s/test | Remaining: 552 tests [2025-09-28T04:55:36.233891] [INFO ] [CONFIGURE ] PX: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:55:36.233964] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:55:36.392892] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:36.549590] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:36.702331] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:36.857776] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:37.009082] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:37.162786] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:37.315813] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:37.476306] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:37.642827] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:37.805879] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:37.806090] [INFO ] [CONFIGURE ] PX: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:55:37.806171] [INFO ] [CONFIGURE ] JOB ETA: 14.4m | Avg: 1.6s/test | Remaining: 551 tests [2025-09-28T04:55:37.806246] [INFO ] [CONFIGURE ] PX: Testing feature 11/29: add_obv_daily [2025-09-28T04:55:37.806301] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:55:37.944003] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:38.102112] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:38.254670] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:38.428713] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:55:38.626610] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:38.849313] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:39.031240] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:39.165207] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:39.306796] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:39.442362] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:39.442596] [INFO ] [CONFIGURE ] PX: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T04:55:39.442734] [INFO ] [CONFIGURE ] JOB ETA: 14.4m | Avg: 1.6s/test | Remaining: 550 tests [2025-09-28T04:55:39.442817] [INFO ] [CONFIGURE ] PX: Testing feature 12/29: add_obv_interval [2025-09-28T04:55:39.442870] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:55:39.577296] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:39.711945] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:39.848903] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:39.982382] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:40.121865] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:40.260804] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:40.398515] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:40.535067] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:40.673831] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:40.814979] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:40.815175] [INFO ] [CONFIGURE ] PX: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T04:55:40.815254] [INFO ] [CONFIGURE ] JOB ETA: 14.3m | Avg: 1.6s/test | Remaining: 549 tests [2025-09-28T04:55:40.815326] [INFO ] [CONFIGURE ] PX: Testing feature 13/29: add_opening_strength [2025-09-28T04:55:40.815381] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:55:40.965976] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:55:41.113955] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:41.262548] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:41.433805] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:55:41.573053] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:41.723914] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:41.874816] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:42.022765] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:42.171230] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:42.319723] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:42.319942] [INFO ] [CONFIGURE ] PX: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T04:55:42.320025] [INFO ] [CONFIGURE ] JOB ETA: 14.3m | Avg: 1.6s/test | Remaining: 548 tests [2025-09-28T04:55:42.320101] [INFO ] [CONFIGURE ] PX: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:55:42.320166] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T04:55:42.475838] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:42.632873] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:42.783286] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:55:42.935771] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:43.106716] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:43.256512] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:43.400495] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:43.549308] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:43.704003] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:43.859182] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:43.859401] [INFO ] [CONFIGURE ] PX: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:55:43.859484] [INFO ] [CONFIGURE ] JOB ETA: 14.3m | Avg: 1.6s/test | Remaining: 547 tests [2025-09-28T04:55:43.859561] [INFO ] [CONFIGURE ] PX: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:55:43.859686] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T04:55:43.995163] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:44.115885] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:44.236194] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:44.360682] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:44.483539] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:44.606291] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:44.728222] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:44.850079] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:44.974159] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:45.120210] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:45.120449] [INFO ] [CONFIGURE ] PX: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:55:45.120534] [INFO ] [CONFIGURE ] JOB ETA: 14.3m | Avg: 1.6s/test | Remaining: 546 tests [2025-09-28T04:55:45.120613] [INFO ] [CONFIGURE ] PX: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:55:45.120748] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T04:55:45.257011] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:45.394435] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:45.531524] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:45.674164] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:55:45.813053] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:45.962055] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T04:55:46.108234] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:46.254708] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:46.391154] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:46.543871] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:46.544103] [INFO ] [CONFIGURE ] PX: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T04:55:46.544184] [INFO ] [CONFIGURE ] JOB ETA: 14.2m | Avg: 1.6s/test | Remaining: 545 tests [2025-09-28T04:55:46.544263] [INFO ] [CONFIGURE ] PX: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:55:46.544369] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T04:55:46.693668] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:46.852352] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:47.004067] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:47.151195] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:47.303618] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:47.452019] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:47.602598] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:47.756005] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:47.912477] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:48.065826] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:48.066064] [INFO ] [CONFIGURE ] PX: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:55:48.066127] [INFO ] [CONFIGURE ] JOB ETA: 14.2m | Avg: 1.6s/test | Remaining: 544 tests [2025-09-28T04:55:48.066181] [INFO ] [CONFIGURE ] PX: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:55:48.066258] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T04:55:48.198742] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:48.335019] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:48.471665] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:48.606667] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:48.744521] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:48.878316] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:49.013561] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:49.149128] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:49.290069] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:49.433676] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:49.433954] [INFO ] [CONFIGURE ] PX: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:55:49.434046] [INFO ] [CONFIGURE ] JOB ETA: 14.2m | Avg: 1.6s/test | Remaining: 543 tests [2025-09-28T04:55:49.434131] [INFO ] [CONFIGURE ] PX: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:55:49.434217] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T04:55:49.568763] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:49.704610] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:49.842598] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:49.977521] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:50.112678] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:50.248755] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:50.385396] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:50.529127] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:50.667029] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:50.805993] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:50.806175] [INFO ] [CONFIGURE ] PX: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:55:50.806257] [INFO ] [CONFIGURE ] JOB ETA: 14.2m | Avg: 1.6s/test | Remaining: 542 tests [2025-09-28T04:55:50.806332] [INFO ] [CONFIGURE ] PX: Testing feature 20/29: add_price_rejection [2025-09-28T04:55:50.806419] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T04:55:50.949472] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:51.090708] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:51.235262] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:51.380106] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:51.528402] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:51.675996] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:51.825323] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:51.971710] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:52.121849] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:52.269809] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:52.269995] [INFO ] [CONFIGURE ] PX: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:55:52.270075] [INFO ] [CONFIGURE ] JOB ETA: 14.1m | Avg: 1.6s/test | Remaining: 541 tests [2025-09-28T04:55:52.270149] [INFO ] [CONFIGURE ] PX: Testing feature 21/29: add_range_position [2025-09-28T04:55:52.270248] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T04:55:52.424013] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:52.581160] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:52.731339] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:55:52.879496] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:53.034208] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:53.189253] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:53.353690] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:55:53.526167] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:53.746307] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:53.957413] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:53.957671] [INFO ] [CONFIGURE ] PX: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:55:53.957770] [INFO ] [CONFIGURE ] JOB ETA: 14.1m | Avg: 1.6s/test | Remaining: 540 tests [2025-09-28T04:55:53.957860] [INFO ] [CONFIGURE ] PX: Testing feature 22/29: add_realized_volatility [2025-09-28T04:55:53.957976] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T04:55:54.135942] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:54.302500] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:54.462807] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:54.627496] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:54.797333] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:54.959807] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:55.121286] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:55.292069] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:55.461905] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:55.636132] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:55.636334] [INFO ] [CONFIGURE ] PX: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T04:55:55.636478] [INFO ] [CONFIGURE ] JOB ETA: 14.1m | Avg: 1.6s/test | Remaining: 539 tests [2025-09-28T04:55:55.636665] [INFO ] [CONFIGURE ] PX: Testing feature 23/29: add_recent_range_context [2025-09-28T04:55:55.636741] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T04:55:55.773732] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:55.910298] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:56.045190] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:56.180221] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:56.318598] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:56.464700] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:56.621785] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:56.771570] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:56.911795] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:57.056069] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:57.056257] [INFO ] [CONFIGURE ] PX: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:55:57.056336] [INFO ] [CONFIGURE ] JOB ETA: 14.1m | Avg: 1.6s/test | Remaining: 538 tests [2025-09-28T04:55:57.056498] [INFO ] [CONFIGURE ] PX: Testing feature 24/29: add_rsi [2025-09-28T04:55:57.056550] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:55:57.211092] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:57.363622] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:57.519408] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:57.679113] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:57.835571] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:57.997835] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:58.155469] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:58.318208] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:55:58.477606] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:55:58.639429] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:55:58.639619] [INFO ] [CONFIGURE ] PX: DISCARDED add_rsi (score: 70.00%) [2025-09-28T04:55:58.639720] [INFO ] [CONFIGURE ] JOB ETA: 14.0m | Avg: 1.6s/test | Remaining: 537 tests [2025-09-28T04:55:58.639795] [INFO ] [CONFIGURE ] PX: Testing feature 25/29: add_tick_distribution [2025-09-28T04:55:58.639946] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T04:55:58.766229] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:55:58.893816] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:55:59.020788] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:55:59.149186] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:55:59.295537] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:55:59.437374] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:55:59.606354] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:55:59.781102] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:55:59.937294] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:00.071176] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:56:00.071439] [INFO ] [CONFIGURE ] PX: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:56:00.071554] [INFO ] [CONFIGURE ] JOB ETA: 14.0m | Avg: 1.6s/test | Remaining: 536 tests [2025-09-28T04:56:00.071670] [INFO ] [CONFIGURE ] PX: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:56:00.071761] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T04:56:00.210631] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:56:00.347187] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:56:00.479886] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:56:00.617724] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:00.752538] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:56:00.891568] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:56:01.034273] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:01.177716] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:56:01.327327] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:01.474723] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:56:01.474989] [INFO ] [CONFIGURE ] PX: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:56:01.475100] [INFO ] [CONFIGURE ] JOB ETA: 14.0m | Avg: 1.6s/test | Remaining: 535 tests [2025-09-28T04:56:01.475206] [INFO ] [CONFIGURE ] PX: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:56:01.475298] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T04:56:01.636409] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:56:01.793863] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:56:01.945997] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:56:02.095007] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:02.244089] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:56:02.395423] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:56:02.546542] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:02.691346] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:56:02.836219] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:02.986773] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:56:02.987063] [INFO ] [CONFIGURE ] PX: DISCARDED add_volume_price_divergence (score: 80.00%) [2025-09-28T04:56:02.987170] [INFO ] [CONFIGURE ] JOB ETA: 14.0m | Avg: 1.6s/test | Remaining: 534 tests [2025-09-28T04:56:02.987273] [INFO ] [CONFIGURE ] PX: Testing feature 28/29: add_volume_profile [2025-09-28T04:56:02.987363] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T04:56:03.118617] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:56:03.253578] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:56:03.392937] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:56:03.530167] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:03.674312] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:56:03.827963] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:56:03.980207] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:04.124241] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:56:04.278317] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:04.416815] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:56:04.417056] [INFO ] [CONFIGURE ] PX: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:56:04.417138] [INFO ] [CONFIGURE ] JOB ETA: 13.9m | Avg: 1.6s/test | Remaining: 533 tests [2025-09-28T04:56:04.417326] [INFO ] [CONFIGURE ] PX: Testing feature 29/29: add_vwap [2025-09-28T04:56:04.417395] [INFO ] [CONFIGURE ] PX: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T04:56:04.557086] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:56:04.698988] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:56:04.839231] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:56:04.981407] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:05.121577] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:56:05.264037] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:56:05.407291] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:05.557196] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:56:05.700844] [DEBUG] [FORECASTER] PX: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:05.841799] [DEBUG] [FORECASTER] PX: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:56:05.842016] [INFO ] [CONFIGURE ] PX: DISCARDED add_vwap (score: 80.00%) [2025-09-28T04:56:05.842120] [INFO ] [CONFIGURE ] JOB ETA: 13.9m | Avg: 1.6s/test | Remaining: 532 tests [2025-09-28T04:56:05.842268] [INFO ] [CONFIGURE ] PX: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:56:05.842343] [INFO ] [CONFIGURE ] PX: Best accuracy: 80.00% [2025-09-28T04:56:05.842413] [INFO ] [CONFIGURE ] PX: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T04:56:05.842492] [INFO ] [CONFIGURE ] PX: Improvement over baseline: 10.00% [2025-09-28T04:56:05.842589] [INFO ] [CONFIGURE ] PX: Total time: 42.8 seconds [2025-09-28T04:56:05.842692] [INFO ] [CONFIGURE ] PX: Average time per feature: 1.5 seconds [2025-09-28T04:56:05.842772] [INFO ] [CONFIGURE ] PX: Average speed: 0.68 features/sec [2025-09-28T04:56:05.843897] [INFO ] [LOCAL ] Saved configuration for PX: 1 features, 80.00% accuracy -> ./output/feature-sets/PX.json [2025-09-28T04:56:05.843993] [INFO ] [CONFIGURE ] PX: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T04:56:05.844165] [INFO ] [sig ] [118/135] Successfully configured PX | 0.02 sym/s | Total: 1.5h | ETA: 13.1m [2025-09-28T04:56:05.844267] [INFO ] [sig ] [119/135] Configuring QBTS... [2025-09-28T04:56:05.844372] [INFO ] [CONFIGURE ] QBTS: Configurate test run. [2025-09-28T04:56:05.844520] [DEBUG] [REMOTE ] Fetching historical data for symbol 'QBTS' from 'https://tdm.silogroup.org/data/derivative_storage/QBTS.csv'. [2025-09-28T04:56:05.872125] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'QBTS'. [2025-09-28T04:56:05.872794] [INFO ] [CONFIGURE ] QBTS: Testing with 29 available features [2025-09-28T04:56:05.872886] [INFO ] [CONFIGURE ] QBTS: Establishing baseline with no features... [2025-09-28T04:56:05.983326] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:56:06.094374] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:06.209044] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:06.321151] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:06.439004] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:06.552788] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:06.672840] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:06.787638] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:06.903485] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:07.018555] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:56:07.018769] [INFO ] [CONFIGURE ] QBTS: Baseline score (no features): 30.00% [2025-09-28T04:56:07.018868] [INFO ] [CONFIGURE ] QBTS: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:56:07.018945] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:56:07.146303] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:56:07.274755] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:07.407078] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:07.533551] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:07.683449] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:07.809005] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:07.948224] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:56:08.160551] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:08.293190] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:08.426060] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:08.426311] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_bollinger_bands (score: 20.00%) [2025-09-28T04:56:08.426407] [INFO ] [CONFIGURE ] JOB ETA: 13.9m | Avg: 1.6s/test | Remaining: 531 tests [2025-09-28T04:56:08.426498] [INFO ] [CONFIGURE ] QBTS: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:56:08.426567] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:56:08.562264] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:08.696436] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:08.830934] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:08.964764] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:09.118377] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:09.250703] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:09.395895] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:09.530523] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:09.667362] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:09.803031] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:09.803290] [INFO ] [CONFIGURE ] QBTS: KEPT add_cumulative_delta (score: 40.00%) [2025-09-28T04:56:09.803375] [INFO ] [CONFIGURE ] JOB ETA: 13.8m | Avg: 1.6s/test | Remaining: 530 tests [2025-09-28T04:56:09.803580] [INFO ] [CONFIGURE ] QBTS: Testing feature 3/29: add_daily_returns [2025-09-28T04:56:09.803691] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:56:09.937462] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:56:10.078391] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:10.224079] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:10.367156] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:10.503196] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:10.638933] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:10.772174] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:10.904352] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:11.038273] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:11.174201] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:11.174399] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T04:56:11.174565] [INFO ] [CONFIGURE ] JOB ETA: 13.8m | Avg: 1.6s/test | Remaining: 529 tests [2025-09-28T04:56:11.174665] [INFO ] [CONFIGURE ] QBTS: Testing feature 4/29: add_ema [2025-09-28T04:56:11.174740] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T04:56:11.318582] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:11.473777] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:11.623804] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:11.774289] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:11.924220] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:12.073310] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:12.230022] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:12.387284] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:12.547190] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:12.710279] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:12.711790] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:56:12.711879] [INFO ] [CONFIGURE ] JOB ETA: 13.8m | Avg: 1.6s/test | Remaining: 528 tests [2025-09-28T04:56:12.711969] [INFO ] [CONFIGURE ] QBTS: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:56:12.712076] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:56:12.872393] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:13.032857] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:13.193224] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:13.353230] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:13.526448] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:13.698910] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:13.863744] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:14.022401] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:14.181567] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:14.344689] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:14.344894] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:56:14.344976] [INFO ] [CONFIGURE ] JOB ETA: 13.8m | Avg: 1.6s/test | Remaining: 527 tests [2025-09-28T04:56:14.345139] [INFO ] [CONFIGURE ] QBTS: Testing feature 6/29: add_failed_moves [2025-09-28T04:56:14.345198] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_failed_moves'] [2025-09-28T04:56:14.485787] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:14.626596] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:14.768052] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:14.914504] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:15.079589] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:15.224348] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:15.366515] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:15.506184] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:15.654089] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:15.801133] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:15.801343] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_failed_moves (score: 40.00%) [2025-09-28T04:56:15.801423] [INFO ] [CONFIGURE ] JOB ETA: 13.7m | Avg: 1.6s/test | Remaining: 526 tests [2025-09-28T04:56:15.801590] [INFO ] [CONFIGURE ] QBTS: Testing feature 7/29: add_lag_shelf [2025-09-28T04:56:15.801686] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_lag_shelf'] [2025-09-28T04:56:15.928110] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:16.057156] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:16.184713] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:16.314408] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:16.445815] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:16.587972] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:16.722203] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:16.860563] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:16.997753] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:17.132675] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:17.132875] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_lag_shelf (score: 40.00%) [2025-09-28T04:56:17.132955] [INFO ] [CONFIGURE ] JOB ETA: 13.7m | Avg: 1.6s/test | Remaining: 525 tests [2025-09-28T04:56:17.133114] [INFO ] [CONFIGURE ] QBTS: Testing feature 8/29: add_macd [2025-09-28T04:56:17.133173] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_macd'] [2025-09-28T04:56:17.311119] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:17.486414] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:17.663606] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:17.880021] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:18.064507] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:18.243115] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:18.443792] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:18.664130] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:18.887422] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:19.125285] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:19.125522] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_macd (score: 40.00%) [2025-09-28T04:56:19.125628] [INFO ] [CONFIGURE ] JOB ETA: 13.7m | Avg: 1.6s/test | Remaining: 524 tests [2025-09-28T04:56:19.125745] [INFO ] [CONFIGURE ] QBTS: Testing feature 9/29: add_mfi [2025-09-28T04:56:19.125846] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_mfi'] [2025-09-28T04:56:19.302861] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:19.458561] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:19.607614] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:19.773479] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:19.931811] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:20.087979] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:20.241248] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:20.394926] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:20.570877] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:20.735921] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:20.736233] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_mfi (score: 40.00%) [2025-09-28T04:56:20.736355] [INFO ] [CONFIGURE ] JOB ETA: 13.7m | Avg: 1.6s/test | Remaining: 523 tests [2025-09-28T04:56:20.736490] [INFO ] [CONFIGURE ] QBTS: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:56:20.736572] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:56:20.915851] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:21.126673] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:21.348003] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:21.569501] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:21.790927] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:21.973615] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:22.163895] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:22.336828] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:22.510083] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:22.695809] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:22.696119] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:56:22.696245] [INFO ] [CONFIGURE ] JOB ETA: 13.6m | Avg: 1.6s/test | Remaining: 522 tests [2025-09-28T04:56:22.696352] [INFO ] [CONFIGURE ] QBTS: Testing feature 11/29: add_obv_daily [2025-09-28T04:56:22.696458] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_obv_daily'] [2025-09-28T04:56:22.873153] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:56:23.058876] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:23.200894] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:23.344876] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:23.497046] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:23.649327] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:23.812737] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:23.966832] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:24.117462] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:24.275256] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:24.275495] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_obv_daily (score: 30.00%) [2025-09-28T04:56:24.275580] [INFO ] [CONFIGURE ] JOB ETA: 13.6m | Avg: 1.6s/test | Remaining: 521 tests [2025-09-28T04:56:24.275756] [INFO ] [CONFIGURE ] QBTS: Testing feature 12/29: add_obv_interval [2025-09-28T04:56:24.275859] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_obv_interval'] [2025-09-28T04:56:24.418752] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:24.572027] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:24.721013] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:24.874241] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:25.021216] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:25.160130] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:25.314613] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:25.458692] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:25.600732] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:25.747727] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:25.747954] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T04:56:25.748082] [INFO ] [CONFIGURE ] JOB ETA: 13.6m | Avg: 1.6s/test | Remaining: 520 tests [2025-09-28T04:56:25.748174] [INFO ] [CONFIGURE ] QBTS: Testing feature 13/29: add_opening_strength [2025-09-28T04:56:25.748261] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:56:25.902535] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:26.062126] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:26.212636] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:26.364620] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:26.517695] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:26.674350] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:26.828721] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:26.984410] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:27.141049] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:27.295347] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:27.295582] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:56:27.295712] [INFO ] [CONFIGURE ] JOB ETA: 13.6m | Avg: 1.6s/test | Remaining: 519 tests [2025-09-28T04:56:27.295806] [INFO ] [CONFIGURE ] QBTS: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:56:27.295894] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_order_flow_imbalance'] [2025-09-28T04:56:27.445598] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:27.598679] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:27.759950] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:27.925104] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:28.093298] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:28.257828] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:28.417181] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:28.587017] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:28.748569] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:28.911928] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:28.912138] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T04:56:28.912220] [INFO ] [CONFIGURE ] JOB ETA: 13.5m | Avg: 1.6s/test | Remaining: 518 tests [2025-09-28T04:56:28.912393] [INFO ] [CONFIGURE ] QBTS: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:56:28.912482] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T04:56:29.044993] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:29.184050] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:29.323070] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:29.461468] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:29.606315] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:29.747092] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:29.884316] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:30.027504] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:30.171298] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:30.310204] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:30.310442] [INFO ] [CONFIGURE ] QBTS: KEPT add_pbf_morning_momentum (score: 50.00%) [2025-09-28T04:56:30.310525] [INFO ] [CONFIGURE ] JOB ETA: 13.5m | Avg: 1.6s/test | Remaining: 517 tests [2025-09-28T04:56:30.310602] [INFO ] [CONFIGURE ] QBTS: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:56:30.310705] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_pbf_overnight_gap'] [2025-09-28T04:56:30.463554] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:30.611393] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:30.762555] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:30.917409] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:31.092537] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:31.243770] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:31.399550] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:31.552584] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:31.697254] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:31.846426] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:31.846694] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T04:56:31.846781] [INFO ] [CONFIGURE ] JOB ETA: 13.5m | Avg: 1.6s/test | Remaining: 516 tests [2025-09-28T04:56:31.846884] [INFO ] [CONFIGURE ] QBTS: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:56:31.846962] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_pbf_return_2d'] [2025-09-28T04:56:31.999304] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:32.147033] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:32.296364] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:32.454523] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:32.611728] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:32.776472] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:32.949412] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:33.122912] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:33.309672] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:33.479294] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:33.479501] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T04:56:33.479670] [INFO ] [CONFIGURE ] JOB ETA: 13.5m | Avg: 1.6s/test | Remaining: 515 tests [2025-09-28T04:56:33.479751] [INFO ] [CONFIGURE ] QBTS: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:56:33.479828] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_pbf_volatility_5d'] [2025-09-28T04:56:33.623050] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:33.768165] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:33.909956] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:34.057869] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:34.199861] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:34.339394] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:34.485990] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:34.633814] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:34.785111] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:34.939925] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:34.940143] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T04:56:34.940225] [INFO ] [CONFIGURE ] JOB ETA: 13.4m | Avg: 1.6s/test | Remaining: 514 tests [2025-09-28T04:56:34.940302] [INFO ] [CONFIGURE ] QBTS: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:56:34.940377] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_pbf_vs_sma_5'] [2025-09-28T04:56:35.077020] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:35.220775] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:35.360218] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:35.498526] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:35.642334] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:35.783034] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:35.930085] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:36.067414] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:36.204754] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:36.344959] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:36.345222] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T04:56:36.345303] [INFO ] [CONFIGURE ] JOB ETA: 13.4m | Avg: 1.6s/test | Remaining: 513 tests [2025-09-28T04:56:36.345378] [INFO ] [CONFIGURE ] QBTS: Testing feature 20/29: add_price_rejection [2025-09-28T04:56:36.345451] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_price_rejection'] [2025-09-28T04:56:36.497286] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:36.647914] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:36.794033] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:36.941315] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:37.087139] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:37.232759] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:37.379773] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:37.529958] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:37.683752] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:37.834596] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:37.834821] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T04:56:37.834903] [INFO ] [CONFIGURE ] JOB ETA: 13.4m | Avg: 1.6s/test | Remaining: 512 tests [2025-09-28T04:56:37.834978] [INFO ] [CONFIGURE ] QBTS: Testing feature 21/29: add_range_position [2025-09-28T04:56:37.835052] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_range_position'] [2025-09-28T04:56:37.990540] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:38.140232] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:38.291391] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:38.442868] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:38.598500] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:38.753965] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:38.919894] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:39.082329] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:39.248577] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:39.412182] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:39.412390] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_range_position (score: 50.00%) [2025-09-28T04:56:39.412476] [INFO ] [CONFIGURE ] JOB ETA: 13.3m | Avg: 1.6s/test | Remaining: 511 tests [2025-09-28T04:56:39.412558] [INFO ] [CONFIGURE ] QBTS: Testing feature 22/29: add_realized_volatility [2025-09-28T04:56:39.412635] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_realized_volatility'] [2025-09-28T04:56:39.588437] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:39.769363] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:39.954663] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:40.143082] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:40.331906] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:40.519113] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:40.710149] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:40.896248] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:41.085355] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:41.284604] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:41.284850] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:56:41.284943] [INFO ] [CONFIGURE ] JOB ETA: 13.3m | Avg: 1.6s/test | Remaining: 510 tests [2025-09-28T04:56:41.285099] [INFO ] [CONFIGURE ] QBTS: Testing feature 23/29: add_recent_range_context [2025-09-28T04:56:41.285176] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_recent_range_context'] [2025-09-28T04:56:41.436429] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:41.583846] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:41.733338] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:41.877863] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:42.029386] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:42.178318] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:42.326639] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:42.474628] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:56:42.621208] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:42.769590] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:42.769819] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_recent_range_context (score: 40.00%) [2025-09-28T04:56:42.769902] [INFO ] [CONFIGURE ] JOB ETA: 13.3m | Avg: 1.6s/test | Remaining: 509 tests [2025-09-28T04:56:42.770021] [INFO ] [CONFIGURE ] QBTS: Testing feature 24/29: add_rsi [2025-09-28T04:56:42.770097] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_ema', 'add_rsi'] [2025-09-28T04:56:42.938352] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:43.108991] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:43.278249] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:43.471479] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:43.704275] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:43.896989] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:44.065100] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:44.238726] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:44.425267] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:44.609419] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:44.609629] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_rsi (score: 40.00%) [2025-09-28T04:56:44.609739] [INFO ] [CONFIGURE ] JOB ETA: 13.3m | Avg: 1.6s/test | Remaining: 508 tests [2025-09-28T04:56:44.609820] [INFO ] [CONFIGURE ] QBTS: Testing feature 25/29: add_tick_distribution [2025-09-28T04:56:44.609899] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_tick_distribution'] [2025-09-28T04:56:44.766012] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:44.919972] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:45.071274] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:45.228213] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:45.373040] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:45.527722] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:45.676072] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:45.823414] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:45.976937] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:46.129335] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:46.129530] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T04:56:46.129616] [INFO ] [CONFIGURE ] JOB ETA: 13.2m | Avg: 1.6s/test | Remaining: 507 tests [2025-09-28T04:56:46.129715] [INFO ] [CONFIGURE ] QBTS: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:56:46.129800] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_volume_momentum_confirmation'] [2025-09-28T04:56:46.282089] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:46.445004] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:46.607940] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:46.758958] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:46.915960] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:47.071093] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:47.230040] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:47.383743] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:47.534010] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:47.686082] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:47.686319] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:56:47.686401] [INFO ] [CONFIGURE ] JOB ETA: 13.2m | Avg: 1.6s/test | Remaining: 506 tests [2025-09-28T04:56:47.686477] [INFO ] [CONFIGURE ] QBTS: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:56:47.686550] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_volume_price_divergence'] [2025-09-28T04:56:47.840888] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:47.995891] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:48.153075] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:48.307828] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:48.463882] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:48.616903] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:48.773638] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:48.928828] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:49.085392] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:49.240078] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:49.240354] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T04:56:49.240438] [INFO ] [CONFIGURE ] JOB ETA: 13.2m | Avg: 1.6s/test | Remaining: 505 tests [2025-09-28T04:56:49.240568] [INFO ] [CONFIGURE ] QBTS: Testing feature 28/29: add_volume_profile [2025-09-28T04:56:49.240668] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_volume_profile'] [2025-09-28T04:56:49.383659] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:49.528959] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:56:49.673173] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:49.817378] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:49.961480] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:50.106258] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:50.253926] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:50.407042] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:50.557834] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:50.705720] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:50.705920] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T04:56:50.706000] [INFO ] [CONFIGURE ] JOB ETA: 13.2m | Avg: 1.6s/test | Remaining: 504 tests [2025-09-28T04:56:50.706073] [INFO ] [CONFIGURE ] QBTS: Testing feature 29/29: add_vwap [2025-09-28T04:56:50.706146] [INFO ] [CONFIGURE ] QBTS: Testing with features: ['add_cumulative_delta', 'add_pbf_morning_momentum', 'add_vwap'] [2025-09-28T04:56:50.858142] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:56:51.006583] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:56:51.159537] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:51.312788] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:56:51.471630] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:56:51.626837] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:51.781628] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:51.943276] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:56:52.101855] [DEBUG] [FORECASTER] QBTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:56:52.252928] [DEBUG] [FORECASTER] QBTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:56:52.253187] [INFO ] [CONFIGURE ] QBTS: DISCARDED add_vwap (score: 40.00%) [2025-09-28T04:56:52.253272] [INFO ] [CONFIGURE ] JOB ETA: 13.1m | Avg: 1.6s/test | Remaining: 503 tests [2025-09-28T04:56:52.253363] [INFO ] [CONFIGURE ] QBTS: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:56:52.253441] [INFO ] [CONFIGURE ] QBTS: Best accuracy: 50.00% [2025-09-28T04:56:52.253513] [INFO ] [CONFIGURE ] QBTS: Best feature set (2 features): ['add_cumulative_delta', 'add_pbf_morning_momentum'] [2025-09-28T04:56:52.253585] [INFO ] [CONFIGURE ] QBTS: Improvement over baseline: 20.00% [2025-09-28T04:56:52.253679] [INFO ] [CONFIGURE ] QBTS: Total time: 45.2 seconds [2025-09-28T04:56:52.253751] [INFO ] [CONFIGURE ] QBTS: Average time per feature: 1.6 seconds [2025-09-28T04:56:52.253822] [INFO ] [CONFIGURE ] QBTS: Average speed: 0.64 features/sec [2025-09-28T04:56:52.254944] [INFO ] [LOCAL ] Saved configuration for QBTS: 2 features, 50.00% accuracy -> ./output/feature-sets/QBTS.json [2025-09-28T04:56:52.255048] [INFO ] [CONFIGURE ] QBTS: Configuration saved successfully: 2 features, 50.00% accuracy. [2025-09-28T04:56:52.255200] [INFO ] [sig ] [119/135] Successfully configured QBTS | 0.02 sym/s | Total: 1.5h | ETA: 12.3m [2025-09-28T04:56:52.255296] [INFO ] [sig ] [120/135] Configuring RCL... [2025-09-28T04:56:52.255372] [INFO ] [CONFIGURE ] RCL: Configurate test run. [2025-09-28T04:56:52.255460] [DEBUG] [REMOTE ] Fetching historical data for symbol 'RCL' from 'https://tdm.silogroup.org/data/derivative_storage/RCL.csv'. [2025-09-28T04:56:52.482787] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'RCL'. [2025-09-28T04:56:52.483375] [INFO ] [CONFIGURE ] RCL: Testing with 29 available features [2025-09-28T04:56:52.483458] [INFO ] [CONFIGURE ] RCL: Establishing baseline with no features... [2025-09-28T04:56:52.619198] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:56:52.732357] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:56:52.844119] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:56:52.952679] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:56:53.076298] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:56:53.197003] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:56:53.314311] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:56:53.429143] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:56:53.543136] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:53.659520] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:56:53.659729] [INFO ] [CONFIGURE ] RCL: Baseline score (no features): 70.00% [2025-09-28T04:56:53.659828] [INFO ] [CONFIGURE ] RCL: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:56:53.659905] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:56:53.783513] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:56:53.907244] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:56:54.028773] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:56:54.153415] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:56:54.276414] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:56:54.405309] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:56:54.532607] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:54.664017] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:56:54.794952] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:54.924160] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:56:54.924375] [INFO ] [CONFIGURE ] RCL: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T04:56:54.924457] [INFO ] [CONFIGURE ] JOB ETA: 13.1m | Avg: 1.6s/test | Remaining: 502 tests [2025-09-28T04:56:54.924616] [INFO ] [CONFIGURE ] RCL: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:56:54.924713] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:56:55.050433] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:56:55.177175] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:56:55.305395] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:56:55.436283] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:56:55.566659] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:56:55.700500] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:56:55.832029] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:55.968839] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:56:56.108545] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:56.253343] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:56:56.253553] [INFO ] [CONFIGURE ] RCL: KEPT add_cumulative_delta (score: 80.00%) [2025-09-28T04:56:56.253690] [INFO ] [CONFIGURE ] JOB ETA: 13.1m | Avg: 1.6s/test | Remaining: 501 tests [2025-09-28T04:56:56.253802] [INFO ] [CONFIGURE ] RCL: Testing feature 3/29: add_daily_returns [2025-09-28T04:56:56.253911] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T04:56:56.397992] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:56:56.551057] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:56:56.727469] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:56:56.869953] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:56:57.010632] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:56:57.151618] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:57.297288] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:56:57.448723] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:56:57.596727] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:57.742823] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:56:57.743024] [INFO ] [CONFIGURE ] RCL: KEPT add_daily_returns (score: 90.00%) [2025-09-28T04:56:57.743108] [INFO ] [CONFIGURE ] JOB ETA: 13.1m | Avg: 1.6s/test | Remaining: 500 tests [2025-09-28T04:56:57.743184] [INFO ] [CONFIGURE ] RCL: Testing feature 4/29: add_ema [2025-09-28T04:56:57.743287] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_ema'] [2025-09-28T04:56:57.903809] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:56:58.061320] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:56:58.219381] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:56:58.378970] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:56:58.543323] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:56:58.703039] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:56:58.864506] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:56:59.028762] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:56:59.196258] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:56:59.361294] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:56:59.361487] [INFO ] [CONFIGURE ] RCL: DISCARDED add_ema (score: 70.00%) [2025-09-28T04:56:59.361665] [INFO ] [CONFIGURE ] JOB ETA: 13.0m | Avg: 1.6s/test | Remaining: 499 tests [2025-09-28T04:56:59.361779] [INFO ] [CONFIGURE ] RCL: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:56:59.361870] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:56:59.534795] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:56:59.709962] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:56:59.885034] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:57:00.066714] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:57:00.246005] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:00.441136] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:00.617285] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:00.796803] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:57:00.977174] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:01.155223] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:57:01.155429] [INFO ] [CONFIGURE ] RCL: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:57:01.155527] [INFO ] [CONFIGURE ] JOB ETA: 13.0m | Avg: 1.6s/test | Remaining: 498 tests [2025-09-28T04:57:01.155724] [INFO ] [CONFIGURE ] RCL: Testing feature 6/29: add_failed_moves [2025-09-28T04:57:01.155836] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_failed_moves'] [2025-09-28T04:57:01.305888] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:01.454858] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:01.604558] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:01.761784] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:01.909340] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:02.054410] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:02.202162] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:02.348622] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:02.493166] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:02.653537] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:02.654008] [INFO ] [CONFIGURE ] RCL: DISCARDED add_failed_moves (score: 90.00%) [2025-09-28T04:57:02.654918] [INFO ] [CONFIGURE ] JOB ETA: 13.0m | Avg: 1.6s/test | Remaining: 497 tests [2025-09-28T04:57:02.655009] [INFO ] [CONFIGURE ] RCL: Testing feature 7/29: add_lag_shelf [2025-09-28T04:57:02.655102] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_lag_shelf'] [2025-09-28T04:57:02.790470] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:02.929186] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:03.062662] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:03.196591] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:03.330243] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:03.468178] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:03.605181] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:03.747487] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:03.881615] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:04.021233] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:04.021439] [INFO ] [CONFIGURE ] RCL: DISCARDED add_lag_shelf (score: 90.00%) [2025-09-28T04:57:04.021521] [INFO ] [CONFIGURE ] JOB ETA: 13.0m | Avg: 1.6s/test | Remaining: 496 tests [2025-09-28T04:57:04.021629] [INFO ] [CONFIGURE ] RCL: Testing feature 8/29: add_macd [2025-09-28T04:57:04.021768] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T04:57:04.200432] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:57:04.376576] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:04.555826] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:04.733607] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:04.909020] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:05.087778] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:05.266090] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:57:05.446487] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:57:05.628906] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:05.803894] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:05.804097] [INFO ] [CONFIGURE ] RCL: DISCARDED add_macd (score: 60.00%) [2025-09-28T04:57:05.804181] [INFO ] [CONFIGURE ] JOB ETA: 12.9m | Avg: 1.6s/test | Remaining: 495 tests [2025-09-28T04:57:05.804352] [INFO ] [CONFIGURE ] RCL: Testing feature 9/29: add_mfi [2025-09-28T04:57:05.804434] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_mfi'] [2025-09-28T04:57:05.955981] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:06.111630] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:06.266286] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:06.464945] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:06.668568] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:06.869065] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:07.069913] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:07.270574] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:07.472997] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:07.660862] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:07.661098] [INFO ] [CONFIGURE ] RCL: DISCARDED add_mfi (score: 90.00%) [2025-09-28T04:57:07.661207] [INFO ] [CONFIGURE ] JOB ETA: 12.9m | Avg: 1.6s/test | Remaining: 494 tests [2025-09-28T04:57:07.661301] [INFO ] [CONFIGURE ] RCL: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:57:07.661394] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:57:07.826597] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:07.992365] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:08.158442] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:08.325859] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:08.493186] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:08.663991] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:08.831387] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:09.000966] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:09.171253] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:09.340011] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:57:09.340215] [INFO ] [CONFIGURE ] RCL: DISCARDED add_momentum_acceleration (score: 80.00%) [2025-09-28T04:57:09.340297] [INFO ] [CONFIGURE ] JOB ETA: 12.9m | Avg: 1.6s/test | Remaining: 493 tests [2025-09-28T04:57:09.340452] [INFO ] [CONFIGURE ] RCL: Testing feature 11/29: add_obv_daily [2025-09-28T04:57:09.340526] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_obv_daily'] [2025-09-28T04:57:09.483386] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:09.624855] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:09.773208] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:57:09.924874] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:10.072772] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:10.221374] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:10.371084] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:57:10.525489] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:10.679081] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:10.832067] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:57:10.832280] [INFO ] [CONFIGURE ] RCL: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:57:10.832362] [INFO ] [CONFIGURE ] JOB ETA: 12.9m | Avg: 1.6s/test | Remaining: 492 tests [2025-09-28T04:57:10.832512] [INFO ] [CONFIGURE ] RCL: Testing feature 12/29: add_obv_interval [2025-09-28T04:57:10.832598] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_obv_interval'] [2025-09-28T04:57:10.969757] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:11.108585] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:11.254951] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:57:11.398551] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:11.552759] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:11.717808] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:11.879601] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:12.033430] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:57:12.186438] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:12.340001] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:57:12.340193] [INFO ] [CONFIGURE ] RCL: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:57:12.340274] [INFO ] [CONFIGURE ] JOB ETA: 12.8m | Avg: 1.6s/test | Remaining: 491 tests [2025-09-28T04:57:12.340351] [INFO ] [CONFIGURE ] RCL: Testing feature 13/29: add_opening_strength [2025-09-28T04:57:12.340465] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:57:12.497624] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:12.691532] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:12.837529] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:12.982164] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:13.132324] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:13.277610] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:13.422153] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:13.570131] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:13.723283] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:13.871609] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:57:13.871837] [INFO ] [CONFIGURE ] RCL: DISCARDED add_opening_strength (score: 90.00%) [2025-09-28T04:57:13.871994] [INFO ] [CONFIGURE ] JOB ETA: 12.8m | Avg: 1.6s/test | Remaining: 490 tests [2025-09-28T04:57:13.872073] [INFO ] [CONFIGURE ] RCL: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:57:13.872159] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T04:57:14.022297] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:14.171046] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:14.322923] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:14.479427] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:57:14.639518] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:14.794719] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:14.950765] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:15.109312] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:15.271411] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:15.433170] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:15.433406] [INFO ] [CONFIGURE ] RCL: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T04:57:15.433491] [INFO ] [CONFIGURE ] JOB ETA: 12.8m | Avg: 1.6s/test | Remaining: 489 tests [2025-09-28T04:57:15.433688] [INFO ] [CONFIGURE ] RCL: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:57:15.433766] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T04:57:15.570847] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:15.707326] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:15.855522] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:15.991201] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:16.129621] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:16.266352] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:16.406399] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:16.542716] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:16.682408] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:16.822695] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:57:16.822904] [INFO ] [CONFIGURE ] RCL: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T04:57:16.823080] [INFO ] [CONFIGURE ] JOB ETA: 12.7m | Avg: 1.6s/test | Remaining: 488 tests [2025-09-28T04:57:16.823159] [INFO ] [CONFIGURE ] RCL: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:57:16.823232] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:57:16.969894] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:17.114487] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:17.259800] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:17.404592] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:17.550030] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:17.695138] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:17.841090] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:17.986242] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:18.133391] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:18.279072] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:18.279312] [INFO ] [CONFIGURE ] RCL: KEPT add_pbf_overnight_gap (score: 100.00%) [2025-09-28T04:57:18.279424] [INFO ] [CONFIGURE ] JOB ETA: 12.7m | Avg: 1.6s/test | Remaining: 487 tests [2025-09-28T04:57:18.279522] [INFO ] [CONFIGURE ] RCL: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:57:18.279596] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_return_2d'] [2025-09-28T04:57:18.436008] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:18.592947] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:18.752638] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:57:18.911059] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:57:19.074317] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:19.237950] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:19.399140] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:19.563806] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:19.735381] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:19.899789] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:19.900027] [INFO ] [CONFIGURE ] RCL: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T04:57:19.900113] [INFO ] [CONFIGURE ] JOB ETA: 12.7m | Avg: 1.6s/test | Remaining: 486 tests [2025-09-28T04:57:19.900276] [INFO ] [CONFIGURE ] RCL: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:57:19.900351] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_volatility_5d'] [2025-09-28T04:57:20.051180] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:20.198929] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:20.348155] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:57:20.499500] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:20.655135] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:20.812326] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:20.968146] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:21.122192] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:21.276953] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:21.432981] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:21.433199] [INFO ] [CONFIGURE ] RCL: DISCARDED add_pbf_volatility_5d (score: 90.00%) [2025-09-28T04:57:21.433334] [INFO ] [CONFIGURE ] JOB ETA: 12.7m | Avg: 1.6s/test | Remaining: 485 tests [2025-09-28T04:57:21.433502] [INFO ] [CONFIGURE ] RCL: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:57:21.433580] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_pbf_vs_sma_5'] [2025-09-28T04:57:21.588341] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:21.747310] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:21.901117] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:22.053737] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:22.207921] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:22.357339] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:22.510416] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:22.664977] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:22.823153] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:22.983017] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:22.983230] [INFO ] [CONFIGURE ] RCL: DISCARDED add_pbf_vs_sma_5 (score: 100.00%) [2025-09-28T04:57:22.983324] [INFO ] [CONFIGURE ] JOB ETA: 12.6m | Avg: 1.6s/test | Remaining: 484 tests [2025-09-28T04:57:22.983426] [INFO ] [CONFIGURE ] RCL: Testing feature 20/29: add_price_rejection [2025-09-28T04:57:22.983539] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_price_rejection'] [2025-09-28T04:57:23.145847] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:23.305091] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:57:23.465858] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:23.631055] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:23.795699] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:23.958601] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:24.125074] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:24.288676] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:24.458278] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:24.643791] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:24.644005] [INFO ] [CONFIGURE ] RCL: DISCARDED add_price_rejection (score: 90.00%) [2025-09-28T04:57:24.644169] [INFO ] [CONFIGURE ] JOB ETA: 12.6m | Avg: 1.6s/test | Remaining: 483 tests [2025-09-28T04:57:24.644251] [INFO ] [CONFIGURE ] RCL: Testing feature 21/29: add_range_position [2025-09-28T04:57:24.644326] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_range_position'] [2025-09-28T04:57:24.813948] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:24.982099] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:25.154415] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:25.322161] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:25.497138] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:25.667766] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:25.840730] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:26.015293] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:26.190431] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:26.373063] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:26.373305] [INFO ] [CONFIGURE ] RCL: DISCARDED add_range_position (score: 100.00%) [2025-09-28T04:57:26.373412] [INFO ] [CONFIGURE ] JOB ETA: 12.6m | Avg: 1.6s/test | Remaining: 482 tests [2025-09-28T04:57:26.373525] [INFO ] [CONFIGURE ] RCL: Testing feature 22/29: add_realized_volatility [2025-09-28T04:57:26.373613] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_realized_volatility'] [2025-09-28T04:57:26.564709] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:26.761909] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:26.954054] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:27.143073] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:57:27.336609] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:27.536305] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:27.738904] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:27.935817] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:28.126852] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:28.317848] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:28.318103] [INFO ] [CONFIGURE ] RCL: DISCARDED add_realized_volatility (score: 90.00%) [2025-09-28T04:57:28.318221] [INFO ] [CONFIGURE ] JOB ETA: 12.6m | Avg: 1.6s/test | Remaining: 481 tests [2025-09-28T04:57:28.318313] [INFO ] [CONFIGURE ] RCL: Testing feature 23/29: add_recent_range_context [2025-09-28T04:57:28.318403] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_recent_range_context'] [2025-09-28T04:57:28.479350] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:28.639894] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:28.802215] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:57:28.970290] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:29.132952] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:29.296257] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:29.460818] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:29.633994] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:29.798286] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:29.962265] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:29.962494] [INFO ] [CONFIGURE ] RCL: DISCARDED add_recent_range_context (score: 90.00%) [2025-09-28T04:57:29.962579] [INFO ] [CONFIGURE ] JOB ETA: 12.5m | Avg: 1.6s/test | Remaining: 480 tests [2025-09-28T04:57:29.962812] [INFO ] [CONFIGURE ] RCL: Testing feature 24/29: add_rsi [2025-09-28T04:57:29.962887] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_ema', 'add_rsi'] [2025-09-28T04:57:30.146081] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:30.321950] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:30.503957] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:57:30.686331] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:30.869187] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:31.047234] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:31.229973] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:31.414267] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:31.606621] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:31.793991] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:31.794193] [INFO ] [CONFIGURE ] RCL: DISCARDED add_rsi (score: 90.00%) [2025-09-28T04:57:31.794277] [INFO ] [CONFIGURE ] JOB ETA: 12.5m | Avg: 1.6s/test | Remaining: 479 tests [2025-09-28T04:57:31.794428] [INFO ] [CONFIGURE ] RCL: Testing feature 25/29: add_tick_distribution [2025-09-28T04:57:31.794516] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_tick_distribution'] [2025-09-28T04:57:31.957261] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:32.111255] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:32.273043] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:32.433748] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:32.590987] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:32.754025] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:32.921852] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:33.079842] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:33.242128] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:33.404131] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:33.404349] [INFO ] [CONFIGURE ] RCL: DISCARDED add_tick_distribution (score: 100.00%) [2025-09-28T04:57:33.404450] [INFO ] [CONFIGURE ] JOB ETA: 12.5m | Avg: 1.6s/test | Remaining: 478 tests [2025-09-28T04:57:33.404577] [INFO ] [CONFIGURE ] RCL: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:57:33.404678] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_volume_momentum_confirmation'] [2025-09-28T04:57:33.568940] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:33.742037] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:33.973883] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:34.201030] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:34.430423] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:34.604528] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:34.782006] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:34.942151] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:35.100083] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:35.257325] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:35.257524] [INFO ] [CONFIGURE ] RCL: DISCARDED add_volume_momentum_confirmation (score: 100.00%) [2025-09-28T04:57:35.257604] [INFO ] [CONFIGURE ] JOB ETA: 12.5m | Avg: 1.6s/test | Remaining: 477 tests [2025-09-28T04:57:35.257783] [INFO ] [CONFIGURE ] RCL: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:57:35.257858] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_volume_price_divergence'] [2025-09-28T04:57:35.418560] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:35.584276] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:35.751315] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:35.915797] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:36.083795] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:36.249891] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:36.417007] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:36.586946] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:36.763878] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:36.938507] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:36.938747] [INFO ] [CONFIGURE ] RCL: DISCARDED add_volume_price_divergence (score: 100.00%) [2025-09-28T04:57:36.938939] [INFO ] [CONFIGURE ] JOB ETA: 12.4m | Avg: 1.6s/test | Remaining: 476 tests [2025-09-28T04:57:36.939018] [INFO ] [CONFIGURE ] RCL: Testing feature 28/29: add_volume_profile [2025-09-28T04:57:36.939119] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_volume_profile'] [2025-09-28T04:57:37.098190] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:37.263094] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:37.421626] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:37.577866] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:37.735741] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:37.894925] [DEBUG] [FORECASTER] RCL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:38.051885] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:38.207996] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:38.375731] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:38.538521] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:38.538787] [INFO ] [CONFIGURE ] RCL: DISCARDED add_volume_profile (score: 90.00%) [2025-09-28T04:57:38.538895] [INFO ] [CONFIGURE ] JOB ETA: 12.4m | Avg: 1.6s/test | Remaining: 475 tests [2025-09-28T04:57:38.538993] [INFO ] [CONFIGURE ] RCL: Testing feature 29/29: add_vwap [2025-09-28T04:57:38.539081] [INFO ] [CONFIGURE ] RCL: Testing with features: ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap', 'add_vwap'] [2025-09-28T04:57:38.696563] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:57:38.858082] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:57:39.019101] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:57:39.182400] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:39.347343] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:57:39.515876] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:39.688102] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:39.852443] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T04:57:40.013315] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:57:40.187424] [DEBUG] [FORECASTER] RCL: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:40.187698] [INFO ] [CONFIGURE ] RCL: DISCARDED add_vwap (score: 100.00%) [2025-09-28T04:57:40.187809] [INFO ] [CONFIGURE ] JOB ETA: 12.4m | Avg: 1.6s/test | Remaining: 474 tests [2025-09-28T04:57:40.187944] [INFO ] [CONFIGURE ] RCL: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:57:40.188021] [INFO ] [CONFIGURE ] RCL: Best accuracy: 100.00% [2025-09-28T04:57:40.188111] [INFO ] [CONFIGURE ] RCL: Best feature set (3 features): ['add_cumulative_delta', 'add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T04:57:40.188204] [INFO ] [CONFIGURE ] RCL: Improvement over baseline: 30.00% [2025-09-28T04:57:40.188288] [INFO ] [CONFIGURE ] RCL: Total time: 46.5 seconds [2025-09-28T04:57:40.188371] [INFO ] [CONFIGURE ] RCL: Average time per feature: 1.6 seconds [2025-09-28T04:57:40.188455] [INFO ] [CONFIGURE ] RCL: Average speed: 0.62 features/sec [2025-09-28T04:57:40.189918] [INFO ] [LOCAL ] Saved configuration for RCL: 3 features, 100.00% accuracy -> ./output/feature-sets/RCL.json [2025-09-28T04:57:40.190037] [INFO ] [CONFIGURE ] RCL: Configuration saved successfully: 3 features, 100.00% accuracy. [2025-09-28T04:57:40.190151] [INFO ] [sig ] [120/135] Successfully configured RCL | 0.02 sym/s | Total: 1.5h | ETA: 11.6m [2025-09-28T04:57:40.190271] [INFO ] [sig ] [121/135] Configuring RIO... [2025-09-28T04:57:40.190380] [INFO ] [CONFIGURE ] RIO: Configurate test run. [2025-09-28T04:57:40.190523] [DEBUG] [REMOTE ] Fetching historical data for symbol 'RIO' from 'https://tdm.silogroup.org/data/derivative_storage/RIO.csv'. [2025-09-28T04:57:40.214749] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'RIO'. [2025-09-28T04:57:40.215239] [INFO ] [CONFIGURE ] RIO: Testing with 29 available features [2025-09-28T04:57:40.215320] [INFO ] [CONFIGURE ] RIO: Establishing baseline with no features... [2025-09-28T04:57:40.330154] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:40.445772] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:57:40.559285] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:40.667605] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:40.782028] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:40.895293] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:41.009534] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:41.126973] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:41.255093] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:41.369571] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:57:41.369789] [INFO ] [CONFIGURE ] RIO: Baseline score (no features): 60.00% [2025-09-28T04:57:41.369870] [INFO ] [CONFIGURE ] RIO: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:57:41.369991] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:57:41.487638] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:41.606305] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:41.732001] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:41.852311] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:41.973631] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:42.093377] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:42.215162] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:42.344686] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:42.470276] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:42.601256] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:42.601460] [INFO ] [CONFIGURE ] RIO: KEPT add_bollinger_bands (score: 80.00%) [2025-09-28T04:57:42.601539] [INFO ] [CONFIGURE ] JOB ETA: 12.4m | Avg: 1.6s/test | Remaining: 473 tests [2025-09-28T04:57:42.601709] [INFO ] [CONFIGURE ] RIO: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:57:42.601794] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:57:42.748792] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:42.893344] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:43.035712] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:43.178673] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:43.321197] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:43.466468] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:43.611042] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:43.755368] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:43.901299] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:44.050107] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:57:44.050343] [INFO ] [CONFIGURE ] RIO: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T04:57:44.050450] [INFO ] [CONFIGURE ] JOB ETA: 12.3m | Avg: 1.6s/test | Remaining: 472 tests [2025-09-28T04:57:44.050540] [INFO ] [CONFIGURE ] RIO: Testing feature 3/29: add_daily_returns [2025-09-28T04:57:44.050629] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:57:44.181527] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:44.309770] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:57:44.438825] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:44.568669] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:44.696086] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:44.826529] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:44.956031] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:45.086292] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:45.231236] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:45.367321] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:45.367604] [INFO ] [CONFIGURE ] RIO: DISCARDED add_daily_returns (score: 70.00%) [2025-09-28T04:57:45.367758] [INFO ] [CONFIGURE ] JOB ETA: 12.3m | Avg: 1.6s/test | Remaining: 471 tests [2025-09-28T04:57:45.367840] [INFO ] [CONFIGURE ] RIO: Testing feature 4/29: add_ema [2025-09-28T04:57:45.367915] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T04:57:45.510556] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:45.656553] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:45.810374] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:45.977210] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:57:46.136175] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:57:46.301204] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:46.464863] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:46.629321] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:57:46.795101] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:46.956756] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:46.957096] [INFO ] [CONFIGURE ] RIO: DISCARDED add_ema (score: 70.00%) [2025-09-28T04:57:46.957211] [INFO ] [CONFIGURE ] JOB ETA: 12.3m | Avg: 1.6s/test | Remaining: 470 tests [2025-09-28T04:57:46.957316] [INFO ] [CONFIGURE ] RIO: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:57:46.957411] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:57:47.123997] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:47.287144] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:47.439609] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:57:47.599909] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:47.759190] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:47.919587] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:57:48.083666] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:48.250970] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:48.422342] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:48.587762] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:57:48.587998] [INFO ] [CONFIGURE ] RIO: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:57:48.588080] [INFO ] [CONFIGURE ] JOB ETA: 12.3m | Avg: 1.6s/test | Remaining: 469 tests [2025-09-28T04:57:48.588154] [INFO ] [CONFIGURE ] RIO: Testing feature 6/29: add_failed_moves [2025-09-28T04:57:48.588226] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T04:57:48.726543] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:48.865307] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:49.014432] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:49.163670] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:49.302658] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:49.440131] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:49.579232] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:49.719970] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:49.862266] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:50.003395] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:50.003620] [INFO ] [CONFIGURE ] RIO: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:57:50.003726] [INFO ] [CONFIGURE ] JOB ETA: 12.2m | Avg: 1.6s/test | Remaining: 468 tests [2025-09-28T04:57:50.003805] [INFO ] [CONFIGURE ] RIO: Testing feature 7/29: add_lag_shelf [2025-09-28T04:57:50.003881] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T04:57:50.135218] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:50.265463] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:50.393240] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:50.522058] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:50.652762] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:50.790061] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:50.927636] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:51.063563] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:51.236678] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:51.405835] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:51.406093] [INFO ] [CONFIGURE ] RIO: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:57:51.406177] [INFO ] [CONFIGURE ] JOB ETA: 12.2m | Avg: 1.6s/test | Remaining: 467 tests [2025-09-28T04:57:51.406255] [INFO ] [CONFIGURE ] RIO: Testing feature 8/29: add_macd [2025-09-28T04:57:51.406330] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T04:57:51.619008] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:51.789396] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:51.956367] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:52.124402] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:52.297881] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:52.474398] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:52.651525] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:52.820048] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:52.990385] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:53.159622] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:53.159859] [INFO ] [CONFIGURE ] RIO: DISCARDED add_macd (score: 80.00%) [2025-09-28T04:57:53.159939] [INFO ] [CONFIGURE ] JOB ETA: 12.2m | Avg: 1.6s/test | Remaining: 466 tests [2025-09-28T04:57:53.160015] [INFO ] [CONFIGURE ] RIO: Testing feature 9/29: add_mfi [2025-09-28T04:57:53.160089] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T04:57:53.298823] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:53.438585] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:53.583266] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:53.730252] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:53.873967] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:54.023553] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:54.172797] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:54.319041] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:54.465952] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:54.617495] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:54.617772] [INFO ] [CONFIGURE ] RIO: DISCARDED add_mfi (score: 80.00%) [2025-09-28T04:57:54.617858] [INFO ] [CONFIGURE ] JOB ETA: 12.1m | Avg: 1.6s/test | Remaining: 465 tests [2025-09-28T04:57:54.617937] [INFO ] [CONFIGURE ] RIO: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:57:54.617991] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:57:54.779734] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:54.939690] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:55.101193] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:55.261554] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:55.423402] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:55.585480] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:55.752750] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:55.917247] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:57:56.085929] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:56.259576] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:56.259815] [INFO ] [CONFIGURE ] RIO: DISCARDED add_momentum_acceleration (score: 70.00%) [2025-09-28T04:57:56.259897] [INFO ] [CONFIGURE ] JOB ETA: 12.1m | Avg: 1.6s/test | Remaining: 464 tests [2025-09-28T04:57:56.259972] [INFO ] [CONFIGURE ] RIO: Testing feature 11/29: add_obv_daily [2025-09-28T04:57:56.260047] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T04:57:56.397571] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:56.535977] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:57:56.675400] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:56.821441] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:56.956579] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:57.092920] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:57.231625] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:57.372171] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:57.506733] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:57:57.644689] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:57.644943] [INFO ] [CONFIGURE ] RIO: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T04:57:57.645029] [INFO ] [CONFIGURE ] JOB ETA: 12.1m | Avg: 1.6s/test | Remaining: 463 tests [2025-09-28T04:57:57.645107] [INFO ] [CONFIGURE ] RIO: Testing feature 12/29: add_obv_interval [2025-09-28T04:57:57.645183] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T04:57:57.777786] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:57.908243] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:57:58.038361] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:57:58.171373] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:58.301816] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:58.435504] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:58.586706] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:57:58.729884] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:57:58.869581] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:57:59.007175] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:57:59.007418] [INFO ] [CONFIGURE ] RIO: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T04:57:59.007537] [INFO ] [CONFIGURE ] JOB ETA: 12.1m | Avg: 1.6s/test | Remaining: 462 tests [2025-09-28T04:57:59.007616] [INFO ] [CONFIGURE ] RIO: Testing feature 13/29: add_opening_strength [2025-09-28T04:57:59.007722] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T04:57:59.145048] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:57:59.282626] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:57:59.423543] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:57:59.565548] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:57:59.706327] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:57:59.850220] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:57:59.996101] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:00.142122] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:00.285811] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:00.426462] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:00.426677] [INFO ] [CONFIGURE ] RIO: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T04:58:00.426761] [INFO ] [CONFIGURE ] JOB ETA: 12.0m | Avg: 1.6s/test | Remaining: 461 tests [2025-09-28T04:58:00.426838] [INFO ] [CONFIGURE ] RIO: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:58:00.426934] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T04:58:00.569351] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:00.715336] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:58:00.855124] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:01.001601] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:01.142705] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:01.288112] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:01.434426] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:01.595478] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:01.753611] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:01.909618] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:01.909867] [INFO ] [CONFIGURE ] RIO: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T04:58:01.909966] [INFO ] [CONFIGURE ] JOB ETA: 12.0m | Avg: 1.6s/test | Remaining: 460 tests [2025-09-28T04:58:01.910060] [INFO ] [CONFIGURE ] RIO: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:58:01.910152] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T04:58:02.044586] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:02.180855] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:58:02.317530] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:02.442838] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:02.565638] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:02.689966] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:02.815725] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:02.939671] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:58:03.064134] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:03.187557] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:03.187782] [INFO ] [CONFIGURE ] RIO: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T04:58:03.187864] [INFO ] [CONFIGURE ] JOB ETA: 12.0m | Avg: 1.6s/test | Remaining: 459 tests [2025-09-28T04:58:03.187940] [INFO ] [CONFIGURE ] RIO: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:58:03.188013] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T04:58:03.319059] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:03.456682] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:58:03.591373] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:03.726950] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:03.858910] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:03.995251] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:04.136040] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:04.271752] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:04.408359] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:04.551071] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:58:04.551287] [INFO ] [CONFIGURE ] RIO: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T04:58:04.551372] [INFO ] [CONFIGURE ] JOB ETA: 12.0m | Avg: 1.6s/test | Remaining: 458 tests [2025-09-28T04:58:04.551452] [INFO ] [CONFIGURE ] RIO: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:58:04.551525] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T04:58:04.692769] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:04.838334] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:58:04.978688] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:05.118668] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:05.261593] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:05.403225] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:05.550280] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:05.699430] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:05.845715] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:05.988517] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:05.988788] [INFO ] [CONFIGURE ] RIO: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:58:05.988871] [INFO ] [CONFIGURE ] JOB ETA: 11.9m | Avg: 1.6s/test | Remaining: 457 tests [2025-09-28T04:58:05.988947] [INFO ] [CONFIGURE ] RIO: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:58:05.989020] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T04:58:06.113260] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:06.238572] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:58:06.361784] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:06.487233] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:06.621070] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:06.753107] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:06.882735] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:07.014392] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:07.141986] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:07.268660] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:07.268875] [INFO ] [CONFIGURE ] RIO: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T04:58:07.268959] [INFO ] [CONFIGURE ] JOB ETA: 11.9m | Avg: 1.6s/test | Remaining: 456 tests [2025-09-28T04:58:07.269037] [INFO ] [CONFIGURE ] RIO: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:58:07.269112] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T04:58:07.395836] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:07.518117] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:58:07.640390] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:07.763908] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:07.886670] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:08.010408] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:08.142313] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:08.271991] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:08.405263] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:08.539890] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:08.540101] [INFO ] [CONFIGURE ] RIO: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:58:08.540185] [INFO ] [CONFIGURE ] JOB ETA: 11.9m | Avg: 1.6s/test | Remaining: 455 tests [2025-09-28T04:58:08.540264] [INFO ] [CONFIGURE ] RIO: Testing feature 20/29: add_price_rejection [2025-09-28T04:58:08.540338] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T04:58:08.689072] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:08.826128] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:58:08.969721] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:09.113434] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:09.250005] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:09.385474] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:09.522110] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:09.660710] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:09.798202] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:09.939202] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:09.939435] [INFO ] [CONFIGURE ] RIO: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T04:58:09.939525] [INFO ] [CONFIGURE ] JOB ETA: 11.9m | Avg: 1.6s/test | Remaining: 454 tests [2025-09-28T04:58:09.939602] [INFO ] [CONFIGURE ] RIO: Testing feature 21/29: add_range_position [2025-09-28T04:58:09.939700] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T04:58:10.092509] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:10.245586] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:58:10.397226] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:10.556310] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:10.714757] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:10.870269] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:11.019131] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:11.167834] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:11.319281] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:11.469768] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:11.469996] [INFO ] [CONFIGURE ] RIO: DISCARDED add_range_position (score: 80.00%) [2025-09-28T04:58:11.470079] [INFO ] [CONFIGURE ] JOB ETA: 11.8m | Avg: 1.6s/test | Remaining: 453 tests [2025-09-28T04:58:11.470154] [INFO ] [CONFIGURE ] RIO: Testing feature 22/29: add_realized_volatility [2025-09-28T04:58:11.470227] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T04:58:11.638872] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:11.805601] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:58:11.975164] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:12.139402] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:12.304620] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:12.469941] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:12.639279] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:12.802791] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:12.974362] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:13.140553] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:58:13.140797] [INFO ] [CONFIGURE ] RIO: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T04:58:13.140921] [INFO ] [CONFIGURE ] JOB ETA: 11.8m | Avg: 1.6s/test | Remaining: 452 tests [2025-09-28T04:58:13.141036] [INFO ] [CONFIGURE ] RIO: Testing feature 23/29: add_recent_range_context [2025-09-28T04:58:13.141165] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T04:58:13.275083] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:13.416132] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:58:13.551778] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:13.690748] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:13.829803] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:13.961796] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:14.093787] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:14.229864] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:14.381162] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:14.533487] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:14.533748] [INFO ] [CONFIGURE ] RIO: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T04:58:14.533834] [INFO ] [CONFIGURE ] JOB ETA: 11.8m | Avg: 1.6s/test | Remaining: 451 tests [2025-09-28T04:58:14.533913] [INFO ] [CONFIGURE ] RIO: Testing feature 24/29: add_rsi [2025-09-28T04:58:14.533990] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T04:58:14.696798] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:14.855289] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:58:15.012270] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:58:15.167079] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:15.326473] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:58:15.486568] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:15.651326] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:15.812304] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:15.974434] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:16.133914] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:16.134126] [INFO ] [CONFIGURE ] RIO: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:58:16.134209] [INFO ] [CONFIGURE ] JOB ETA: 11.8m | Avg: 1.6s/test | Remaining: 450 tests [2025-09-28T04:58:16.134288] [INFO ] [CONFIGURE ] RIO: Testing feature 25/29: add_tick_distribution [2025-09-28T04:58:16.134361] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T04:58:16.265554] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:16.394873] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:58:16.529365] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:16.667172] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:16.802288] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:16.938979] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:17.076843] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:17.213297] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:17.349733] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:17.489280] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:17.489496] [INFO ] [CONFIGURE ] RIO: DISCARDED add_tick_distribution (score: 80.00%) [2025-09-28T04:58:17.489580] [INFO ] [CONFIGURE ] JOB ETA: 11.7m | Avg: 1.6s/test | Remaining: 449 tests [2025-09-28T04:58:17.489683] [INFO ] [CONFIGURE ] RIO: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:58:17.489761] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T04:58:17.649190] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:17.806678] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:58:17.939483] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:18.076042] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:18.213481] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:18.349863] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:18.493856] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:18.637831] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:18.774455] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:18.909673] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:58:18.909884] [INFO ] [CONFIGURE ] RIO: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T04:58:18.909965] [INFO ] [CONFIGURE ] JOB ETA: 11.7m | Avg: 1.6s/test | Remaining: 448 tests [2025-09-28T04:58:18.910039] [INFO ] [CONFIGURE ] RIO: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:58:18.910117] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_volume_price_divergence'] [2025-09-28T04:58:19.048369] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:19.189394] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:58:19.334724] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:19.479097] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:19.627047] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:19.784617] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:19.944813] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:20.105800] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:20.260266] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:20.412234] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:58:20.412484] [INFO ] [CONFIGURE ] RIO: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T04:58:20.412585] [INFO ] [CONFIGURE ] JOB ETA: 11.7m | Avg: 1.6s/test | Remaining: 447 tests [2025-09-28T04:58:20.412691] [INFO ] [CONFIGURE ] RIO: Testing feature 28/29: add_volume_profile [2025-09-28T04:58:20.412767] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_volume_profile'] [2025-09-28T04:58:20.556163] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:20.699851] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:58:20.840202] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:20.981027] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:21.122111] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:21.261954] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:21.400789] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:21.540347] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:21.689501] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:21.832073] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:21.832285] [INFO ] [CONFIGURE ] RIO: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:58:21.832366] [INFO ] [CONFIGURE ] JOB ETA: 11.6m | Avg: 1.6s/test | Remaining: 446 tests [2025-09-28T04:58:21.832443] [INFO ] [CONFIGURE ] RIO: Testing feature 29/29: add_vwap [2025-09-28T04:58:21.832518] [INFO ] [CONFIGURE ] RIO: Testing with features: ['add_bollinger_bands', 'add_vwap'] [2025-09-28T04:58:21.971597] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:58:22.113573] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:58:22.254601] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:58:22.406142] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:22.550358] [DEBUG] [FORECASTER] RIO: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:58:22.695189] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:22.838260] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:22.980092] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:23.125631] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:23.279300] [DEBUG] [FORECASTER] RIO: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:58:23.279529] [INFO ] [CONFIGURE ] RIO: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:58:23.279616] [INFO ] [CONFIGURE ] JOB ETA: 11.6m | Avg: 1.6s/test | Remaining: 445 tests [2025-09-28T04:58:23.279750] [INFO ] [CONFIGURE ] RIO: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:58:23.279826] [INFO ] [CONFIGURE ] RIO: Best accuracy: 80.00% [2025-09-28T04:58:23.279900] [INFO ] [CONFIGURE ] RIO: Best feature set (1 features): ['add_bollinger_bands'] [2025-09-28T04:58:23.279973] [INFO ] [CONFIGURE ] RIO: Improvement over baseline: 20.00% [2025-09-28T04:58:23.280047] [INFO ] [CONFIGURE ] RIO: Total time: 41.9 seconds [2025-09-28T04:58:23.280117] [INFO ] [CONFIGURE ] RIO: Average time per feature: 1.4 seconds [2025-09-28T04:58:23.280189] [INFO ] [CONFIGURE ] RIO: Average speed: 0.69 features/sec [2025-09-28T04:58:23.280927] [INFO ] [LOCAL ] Saved configuration for RIO: 1 features, 80.00% accuracy -> ./output/feature-sets/RIO.json [2025-09-28T04:58:23.281009] [INFO ] [CONFIGURE ] RIO: Configuration saved successfully: 1 features, 80.00% accuracy. [2025-09-28T04:58:23.281131] [INFO ] [sig ] [121/135] Successfully configured RIO | 0.02 sym/s | Total: 1.6h | ETA: 10.8m [2025-09-28T04:58:23.281222] [INFO ] [sig ] [122/135] Configuring RRC... [2025-09-28T04:58:23.281298] [INFO ] [CONFIGURE ] RRC: Configurate test run. [2025-09-28T04:58:23.281370] [DEBUG] [REMOTE ] Fetching historical data for symbol 'RRC' from 'https://tdm.silogroup.org/data/derivative_storage/RRC.csv'. [2025-09-28T04:58:23.506469] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'RRC'. [2025-09-28T04:58:23.507062] [INFO ] [CONFIGURE ] RRC: Testing with 29 available features [2025-09-28T04:58:23.507142] [INFO ] [CONFIGURE ] RRC: Establishing baseline with no features... [2025-09-28T04:58:23.613762] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:23.720523] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:23.829766] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:23.943612] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:24.059095] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:24.170762] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:24.282227] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:24.396727] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:24.511345] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:24.626830] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:24.627060] [INFO ] [CONFIGURE ] RRC: Baseline score (no features): 80.00% [2025-09-28T04:58:24.627158] [INFO ] [CONFIGURE ] RRC: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:58:24.627236] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:58:24.755381] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:24.879966] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:25.004112] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:25.127688] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:25.251479] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:25.375349] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:25.499325] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:25.626786] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:25.757399] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:25.890469] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:25.890730] [INFO ] [CONFIGURE ] RRC: DISCARDED add_bollinger_bands (score: 70.00%) [2025-09-28T04:58:25.890822] [INFO ] [CONFIGURE ] JOB ETA: 11.6m | Avg: 1.6s/test | Remaining: 444 tests [2025-09-28T04:58:25.890901] [INFO ] [CONFIGURE ] RRC: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:58:25.890980] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:58:26.042781] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:26.187720] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:26.385680] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:26.554894] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:26.743082] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:26.918537] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:27.068738] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:27.215013] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:27.353421] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:27.489480] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:58:27.489771] [INFO ] [CONFIGURE ] RRC: DISCARDED add_cumulative_delta (score: 70.00%) [2025-09-28T04:58:27.489855] [INFO ] [CONFIGURE ] JOB ETA: 11.6m | Avg: 1.6s/test | Remaining: 443 tests [2025-09-28T04:58:27.489931] [INFO ] [CONFIGURE ] RRC: Testing feature 3/29: add_daily_returns [2025-09-28T04:58:27.490003] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_daily_returns'] [2025-09-28T04:58:27.603874] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:27.721536] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:27.836220] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:27.954419] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:28.070128] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:28.188797] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:28.305261] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:28.422992] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:28.542261] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:28.661490] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:28.661710] [INFO ] [CONFIGURE ] RRC: DISCARDED add_daily_returns (score: 80.00%) [2025-09-28T04:58:28.661792] [INFO ] [CONFIGURE ] JOB ETA: 11.5m | Avg: 1.6s/test | Remaining: 442 tests [2025-09-28T04:58:28.661868] [INFO ] [CONFIGURE ] RRC: Testing feature 4/29: add_ema [2025-09-28T04:58:28.661924] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_ema'] [2025-09-28T04:58:28.789001] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:28.916847] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:29.050605] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:58:29.202251] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:29.333397] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:29.467249] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:29.601356] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:29.739181] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:29.887458] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:30.021499] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:30.021738] [INFO ] [CONFIGURE ] RRC: DISCARDED add_ema (score: 60.00%) [2025-09-28T04:58:30.021823] [INFO ] [CONFIGURE ] JOB ETA: 11.5m | Avg: 1.6s/test | Remaining: 441 tests [2025-09-28T04:58:30.021900] [INFO ] [CONFIGURE ] RRC: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:58:30.021974] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:58:30.156535] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:30.300453] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:30.440087] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:30.580517] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:30.735588] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:30.883459] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:31.028669] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:31.172552] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:31.317385] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:31.468266] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:58:31.468545] [INFO ] [CONFIGURE ] RRC: DISCARDED add_exhaustion_signals (score: 70.00%) [2025-09-28T04:58:31.468672] [INFO ] [CONFIGURE ] JOB ETA: 11.5m | Avg: 1.6s/test | Remaining: 440 tests [2025-09-28T04:58:31.468768] [INFO ] [CONFIGURE ] RRC: Testing feature 6/29: add_failed_moves [2025-09-28T04:58:31.468856] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_failed_moves'] [2025-09-28T04:58:31.592201] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:31.715905] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:31.843246] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:31.969958] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:32.099621] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:32.219374] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:32.335809] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:32.448522] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:32.562839] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:32.683097] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:32.683313] [INFO ] [CONFIGURE ] RRC: DISCARDED add_failed_moves (score: 80.00%) [2025-09-28T04:58:32.683395] [INFO ] [CONFIGURE ] JOB ETA: 11.5m | Avg: 1.6s/test | Remaining: 439 tests [2025-09-28T04:58:32.683472] [INFO ] [CONFIGURE ] RRC: Testing feature 7/29: add_lag_shelf [2025-09-28T04:58:32.683545] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_lag_shelf'] [2025-09-28T04:58:32.790428] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:32.895498] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:33.000887] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:33.105876] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:33.210004] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:33.314151] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:33.423203] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:33.532870] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:33.642016] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:33.752439] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:33.752637] [INFO ] [CONFIGURE ] RRC: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T04:58:33.752743] [INFO ] [CONFIGURE ] JOB ETA: 11.4m | Avg: 1.6s/test | Remaining: 438 tests [2025-09-28T04:58:33.752840] [INFO ] [CONFIGURE ] RRC: Testing feature 8/29: add_macd [2025-09-28T04:58:33.752918] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T04:58:33.907676] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:34.062823] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:34.212842] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:34.365908] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:58:34.520363] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:34.691018] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:34.847380] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:35.001383] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:35.153472] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:35.303780] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:58:35.304007] [INFO ] [CONFIGURE ] RRC: DISCARDED add_macd (score: 70.00%) [2025-09-28T04:58:35.304087] [INFO ] [CONFIGURE ] JOB ETA: 11.4m | Avg: 1.6s/test | Remaining: 437 tests [2025-09-28T04:58:35.304162] [INFO ] [CONFIGURE ] RRC: Testing feature 9/29: add_mfi [2025-09-28T04:58:35.304234] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_mfi'] [2025-09-28T04:58:35.442749] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:35.567017] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:35.693988] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:35.819338] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:35.954681] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:36.091566] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:36.220668] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:36.347865] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:36.473825] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:58:36.603808] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:36.604054] [INFO ] [CONFIGURE ] RRC: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:58:36.604136] [INFO ] [CONFIGURE ] JOB ETA: 11.4m | Avg: 1.6s/test | Remaining: 436 tests [2025-09-28T04:58:36.604214] [INFO ] [CONFIGURE ] RRC: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:58:36.604288] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:58:36.748476] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:36.889242] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:37.032942] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:37.177381] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:37.318900] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:37.459781] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:37.600461] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:37.743152] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:37.899019] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:38.053821] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:58:38.054133] [INFO ] [CONFIGURE ] RRC: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T04:58:38.054231] [INFO ] [CONFIGURE ] JOB ETA: 11.4m | Avg: 1.6s/test | Remaining: 435 tests [2025-09-28T04:58:38.054327] [INFO ] [CONFIGURE ] RRC: Testing feature 11/29: add_obv_daily [2025-09-28T04:58:38.054405] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_obv_daily'] [2025-09-28T04:58:38.174767] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:38.291474] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:38.412214] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:38.533623] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:38.655163] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:38.780129] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:38.919977] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:39.053904] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:39.174144] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:39.295628] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:39.295832] [INFO ] [CONFIGURE ] RRC: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T04:58:39.295913] [INFO ] [CONFIGURE ] JOB ETA: 11.3m | Avg: 1.6s/test | Remaining: 434 tests [2025-09-28T04:58:39.295990] [INFO ] [CONFIGURE ] RRC: Testing feature 12/29: add_obv_interval [2025-09-28T04:58:39.296062] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_obv_interval'] [2025-09-28T04:58:39.416157] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:39.532961] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:39.650995] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:39.770610] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:39.892056] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:40.017317] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:40.141178] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:40.259559] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:40.383057] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:40.509079] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:40.509303] [INFO ] [CONFIGURE ] RRC: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T04:58:40.509385] [INFO ] [CONFIGURE ] JOB ETA: 11.3m | Avg: 1.6s/test | Remaining: 433 tests [2025-09-28T04:58:40.509462] [INFO ] [CONFIGURE ] RRC: Testing feature 13/29: add_opening_strength [2025-09-28T04:58:40.509536] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T04:58:40.634947] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:40.760268] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:40.893604] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:41.024500] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:41.156332] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:41.288053] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:41.423346] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:41.551335] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:41.679488] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:58:41.814504] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:41.814789] [INFO ] [CONFIGURE ] RRC: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T04:58:41.814877] [INFO ] [CONFIGURE ] JOB ETA: 11.3m | Avg: 1.6s/test | Remaining: 432 tests [2025-09-28T04:58:41.814967] [INFO ] [CONFIGURE ] RRC: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:58:41.815044] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T04:58:41.950799] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:42.080243] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:42.215748] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:42.350354] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:42.487556] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:42.627892] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:42.769813] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:42.909020] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:43.045747] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:43.184766] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:58:43.184979] [INFO ] [CONFIGURE ] RRC: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:58:43.185061] [INFO ] [CONFIGURE ] JOB ETA: 11.2m | Avg: 1.6s/test | Remaining: 431 tests [2025-09-28T04:58:43.185135] [INFO ] [CONFIGURE ] RRC: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:58:43.185206] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T04:58:43.297155] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:43.415076] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:43.534768] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:43.662609] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:43.779939] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:43.892437] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:44.004930] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:44.115683] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:44.229345] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:44.348844] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:44.349120] [INFO ] [CONFIGURE ] RRC: DISCARDED add_pbf_morning_momentum (score: 80.00%) [2025-09-28T04:58:44.349207] [INFO ] [CONFIGURE ] JOB ETA: 11.2m | Avg: 1.6s/test | Remaining: 430 tests [2025-09-28T04:58:44.349283] [INFO ] [CONFIGURE ] RRC: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:58:44.349358] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T04:58:44.472119] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:44.593061] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:44.712895] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:44.834263] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:44.954766] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:45.075467] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:45.199615] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:45.325986] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:45.452867] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:45.586104] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:45.586347] [INFO ] [CONFIGURE ] RRC: DISCARDED add_pbf_overnight_gap (score: 80.00%) [2025-09-28T04:58:45.586431] [INFO ] [CONFIGURE ] JOB ETA: 11.2m | Avg: 1.6s/test | Remaining: 429 tests [2025-09-28T04:58:45.586509] [INFO ] [CONFIGURE ] RRC: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:58:45.586585] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_pbf_return_2d'] [2025-09-28T04:58:45.718462] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:45.849995] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:45.976048] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:46.101900] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:46.229540] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:46.359495] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:46.508681] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:46.641144] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:46.776310] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T04:58:46.911071] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:46.911281] [INFO ] [CONFIGURE ] RRC: DISCARDED add_pbf_return_2d (score: 70.00%) [2025-09-28T04:58:46.911365] [INFO ] [CONFIGURE ] JOB ETA: 11.2m | Avg: 1.6s/test | Remaining: 428 tests [2025-09-28T04:58:46.911444] [INFO ] [CONFIGURE ] RRC: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:58:46.911525] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T04:58:47.028765] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:47.143082] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:47.260675] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:47.378383] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:47.497285] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:47.625537] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:47.745409] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:47.864424] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:47.991930] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:48.115121] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:48.115323] [INFO ] [CONFIGURE ] RRC: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:58:48.115407] [INFO ] [CONFIGURE ] JOB ETA: 11.1m | Avg: 1.6s/test | Remaining: 427 tests [2025-09-28T04:58:48.115484] [INFO ] [CONFIGURE ] RRC: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:58:48.115560] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T04:58:48.235029] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:48.349275] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:48.465475] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:48.587474] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:48.700821] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:48.816030] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:48.928161] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:49.044788] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:49.165094] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:49.288854] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:49.289056] [INFO ] [CONFIGURE ] RRC: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T04:58:49.289137] [INFO ] [CONFIGURE ] JOB ETA: 11.1m | Avg: 1.6s/test | Remaining: 426 tests [2025-09-28T04:58:49.289246] [INFO ] [CONFIGURE ] RRC: Testing feature 20/29: add_price_rejection [2025-09-28T04:58:49.289329] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_price_rejection'] [2025-09-28T04:58:49.439890] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:49.569096] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:49.695237] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:49.820976] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:49.939990] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:50.064397] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:50.189141] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:58:50.312817] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:50.442141] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:50.581977] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:50.582197] [INFO ] [CONFIGURE ] RRC: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T04:58:50.582281] [INFO ] [CONFIGURE ] JOB ETA: 11.1m | Avg: 1.6s/test | Remaining: 425 tests [2025-09-28T04:58:50.582358] [INFO ] [CONFIGURE ] RRC: Testing feature 21/29: add_range_position [2025-09-28T04:58:50.582412] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_range_position'] [2025-09-28T04:58:50.718528] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:50.851890] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:50.984302] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:51.118441] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:51.252332] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:51.391141] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:51.533013] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:51.670289] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:51.810216] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:51.950833] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:51.951048] [INFO ] [CONFIGURE ] RRC: DISCARDED add_range_position (score: 70.00%) [2025-09-28T04:58:51.951131] [INFO ] [CONFIGURE ] JOB ETA: 11.1m | Avg: 1.6s/test | Remaining: 424 tests [2025-09-28T04:58:51.951209] [INFO ] [CONFIGURE ] RRC: Testing feature 22/29: add_realized_volatility [2025-09-28T04:58:51.951282] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_realized_volatility'] [2025-09-28T04:58:52.113355] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:52.271737] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:52.428039] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:52.580278] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:52.735562] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:52.893538] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:53.065190] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:53.283771] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:53.475941] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:53.626667] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:53.626954] [INFO ] [CONFIGURE ] RRC: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:58:53.627040] [INFO ] [CONFIGURE ] JOB ETA: 11.0m | Avg: 1.6s/test | Remaining: 423 tests [2025-09-28T04:58:53.627116] [INFO ] [CONFIGURE ] RRC: Testing feature 23/29: add_recent_range_context [2025-09-28T04:58:53.627187] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_recent_range_context'] [2025-09-28T04:58:53.752800] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:53.872998] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:53.991395] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:54.110351] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:54.236310] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:54.360299] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:54.489362] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:54.622498] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:54.753978] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:54.881618] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:54.881829] [INFO ] [CONFIGURE ] RRC: DISCARDED add_recent_range_context (score: 80.00%) [2025-09-28T04:58:54.881911] [INFO ] [CONFIGURE ] JOB ETA: 11.0m | Avg: 1.6s/test | Remaining: 422 tests [2025-09-28T04:58:54.882015] [INFO ] [CONFIGURE ] RRC: Testing feature 24/29: add_rsi [2025-09-28T04:58:54.882092] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T04:58:55.022403] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:55.165535] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:55.309711] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:58:55.451262] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:55.597319] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:55.740781] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:55.892470] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:56.046775] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:56.195407] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:56.357114] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:56.357348] [INFO ] [CONFIGURE ] RRC: DISCARDED add_rsi (score: 60.00%) [2025-09-28T04:58:56.357460] [INFO ] [CONFIGURE ] JOB ETA: 11.0m | Avg: 1.6s/test | Remaining: 421 tests [2025-09-28T04:58:56.357565] [INFO ] [CONFIGURE ] RRC: Testing feature 25/29: add_tick_distribution [2025-09-28T04:58:56.357683] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_tick_distribution'] [2025-09-28T04:58:56.485285] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:56.603147] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:58:56.721221] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:56.837622] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:56.953872] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:57.073386] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:57.188990] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:57.307426] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:57.425810] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:57.544004] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:57.544210] [INFO ] [CONFIGURE ] RRC: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T04:58:57.544290] [INFO ] [CONFIGURE ] JOB ETA: 11.0m | Avg: 1.6s/test | Remaining: 420 tests [2025-09-28T04:58:57.544364] [INFO ] [CONFIGURE ] RRC: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:58:57.544435] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_volume_momentum_confirmation'] [2025-09-28T04:58:57.661886] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:58:57.782008] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:57.901069] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:58.166604] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:58.298950] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:58.440026] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T04:58:58.563095] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:58:58.685387] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:58:58.817637] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:58:58.946039] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:58:58.946249] [INFO ] [CONFIGURE ] RRC: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T04:58:58.946330] [INFO ] [CONFIGURE ] JOB ETA: 10.9m | Avg: 1.6s/test | Remaining: 419 tests [2025-09-28T04:58:58.946407] [INFO ] [CONFIGURE ] RRC: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:58:58.946480] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_volume_price_divergence'] [2025-09-28T04:58:59.076016] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:58:59.205198] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:58:59.331560] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:58:59.458454] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:58:59.610005] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:58:59.762141] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:58:59.898439] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:59:00.030057] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:00.160617] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:59:00.291498] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:59:00.291734] [INFO ] [CONFIGURE ] RRC: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:59:00.291816] [INFO ] [CONFIGURE ] JOB ETA: 10.9m | Avg: 1.6s/test | Remaining: 418 tests [2025-09-28T04:59:00.291893] [INFO ] [CONFIGURE ] RRC: Testing feature 28/29: add_volume_profile [2025-09-28T04:59:00.291947] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_volume_profile'] [2025-09-28T04:59:00.412589] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:59:00.538903] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:00.668805] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:59:00.792590] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:59:00.918152] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:59:01.047608] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:01.180922] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:59:01.306466] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:01.439990] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:59:01.573618] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T04:59:01.573849] [INFO ] [CONFIGURE ] RRC: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T04:59:01.573932] [INFO ] [CONFIGURE ] JOB ETA: 10.9m | Avg: 1.6s/test | Remaining: 417 tests [2025-09-28T04:59:01.574008] [INFO ] [CONFIGURE ] RRC: Testing feature 29/29: add_vwap [2025-09-28T04:59:01.574086] [INFO ] [CONFIGURE ] RRC: Testing with features: ['add_vwap'] [2025-09-28T04:59:01.700418] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T04:59:01.825288] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:01.947821] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:59:02.078583] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:59:02.215213] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T04:59:02.338356] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:02.463253] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:59:02.589669] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:02.722965] [DEBUG] [FORECASTER] RRC: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T04:59:02.847927] [DEBUG] [FORECASTER] RRC: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:59:02.848165] [INFO ] [CONFIGURE ] RRC: DISCARDED add_vwap (score: 70.00%) [2025-09-28T04:59:02.848786] [INFO ] [CONFIGURE ] JOB ETA: 10.8m | Avg: 1.6s/test | Remaining: 416 tests [2025-09-28T04:59:02.848861] [INFO ] [CONFIGURE ] RRC: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:59:02.848928] [INFO ] [CONFIGURE ] RRC: Best accuracy: 80.00% [2025-09-28T04:59:02.848998] [INFO ] [CONFIGURE ] RRC: Best feature set (0 features): [] [2025-09-28T04:59:02.849069] [INFO ] [CONFIGURE ] RRC: Improvement over baseline: 0.00% [2025-09-28T04:59:02.849138] [INFO ] [CONFIGURE ] RRC: Total time: 38.2 seconds [2025-09-28T04:59:02.849213] [INFO ] [CONFIGURE ] RRC: Average time per feature: 1.3 seconds [2025-09-28T04:59:02.849286] [INFO ] [CONFIGURE ] RRC: Average speed: 0.76 features/sec [2025-09-28T04:59:02.849810] [INFO ] [LOCAL ] Saved configuration for RRC: 0 features, 80.00% accuracy -> ./output/feature-sets/RRC.json [2025-09-28T04:59:02.849888] [INFO ] [CONFIGURE ] RRC: Configuration saved successfully: 0 features, 80.00% accuracy. [2025-09-28T04:59:02.849980] [INFO ] [sig ] [122/135] Successfully configured RRC | 0.02 sym/s | Total: 1.6h | ETA: 10.0m [2025-09-28T04:59:02.850057] [INFO ] [sig ] [123/135] Configuring SE... [2025-09-28T04:59:02.850126] [INFO ] [CONFIGURE ] SE: Configurate test run. [2025-09-28T04:59:02.850197] [DEBUG] [REMOTE ] Fetching historical data for symbol 'SE' from 'https://tdm.silogroup.org/data/derivative_storage/SE.csv'. [2025-09-28T04:59:02.862272] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'SE'. [2025-09-28T04:59:02.862742] [INFO ] [CONFIGURE ] SE: Testing with 29 available features [2025-09-28T04:59:02.862822] [INFO ] [CONFIGURE ] SE: Establishing baseline with no features... [2025-09-28T04:59:02.973486] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:03.086754] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:03.198848] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:03.308226] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:03.437833] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:03.556073] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:03.671639] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:03.793395] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:59:03.907429] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:04.020965] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:59:04.021166] [INFO ] [CONFIGURE ] SE: Baseline score (no features): 20.00% [2025-09-28T04:59:04.021248] [INFO ] [CONFIGURE ] SE: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:59:04.021324] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:59:04.145519] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:04.283621] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:04.411205] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:04.536439] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:04.663539] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:04.788548] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:04.915514] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:05.040880] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:05.184325] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:05.312318] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:59:05.312521] [INFO ] [CONFIGURE ] SE: KEPT add_bollinger_bands (score: 50.00%) [2025-09-28T04:59:05.312600] [INFO ] [CONFIGURE ] JOB ETA: 10.8m | Avg: 1.6s/test | Remaining: 415 tests [2025-09-28T04:59:05.312700] [INFO ] [CONFIGURE ] SE: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:59:05.312774] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T04:59:05.452140] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:05.596891] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:05.744245] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:05.889541] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:06.046125] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:06.192916] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:06.340210] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:06.488055] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:59:06.639579] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:06.790970] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:06.791184] [INFO ] [CONFIGURE ] SE: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:59:06.791268] [INFO ] [CONFIGURE ] JOB ETA: 10.8m | Avg: 1.6s/test | Remaining: 414 tests [2025-09-28T04:59:06.791346] [INFO ] [CONFIGURE ] SE: Testing feature 3/29: add_daily_returns [2025-09-28T04:59:06.791421] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T04:59:06.928718] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:07.060485] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:07.194063] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:07.328863] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:07.470394] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:07.605513] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:07.745287] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:07.882734] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:08.024244] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:08.166753] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:08.166991] [INFO ] [CONFIGURE ] SE: KEPT add_daily_returns (score: 60.00%) [2025-09-28T04:59:08.167076] [INFO ] [CONFIGURE ] JOB ETA: 10.8m | Avg: 1.6s/test | Remaining: 413 tests [2025-09-28T04:59:08.167153] [INFO ] [CONFIGURE ] SE: Testing feature 4/29: add_ema [2025-09-28T04:59:08.167201] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema'] [2025-09-28T04:59:08.316217] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:08.468149] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:08.620737] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:08.771253] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:08.920776] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:09.072086] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:09.225992] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:09.382726] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:09.541165] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:09.696304] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:09.696507] [INFO ] [CONFIGURE ] SE: KEPT add_ema (score: 70.00%) [2025-09-28T04:59:09.696588] [INFO ] [CONFIGURE ] JOB ETA: 10.7m | Avg: 1.6s/test | Remaining: 412 tests [2025-09-28T04:59:09.696693] [INFO ] [CONFIGURE ] SE: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:59:09.696767] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:59:09.867996] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:10.041071] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:10.216965] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:10.398668] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:10.581206] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:10.762832] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:10.942927] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:11.121874] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:11.318555] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:11.497962] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:11.498331] [INFO ] [CONFIGURE ] SE: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T04:59:11.498417] [INFO ] [CONFIGURE ] JOB ETA: 10.7m | Avg: 1.6s/test | Remaining: 411 tests [2025-09-28T04:59:11.498493] [INFO ] [CONFIGURE ] SE: Testing feature 6/29: add_failed_moves [2025-09-28T04:59:11.498570] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_failed_moves'] [2025-09-28T04:59:11.652583] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:11.811228] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:11.980437] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:12.142985] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:12.297880] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:12.449928] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:12.606170] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:12.762381] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:12.915408] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:13.068754] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:13.069017] [INFO ] [CONFIGURE ] SE: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T04:59:13.069098] [INFO ] [CONFIGURE ] JOB ETA: 10.7m | Avg: 1.6s/test | Remaining: 410 tests [2025-09-28T04:59:13.069174] [INFO ] [CONFIGURE ] SE: Testing feature 7/29: add_lag_shelf [2025-09-28T04:59:13.069247] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_lag_shelf'] [2025-09-28T04:59:13.211228] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:13.352898] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:13.494440] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:13.636089] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:13.778198] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:13.922521] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:14.067215] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:14.216458] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:14.367359] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:14.518394] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:14.518623] [INFO ] [CONFIGURE ] SE: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T04:59:14.518728] [INFO ] [CONFIGURE ] JOB ETA: 10.7m | Avg: 1.6s/test | Remaining: 409 tests [2025-09-28T04:59:14.518804] [INFO ] [CONFIGURE ] SE: Testing feature 8/29: add_macd [2025-09-28T04:59:14.518877] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_vwap', 'add_macd'] [2025-09-28T04:59:14.707248] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:14.897100] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:15.087512] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:15.274516] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:15.465233] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:15.672756] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:15.883163] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:16.088104] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:16.275401] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:16.464591] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:16.464931] [INFO ] [CONFIGURE ] SE: DISCARDED add_macd (score: 60.00%) [2025-09-28T04:59:16.465017] [INFO ] [CONFIGURE ] JOB ETA: 10.6m | Avg: 1.6s/test | Remaining: 408 tests [2025-09-28T04:59:16.465094] [INFO ] [CONFIGURE ] SE: Testing feature 9/29: add_mfi [2025-09-28T04:59:16.465167] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_mfi'] [2025-09-28T04:59:16.621721] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:16.782580] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:16.953094] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:17.121201] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:17.299403] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:17.471223] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:17.637366] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:17.808232] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:17.978773] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:18.149096] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:18.149326] [INFO ] [CONFIGURE ] SE: DISCARDED add_mfi (score: 70.00%) [2025-09-28T04:59:18.149412] [INFO ] [CONFIGURE ] JOB ETA: 10.6m | Avg: 1.6s/test | Remaining: 407 tests [2025-09-28T04:59:18.149489] [INFO ] [CONFIGURE ] SE: Testing feature 10/29: add_momentum_acceleration [2025-09-28T04:59:18.149563] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T04:59:18.341695] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:18.523766] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:18.714539] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:18.936612] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:19.139621] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:19.387199] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:19.649152] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:19.879092] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:59:20.079606] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:20.273864] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:20.274102] [INFO ] [CONFIGURE ] SE: DISCARDED add_momentum_acceleration (score: 40.00%) [2025-09-28T04:59:20.274191] [INFO ] [CONFIGURE ] JOB ETA: 10.6m | Avg: 1.6s/test | Remaining: 406 tests [2025-09-28T04:59:20.274270] [INFO ] [CONFIGURE ] SE: Testing feature 11/29: add_obv_daily [2025-09-28T04:59:20.274347] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_obv_daily'] [2025-09-28T04:59:20.428280] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:20.589672] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:20.764730] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:20.931255] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:21.082919] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:21.234102] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:21.386313] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:21.541532] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:21.697760] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:21.859503] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:59:21.859740] [INFO ] [CONFIGURE ] SE: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T04:59:21.859825] [INFO ] [CONFIGURE ] JOB ETA: 10.6m | Avg: 1.6s/test | Remaining: 405 tests [2025-09-28T04:59:21.859903] [INFO ] [CONFIGURE ] SE: Testing feature 12/29: add_obv_interval [2025-09-28T04:59:21.859984] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_obv_interval'] [2025-09-28T04:59:22.014093] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:22.169557] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:22.327336] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:22.482362] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:22.636216] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:22.794260] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:22.952423] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:23.107839] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:23.263596] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:23.420976] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:23.421201] [INFO ] [CONFIGURE ] SE: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T04:59:23.421282] [INFO ] [CONFIGURE ] JOB ETA: 10.5m | Avg: 1.6s/test | Remaining: 404 tests [2025-09-28T04:59:23.421358] [INFO ] [CONFIGURE ] SE: Testing feature 13/29: add_opening_strength [2025-09-28T04:59:23.421435] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_opening_strength'] [2025-09-28T04:59:23.578441] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:23.732857] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:23.893168] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:24.053770] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:24.216743] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:24.388455] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:24.558474] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:24.728903] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:24.899206] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:25.071066] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:25.071346] [INFO ] [CONFIGURE ] SE: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T04:59:25.071429] [INFO ] [CONFIGURE ] JOB ETA: 10.5m | Avg: 1.6s/test | Remaining: 403 tests [2025-09-28T04:59:25.071506] [INFO ] [CONFIGURE ] SE: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T04:59:25.071581] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_order_flow_imbalance'] [2025-09-28T04:59:25.244014] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:25.414826] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:25.587835] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:25.764832] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:25.935295] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:26.101354] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:26.273787] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:26.444517] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:26.616217] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:26.795550] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:26.795795] [INFO ] [CONFIGURE ] SE: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T04:59:26.795879] [INFO ] [CONFIGURE ] JOB ETA: 10.5m | Avg: 1.6s/test | Remaining: 402 tests [2025-09-28T04:59:26.795958] [INFO ] [CONFIGURE ] SE: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T04:59:26.796033] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_pbf_morning_momentum'] [2025-09-28T04:59:26.945876] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:27.096849] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:27.242301] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:27.387259] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:27.544264] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:27.704195] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:27.863184] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:28.030598] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:28.187996] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:28.346972] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:28.347198] [INFO ] [CONFIGURE ] SE: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T04:59:28.347281] [INFO ] [CONFIGURE ] JOB ETA: 10.5m | Avg: 1.6s/test | Remaining: 401 tests [2025-09-28T04:59:28.347379] [INFO ] [CONFIGURE ] SE: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T04:59:28.347462] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_pbf_overnight_gap'] [2025-09-28T04:59:28.513568] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:28.678555] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:28.845256] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:29.010905] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:29.175434] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:29.338243] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:29.498415] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:29.664135] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:29.828199] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:29.994977] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:29.995203] [INFO ] [CONFIGURE ] SE: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T04:59:29.995286] [INFO ] [CONFIGURE ] JOB ETA: 10.4m | Avg: 1.6s/test | Remaining: 400 tests [2025-09-28T04:59:29.995364] [INFO ] [CONFIGURE ] SE: Testing feature 17/29: add_pbf_return_2d [2025-09-28T04:59:29.995439] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_pbf_return_2d'] [2025-09-28T04:59:30.158230] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:30.322918] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:30.489320] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:30.673511] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:30.847923] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:31.030156] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:31.207531] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:31.387136] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:31.562091] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:31.730160] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:31.730350] [INFO ] [CONFIGURE ] SE: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T04:59:31.730432] [INFO ] [CONFIGURE ] JOB ETA: 10.4m | Avg: 1.6s/test | Remaining: 399 tests [2025-09-28T04:59:31.730508] [INFO ] [CONFIGURE ] SE: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T04:59:31.730582] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_pbf_volatility_5d'] [2025-09-28T04:59:31.876679] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:32.027611] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:32.177002] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:32.333458] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:32.490907] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:32.651842] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:32.801507] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:32.952823] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:33.101412] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:33.248741] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:33.249008] [INFO ] [CONFIGURE ] SE: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T04:59:33.249107] [INFO ] [CONFIGURE ] JOB ETA: 10.4m | Avg: 1.6s/test | Remaining: 398 tests [2025-09-28T04:59:33.249181] [INFO ] [CONFIGURE ] SE: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T04:59:33.249252] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_pbf_vs_sma_5'] [2025-09-28T04:59:33.394312] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:33.536273] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:33.682681] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:33.832067] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:33.982478] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:34.129769] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:34.278630] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:34.425450] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:34.578063] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:34.732498] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:34.732725] [INFO ] [CONFIGURE ] SE: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T04:59:34.732808] [INFO ] [CONFIGURE ] JOB ETA: 10.4m | Avg: 1.6s/test | Remaining: 397 tests [2025-09-28T04:59:34.732885] [INFO ] [CONFIGURE ] SE: Testing feature 20/29: add_price_rejection [2025-09-28T04:59:34.732959] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_price_rejection'] [2025-09-28T04:59:34.903041] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:35.067213] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:35.227685] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:35.388849] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:35.556245] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:35.724426] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:35.887536] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:36.051569] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:59:36.214037] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:36.375074] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:36.375324] [INFO ] [CONFIGURE ] SE: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T04:59:36.375405] [INFO ] [CONFIGURE ] JOB ETA: 10.3m | Avg: 1.6s/test | Remaining: 396 tests [2025-09-28T04:59:36.375481] [INFO ] [CONFIGURE ] SE: Testing feature 21/29: add_range_position [2025-09-28T04:59:36.375552] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_range_position'] [2025-09-28T04:59:36.541552] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:36.713730] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:36.884915] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:37.051472] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:37.220433] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:37.402224] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:37.583835] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:37.761447] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:59:37.932396] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:59:38.105134] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:38.105351] [INFO ] [CONFIGURE ] SE: DISCARDED add_range_position (score: 30.00%) [2025-09-28T04:59:38.105435] [INFO ] [CONFIGURE ] JOB ETA: 10.3m | Avg: 1.6s/test | Remaining: 395 tests [2025-09-28T04:59:38.105512] [INFO ] [CONFIGURE ] SE: Testing feature 22/29: add_realized_volatility [2025-09-28T04:59:38.105587] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_realized_volatility'] [2025-09-28T04:59:38.288506] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:38.472771] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:38.682713] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:59:38.874024] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:39.061229] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:39.244389] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:39.428502] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T04:59:39.612615] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:59:39.807225] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:40.010873] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T04:59:40.011093] [INFO ] [CONFIGURE ] SE: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T04:59:40.011188] [INFO ] [CONFIGURE ] JOB ETA: 10.3m | Avg: 1.6s/test | Remaining: 394 tests [2025-09-28T04:59:40.011266] [INFO ] [CONFIGURE ] SE: Testing feature 23/29: add_recent_range_context [2025-09-28T04:59:40.011340] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_recent_range_context'] [2025-09-28T04:59:40.170188] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:40.329204] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:40.506667] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:40.666808] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:40.824329] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:40.981558] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:41.158564] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:41.337556] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:41.512310] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:41.673172] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:41.673405] [INFO ] [CONFIGURE ] SE: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T04:59:41.673491] [INFO ] [CONFIGURE ] JOB ETA: 10.3m | Avg: 1.6s/test | Remaining: 393 tests [2025-09-28T04:59:41.673568] [INFO ] [CONFIGURE ] SE: Testing feature 24/29: add_rsi [2025-09-28T04:59:41.673721] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T04:59:41.837810] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:42.000895] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:42.162599] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:42.325871] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:42.492380] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:42.661549] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:42.827365] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:43.006265] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T04:59:43.181320] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:43.357227] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:43.357424] [INFO ] [CONFIGURE ] SE: DISCARDED add_rsi (score: 30.00%) [2025-09-28T04:59:43.357503] [INFO ] [CONFIGURE ] JOB ETA: 10.2m | Avg: 1.6s/test | Remaining: 392 tests [2025-09-28T04:59:43.357584] [INFO ] [CONFIGURE ] SE: Testing feature 25/29: add_tick_distribution [2025-09-28T04:59:43.357702] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_tick_distribution'] [2025-09-28T04:59:43.520879] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:43.684885] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:43.850061] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:44.017733] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:44.181711] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:44.352214] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:44.525672] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:44.697145] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:44.867245] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:45.037550] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:45.037767] [INFO ] [CONFIGURE ] SE: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T04:59:45.037850] [INFO ] [CONFIGURE ] JOB ETA: 10.2m | Avg: 1.6s/test | Remaining: 391 tests [2025-09-28T04:59:45.037942] [INFO ] [CONFIGURE ] SE: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T04:59:45.038023] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_volume_momentum_confirmation'] [2025-09-28T04:59:45.208489] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:45.371179] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:45.528781] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:45.681102] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:45.834053] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T04:59:45.996945] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:46.156363] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:46.312238] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:46.468950] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:46.628584] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:46.628849] [INFO ] [CONFIGURE ] SE: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T04:59:46.628937] [INFO ] [CONFIGURE ] JOB ETA: 10.2m | Avg: 1.6s/test | Remaining: 390 tests [2025-09-28T04:59:46.629025] [INFO ] [CONFIGURE ] SE: Testing feature 27/29: add_volume_price_divergence [2025-09-28T04:59:46.629108] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_volume_price_divergence'] [2025-09-28T04:59:46.793739] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:46.957264] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:47.119131] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:47.284201] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T04:59:47.451241] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:47.622989] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:47.795003] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:47.960450] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:48.130160] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:48.299008] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:48.299230] [INFO ] [CONFIGURE ] SE: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T04:59:48.299315] [INFO ] [CONFIGURE ] JOB ETA: 10.1m | Avg: 1.6s/test | Remaining: 389 tests [2025-09-28T04:59:48.299393] [INFO ] [CONFIGURE ] SE: Testing feature 28/29: add_volume_profile [2025-09-28T04:59:48.299470] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_volume_profile'] [2025-09-28T04:59:48.454834] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:48.612046] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T04:59:48.779675] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T04:59:48.939800] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:49.100800] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:49.261335] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:49.421308] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:49.583532] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:49.747209] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:49.909826] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:49.910048] [INFO ] [CONFIGURE ] SE: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T04:59:49.910132] [INFO ] [CONFIGURE ] JOB ETA: 10.1m | Avg: 1.6s/test | Remaining: 388 tests [2025-09-28T04:59:49.910210] [INFO ] [CONFIGURE ] SE: Testing feature 29/29: add_vwap [2025-09-28T04:59:49.910285] [INFO ] [CONFIGURE ] SE: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema', 'add_vwap'] [2025-09-28T04:59:50.069861] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T04:59:50.234142] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T04:59:50.395188] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T04:59:50.558987] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T04:59:50.721986] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T04:59:50.887079] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T04:59:51.051804] [DEBUG] [FORECASTER] SE: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T04:59:51.212368] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T04:59:51.375440] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T04:59:51.548396] [DEBUG] [FORECASTER] SE: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T04:59:51.548660] [INFO ] [CONFIGURE ] SE: DISCARDED add_vwap (score: 60.00%) [2025-09-28T04:59:51.548747] [INFO ] [CONFIGURE ] JOB ETA: 10.1m | Avg: 1.6s/test | Remaining: 387 tests [2025-09-28T04:59:51.548826] [INFO ] [CONFIGURE ] SE: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T04:59:51.548899] [INFO ] [CONFIGURE ] SE: Best accuracy: 70.00% [2025-09-28T04:59:51.548982] [INFO ] [CONFIGURE ] SE: Best feature set (3 features): ['add_bollinger_bands', 'add_daily_returns', 'add_ema'] [2025-09-28T04:59:51.549055] [INFO ] [CONFIGURE ] SE: Improvement over baseline: 50.00% [2025-09-28T04:59:51.549130] [INFO ] [CONFIGURE ] SE: Total time: 47.5 seconds [2025-09-28T04:59:51.549207] [INFO ] [CONFIGURE ] SE: Average time per feature: 1.6 seconds [2025-09-28T04:59:51.549287] [INFO ] [CONFIGURE ] SE: Average speed: 0.61 features/sec [2025-09-28T04:59:51.550211] [INFO ] [LOCAL ] Saved configuration for SE: 3 features, 70.00% accuracy -> ./output/feature-sets/SE.json [2025-09-28T04:59:51.550294] [INFO ] [CONFIGURE ] SE: Configuration saved successfully: 3 features, 70.00% accuracy. [2025-09-28T04:59:51.550403] [INFO ] [sig ] [123/135] Successfully configured SE | 0.02 sym/s | Total: 1.6h | ETA: 9.2m [2025-09-28T04:59:51.550492] [INFO ] [sig ] [124/135] Configuring SMHI... [2025-09-28T04:59:51.550592] [INFO ] [CONFIGURE ] SMHI: Configurate test run. [2025-09-28T04:59:51.550716] [DEBUG] [REMOTE ] Fetching historical data for symbol 'SMHI' from 'https://tdm.silogroup.org/data/derivative_storage/SMHI.csv'. [2025-09-28T04:59:51.663723] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'SMHI'. [2025-09-28T04:59:51.664200] [INFO ] [CONFIGURE ] SMHI: Testing with 29 available features [2025-09-28T04:59:51.664282] [INFO ] [CONFIGURE ] SMHI: Establishing baseline with no features... [2025-09-28T04:59:51.779505] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:59:51.890854] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:59:52.006089] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:59:52.126527] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:59:52.262002] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:59:52.375534] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:59:52.491974] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:59:52.609329] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:59:52.723131] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:59:52.836399] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:59:52.836615] [INFO ] [CONFIGURE ] SMHI: Baseline score (no features): 50.00% [2025-09-28T04:59:52.836720] [INFO ] [CONFIGURE ] SMHI: Testing feature 1/29: add_bollinger_bands [2025-09-28T04:59:52.836820] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_bollinger_bands'] [2025-09-28T04:59:52.961484] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T04:59:53.085758] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:59:53.212211] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:59:53.337110] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:59:53.471926] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:59:53.597860] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:59:53.727182] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:59:53.855093] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:59:53.981174] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:59:54.108186] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:59:54.108406] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T04:59:54.108490] [INFO ] [CONFIGURE ] JOB ETA: 10.1m | Avg: 1.6s/test | Remaining: 386 tests [2025-09-28T04:59:54.108552] [INFO ] [CONFIGURE ] SMHI: Testing feature 2/29: add_cumulative_delta [2025-09-28T04:59:54.108621] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_cumulative_delta'] [2025-09-28T04:59:54.235576] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:59:54.364492] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:59:54.494338] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:59:54.626017] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:59:54.761681] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:59:54.894748] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:59:55.029124] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T04:59:55.170026] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:59:55.306831] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:59:55.442794] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:59:55.443006] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T04:59:55.443088] [INFO ] [CONFIGURE ] JOB ETA: 10.0m | Avg: 1.6s/test | Remaining: 385 tests [2025-09-28T04:59:55.443165] [INFO ] [CONFIGURE ] SMHI: Testing feature 3/29: add_daily_returns [2025-09-28T04:59:55.443238] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns'] [2025-09-28T04:59:55.557730] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:59:55.678705] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T04:59:55.805126] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:59:55.924787] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:59:56.048829] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:59:56.163438] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:59:56.276828] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:59:56.391726] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:59:56.511666] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:59:56.630182] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:59:56.630405] [INFO ] [CONFIGURE ] SMHI: KEPT add_daily_returns (score: 60.00%) [2025-09-28T04:59:56.630487] [INFO ] [CONFIGURE ] JOB ETA: 10.0m | Avg: 1.6s/test | Remaining: 384 tests [2025-09-28T04:59:56.630563] [INFO ] [CONFIGURE ] SMHI: Testing feature 4/29: add_ema [2025-09-28T04:59:56.630636] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T04:59:56.766342] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:59:56.900007] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:59:57.032291] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:59:57.169187] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T04:59:57.298131] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:59:57.445702] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:59:57.596476] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:59:57.754419] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:59:57.911523] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:59:58.054064] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:59:58.054292] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_ema (score: 40.00%) [2025-09-28T04:59:58.054389] [INFO ] [CONFIGURE ] JOB ETA: 10.0m | Avg: 1.6s/test | Remaining: 383 tests [2025-09-28T04:59:58.054476] [INFO ] [CONFIGURE ] SMHI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T04:59:58.054549] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T04:59:58.193701] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:59:58.333036] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:59:58.472423] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T04:59:58.616132] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T04:59:58.764485] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T04:59:58.915997] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T04:59:59.064813] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T04:59:59.211616] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T04:59:59.353898] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T04:59:59.494395] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T04:59:59.494612] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T04:59:59.494714] [INFO ] [CONFIGURE ] JOB ETA: 10.0m | Avg: 1.6s/test | Remaining: 382 tests [2025-09-28T04:59:59.494790] [INFO ] [CONFIGURE ] SMHI: Testing feature 6/29: add_failed_moves [2025-09-28T04:59:59.494861] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T04:59:59.613052] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T04:59:59.733563] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T04:59:59.857024] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T04:59:59.981293] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:00.106365] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:00.230718] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:00.363203] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:00.489024] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:00.615960] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:00.742960] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:00.743150] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T05:00:00.743230] [INFO ] [CONFIGURE ] JOB ETA: 9.9m | Avg: 1.6s/test | Remaining: 381 tests [2025-09-28T05:00:00.743304] [INFO ] [CONFIGURE ] SMHI: Testing feature 7/29: add_lag_shelf [2025-09-28T05:00:00.743376] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T05:00:00.870903] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:01.004099] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:00:01.126005] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:01.242468] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:01.358350] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:01.474980] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:01.594871] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:01.711295] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:01.837018] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:01.960332] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:01.960546] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T05:00:01.960629] [INFO ] [CONFIGURE ] JOB ETA: 9.9m | Avg: 1.6s/test | Remaining: 380 tests [2025-09-28T05:00:01.960732] [INFO ] [CONFIGURE ] SMHI: Testing feature 8/29: add_macd [2025-09-28T05:00:01.960806] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T05:00:02.123677] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:02.299153] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:02.462289] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:00:02.638858] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:02.844755] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:03.020639] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:03.192783] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:03.362952] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:03.549819] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:03.730480] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:03.730749] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_macd (score: 30.00%) [2025-09-28T05:00:03.730836] [INFO ] [CONFIGURE ] JOB ETA: 9.9m | Avg: 1.6s/test | Remaining: 379 tests [2025-09-28T05:00:03.730913] [INFO ] [CONFIGURE ] SMHI: Testing feature 9/29: add_mfi [2025-09-28T05:00:03.730986] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T05:00:03.865899] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:04.010876] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:04.157619] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:04.291786] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:04.422533] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:04.559610] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:04.697245] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:04.839312] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:04.983031] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:05.126247] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:05.126492] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_mfi (score: 40.00%) [2025-09-28T05:00:05.126576] [INFO ] [CONFIGURE ] JOB ETA: 9.9m | Avg: 1.6s/test | Remaining: 378 tests [2025-09-28T05:00:05.126678] [INFO ] [CONFIGURE ] SMHI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:00:05.126760] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:00:05.312110] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:05.493308] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:05.649164] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:05.798944] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:05.945300] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:06.095568] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:06.240231] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:06.389168] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:06.546543] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:06.768591] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:06.768878] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T05:00:06.768992] [INFO ] [CONFIGURE ] JOB ETA: 9.8m | Avg: 1.6s/test | Remaining: 377 tests [2025-09-28T05:00:06.769120] [INFO ] [CONFIGURE ] SMHI: Testing feature 11/29: add_obv_daily [2025-09-28T05:00:06.769223] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T05:00:06.923014] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:07.056732] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:07.177447] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:07.300858] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:07.437623] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:07.562739] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:07.690337] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:07.817007] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:07.945033] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:08.074422] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:08.074660] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T05:00:08.074748] [INFO ] [CONFIGURE ] JOB ETA: 9.8m | Avg: 1.6s/test | Remaining: 376 tests [2025-09-28T05:00:08.074831] [INFO ] [CONFIGURE ] SMHI: Testing feature 12/29: add_obv_interval [2025-09-28T05:00:08.074913] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T05:00:08.200263] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:08.317051] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:08.445376] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:08.572198] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:08.709742] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:08.845005] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:08.975185] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:09.101846] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:09.227681] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:09.354937] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:09.355159] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_obv_interval (score: 40.00%) [2025-09-28T05:00:09.355242] [INFO ] [CONFIGURE ] JOB ETA: 9.8m | Avg: 1.6s/test | Remaining: 375 tests [2025-09-28T05:00:09.355320] [INFO ] [CONFIGURE ] SMHI: Testing feature 13/29: add_opening_strength [2025-09-28T05:00:09.355393] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T05:00:09.483721] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:09.614716] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:09.745618] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:09.877280] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:00:10.008717] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:10.139383] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:10.280003] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:10.423289] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:10.554719] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:10.692854] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:10.693057] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T05:00:10.693196] [INFO ] [CONFIGURE ] JOB ETA: 9.8m | Avg: 1.6s/test | Remaining: 374 tests [2025-09-28T05:00:10.693276] [INFO ] [CONFIGURE ] SMHI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:00:10.693352] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T05:00:10.845634] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:10.989603] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:11.149478] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:11.325964] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:11.492483] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:11.717176] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:11.895166] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:12.082043] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:12.296898] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:12.447687] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:12.447941] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T05:00:12.448028] [INFO ] [CONFIGURE ] JOB ETA: 9.7m | Avg: 1.6s/test | Remaining: 373 tests [2025-09-28T05:00:12.448116] [INFO ] [CONFIGURE ] SMHI: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T05:00:12.448279] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T05:00:12.609098] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:12.743172] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:12.870076] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:13.002951] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:13.130139] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:13.259393] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:13.389457] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:13.523885] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:13.655050] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:13.790809] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:13.791035] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_pbf_morning_momentum (score: 40.00%) [2025-09-28T05:00:13.791121] [INFO ] [CONFIGURE ] JOB ETA: 9.7m | Avg: 1.6s/test | Remaining: 372 tests [2025-09-28T05:00:13.791197] [INFO ] [CONFIGURE ] SMHI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:00:13.791317] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T05:00:13.924725] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:14.061141] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:14.200618] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:14.342052] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:14.489982] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:14.620424] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:14.750135] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:14.881144] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:15.018181] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:15.157660] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:15.157887] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T05:00:15.157995] [INFO ] [CONFIGURE ] JOB ETA: 9.7m | Avg: 1.6s/test | Remaining: 371 tests [2025-09-28T05:00:15.158092] [INFO ] [CONFIGURE ] SMHI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:00:15.158192] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T05:00:15.297299] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:15.431860] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:00:15.577677] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:00:15.717382] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:15.875886] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:16.018138] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:16.174410] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:16.359940] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:16.546943] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:16.685340] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:16.685576] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T05:00:16.685771] [INFO ] [CONFIGURE ] JOB ETA: 9.6m | Avg: 1.6s/test | Remaining: 370 tests [2025-09-28T05:00:16.685867] [INFO ] [CONFIGURE ] SMHI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:00:16.685962] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T05:00:16.810399] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:16.931865] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:17.053423] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:17.177457] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:17.309803] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:17.433322] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:17.563278] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:17.693233] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:17.823637] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:17.952389] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:17.952675] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T05:00:17.952793] [INFO ] [CONFIGURE ] JOB ETA: 9.6m | Avg: 1.6s/test | Remaining: 369 tests [2025-09-28T05:00:17.952898] [INFO ] [CONFIGURE ] SMHI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:00:17.953071] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T05:00:18.078511] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:18.200258] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:00:18.323988] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:18.448200] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:18.577240] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:18.702389] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:18.831192] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:18.986417] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:19.109616] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:19.232759] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:19.232947] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T05:00:19.233032] [INFO ] [CONFIGURE ] JOB ETA: 9.6m | Avg: 1.6s/test | Remaining: 368 tests [2025-09-28T05:00:19.233108] [INFO ] [CONFIGURE ] SMHI: Testing feature 20/29: add_price_rejection [2025-09-28T05:00:19.233181] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_price_rejection'] [2025-09-28T05:00:19.360479] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:19.489577] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:00:19.628026] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:19.787271] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:19.935551] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:20.080003] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:20.220774] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:20.366239] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:20.512368] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:20.660813] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:20.661119] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T05:00:20.661213] [INFO ] [CONFIGURE ] JOB ETA: 9.6m | Avg: 1.6s/test | Remaining: 367 tests [2025-09-28T05:00:20.661307] [INFO ] [CONFIGURE ] SMHI: Testing feature 21/29: add_range_position [2025-09-28T05:00:20.661384] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_range_position'] [2025-09-28T05:00:20.807659] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:20.953343] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:00:21.096394] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:21.240862] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:00:21.383358] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:21.528120] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:21.677165] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:21.827999] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:21.975305] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:22.122460] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:22.122763] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_range_position (score: 50.00%) [2025-09-28T05:00:22.122865] [INFO ] [CONFIGURE ] JOB ETA: 9.5m | Avg: 1.6s/test | Remaining: 366 tests [2025-09-28T05:00:22.122967] [INFO ] [CONFIGURE ] SMHI: Testing feature 22/29: add_realized_volatility [2025-09-28T05:00:22.123067] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_realized_volatility'] [2025-09-28T05:00:22.282189] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:22.439518] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:22.598522] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:22.754622] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:22.911128] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:23.067587] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:23.224639] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:23.382254] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:23.550720] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:23.719787] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:23.720015] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T05:00:23.720097] [INFO ] [CONFIGURE ] JOB ETA: 9.5m | Avg: 1.6s/test | Remaining: 365 tests [2025-09-28T05:00:23.720176] [INFO ] [CONFIGURE ] SMHI: Testing feature 23/29: add_recent_range_context [2025-09-28T05:00:23.720252] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_recent_range_context'] [2025-09-28T05:00:23.851775] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:24.002728] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:24.136490] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:24.265370] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:24.395531] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:24.523626] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:24.653787] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:24.785130] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:24.916217] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:25.047295] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:25.047516] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T05:00:25.047595] [INFO ] [CONFIGURE ] JOB ETA: 9.5m | Avg: 1.6s/test | Remaining: 364 tests [2025-09-28T05:00:25.047725] [INFO ] [CONFIGURE ] SMHI: Testing feature 24/29: add_rsi [2025-09-28T05:00:25.047801] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T05:00:25.196849] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:25.347585] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:25.501393] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:25.658945] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:00:25.836588] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:25.985311] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:00:26.248678] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:26.396814] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:26.542470] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:26.700245] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:26.700490] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_rsi (score: 30.00%) [2025-09-28T05:00:26.700574] [INFO ] [CONFIGURE ] JOB ETA: 9.5m | Avg: 1.6s/test | Remaining: 363 tests [2025-09-28T05:00:26.700674] [INFO ] [CONFIGURE ] SMHI: Testing feature 25/29: add_tick_distribution [2025-09-28T05:00:26.700752] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_tick_distribution'] [2025-09-28T05:00:26.828745] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:26.954863] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:27.080977] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:00:27.202554] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:27.323023] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:27.449111] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:27.594016] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:27.735304] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:27.872307] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:28.011071] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:28.011289] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T05:00:28.011376] [INFO ] [CONFIGURE ] JOB ETA: 9.4m | Avg: 1.6s/test | Remaining: 362 tests [2025-09-28T05:00:28.011453] [INFO ] [CONFIGURE ] SMHI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:00:28.011527] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T05:00:28.139372] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:28.279620] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:28.443671] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:28.570402] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:28.696599] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:28.825099] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:28.949733] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:29.082436] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:29.213271] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:29.344050] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:29.344238] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T05:00:29.344319] [INFO ] [CONFIGURE ] JOB ETA: 9.4m | Avg: 1.6s/test | Remaining: 361 tests [2025-09-28T05:00:29.344409] [INFO ] [CONFIGURE ] SMHI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:00:29.344486] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T05:00:29.479812] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:29.616580] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:29.753374] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:29.889619] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:30.031131] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:30.169850] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:30.311110] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:30.452125] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:30.591431] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:30.732689] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:30.732905] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T05:00:30.732989] [INFO ] [CONFIGURE ] JOB ETA: 9.4m | Avg: 1.6s/test | Remaining: 360 tests [2025-09-28T05:00:30.733065] [INFO ] [CONFIGURE ] SMHI: Testing feature 28/29: add_volume_profile [2025-09-28T05:00:30.733120] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_volume_profile'] [2025-09-28T05:00:30.868948] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:31.002473] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:31.136019] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:31.271793] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:31.406972] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:31.542522] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:31.675530] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:31.807838] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:31.943486] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:32.080336] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:32.080553] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T05:00:32.080636] [INFO ] [CONFIGURE ] JOB ETA: 9.4m | Avg: 1.6s/test | Remaining: 359 tests [2025-09-28T05:00:32.080765] [INFO ] [CONFIGURE ] SMHI: Testing feature 29/29: add_vwap [2025-09-28T05:00:32.080841] [INFO ] [CONFIGURE ] SMHI: Testing with features: ['add_daily_returns', 'add_vwap'] [2025-09-28T05:00:32.218865] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:32.357074] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:00:32.485546] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:00:32.616794] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:00:32.747095] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:00:32.875209] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:00:33.005141] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:00:33.140919] [DEBUG] [FORECASTER] SMHI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:33.281080] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:33.418823] [DEBUG] [FORECASTER] SMHI: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:00:33.419018] [INFO ] [CONFIGURE ] SMHI: DISCARDED add_vwap (score: 60.00%) [2025-09-28T05:00:33.419100] [INFO ] [CONFIGURE ] JOB ETA: 9.3m | Avg: 1.6s/test | Remaining: 358 tests [2025-09-28T05:00:33.419215] [INFO ] [CONFIGURE ] SMHI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:00:33.419290] [INFO ] [CONFIGURE ] SMHI: Best accuracy: 60.00% [2025-09-28T05:00:33.419364] [INFO ] [CONFIGURE ] SMHI: Best feature set (1 features): ['add_daily_returns'] [2025-09-28T05:00:33.419435] [INFO ] [CONFIGURE ] SMHI: Improvement over baseline: 10.00% [2025-09-28T05:00:33.419502] [INFO ] [CONFIGURE ] SMHI: Total time: 40.6 seconds [2025-09-28T05:00:33.419592] [INFO ] [CONFIGURE ] SMHI: Average time per feature: 1.4 seconds [2025-09-28T05:00:33.419688] [INFO ] [CONFIGURE ] SMHI: Average speed: 0.71 features/sec [2025-09-28T05:00:33.420335] [INFO ] [LOCAL ] Saved configuration for SMHI: 1 features, 60.00% accuracy -> ./output/feature-sets/SMHI.json [2025-09-28T05:00:33.420431] [INFO ] [CONFIGURE ] SMHI: Configuration saved successfully: 1 features, 60.00% accuracy. [2025-09-28T05:00:33.420547] [INFO ] [sig ] [124/135] Successfully configured SMHI | 0.02 sym/s | Total: 1.6h | ETA: 8.5m [2025-09-28T05:00:33.420633] [INFO ] [sig ] [125/135] Configuring SMR... [2025-09-28T05:00:33.420750] [INFO ] [CONFIGURE ] SMR: Configurate test run. [2025-09-28T05:00:33.420866] [DEBUG] [REMOTE ] Fetching historical data for symbol 'SMR' from 'https://tdm.silogroup.org/data/derivative_storage/SMR.csv'. [2025-09-28T05:00:33.442301] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'SMR'. [2025-09-28T05:00:33.442943] [INFO ] [CONFIGURE ] SMR: Testing with 29 available features [2025-09-28T05:00:33.443044] [INFO ] [CONFIGURE ] SMR: Establishing baseline with no features... [2025-09-28T05:00:33.556491] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:33.667152] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:33.780493] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:33.892062] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:34.003365] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:34.120905] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:34.232253] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:34.347976] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:34.461975] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:34.576050] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:34.576257] [INFO ] [CONFIGURE ] SMR: Baseline score (no features): 70.00% [2025-09-28T05:00:34.576360] [INFO ] [CONFIGURE ] SMR: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:00:34.576436] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:00:34.704128] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:34.833492] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:00:34.957061] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:35.083013] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:35.210031] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:35.334817] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:00:35.462973] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:35.593221] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:35.722458] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:35.849348] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:35.849615] [INFO ] [CONFIGURE ] SMR: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T05:00:35.849732] [INFO ] [CONFIGURE ] JOB ETA: 9.3m | Avg: 1.6s/test | Remaining: 357 tests [2025-09-28T05:00:35.849813] [INFO ] [CONFIGURE ] SMR: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:00:35.849869] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_cumulative_delta'] [2025-09-28T05:00:35.982217] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:36.118991] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:36.260886] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:36.407631] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:36.556089] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:36.704804] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:36.842535] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:00:36.978246] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:37.115849] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:37.254527] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:37.254781] [INFO ] [CONFIGURE ] SMR: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T05:00:37.254883] [INFO ] [CONFIGURE ] JOB ETA: 9.3m | Avg: 1.6s/test | Remaining: 356 tests [2025-09-28T05:00:37.254979] [INFO ] [CONFIGURE ] SMR: Testing feature 3/29: add_daily_returns [2025-09-28T05:00:37.255075] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_daily_returns'] [2025-09-28T05:00:37.370275] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:37.487323] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:37.605667] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:37.721802] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:37.836952] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:37.953673] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:38.069624] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:38.191338] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:38.310615] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:38.430821] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:38.431045] [INFO ] [CONFIGURE ] SMR: DISCARDED add_daily_returns (score: 60.00%) [2025-09-28T05:00:38.431127] [INFO ] [CONFIGURE ] JOB ETA: 9.3m | Avg: 1.6s/test | Remaining: 355 tests [2025-09-28T05:00:38.431199] [INFO ] [CONFIGURE ] SMR: Testing feature 4/29: add_ema [2025-09-28T05:00:38.431289] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_ema'] [2025-09-28T05:00:38.564405] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:38.715168] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:38.848878] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:38.982956] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:39.119440] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:39.256838] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:39.389294] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:39.533596] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:39.667006] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:39.797222] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:39.797445] [INFO ] [CONFIGURE ] SMR: DISCARDED add_ema (score: 70.00%) [2025-09-28T05:00:39.797527] [INFO ] [CONFIGURE ] JOB ETA: 9.2m | Avg: 1.6s/test | Remaining: 354 tests [2025-09-28T05:00:39.797603] [INFO ] [CONFIGURE ] SMR: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:00:39.797700] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:00:39.934219] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:40.070266] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:40.203452] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:40.343224] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:40.480187] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:40.616826] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:40.760660] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:40.899525] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:41.042883] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:41.188731] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:41.188960] [INFO ] [CONFIGURE ] SMR: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T05:00:41.189042] [INFO ] [CONFIGURE ] JOB ETA: 9.2m | Avg: 1.6s/test | Remaining: 353 tests [2025-09-28T05:00:41.189120] [INFO ] [CONFIGURE ] SMR: Testing feature 6/29: add_failed_moves [2025-09-28T05:00:41.189194] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_failed_moves'] [2025-09-28T05:00:41.311951] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:41.430164] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:41.545872] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:41.672767] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:41.798948] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:41.924619] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:42.048464] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:42.167211] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:42.293879] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:42.414092] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:42.414292] [INFO ] [CONFIGURE ] SMR: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T05:00:42.414372] [INFO ] [CONFIGURE ] JOB ETA: 9.2m | Avg: 1.6s/test | Remaining: 352 tests [2025-09-28T05:00:42.414463] [INFO ] [CONFIGURE ] SMR: Testing feature 7/29: add_lag_shelf [2025-09-28T05:00:42.414538] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_lag_shelf'] [2025-09-28T05:00:42.521861] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:42.629470] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:42.742421] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:42.854228] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:42.965217] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:43.078542] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:43.192189] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:43.302758] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:43.418061] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:43.533727] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:43.533959] [INFO ] [CONFIGURE ] SMR: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T05:00:43.534044] [INFO ] [CONFIGURE ] JOB ETA: 9.1m | Avg: 1.6s/test | Remaining: 351 tests [2025-09-28T05:00:43.534120] [INFO ] [CONFIGURE ] SMR: Testing feature 8/29: add_macd [2025-09-28T05:00:43.534175] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T05:00:43.690730] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:43.840572] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:43.991736] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:00:44.143225] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:44.296269] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:44.452240] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:00:44.607967] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:44.766138] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:44.925524] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:45.090438] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:45.090751] [INFO ] [CONFIGURE ] SMR: DISCARDED add_macd (score: 50.00%) [2025-09-28T05:00:45.090850] [INFO ] [CONFIGURE ] JOB ETA: 9.1m | Avg: 1.6s/test | Remaining: 350 tests [2025-09-28T05:00:45.090939] [INFO ] [CONFIGURE ] SMR: Testing feature 9/29: add_mfi [2025-09-28T05:00:45.091038] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_mfi'] [2025-09-28T05:00:45.217628] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:45.342361] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:45.465270] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:45.590600] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:45.726606] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:45.855168] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:45.982818] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:46.108628] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:46.236120] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:46.364468] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:46.364711] [INFO ] [CONFIGURE ] SMR: DISCARDED add_mfi (score: 70.00%) [2025-09-28T05:00:46.364796] [INFO ] [CONFIGURE ] JOB ETA: 9.1m | Avg: 1.6s/test | Remaining: 349 tests [2025-09-28T05:00:46.364872] [INFO ] [CONFIGURE ] SMR: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:00:46.365005] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:00:46.508874] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:46.659459] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:46.819848] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:46.967248] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:47.122296] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:00:47.273562] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:47.423754] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:47.569032] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:47.716142] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:47.879530] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:47.880248] [INFO ] [CONFIGURE ] SMR: KEPT add_momentum_acceleration (score: 80.00%) [2025-09-28T05:00:47.880340] [INFO ] [CONFIGURE ] JOB ETA: 9.1m | Avg: 1.6s/test | Remaining: 348 tests [2025-09-28T05:00:47.880418] [INFO ] [CONFIGURE ] SMR: Testing feature 11/29: add_obv_daily [2025-09-28T05:00:47.880503] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T05:00:48.038943] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:48.194890] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:48.359441] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:48.525279] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:48.691112] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:00:48.857716] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:49.023529] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:49.194998] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:49.357094] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:49.518348] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:49.518552] [INFO ] [CONFIGURE ] SMR: DISCARDED add_obv_daily (score: 80.00%) [2025-09-28T05:00:49.518659] [INFO ] [CONFIGURE ] JOB ETA: 9.0m | Avg: 1.6s/test | Remaining: 347 tests [2025-09-28T05:00:49.518740] [INFO ] [CONFIGURE ] SMR: Testing feature 12/29: add_obv_interval [2025-09-28T05:00:49.518814] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T05:00:49.670636] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:49.822157] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:49.972593] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:50.127476] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:50.292228] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:50.447813] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:50.603545] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:50.758833] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:50.921846] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:00:51.077401] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:51.077614] [INFO ] [CONFIGURE ] SMR: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T05:00:51.077719] [INFO ] [CONFIGURE ] JOB ETA: 9.0m | Avg: 1.6s/test | Remaining: 346 tests [2025-09-28T05:00:51.077797] [INFO ] [CONFIGURE ] SMR: Testing feature 13/29: add_opening_strength [2025-09-28T05:00:51.077867] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T05:00:51.254199] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:51.422295] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:51.591219] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:51.761355] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:00:51.933808] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:52.099570] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:52.271166] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:52.437131] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:52.616411] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:52.792412] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:52.792629] [INFO ] [CONFIGURE ] SMR: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T05:00:52.792739] [INFO ] [CONFIGURE ] JOB ETA: 9.0m | Avg: 1.6s/test | Remaining: 345 tests [2025-09-28T05:00:52.792845] [INFO ] [CONFIGURE ] SMR: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:00:52.792922] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T05:00:52.957808] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:53.129448] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:53.304256] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:00:53.474821] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:53.669447] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:53.902969] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:54.090048] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:54.255825] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:54.426517] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:54.597160] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:54.597359] [INFO ] [CONFIGURE ] SMR: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T05:00:54.597441] [INFO ] [CONFIGURE ] JOB ETA: 9.0m | Avg: 1.6s/test | Remaining: 344 tests [2025-09-28T05:00:54.597516] [INFO ] [CONFIGURE ] SMR: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:00:54.597590] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T05:00:54.758364] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:00:54.911592] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:55.064598] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:55.215492] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:55.378768] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:55.542441] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:55.696519] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:55.855251] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:56.025430] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:56.187256] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:56.187547] [INFO ] [CONFIGURE ] SMR: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T05:00:56.187629] [INFO ] [CONFIGURE ] JOB ETA: 8.9m | Avg: 1.6s/test | Remaining: 343 tests [2025-09-28T05:00:56.187720] [INFO ] [CONFIGURE ] SMR: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:00:56.187796] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T05:00:56.355107] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:56.514210] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:56.675973] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:56.841178] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:57.000713] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:57.163374] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:57.326195] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:57.500776] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:00:57.664779] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:57.833288] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:57.833491] [INFO ] [CONFIGURE ] SMR: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T05:00:57.833572] [INFO ] [CONFIGURE ] JOB ETA: 8.9m | Avg: 1.6s/test | Remaining: 342 tests [2025-09-28T05:00:57.833667] [INFO ] [CONFIGURE ] SMR: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:00:57.833799] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T05:00:57.988636] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:58.132290] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:00:58.284807] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:58.437016] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:00:58.591568] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:00:58.750981] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:00:58.903790] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:00:59.054950] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:00:59.210245] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:00:59.365927] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:00:59.366148] [INFO ] [CONFIGURE ] SMR: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T05:00:59.366229] [INFO ] [CONFIGURE ] JOB ETA: 8.9m | Avg: 1.6s/test | Remaining: 341 tests [2025-09-28T05:00:59.366305] [INFO ] [CONFIGURE ] SMR: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:00:59.366379] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T05:00:59.510380] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:00:59.654416] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:00:59.802505] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:00:59.954031] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:00.100373] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:00.249144] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:00.397489] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:00.545104] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:00.718969] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:00.869290] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:01:00.869501] [INFO ] [CONFIGURE ] SMR: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T05:01:00.869583] [INFO ] [CONFIGURE ] JOB ETA: 8.9m | Avg: 1.6s/test | Remaining: 340 tests [2025-09-28T05:01:00.869686] [INFO ] [CONFIGURE ] SMR: Testing feature 20/29: add_price_rejection [2025-09-28T05:01:00.869765] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T05:01:01.034333] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:01:01.197470] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:01:01.356356] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:01.531974] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:01.702758] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:01.867687] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:02.028727] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:02.198071] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:02.372954] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:01:02.555061] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:01:02.555350] [INFO ] [CONFIGURE ] SMR: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T05:01:02.555434] [INFO ] [CONFIGURE ] JOB ETA: 8.8m | Avg: 1.6s/test | Remaining: 339 tests [2025-09-28T05:01:02.555510] [INFO ] [CONFIGURE ] SMR: Testing feature 21/29: add_range_position [2025-09-28T05:01:02.555583] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T05:01:02.728058] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:01:02.890515] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:01:03.060085] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:03.222300] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:03.381500] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:03.547602] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:03.707849] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:03.870126] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:04.035304] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:04.204742] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:01:04.204947] [INFO ] [CONFIGURE ] SMR: DISCARDED add_range_position (score: 60.00%) [2025-09-28T05:01:04.205031] [INFO ] [CONFIGURE ] JOB ETA: 8.8m | Avg: 1.6s/test | Remaining: 338 tests [2025-09-28T05:01:04.205106] [INFO ] [CONFIGURE ] SMR: Testing feature 22/29: add_realized_volatility [2025-09-28T05:01:04.205182] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_realized_volatility'] [2025-09-28T05:01:04.390448] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:01:04.577256] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:01:04.764452] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:04.950596] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:05.142222] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:05.344406] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:05.539473] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:05.723418] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:05.919913] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:06.113951] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:01:06.114235] [INFO ] [CONFIGURE ] SMR: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T05:01:06.114324] [INFO ] [CONFIGURE ] JOB ETA: 8.8m | Avg: 1.6s/test | Remaining: 337 tests [2025-09-28T05:01:06.114407] [INFO ] [CONFIGURE ] SMR: Testing feature 23/29: add_recent_range_context [2025-09-28T05:01:06.114492] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_recent_range_context'] [2025-09-28T05:01:06.271794] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:01:06.429697] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:01:06.592170] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:06.754844] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:06.914406] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:07.085058] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:07.248489] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:07.417462] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:07.579025] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:07.750496] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:01:07.750758] [INFO ] [CONFIGURE ] SMR: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T05:01:07.750842] [INFO ] [CONFIGURE ] JOB ETA: 8.8m | Avg: 1.6s/test | Remaining: 336 tests [2025-09-28T05:01:07.750968] [INFO ] [CONFIGURE ] SMR: Testing feature 24/29: add_rsi [2025-09-28T05:01:07.751042] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_ema', 'add_rsi'] [2025-09-28T05:01:07.926103] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:01:08.101722] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:01:08.282071] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:08.467074] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:08.652461] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:08.840442] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:09.026614] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:09.220565] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:09.404526] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:01:09.580877] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:01:09.581108] [INFO ] [CONFIGURE ] SMR: DISCARDED add_rsi (score: 60.00%) [2025-09-28T05:01:09.581219] [INFO ] [CONFIGURE ] JOB ETA: 8.7m | Avg: 1.6s/test | Remaining: 335 tests [2025-09-28T05:01:09.581297] [INFO ] [CONFIGURE ] SMR: Testing feature 25/29: add_tick_distribution [2025-09-28T05:01:09.581353] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_tick_distribution'] [2025-09-28T05:01:09.729394] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:01:09.881852] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:01:10.033328] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:10.185884] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:10.338098] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:10.493256] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:10.645226] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:10.803119] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:10.959582] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:11.115373] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:01:11.115588] [INFO ] [CONFIGURE ] SMR: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T05:01:11.115696] [INFO ] [CONFIGURE ] JOB ETA: 8.7m | Avg: 1.6s/test | Remaining: 334 tests [2025-09-28T05:01:11.115781] [INFO ] [CONFIGURE ] SMR: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:01:11.115856] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T05:01:11.275435] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:01:11.430766] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:01:11.586592] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:11.747206] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:11.903713] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:12.064050] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:12.222567] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:12.381796] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:12.539033] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:12.704693] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:01:12.704903] [INFO ] [CONFIGURE ] SMR: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T05:01:12.704986] [INFO ] [CONFIGURE ] JOB ETA: 8.7m | Avg: 1.6s/test | Remaining: 333 tests [2025-09-28T05:01:12.705061] [INFO ] [CONFIGURE ] SMR: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:01:12.705134] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence'] [2025-09-28T05:01:12.881687] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:01:13.051367] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:01:13.216577] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:13.387303] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:13.555723] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:13.734594] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:13.905595] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:14.081620] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:14.253394] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:01:14.422959] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:01:14.423316] [INFO ] [CONFIGURE ] SMR: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T05:01:14.423403] [INFO ] [CONFIGURE ] JOB ETA: 8.7m | Avg: 1.6s/test | Remaining: 332 tests [2025-09-28T05:01:14.423481] [INFO ] [CONFIGURE ] SMR: Testing feature 28/29: add_volume_profile [2025-09-28T05:01:14.423556] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_profile'] [2025-09-28T05:01:14.572894] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:01:14.727312] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:14.880849] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:15.030846] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:15.184918] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:01:15.340610] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:15.501318] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:15.658524] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:15.822985] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:15.980578] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:01:15.980844] [INFO ] [CONFIGURE ] SMR: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T05:01:15.980936] [INFO ] [CONFIGURE ] JOB ETA: 8.6m | Avg: 1.6s/test | Remaining: 331 tests [2025-09-28T05:01:15.981011] [INFO ] [CONFIGURE ] SMR: Testing feature 29/29: add_vwap [2025-09-28T05:01:15.981065] [INFO ] [CONFIGURE ] SMR: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_vwap'] [2025-09-28T05:01:16.139177] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:01:16.297571] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:01:16.456135] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:16.616719] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:01:16.776113] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:01:16.939069] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:01:17.111087] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:17.274153] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:17.442852] [DEBUG] [FORECASTER] SMR: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:01:17.620753] [DEBUG] [FORECASTER] SMR: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:01:17.621083] [INFO ] [CONFIGURE ] SMR: DISCARDED add_vwap (score: 30.00%) [2025-09-28T05:01:17.621207] [INFO ] [CONFIGURE ] JOB ETA: 8.6m | Avg: 1.6s/test | Remaining: 330 tests [2025-09-28T05:01:17.621360] [INFO ] [CONFIGURE ] SMR: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:01:17.621463] [INFO ] [CONFIGURE ] SMR: Best accuracy: 80.00% [2025-09-28T05:01:17.621541] [INFO ] [CONFIGURE ] SMR: Best feature set (2 features): ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:01:17.621613] [INFO ] [CONFIGURE ] SMR: Improvement over baseline: 10.00% [2025-09-28T05:01:17.621749] [INFO ] [CONFIGURE ] SMR: Total time: 43.0 seconds [2025-09-28T05:01:17.621856] [INFO ] [CONFIGURE ] SMR: Average time per feature: 1.5 seconds [2025-09-28T05:01:17.621927] [INFO ] [CONFIGURE ] SMR: Average speed: 0.67 features/sec [2025-09-28T05:01:17.623031] [INFO ] [LOCAL ] Saved configuration for SMR: 2 features, 80.00% accuracy -> ./output/feature-sets/SMR.json [2025-09-28T05:01:17.623152] [INFO ] [CONFIGURE ] SMR: Configuration saved successfully: 2 features, 80.00% accuracy. [2025-09-28T05:01:17.623309] [INFO ] [sig ] [125/135] Successfully configured SMR | 0.02 sym/s | Total: 1.6h | ETA: 7.7m [2025-09-28T05:01:17.623420] [INFO ] [sig ] [126/135] Configuring SNN... [2025-09-28T05:01:17.623518] [INFO ] [CONFIGURE ] SNN: Configurate test run. [2025-09-28T05:01:17.623671] [DEBUG] [REMOTE ] Fetching historical data for symbol 'SNN' from 'https://tdm.silogroup.org/data/derivative_storage/SNN.csv'. [2025-09-28T05:01:17.845709] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'SNN'. [2025-09-28T05:01:17.846427] [INFO ] [CONFIGURE ] SNN: Testing with 29 available features [2025-09-28T05:01:17.846510] [INFO ] [CONFIGURE ] SNN: Establishing baseline with no features... [2025-09-28T05:01:17.963608] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:18.078677] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:18.190622] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:18.303598] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:18.415315] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:18.526615] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:18.661333] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:18.769377] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:18.875438] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:18.992505] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:18.992782] [INFO ] [CONFIGURE ] SNN: Baseline score (no features): 50.00% [2025-09-28T05:01:18.992890] [INFO ] [CONFIGURE ] SNN: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:01:18.992967] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:01:19.118830] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:19.244204] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:19.375823] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:19.504547] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:19.630864] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:19.762897] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:19.894726] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:20.024417] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:20.155969] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:20.290405] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:20.290670] [INFO ] [CONFIGURE ] SNN: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T05:01:20.290759] [INFO ] [CONFIGURE ] JOB ETA: 8.6m | Avg: 1.6s/test | Remaining: 329 tests [2025-09-28T05:01:20.290837] [INFO ] [CONFIGURE ] SNN: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:01:20.290912] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_cumulative_delta'] [2025-09-28T05:01:20.431890] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:20.565232] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:20.700177] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:20.835220] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:20.965075] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:21.100371] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:21.230688] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:21.368928] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:21.498997] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:21.634162] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:21.634401] [INFO ] [CONFIGURE ] SNN: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T05:01:21.634490] [INFO ] [CONFIGURE ] JOB ETA: 8.5m | Avg: 1.6s/test | Remaining: 328 tests [2025-09-28T05:01:21.634568] [INFO ] [CONFIGURE ] SNN: Testing feature 3/29: add_daily_returns [2025-09-28T05:01:21.634626] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns'] [2025-09-28T05:01:21.757901] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:21.889397] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:22.017106] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:22.155064] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:22.297875] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:22.436114] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:22.591926] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:22.756571] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:22.937820] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:23.117093] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:23.117440] [INFO ] [CONFIGURE ] SNN: KEPT add_daily_returns (score: 60.00%) [2025-09-28T05:01:23.117547] [INFO ] [CONFIGURE ] JOB ETA: 8.5m | Avg: 1.6s/test | Remaining: 327 tests [2025-09-28T05:01:23.117676] [INFO ] [CONFIGURE ] SNN: Testing feature 4/29: add_ema [2025-09-28T05:01:23.117777] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T05:01:23.261775] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:23.396330] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:23.524578] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:23.683991] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:23.827435] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:23.971547] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:24.114542] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:24.264216] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:24.424567] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:24.580837] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:24.581099] [INFO ] [CONFIGURE ] SNN: DISCARDED add_ema (score: 30.00%) [2025-09-28T05:01:24.581182] [INFO ] [CONFIGURE ] JOB ETA: 8.5m | Avg: 1.6s/test | Remaining: 326 tests [2025-09-28T05:01:24.581269] [INFO ] [CONFIGURE ] SNN: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:01:24.581351] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:01:24.740440] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:24.888669] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:25.047432] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:25.200016] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:25.354681] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:25.508779] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:25.660844] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:25.812692] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:26.009200] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:26.167979] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:26.168249] [INFO ] [CONFIGURE ] SNN: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T05:01:26.168334] [INFO ] [CONFIGURE ] JOB ETA: 8.5m | Avg: 1.6s/test | Remaining: 325 tests [2025-09-28T05:01:26.168413] [INFO ] [CONFIGURE ] SNN: Testing feature 6/29: add_failed_moves [2025-09-28T05:01:26.168487] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T05:01:26.299124] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:26.424171] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:26.576396] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:26.717201] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:26.851699] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:26.984576] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:27.113956] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:27.241172] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:27.369406] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:27.500865] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:27.501062] [INFO ] [CONFIGURE ] SNN: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T05:01:27.501147] [INFO ] [CONFIGURE ] JOB ETA: 8.4m | Avg: 1.6s/test | Remaining: 324 tests [2025-09-28T05:01:27.501234] [INFO ] [CONFIGURE ] SNN: Testing feature 7/29: add_lag_shelf [2025-09-28T05:01:27.501309] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T05:01:27.618302] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:27.739987] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:27.858358] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:27.979007] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:28.099109] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:28.219564] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:28.358006] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:28.478208] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:28.602820] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:28.727786] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:28.727994] [INFO ] [CONFIGURE ] SNN: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T05:01:28.728076] [INFO ] [CONFIGURE ] JOB ETA: 8.4m | Avg: 1.6s/test | Remaining: 323 tests [2025-09-28T05:01:28.728149] [INFO ] [CONFIGURE ] SNN: Testing feature 8/29: add_macd [2025-09-28T05:01:28.728221] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T05:01:28.883383] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:29.046128] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:29.209424] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:29.392418] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:29.559772] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:29.724755] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:29.889244] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:30.058627] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:30.227898] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:30.394599] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:30.394867] [INFO ] [CONFIGURE ] SNN: DISCARDED add_macd (score: 40.00%) [2025-09-28T05:01:30.394955] [INFO ] [CONFIGURE ] JOB ETA: 8.4m | Avg: 1.6s/test | Remaining: 322 tests [2025-09-28T05:01:30.395035] [INFO ] [CONFIGURE ] SNN: Testing feature 9/29: add_mfi [2025-09-28T05:01:30.395088] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T05:01:30.532779] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:30.754462] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:30.891840] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:31.029814] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:31.171450] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:31.312530] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:31.457869] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:31.624114] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:31.772251] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:31.921282] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:31.921508] [INFO ] [CONFIGURE ] SNN: DISCARDED add_mfi (score: 60.00%) [2025-09-28T05:01:31.921593] [INFO ] [CONFIGURE ] JOB ETA: 8.4m | Avg: 1.6s/test | Remaining: 321 tests [2025-09-28T05:01:31.921695] [INFO ] [CONFIGURE ] SNN: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:01:31.921773] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:01:32.070249] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:32.226097] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:32.381255] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:32.533538] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:32.686991] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:32.841064] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:33.000958] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:33.157153] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:33.352052] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:33.559257] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:33.559494] [INFO ] [CONFIGURE ] SNN: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T05:01:33.559595] [INFO ] [CONFIGURE ] JOB ETA: 8.3m | Avg: 1.6s/test | Remaining: 320 tests [2025-09-28T05:01:33.559729] [INFO ] [CONFIGURE ] SNN: Testing feature 11/29: add_obv_daily [2025-09-28T05:01:33.559824] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T05:01:33.710552] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:01:33.835199] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:33.958232] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:34.083273] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:34.217417] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:34.351514] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:34.479811] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:34.609614] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:34.745971] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:34.877247] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:34.877443] [INFO ] [CONFIGURE ] SNN: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T05:01:34.877526] [INFO ] [CONFIGURE ] JOB ETA: 8.3m | Avg: 1.6s/test | Remaining: 319 tests [2025-09-28T05:01:34.877603] [INFO ] [CONFIGURE ] SNN: Testing feature 12/29: add_obv_interval [2025-09-28T05:01:34.877697] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T05:01:35.003177] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:35.131851] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:35.258453] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:35.407054] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:35.543907] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:35.737861] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:35.888110] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:36.018927] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:36.152920] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:36.283624] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:36.283863] [INFO ] [CONFIGURE ] SNN: DISCARDED add_obv_interval (score: 30.00%) [2025-09-28T05:01:36.283945] [INFO ] [CONFIGURE ] JOB ETA: 8.3m | Avg: 1.6s/test | Remaining: 318 tests [2025-09-28T05:01:36.284020] [INFO ] [CONFIGURE ] SNN: Testing feature 13/29: add_opening_strength [2025-09-28T05:01:36.284093] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T05:01:36.411580] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:36.545229] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:36.680264] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:36.815103] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:36.947728] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:37.086935] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:37.225849] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:37.362833] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:37.496480] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:37.631627] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:37.631861] [INFO ] [CONFIGURE ] SNN: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T05:01:37.631942] [INFO ] [CONFIGURE ] JOB ETA: 8.3m | Avg: 1.6s/test | Remaining: 317 tests [2025-09-28T05:01:37.632019] [INFO ] [CONFIGURE ] SNN: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:01:37.632094] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T05:01:37.774121] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:37.916579] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:38.062150] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:38.205909] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:38.341953] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:38.479497] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:38.619135] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:38.759171] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:38.904322] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:39.054560] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:39.054816] [INFO ] [CONFIGURE ] SNN: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T05:01:39.054921] [INFO ] [CONFIGURE ] JOB ETA: 8.2m | Avg: 1.6s/test | Remaining: 316 tests [2025-09-28T05:01:39.055003] [INFO ] [CONFIGURE ] SNN: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T05:01:39.055060] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T05:01:39.181412] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:39.310766] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:39.440888] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:39.571434] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:39.703106] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:39.833500] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:39.964486] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:40.093860] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:40.226522] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:40.357147] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:40.357343] [INFO ] [CONFIGURE ] SNN: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T05:01:40.357503] [INFO ] [CONFIGURE ] JOB ETA: 8.2m | Avg: 1.6s/test | Remaining: 315 tests [2025-09-28T05:01:40.357586] [INFO ] [CONFIGURE ] SNN: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:01:40.357708] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T05:01:40.492698] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:40.620926] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:40.755186] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:40.892779] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:41.029551] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:41.167395] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:41.308199] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:41.444736] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:41.582884] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:41.722186] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:41.722451] [INFO ] [CONFIGURE ] SNN: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T05:01:41.722566] [INFO ] [CONFIGURE ] JOB ETA: 8.2m | Avg: 1.6s/test | Remaining: 314 tests [2025-09-28T05:01:41.722692] [INFO ] [CONFIGURE ] SNN: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:01:41.722787] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T05:01:41.887882] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:42.056170] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:42.195091] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:42.341930] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:42.500886] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:42.660610] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:42.825259] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:42.975205] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:43.109815] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:43.249840] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:43.250069] [INFO ] [CONFIGURE ] SNN: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T05:01:43.250150] [INFO ] [CONFIGURE ] JOB ETA: 8.2m | Avg: 1.6s/test | Remaining: 313 tests [2025-09-28T05:01:43.250228] [INFO ] [CONFIGURE ] SNN: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:01:43.250302] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T05:01:43.372245] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:43.498102] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:43.623611] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:43.749718] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:43.876275] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:44.005091] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:44.133200] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:44.263273] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:44.388070] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:44.520754] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:44.520966] [INFO ] [CONFIGURE ] SNN: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T05:01:44.521046] [INFO ] [CONFIGURE ] JOB ETA: 8.1m | Avg: 1.6s/test | Remaining: 312 tests [2025-09-28T05:01:44.521119] [INFO ] [CONFIGURE ] SNN: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:01:44.521191] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T05:01:44.651032] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:44.776324] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:44.899816] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:45.024100] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:45.145675] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:45.268861] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:45.391066] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:45.512288] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:45.637080] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:45.768622] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:45.768863] [INFO ] [CONFIGURE ] SNN: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T05:01:45.768947] [INFO ] [CONFIGURE ] JOB ETA: 8.1m | Avg: 1.6s/test | Remaining: 311 tests [2025-09-28T05:01:45.769025] [INFO ] [CONFIGURE ] SNN: Testing feature 20/29: add_price_rejection [2025-09-28T05:01:45.769099] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_price_rejection'] [2025-09-28T05:01:45.903961] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:46.040172] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:46.179159] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:46.311207] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:46.444575] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:46.583939] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:46.723465] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:46.864614] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:47.006279] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:47.149244] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:47.149481] [INFO ] [CONFIGURE ] SNN: DISCARDED add_price_rejection (score: 30.00%) [2025-09-28T05:01:47.149614] [INFO ] [CONFIGURE ] JOB ETA: 8.1m | Avg: 1.6s/test | Remaining: 310 tests [2025-09-28T05:01:47.149738] [INFO ] [CONFIGURE ] SNN: Testing feature 21/29: add_range_position [2025-09-28T05:01:47.149817] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_range_position'] [2025-09-28T05:01:47.292661] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:47.437659] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:47.577054] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:47.728537] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:47.869320] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:48.009803] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:48.155573] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:48.298503] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:48.459273] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:48.613473] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:48.613734] [INFO ] [CONFIGURE ] SNN: DISCARDED add_range_position (score: 50.00%) [2025-09-28T05:01:48.613824] [INFO ] [CONFIGURE ] JOB ETA: 8.0m | Avg: 1.6s/test | Remaining: 309 tests [2025-09-28T05:01:48.613904] [INFO ] [CONFIGURE ] SNN: Testing feature 22/29: add_realized_volatility [2025-09-28T05:01:48.613959] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_realized_volatility'] [2025-09-28T05:01:48.778713] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:48.944181] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:49.116890] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:49.285166] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:49.454231] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:49.622561] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:49.784845] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:49.941734] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:50.103563] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:50.271063] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:50.271294] [INFO ] [CONFIGURE ] SNN: DISCARDED add_realized_volatility (score: 30.00%) [2025-09-28T05:01:50.271379] [INFO ] [CONFIGURE ] JOB ETA: 8.0m | Avg: 1.6s/test | Remaining: 308 tests [2025-09-28T05:01:50.271455] [INFO ] [CONFIGURE ] SNN: Testing feature 23/29: add_recent_range_context [2025-09-28T05:01:50.271550] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_recent_range_context'] [2025-09-28T05:01:50.402868] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:50.532100] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:50.677352] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:50.814948] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:50.955639] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:51.093503] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:51.223500] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:51.358566] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:51.505960] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:51.659234] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:51.659933] [INFO ] [CONFIGURE ] SNN: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T05:01:51.660050] [INFO ] [CONFIGURE ] JOB ETA: 8.0m | Avg: 1.6s/test | Remaining: 307 tests [2025-09-28T05:01:51.660135] [INFO ] [CONFIGURE ] SNN: Testing feature 24/29: add_rsi [2025-09-28T05:01:51.660213] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T05:01:51.815893] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:51.973725] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:52.127872] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:52.313844] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:52.486002] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:52.645727] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:52.806003] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:52.960809] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:53.130155] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:53.292981] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:53.293204] [INFO ] [CONFIGURE ] SNN: DISCARDED add_rsi (score: 60.00%) [2025-09-28T05:01:53.293453] [INFO ] [CONFIGURE ] JOB ETA: 8.0m | Avg: 1.6s/test | Remaining: 306 tests [2025-09-28T05:01:53.293541] [INFO ] [CONFIGURE ] SNN: Testing feature 25/29: add_tick_distribution [2025-09-28T05:01:53.293618] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_tick_distribution'] [2025-09-28T05:01:53.421479] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:53.563904] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:53.742617] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:53.884469] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:54.018256] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:54.146436] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:54.273934] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:54.406195] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:54.537585] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:54.676159] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:54.676394] [INFO ] [CONFIGURE ] SNN: DISCARDED add_tick_distribution (score: 40.00%) [2025-09-28T05:01:54.676484] [INFO ] [CONFIGURE ] JOB ETA: 7.9m | Avg: 1.6s/test | Remaining: 305 tests [2025-09-28T05:01:54.676661] [INFO ] [CONFIGURE ] SNN: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:01:54.676755] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T05:01:54.806205] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:54.938865] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:55.065264] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:55.194608] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:55.324103] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:55.462997] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:55.600726] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:55.731769] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:55.875770] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:56.013267] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:56.013517] [INFO ] [CONFIGURE ] SNN: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T05:01:56.013626] [INFO ] [CONFIGURE ] JOB ETA: 7.9m | Avg: 1.6s/test | Remaining: 304 tests [2025-09-28T05:01:56.013720] [INFO ] [CONFIGURE ] SNN: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:01:56.013792] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T05:01:56.154454] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:56.295002] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:56.432391] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:56.571549] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:01:56.714065] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:56.865263] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:57.016332] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:57.183419] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:01:57.334743] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:57.487884] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:57.488195] [INFO ] [CONFIGURE ] SNN: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T05:01:57.488351] [INFO ] [CONFIGURE ] JOB ETA: 7.9m | Avg: 1.6s/test | Remaining: 303 tests [2025-09-28T05:01:57.488459] [INFO ] [CONFIGURE ] SNN: Testing feature 28/29: add_volume_profile [2025-09-28T05:01:57.488577] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_volume_profile'] [2025-09-28T05:01:57.626730] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:57.756938] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:57.889941] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:01:58.023095] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:58.160953] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:58.296728] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:58.451588] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:01:58.591724] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:01:58.731846] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:01:58.861553] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:01:58.861791] [INFO ] [CONFIGURE ] SNN: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T05:01:58.861893] [INFO ] [CONFIGURE ] JOB ETA: 7.9m | Avg: 1.6s/test | Remaining: 302 tests [2025-09-28T05:01:58.861980] [INFO ] [CONFIGURE ] SNN: Testing feature 29/29: add_vwap [2025-09-28T05:01:58.862103] [INFO ] [CONFIGURE ] SNN: Testing with features: ['add_daily_returns', 'add_vwap'] [2025-09-28T05:01:58.997045] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:01:59.136406] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:01:59.281502] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-15, Predicted=1.0, Actual=0 [2025-09-28T05:01:59.422672] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:01:59.562384] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:01:59.707828] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:01:59.851877] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:01:59.999629] [DEBUG] [FORECASTER] SNN: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:00.150945] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:00.298669] [DEBUG] [FORECASTER] SNN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:02:00.298936] [INFO ] [CONFIGURE ] SNN: DISCARDED add_vwap (score: 50.00%) [2025-09-28T05:02:00.299063] [INFO ] [CONFIGURE ] JOB ETA: 7.8m | Avg: 1.6s/test | Remaining: 301 tests [2025-09-28T05:02:00.299180] [INFO ] [CONFIGURE ] SNN: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:02:00.299295] [INFO ] [CONFIGURE ] SNN: Best accuracy: 60.00% [2025-09-28T05:02:00.299402] [INFO ] [CONFIGURE ] SNN: Best feature set (1 features): ['add_daily_returns'] [2025-09-28T05:02:00.299509] [INFO ] [CONFIGURE ] SNN: Improvement over baseline: 10.00% [2025-09-28T05:02:00.299613] [INFO ] [CONFIGURE ] SNN: Total time: 41.3 seconds [2025-09-28T05:02:00.299752] [INFO ] [CONFIGURE ] SNN: Average time per feature: 1.4 seconds [2025-09-28T05:02:00.299857] [INFO ] [CONFIGURE ] SNN: Average speed: 0.70 features/sec [2025-09-28T05:02:00.300998] [INFO ] [LOCAL ] Saved configuration for SNN: 1 features, 60.00% accuracy -> ./output/feature-sets/SNN.json [2025-09-28T05:02:00.301085] [INFO ] [CONFIGURE ] SNN: Configuration saved successfully: 1 features, 60.00% accuracy. [2025-09-28T05:02:00.301207] [INFO ] [sig ] [126/135] Successfully configured SNN | 0.02 sym/s | Total: 1.6h | ETA: 6.9m [2025-09-28T05:02:00.301355] [INFO ] [sig ] [127/135] Configuring SRG... [2025-09-28T05:02:00.301457] [INFO ] [CONFIGURE ] SRG: Configurate test run. [2025-09-28T05:02:00.301603] [DEBUG] [REMOTE ] Fetching historical data for symbol 'SRG' from 'https://tdm.silogroup.org/data/derivative_storage/SRG.csv'. [2025-09-28T05:02:00.323295] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'SRG'. [2025-09-28T05:02:00.323784] [INFO ] [CONFIGURE ] SRG: Testing with 29 available features [2025-09-28T05:02:00.323868] [INFO ] [CONFIGURE ] SRG: Establishing baseline with no features... [2025-09-28T05:02:00.440539] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:00.557601] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:00.679290] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:00.798368] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:00.916394] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:02:01.036970] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:01.156596] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:01.280064] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:01.407787] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:01.532610] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:01.532842] [INFO ] [CONFIGURE ] SRG: Baseline score (no features): 30.00% [2025-09-28T05:02:01.532942] [INFO ] [CONFIGURE ] SRG: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:02:01.533072] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:02:01.665410] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:01.803604] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:01.941217] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:02.078855] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:02.213406] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:02.348157] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:02.483462] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:02.619312] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:02.762664] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:02.905373] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:02.905624] [INFO ] [CONFIGURE ] SRG: KEPT add_bollinger_bands (score: 40.00%) [2025-09-28T05:02:02.905814] [INFO ] [CONFIGURE ] JOB ETA: 7.8m | Avg: 1.6s/test | Remaining: 300 tests [2025-09-28T05:02:02.905899] [INFO ] [CONFIGURE ] SRG: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:02:02.906000] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T05:02:03.057865] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:03.215035] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:03.370127] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:02:03.526126] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:03.685623] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:03.842874] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:04.004409] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:04.171784] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:04.335957] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:04.494384] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:02:04.494602] [INFO ] [CONFIGURE ] SRG: DISCARDED add_cumulative_delta (score: 30.00%) [2025-09-28T05:02:04.494725] [INFO ] [CONFIGURE ] JOB ETA: 7.8m | Avg: 1.6s/test | Remaining: 299 tests [2025-09-28T05:02:04.494851] [INFO ] [CONFIGURE ] SRG: Testing feature 3/29: add_daily_returns [2025-09-28T05:02:04.494945] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T05:02:04.635175] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:04.767793] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:04.900276] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:05.032297] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:05.202431] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:05.348335] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:05.483630] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:05.620242] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:05.755990] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:05.891388] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:05.891610] [INFO ] [CONFIGURE ] SRG: DISCARDED add_daily_returns (score: 30.00%) [2025-09-28T05:02:05.891712] [INFO ] [CONFIGURE ] JOB ETA: 7.8m | Avg: 1.6s/test | Remaining: 298 tests [2025-09-28T05:02:05.891845] [INFO ] [CONFIGURE ] SRG: Testing feature 4/29: add_ema [2025-09-28T05:02:05.891947] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T05:02:06.036036] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:06.184085] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:06.327708] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:06.475856] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:06.649330] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:06.804867] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:06.963500] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:07.115856] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:07.262054] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:07.418976] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:07.419187] [INFO ] [CONFIGURE ] SRG: DISCARDED add_ema (score: 40.00%) [2025-09-28T05:02:07.419268] [INFO ] [CONFIGURE ] JOB ETA: 7.7m | Avg: 1.6s/test | Remaining: 297 tests [2025-09-28T05:02:07.419343] [INFO ] [CONFIGURE ] SRG: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:02:07.419453] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:02:07.572262] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:07.729574] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:07.884900] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:08.041840] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:08.198280] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:08.365792] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:08.524074] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:08.693161] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:08.872970] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:09.045723] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:09.045966] [INFO ] [CONFIGURE ] SRG: DISCARDED add_exhaustion_signals (score: 30.00%) [2025-09-28T05:02:09.046050] [INFO ] [CONFIGURE ] JOB ETA: 7.7m | Avg: 1.6s/test | Remaining: 296 tests [2025-09-28T05:02:09.046218] [INFO ] [CONFIGURE ] SRG: Testing feature 6/29: add_failed_moves [2025-09-28T05:02:09.046278] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T05:02:09.181840] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:09.334439] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:09.475773] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:09.626127] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:09.774992] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:09.918879] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:10.062292] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:10.210295] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:10.358077] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:10.506305] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:10.506502] [INFO ] [CONFIGURE ] SRG: DISCARDED add_failed_moves (score: 40.00%) [2025-09-28T05:02:10.506605] [INFO ] [CONFIGURE ] JOB ETA: 7.7m | Avg: 1.6s/test | Remaining: 295 tests [2025-09-28T05:02:10.506736] [INFO ] [CONFIGURE ] SRG: Testing feature 7/29: add_lag_shelf [2025-09-28T05:02:10.506835] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T05:02:10.638392] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:10.771402] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:10.903460] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:11.039157] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:11.183430] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:02:11.316793] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:11.441751] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:11.567750] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:11.697270] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:11.830365] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:11.830697] [INFO ] [CONFIGURE ] SRG: DISCARDED add_lag_shelf (score: 30.00%) [2025-09-28T05:02:11.830804] [INFO ] [CONFIGURE ] JOB ETA: 7.7m | Avg: 1.6s/test | Remaining: 294 tests [2025-09-28T05:02:11.830905] [INFO ] [CONFIGURE ] SRG: Testing feature 8/29: add_macd [2025-09-28T05:02:11.830995] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T05:02:12.007167] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:12.174920] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:12.344741] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:12.524028] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:12.699230] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:12.882584] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:13.052275] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:13.226245] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:13.394783] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:13.574347] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:13.574573] [INFO ] [CONFIGURE ] SRG: DISCARDED add_macd (score: 40.00%) [2025-09-28T05:02:13.574681] [INFO ] [CONFIGURE ] JOB ETA: 7.6m | Avg: 1.6s/test | Remaining: 293 tests [2025-09-28T05:02:13.574762] [INFO ] [CONFIGURE ] SRG: Testing feature 9/29: add_mfi [2025-09-28T05:02:13.574836] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T05:02:13.718069] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:13.860014] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:14.010174] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:14.152061] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:14.298460] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:14.445176] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:14.596301] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:14.775578] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:14.950010] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:15.121833] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:15.122085] [INFO ] [CONFIGURE ] SRG: DISCARDED add_mfi (score: 30.00%) [2025-09-28T05:02:15.122172] [INFO ] [CONFIGURE ] JOB ETA: 7.6m | Avg: 1.6s/test | Remaining: 292 tests [2025-09-28T05:02:15.122252] [INFO ] [CONFIGURE ] SRG: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:02:15.122326] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:02:15.302346] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:15.541719] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:15.758387] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:15.958982] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:16.151248] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:02:16.327447] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:16.489103] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:16.654348] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:16.826835] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:16.990569] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:16.990799] [INFO ] [CONFIGURE ] SRG: DISCARDED add_momentum_acceleration (score: 30.00%) [2025-09-28T05:02:16.990880] [INFO ] [CONFIGURE ] JOB ETA: 7.6m | Avg: 1.6s/test | Remaining: 291 tests [2025-09-28T05:02:16.990956] [INFO ] [CONFIGURE ] SRG: Testing feature 11/29: add_obv_daily [2025-09-28T05:02:16.991103] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T05:02:17.119378] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:17.250612] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:17.381666] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:17.527730] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:17.667822] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:17.806119] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:17.944226] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:18.086167] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:02:18.227559] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:18.365747] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:18.365976] [INFO ] [CONFIGURE ] SRG: KEPT add_obv_daily (score: 50.00%) [2025-09-28T05:02:18.366086] [INFO ] [CONFIGURE ] JOB ETA: 7.6m | Avg: 1.6s/test | Remaining: 290 tests [2025-09-28T05:02:18.366219] [INFO ] [CONFIGURE ] SRG: Testing feature 12/29: add_obv_interval [2025-09-28T05:02:18.366294] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval'] [2025-09-28T05:02:18.508141] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:18.656459] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:18.800848] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:18.945361] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:19.098180] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:19.243487] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:19.389113] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:19.533057] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:19.680994] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:19.831073] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:02:19.831309] [INFO ] [CONFIGURE ] SRG: KEPT add_obv_interval (score: 60.00%) [2025-09-28T05:02:19.831393] [INFO ] [CONFIGURE ] JOB ETA: 7.5m | Avg: 1.6s/test | Remaining: 289 tests [2025-09-28T05:02:19.831470] [INFO ] [CONFIGURE ] SRG: Testing feature 13/29: add_opening_strength [2025-09-28T05:02:19.831699] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T05:02:19.997472] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:20.168875] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:20.336479] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:20.502169] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:20.670116] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:20.838066] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:21.012609] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:21.176430] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:21.343278] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:21.507572] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:02:21.507824] [INFO ] [CONFIGURE ] SRG: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T05:02:21.507908] [INFO ] [CONFIGURE ] JOB ETA: 7.5m | Avg: 1.6s/test | Remaining: 288 tests [2025-09-28T05:02:21.507984] [INFO ] [CONFIGURE ] SRG: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:02:21.508057] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_order_flow_imbalance'] [2025-09-28T05:02:21.673521] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:21.844518] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:22.010083] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:22.178501] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:22.349459] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:22.518122] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:22.690738] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:22.862715] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:23.031216] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:02:23.206843] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:23.207063] [INFO ] [CONFIGURE ] SRG: DISCARDED add_order_flow_imbalance (score: 30.00%) [2025-09-28T05:02:23.207144] [INFO ] [CONFIGURE ] JOB ETA: 7.5m | Avg: 1.6s/test | Remaining: 287 tests [2025-09-28T05:02:23.207220] [INFO ] [CONFIGURE ] SRG: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T05:02:23.207293] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_pbf_morning_momentum'] [2025-09-28T05:02:23.346447] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:23.486565] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:23.625536] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:23.780132] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:23.929266] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:02:24.096128] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:24.241463] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:24.392547] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:24.539967] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:24.687969] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:24.688171] [INFO ] [CONFIGURE ] SRG: DISCARDED add_pbf_morning_momentum (score: 30.00%) [2025-09-28T05:02:24.688252] [INFO ] [CONFIGURE ] JOB ETA: 7.4m | Avg: 1.6s/test | Remaining: 286 tests [2025-09-28T05:02:24.688327] [INFO ] [CONFIGURE ] SRG: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:02:24.688448] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_pbf_overnight_gap'] [2025-09-28T05:02:24.839389] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:24.995400] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:25.150879] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:25.300409] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:25.455091] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:25.617046] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:25.774115] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:25.931518] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:26.087059] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:26.248386] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:26.248671] [INFO ] [CONFIGURE ] SRG: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T05:02:26.248780] [INFO ] [CONFIGURE ] JOB ETA: 7.4m | Avg: 1.6s/test | Remaining: 285 tests [2025-09-28T05:02:26.248866] [INFO ] [CONFIGURE ] SRG: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:02:26.248953] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_pbf_return_2d'] [2025-09-28T05:02:26.410425] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:26.567569] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:26.720511] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:26.879627] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:27.054388] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:27.231637] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:27.394811] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:27.563741] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:27.732372] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:27.902686] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:27.902968] [INFO ] [CONFIGURE ] SRG: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T05:02:27.903061] [INFO ] [CONFIGURE ] JOB ETA: 7.4m | Avg: 1.6s/test | Remaining: 284 tests [2025-09-28T05:02:27.903141] [INFO ] [CONFIGURE ] SRG: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:02:27.903218] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_pbf_volatility_5d'] [2025-09-28T05:02:28.055433] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:28.201717] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:28.348731] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:28.493696] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:28.640144] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:28.787940] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:28.940006] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:29.094783] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:29.266108] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:29.420595] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:29.420862] [INFO ] [CONFIGURE ] SRG: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T05:02:29.420949] [INFO ] [CONFIGURE ] JOB ETA: 7.4m | Avg: 1.6s/test | Remaining: 283 tests [2025-09-28T05:02:29.421025] [INFO ] [CONFIGURE ] SRG: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:02:29.421189] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_pbf_vs_sma_5'] [2025-09-28T05:02:29.577016] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:29.726328] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:29.867461] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:30.007460] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:30.156245] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:30.305458] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:30.456428] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:30.604961] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:30.755516] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:30.905299] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:30.905494] [INFO ] [CONFIGURE ] SRG: DISCARDED add_pbf_vs_sma_5 (score: 50.00%) [2025-09-28T05:02:30.905573] [INFO ] [CONFIGURE ] JOB ETA: 7.3m | Avg: 1.6s/test | Remaining: 282 tests [2025-09-28T05:02:30.905669] [INFO ] [CONFIGURE ] SRG: Testing feature 20/29: add_price_rejection [2025-09-28T05:02:30.905840] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_price_rejection'] [2025-09-28T05:02:31.061904] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:31.221511] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:31.376800] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:31.534018] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:31.697167] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:31.860819] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:32.013471] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:32.166314] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:32.330836] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:32.485822] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:32.486030] [INFO ] [CONFIGURE ] SRG: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T05:02:32.486109] [INFO ] [CONFIGURE ] JOB ETA: 7.3m | Avg: 1.6s/test | Remaining: 281 tests [2025-09-28T05:02:32.486185] [INFO ] [CONFIGURE ] SRG: Testing feature 21/29: add_range_position [2025-09-28T05:02:32.486257] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_range_position'] [2025-09-28T05:02:32.643725] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:32.801304] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:32.958410] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:33.115145] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:33.270389] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:33.430159] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:33.593814] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:33.759831] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:33.927948] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:34.111602] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:34.111896] [INFO ] [CONFIGURE ] SRG: DISCARDED add_range_position (score: 40.00%) [2025-09-28T05:02:34.111991] [INFO ] [CONFIGURE ] JOB ETA: 7.3m | Avg: 1.6s/test | Remaining: 280 tests [2025-09-28T05:02:34.112080] [INFO ] [CONFIGURE ] SRG: Testing feature 22/29: add_realized_volatility [2025-09-28T05:02:34.112250] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_realized_volatility'] [2025-09-28T05:02:34.303221] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:34.495423] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:34.678673] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:34.864408] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:35.045799] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:35.298162] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:35.484036] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:35.682579] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:35.875346] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:36.072160] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:36.072397] [INFO ] [CONFIGURE ] SRG: DISCARDED add_realized_volatility (score: 40.00%) [2025-09-28T05:02:36.072479] [INFO ] [CONFIGURE ] JOB ETA: 7.3m | Avg: 1.6s/test | Remaining: 279 tests [2025-09-28T05:02:36.072638] [INFO ] [CONFIGURE ] SRG: Testing feature 23/29: add_recent_range_context [2025-09-28T05:02:36.072737] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_recent_range_context'] [2025-09-28T05:02:36.235874] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:36.396320] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:02:36.551827] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:36.710782] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:36.875375] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:37.032676] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:37.190774] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:37.349532] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:02:37.517046] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:37.677043] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:37.677255] [INFO ] [CONFIGURE ] SRG: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T05:02:37.677336] [INFO ] [CONFIGURE ] JOB ETA: 7.2m | Avg: 1.6s/test | Remaining: 278 tests [2025-09-28T05:02:37.677491] [INFO ] [CONFIGURE ] SRG: Testing feature 24/29: add_rsi [2025-09-28T05:02:37.677564] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_ema', 'add_rsi'] [2025-09-28T05:02:37.844860] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:38.019601] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:38.190224] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:38.361277] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:38.540202] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:38.717365] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:38.894117] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:39.070481] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:39.249457] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:39.431950] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:02:39.432141] [INFO ] [CONFIGURE ] SRG: DISCARDED add_rsi (score: 50.00%) [2025-09-28T05:02:39.432223] [INFO ] [CONFIGURE ] JOB ETA: 7.2m | Avg: 1.6s/test | Remaining: 277 tests [2025-09-28T05:02:39.432298] [INFO ] [CONFIGURE ] SRG: Testing feature 25/29: add_tick_distribution [2025-09-28T05:02:39.432454] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_tick_distribution'] [2025-09-28T05:02:39.585060] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:39.734586] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:39.885436] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:40.030611] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:40.177191] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:40.331113] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:40.483297] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:40.635993] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:40.784551] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:40.932595] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:02:40.932823] [INFO ] [CONFIGURE ] SRG: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T05:02:40.932927] [INFO ] [CONFIGURE ] JOB ETA: 7.2m | Avg: 1.6s/test | Remaining: 276 tests [2025-09-28T05:02:40.933014] [INFO ] [CONFIGURE ] SRG: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:02:40.933100] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_volume_momentum_confirmation'] [2025-09-28T05:02:41.080711] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:41.232338] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:41.387832] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:41.555684] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:41.754722] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:02:41.917231] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:42.077588] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:42.234446] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:42.389710] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:42.548636] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:42.548849] [INFO ] [CONFIGURE ] SRG: DISCARDED add_volume_momentum_confirmation (score: 30.00%) [2025-09-28T05:02:42.548931] [INFO ] [CONFIGURE ] JOB ETA: 7.2m | Avg: 1.6s/test | Remaining: 275 tests [2025-09-28T05:02:42.549006] [INFO ] [CONFIGURE ] SRG: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:02:42.549121] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_volume_price_divergence'] [2025-09-28T05:02:42.708453] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:42.866003] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:43.022301] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:43.185845] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:43.360068] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:43.523810] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:43.688088] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:43.856740] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:02:44.028994] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:44.200904] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:02:44.201128] [INFO ] [CONFIGURE ] SRG: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T05:02:44.201234] [INFO ] [CONFIGURE ] JOB ETA: 7.1m | Avg: 1.6s/test | Remaining: 274 tests [2025-09-28T05:02:44.201327] [INFO ] [CONFIGURE ] SRG: Testing feature 28/29: add_volume_profile [2025-09-28T05:02:44.201413] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_volume_profile'] [2025-09-28T05:02:44.347711] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:44.497962] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:44.655530] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:44.807732] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:44.964036] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:45.124420] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:45.279984] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:45.430578] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:45.586247] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:45.746140] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:45.746386] [INFO ] [CONFIGURE ] SRG: DISCARDED add_volume_profile (score: 40.00%) [2025-09-28T05:02:45.746471] [INFO ] [CONFIGURE ] JOB ETA: 7.1m | Avg: 1.6s/test | Remaining: 273 tests [2025-09-28T05:02:45.746550] [INFO ] [CONFIGURE ] SRG: Testing feature 29/29: add_vwap [2025-09-28T05:02:45.746682] [INFO ] [CONFIGURE ] SRG: Testing with features: ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval', 'add_vwap'] [2025-09-28T05:02:45.899424] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:46.049279] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:02:46.202210] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:02:46.352776] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:46.511055] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:02:46.670907] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:46.832378] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:02:46.994517] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:02:47.158575] [DEBUG] [FORECASTER] SRG: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:02:47.314141] [DEBUG] [FORECASTER] SRG: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:02:47.314465] [INFO ] [CONFIGURE ] SRG: DISCARDED add_vwap (score: 40.00%) [2025-09-28T05:02:47.314560] [INFO ] [CONFIGURE ] JOB ETA: 7.1m | Avg: 1.6s/test | Remaining: 272 tests [2025-09-28T05:02:47.314696] [INFO ] [CONFIGURE ] SRG: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:02:47.314786] [INFO ] [CONFIGURE ] SRG: Best accuracy: 60.00% [2025-09-28T05:02:47.314858] [INFO ] [CONFIGURE ] SRG: Best feature set (3 features): ['add_bollinger_bands', 'add_obv_daily', 'add_obv_interval'] [2025-09-28T05:02:47.314939] [INFO ] [CONFIGURE ] SRG: Improvement over baseline: 30.00% [2025-09-28T05:02:47.315032] [INFO ] [CONFIGURE ] SRG: Total time: 45.8 seconds [2025-09-28T05:02:47.315114] [INFO ] [CONFIGURE ] SRG: Average time per feature: 1.6 seconds [2025-09-28T05:02:47.315196] [INFO ] [CONFIGURE ] SRG: Average speed: 0.63 features/sec [2025-09-28T05:02:47.315931] [INFO ] [LOCAL ] Saved configuration for SRG: 3 features, 60.00% accuracy -> ./output/feature-sets/SRG.json [2025-09-28T05:02:47.316027] [INFO ] [CONFIGURE ] SRG: Configuration saved successfully: 3 features, 60.00% accuracy. [2025-09-28T05:02:47.316180] [INFO ] [sig ] [127/135] Successfully configured SRG | 0.02 sym/s | Total: 1.6h | ETA: 6.1m [2025-09-28T05:02:47.316268] [INFO ] [sig ] [128/135] Configuring SUN... [2025-09-28T05:02:47.316378] [INFO ] [CONFIGURE ] SUN: Configurate test run. [2025-09-28T05:02:47.316513] [DEBUG] [REMOTE ] Fetching historical data for symbol 'SUN' from 'https://tdm.silogroup.org/data/derivative_storage/SUN.csv'. [2025-09-28T05:02:47.638043] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'SUN'. [2025-09-28T05:02:47.638669] [INFO ] [CONFIGURE ] SUN: Testing with 29 available features [2025-09-28T05:02:47.638767] [INFO ] [CONFIGURE ] SUN: Establishing baseline with no features... [2025-09-28T05:02:47.748414] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:47.855908] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:47.960858] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:02:48.066365] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:02:48.173914] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:02:48.282146] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:02:48.391304] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:48.507483] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:02:48.619539] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T05:02:48.729869] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:02:48.730080] [INFO ] [CONFIGURE ] SUN: Baseline score (no features): 50.00% [2025-09-28T05:02:48.730222] [INFO ] [CONFIGURE ] SUN: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:02:48.730303] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:02:48.853454] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:48.978689] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:49.105558] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:02:49.232708] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:02:49.360239] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:02:49.482773] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:02:49.606915] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:49.732354] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:02:49.859483] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T05:02:49.988403] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:02:49.988631] [INFO ] [CONFIGURE ] SUN: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T05:02:49.988754] [INFO ] [CONFIGURE ] JOB ETA: 7.1m | Avg: 1.6s/test | Remaining: 271 tests [2025-09-28T05:02:49.988847] [INFO ] [CONFIGURE ] SUN: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:02:49.988937] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_cumulative_delta'] [2025-09-28T05:02:50.121002] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:50.258042] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:50.393750] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:02:50.516158] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:02:50.641143] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:02:50.770080] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:50.901553] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:51.031425] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:02:51.159810] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:02:51.291153] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:02:51.291375] [INFO ] [CONFIGURE ] SUN: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T05:02:51.291463] [INFO ] [CONFIGURE ] JOB ETA: 7.0m | Avg: 1.6s/test | Remaining: 270 tests [2025-09-28T05:02:51.291587] [INFO ] [CONFIGURE ] SUN: Testing feature 3/29: add_daily_returns [2025-09-28T05:02:51.291682] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns'] [2025-09-28T05:02:51.407925] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:51.530776] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:51.645952] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:02:51.765511] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:02:51.886992] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:02:52.010490] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:02:52.140235] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:52.280002] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:02:52.398231] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:02:52.517588] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:02:52.517801] [INFO ] [CONFIGURE ] SUN: KEPT add_daily_returns (score: 60.00%) [2025-09-28T05:02:52.517907] [INFO ] [CONFIGURE ] JOB ETA: 7.0m | Avg: 1.6s/test | Remaining: 269 tests [2025-09-28T05:02:52.518000] [INFO ] [CONFIGURE ] SUN: Testing feature 4/29: add_ema [2025-09-28T05:02:52.518087] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T05:02:52.656193] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:02:52.796337] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:52.936343] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:02:53.085875] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:53.222101] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:02:53.357136] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:02:53.496797] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:53.646403] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:02:53.789072] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:02:53.936776] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:02:53.937070] [INFO ] [CONFIGURE ] SUN: DISCARDED add_ema (score: 50.00%) [2025-09-28T05:02:53.937172] [INFO ] [CONFIGURE ] JOB ETA: 7.0m | Avg: 1.6s/test | Remaining: 268 tests [2025-09-28T05:02:53.937253] [INFO ] [CONFIGURE ] SUN: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:02:53.937326] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:02:54.085035] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:02:54.229787] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:54.379262] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:02:54.533104] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:54.683059] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:02:54.837439] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:02:54.987529] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:55.136627] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:02:55.285591] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:02:55.433038] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:02:55.433240] [INFO ] [CONFIGURE ] SUN: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T05:02:55.433320] [INFO ] [CONFIGURE ] JOB ETA: 7.0m | Avg: 1.6s/test | Remaining: 267 tests [2025-09-28T05:02:55.433436] [INFO ] [CONFIGURE ] SUN: Testing feature 6/29: add_failed_moves [2025-09-28T05:02:55.433509] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T05:02:55.553349] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:55.673451] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:55.795400] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:02:55.918502] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:02:56.049591] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:02:56.176924] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:02:56.306453] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:56.436739] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:02:56.570523] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:02:56.702819] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:02:56.703034] [INFO ] [CONFIGURE ] SUN: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T05:02:56.703116] [INFO ] [CONFIGURE ] JOB ETA: 6.9m | Avg: 1.6s/test | Remaining: 266 tests [2025-09-28T05:02:56.703194] [INFO ] [CONFIGURE ] SUN: Testing feature 7/29: add_lag_shelf [2025-09-28T05:02:56.703251] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T05:02:56.824102] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:56.940220] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:57.056551] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:02:57.175980] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:02:57.295760] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:02:57.413187] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:02:57.533336] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:57.649773] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:02:57.777758] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:02:57.905528] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:02:57.905775] [INFO ] [CONFIGURE ] SUN: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T05:02:57.905860] [INFO ] [CONFIGURE ] JOB ETA: 6.9m | Avg: 1.6s/test | Remaining: 265 tests [2025-09-28T05:02:57.905938] [INFO ] [CONFIGURE ] SUN: Testing feature 8/29: add_macd [2025-09-28T05:02:57.906013] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T05:02:58.078891] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:02:58.242599] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:58.397668] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:02:58.557288] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:02:58.717267] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:02:58.875491] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:02:59.037484] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:02:59.198668] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:02:59.364416] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-23, Predicted=0.0, Actual=1 [2025-09-28T05:02:59.534202] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:02:59.534457] [INFO ] [CONFIGURE ] SUN: DISCARDED add_macd (score: 30.00%) [2025-09-28T05:02:59.534544] [INFO ] [CONFIGURE ] JOB ETA: 6.9m | Avg: 1.6s/test | Remaining: 264 tests [2025-09-28T05:02:59.534622] [INFO ] [CONFIGURE ] SUN: Testing feature 9/29: add_mfi [2025-09-28T05:02:59.534737] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T05:02:59.668619] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:02:59.803763] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:02:59.937885] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:00.070521] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:00.205995] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:00.344393] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:00.479231] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:00.612370] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:00.748899] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:00.884097] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:00.884308] [INFO ] [CONFIGURE ] SUN: DISCARDED add_mfi (score: 60.00%) [2025-09-28T05:03:00.884393] [INFO ] [CONFIGURE ] JOB ETA: 6.8m | Avg: 1.6s/test | Remaining: 263 tests [2025-09-28T05:03:00.884472] [INFO ] [CONFIGURE ] SUN: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:03:00.884531] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:03:01.030163] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:01.177371] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:01.326857] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:01.478046] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:01.652089] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:01.815497] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:01.977692] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:02.140319] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:02.301141] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:02.477788] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:02.478080] [INFO ] [CONFIGURE ] SUN: KEPT add_momentum_acceleration (score: 70.00%) [2025-09-28T05:03:02.478163] [INFO ] [CONFIGURE ] JOB ETA: 6.8m | Avg: 1.6s/test | Remaining: 262 tests [2025-09-28T05:03:02.478239] [INFO ] [CONFIGURE ] SUN: Testing feature 11/29: add_obv_daily [2025-09-28T05:03:02.478311] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T05:03:02.645988] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:02.809797] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:02.969855] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:03.133028] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:03.293082] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:03:03.447939] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:03.607773] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:03.772132] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:03.930662] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:04.090311] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:04.090524] [INFO ] [CONFIGURE ] SUN: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T05:03:04.090606] [INFO ] [CONFIGURE ] JOB ETA: 6.8m | Avg: 1.6s/test | Remaining: 261 tests [2025-09-28T05:03:04.090706] [INFO ] [CONFIGURE ] SUN: Testing feature 12/29: add_obv_interval [2025-09-28T05:03:04.090782] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T05:03:04.249786] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:04.412673] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:04.576129] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:04.733892] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:04.901083] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:05.063914] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:05.227157] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:05.382399] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:05.538185] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:05.699072] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:05.699313] [INFO ] [CONFIGURE ] SUN: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T05:03:05.699415] [INFO ] [CONFIGURE ] JOB ETA: 6.8m | Avg: 1.6s/test | Remaining: 260 tests [2025-09-28T05:03:05.699490] [INFO ] [CONFIGURE ] SUN: Testing feature 13/29: add_opening_strength [2025-09-28T05:03:05.699561] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_opening_strength'] [2025-09-28T05:03:05.870380] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:06.038982] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:06.208961] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:06.371087] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:06.532996] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:06.702005] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:06.874795] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:07.045413] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:07.207485] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:07.376418] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:07.376746] [INFO ] [CONFIGURE ] SUN: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T05:03:07.376858] [INFO ] [CONFIGURE ] JOB ETA: 6.7m | Avg: 1.6s/test | Remaining: 259 tests [2025-09-28T05:03:07.376957] [INFO ] [CONFIGURE ] SUN: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:03:07.377030] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T05:03:07.562950] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:07.779422] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:08.039035] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:08.297297] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:08.504296] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:03:08.714215] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:08.906613] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:09.073592] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:09.251006] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:09.429996] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:09.430229] [INFO ] [CONFIGURE ] SUN: DISCARDED add_order_flow_imbalance (score: 40.00%) [2025-09-28T05:03:09.430314] [INFO ] [CONFIGURE ] JOB ETA: 6.7m | Avg: 1.6s/test | Remaining: 258 tests [2025-09-28T05:03:09.430389] [INFO ] [CONFIGURE ] SUN: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:03:09.430480] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T05:03:09.598813] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:09.776974] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:09.937560] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:10.099038] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:10.256863] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:03:10.418933] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:10.583438] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:10.742066] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:10.908250] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:11.078342] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:03:11.078548] [INFO ] [CONFIGURE ] SUN: DISCARDED add_pbf_overnight_gap (score: 40.00%) [2025-09-28T05:03:11.078630] [INFO ] [CONFIGURE ] JOB ETA: 6.7m | Avg: 1.6s/test | Remaining: 257 tests [2025-09-28T05:03:11.078721] [INFO ] [CONFIGURE ] SUN: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:03:11.078795] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T05:03:11.244316] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:11.424030] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:11.589431] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:11.755481] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:11.917397] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:03:12.083427] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:12.254845] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:12.421949] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:12.587817] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:12.788131] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:12.788752] [INFO ] [CONFIGURE ] SUN: DISCARDED add_pbf_return_2d (score: 40.00%) [2025-09-28T05:03:12.788864] [INFO ] [CONFIGURE ] JOB ETA: 6.7m | Avg: 1.6s/test | Remaining: 256 tests [2025-09-28T05:03:12.788968] [INFO ] [CONFIGURE ] SUN: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:03:12.789052] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T05:03:12.943323] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:13.094066] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:13.240784] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:13.389277] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:13.540723] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:13.692677] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:13.845252] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:14.002949] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:14.164220] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:14.335705] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:14.335978] [INFO ] [CONFIGURE ] SUN: DISCARDED add_pbf_volatility_5d (score: 50.00%) [2025-09-28T05:03:14.336115] [INFO ] [CONFIGURE ] JOB ETA: 6.6m | Avg: 1.6s/test | Remaining: 255 tests [2025-09-28T05:03:14.336192] [INFO ] [CONFIGURE ] SUN: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:03:14.336322] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T05:03:14.492868] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:14.639828] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:14.788473] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:14.939511] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:15.094045] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:15.248132] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:15.405700] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:15.562805] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:15.720858] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:15.878045] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:15.878274] [INFO ] [CONFIGURE ] SUN: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T05:03:15.878398] [INFO ] [CONFIGURE ] JOB ETA: 6.6m | Avg: 1.6s/test | Remaining: 254 tests [2025-09-28T05:03:15.878518] [INFO ] [CONFIGURE ] SUN: Testing feature 20/29: add_price_rejection [2025-09-28T05:03:15.878609] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T05:03:16.040531] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:16.196397] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:16.356991] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:16.541320] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:16.704855] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:03:16.870738] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:17.035528] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:17.209464] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:17.375626] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:17.545524] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:17.545766] [INFO ] [CONFIGURE ] SUN: DISCARDED add_price_rejection (score: 40.00%) [2025-09-28T05:03:17.545850] [INFO ] [CONFIGURE ] JOB ETA: 6.6m | Avg: 1.6s/test | Remaining: 253 tests [2025-09-28T05:03:17.545928] [INFO ] [CONFIGURE ] SUN: Testing feature 21/29: add_range_position [2025-09-28T05:03:17.545979] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T05:03:17.714853] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:17.888427] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:18.060463] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:18.236128] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:18.414371] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:03:18.600701] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:18.777629] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:18.953138] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:19.128600] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:19.310838] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:19.311087] [INFO ] [CONFIGURE ] SUN: DISCARDED add_range_position (score: 40.00%) [2025-09-28T05:03:19.311171] [INFO ] [CONFIGURE ] JOB ETA: 6.6m | Avg: 1.6s/test | Remaining: 252 tests [2025-09-28T05:03:19.311248] [INFO ] [CONFIGURE ] SUN: Testing feature 22/29: add_realized_volatility [2025-09-28T05:03:19.311351] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_realized_volatility'] [2025-09-28T05:03:19.496659] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:19.681072] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:19.867414] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:20.061314] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:20.248072] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:20.436748] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:20.628445] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:20.820248] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:21.014063] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:21.217328] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:21.217567] [INFO ] [CONFIGURE ] SUN: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T05:03:21.217676] [INFO ] [CONFIGURE ] JOB ETA: 6.5m | Avg: 1.6s/test | Remaining: 251 tests [2025-09-28T05:03:21.217757] [INFO ] [CONFIGURE ] SUN: Testing feature 23/29: add_recent_range_context [2025-09-28T05:03:21.217832] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_recent_range_context'] [2025-09-28T05:03:21.377312] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:21.540373] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:21.703106] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:21.868802] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:22.027287] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:22.185346] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:22.349727] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:22.516884] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:22.681263] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:22.848400] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:22.848632] [INFO ] [CONFIGURE ] SUN: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T05:03:22.848730] [INFO ] [CONFIGURE ] JOB ETA: 6.5m | Avg: 1.6s/test | Remaining: 250 tests [2025-09-28T05:03:22.848853] [INFO ] [CONFIGURE ] SUN: Testing feature 24/29: add_rsi [2025-09-28T05:03:22.848933] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_ema', 'add_rsi'] [2025-09-28T05:03:23.038788] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:23.221497] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:23.400489] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:23.591560] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:23.777282] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:23.968951] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:24.155017] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:24.338194] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:24.527198] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:24.715540] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:24.715804] [INFO ] [CONFIGURE ] SUN: DISCARDED add_rsi (score: 60.00%) [2025-09-28T05:03:24.715888] [INFO ] [CONFIGURE ] JOB ETA: 6.5m | Avg: 1.6s/test | Remaining: 249 tests [2025-09-28T05:03:24.715967] [INFO ] [CONFIGURE ] SUN: Testing feature 25/29: add_tick_distribution [2025-09-28T05:03:24.716042] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_tick_distribution'] [2025-09-28T05:03:24.873824] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:25.026428] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:25.183974] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:25.340846] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:25.493009] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:25.647417] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:25.802970] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:25.963380] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:26.123777] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:26.286715] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:26.286955] [INFO ] [CONFIGURE ] SUN: DISCARDED add_tick_distribution (score: 50.00%) [2025-09-28T05:03:26.287038] [INFO ] [CONFIGURE ] JOB ETA: 6.5m | Avg: 1.6s/test | Remaining: 248 tests [2025-09-28T05:03:26.287115] [INFO ] [CONFIGURE ] SUN: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:03:26.287187] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T05:03:26.442432] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:26.599253] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:26.759139] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:26.923054] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:27.089004] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:03:27.252872] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:27.420557] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:27.585046] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:27.753202] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:27.919365] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:27.919577] [INFO ] [CONFIGURE ] SUN: DISCARDED add_volume_momentum_confirmation (score: 40.00%) [2025-09-28T05:03:27.919686] [INFO ] [CONFIGURE ] JOB ETA: 6.4m | Avg: 1.6s/test | Remaining: 247 tests [2025-09-28T05:03:27.919767] [INFO ] [CONFIGURE ] SUN: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:03:27.919843] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence'] [2025-09-28T05:03:28.088215] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:28.254257] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:28.420666] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:28.595348] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:28.774194] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:03:28.949028] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:29.122308] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:29.294852] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:29.466361] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:29.638498] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:29.638750] [INFO ] [CONFIGURE ] SUN: DISCARDED add_volume_price_divergence (score: 40.00%) [2025-09-28T05:03:29.638833] [INFO ] [CONFIGURE ] JOB ETA: 6.4m | Avg: 1.6s/test | Remaining: 246 tests [2025-09-28T05:03:29.638908] [INFO ] [CONFIGURE ] SUN: Testing feature 28/29: add_volume_profile [2025-09-28T05:03:29.638982] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_profile'] [2025-09-28T05:03:29.798238] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:29.959811] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:30.120563] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:30.284044] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:30.442600] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:03:30.609940] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:30.782142] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:30.951509] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:31.130155] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:31.299348] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:31.299591] [INFO ] [CONFIGURE ] SUN: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T05:03:31.299788] [INFO ] [CONFIGURE ] JOB ETA: 6.4m | Avg: 1.6s/test | Remaining: 245 tests [2025-09-28T05:03:31.299891] [INFO ] [CONFIGURE ] SUN: Testing feature 29/29: add_vwap [2025-09-28T05:03:31.299984] [INFO ] [CONFIGURE ] SUN: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_vwap'] [2025-09-28T05:03:31.474592] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:03:31.652106] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:03:31.824811] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-15, Predicted=0.0, Actual=0 [2025-09-28T05:03:32.001959] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:32.185192] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:03:32.364231] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:32.533981] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:03:32.702100] [DEBUG] [FORECASTER] SUN: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:03:32.868326] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-23, Predicted=1.0, Actual=1 [2025-09-28T05:03:33.041503] [DEBUG] [FORECASTER] SUN: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:33.041766] [INFO ] [CONFIGURE ] SUN: DISCARDED add_vwap (score: 40.00%) [2025-09-28T05:03:33.041854] [INFO ] [CONFIGURE ] JOB ETA: 6.4m | Avg: 1.6s/test | Remaining: 244 tests [2025-09-28T05:03:33.041989] [INFO ] [CONFIGURE ] SUN: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:03:33.042066] [INFO ] [CONFIGURE ] SUN: Best accuracy: 70.00% [2025-09-28T05:03:33.042115] [INFO ] [CONFIGURE ] SUN: Best feature set (3 features): ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:03:33.042165] [INFO ] [CONFIGURE ] SUN: Improvement over baseline: 20.00% [2025-09-28T05:03:33.042199] [INFO ] [CONFIGURE ] SUN: Total time: 44.3 seconds [2025-09-28T05:03:33.042263] [INFO ] [CONFIGURE ] SUN: Average time per feature: 1.6 seconds [2025-09-28T05:03:33.042338] [INFO ] [CONFIGURE ] SUN: Average speed: 0.65 features/sec [2025-09-28T05:03:33.043365] [INFO ] [LOCAL ] Saved configuration for SUN: 3 features, 70.00% accuracy -> ./output/feature-sets/SUN.json [2025-09-28T05:03:33.043447] [INFO ] [CONFIGURE ] SUN: Configuration saved successfully: 3 features, 70.00% accuracy. [2025-09-28T05:03:33.043564] [INFO ] [sig ] [128/135] Successfully configured SUN | 0.02 sym/s | Total: 1.6h | ETA: 5.4m [2025-09-28T05:03:33.043682] [INFO ] [sig ] [129/135] Configuring TLK... [2025-09-28T05:03:33.043760] [INFO ] [CONFIGURE ] TLK: Configurate test run. [2025-09-28T05:03:33.043849] [DEBUG] [REMOTE ] Fetching historical data for symbol 'TLK' from 'https://tdm.silogroup.org/data/derivative_storage/TLK.csv'. [2025-09-28T05:03:33.068385] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'TLK'. [2025-09-28T05:03:33.068960] [INFO ] [CONFIGURE ] TLK: Testing with 29 available features [2025-09-28T05:03:33.069042] [INFO ] [CONFIGURE ] TLK: Establishing baseline with no features... [2025-09-28T05:03:33.185252] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:33.295278] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:33.404383] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:33.515612] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:33.623408] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:03:33.734639] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:33.843870] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:33.955731] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:34.067943] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:34.187503] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:34.187748] [INFO ] [CONFIGURE ] TLK: Baseline score (no features): 60.00% [2025-09-28T05:03:34.187832] [INFO ] [CONFIGURE ] TLK: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:03:34.187908] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:03:34.314388] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:34.444691] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:34.576628] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:34.706959] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:34.842335] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:03:34.974174] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:35.117888] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:35.258511] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:35.390564] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:35.515716] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:35.515904] [INFO ] [CONFIGURE ] TLK: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T05:03:35.515986] [INFO ] [CONFIGURE ] JOB ETA: 6.3m | Avg: 1.6s/test | Remaining: 243 tests [2025-09-28T05:03:35.516064] [INFO ] [CONFIGURE ] TLK: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:03:35.516137] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_cumulative_delta'] [2025-09-28T05:03:35.643320] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:35.769866] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:35.898920] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:03:36.031978] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:36.159786] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:36.287673] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:36.419875] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:36.553025] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:36.687553] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:36.821237] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:36.821417] [INFO ] [CONFIGURE ] TLK: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T05:03:36.821499] [INFO ] [CONFIGURE ] JOB ETA: 6.3m | Avg: 1.6s/test | Remaining: 242 tests [2025-09-28T05:03:36.821574] [INFO ] [CONFIGURE ] TLK: Testing feature 3/29: add_daily_returns [2025-09-28T05:03:36.821676] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_daily_returns'] [2025-09-28T05:03:36.935213] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:03:37.049636] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:37.164574] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:03:37.277803] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:37.395320] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:03:37.509298] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:37.622977] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:37.739661] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:37.857794] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:37.978187] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:37.978392] [INFO ] [CONFIGURE ] TLK: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T05:03:37.978475] [INFO ] [CONFIGURE ] JOB ETA: 6.3m | Avg: 1.6s/test | Remaining: 241 tests [2025-09-28T05:03:37.978567] [INFO ] [CONFIGURE ] TLK: Testing feature 4/29: add_ema [2025-09-28T05:03:37.978661] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_ema'] [2025-09-28T05:03:38.106408] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:38.244963] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:38.385750] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:38.526911] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:38.669856] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:03:38.809711] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:38.952296] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:39.095462] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:39.237341] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:39.369235] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:39.369442] [INFO ] [CONFIGURE ] TLK: DISCARDED add_ema (score: 60.00%) [2025-09-28T05:03:39.369522] [INFO ] [CONFIGURE ] JOB ETA: 6.3m | Avg: 1.6s/test | Remaining: 240 tests [2025-09-28T05:03:39.369598] [INFO ] [CONFIGURE ] TLK: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:03:39.369695] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:03:39.531275] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:39.679161] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:39.817742] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:39.955114] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:40.094875] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:40.236975] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:40.375070] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:40.522716] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:40.663881] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:40.807839] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:40.808032] [INFO ] [CONFIGURE ] TLK: KEPT add_exhaustion_signals (score: 70.00%) [2025-09-28T05:03:40.808139] [INFO ] [CONFIGURE ] JOB ETA: 6.2m | Avg: 1.6s/test | Remaining: 239 tests [2025-09-28T05:03:40.808254] [INFO ] [CONFIGURE ] TLK: Testing feature 6/29: add_failed_moves [2025-09-28T05:03:40.808321] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T05:03:40.951466] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:41.094011] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:41.238506] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:41.383755] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:41.529459] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:41.682373] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:41.847440] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:42.002755] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:42.159621] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:42.317226] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:42.317458] [INFO ] [CONFIGURE ] TLK: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T05:03:42.317540] [INFO ] [CONFIGURE ] JOB ETA: 6.2m | Avg: 1.6s/test | Remaining: 238 tests [2025-09-28T05:03:42.317670] [INFO ] [CONFIGURE ] TLK: Testing feature 7/29: add_lag_shelf [2025-09-28T05:03:42.317754] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T05:03:42.464846] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:42.609492] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:42.747930] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:42.888983] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:43.033125] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:43.176122] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:43.341274] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:43.487171] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:43.634801] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:43.783285] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:43.783508] [INFO ] [CONFIGURE ] TLK: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T05:03:43.783590] [INFO ] [CONFIGURE ] JOB ETA: 6.2m | Avg: 1.6s/test | Remaining: 237 tests [2025-09-28T05:03:43.783686] [INFO ] [CONFIGURE ] TLK: Testing feature 8/29: add_macd [2025-09-28T05:03:43.783758] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T05:03:43.950047] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:44.130134] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:44.305766] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:44.482108] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:44.658855] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:03:44.843250] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:45.014397] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-19, Predicted=0.0, Actual=0 [2025-09-28T05:03:45.187233] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:45.353925] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:45.520220] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:45.520449] [INFO ] [CONFIGURE ] TLK: DISCARDED add_macd (score: 70.00%) [2025-09-28T05:03:45.520532] [INFO ] [CONFIGURE ] JOB ETA: 6.1m | Avg: 1.6s/test | Remaining: 236 tests [2025-09-28T05:03:45.520608] [INFO ] [CONFIGURE ] TLK: Testing feature 9/29: add_mfi [2025-09-28T05:03:45.520702] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T05:03:45.676339] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:45.832078] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:45.983910] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:46.140321] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:46.310237] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:46.470930] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:46.628553] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:46.790268] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:46.952044] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:47.111154] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:47.111410] [INFO ] [CONFIGURE ] TLK: DISCARDED add_mfi (score: 70.00%) [2025-09-28T05:03:47.111492] [INFO ] [CONFIGURE ] JOB ETA: 6.1m | Avg: 1.6s/test | Remaining: 235 tests [2025-09-28T05:03:47.111569] [INFO ] [CONFIGURE ] TLK: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:03:47.111661] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:03:47.284332] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:47.454273] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:47.624268] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:47.801029] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:47.979970] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:48.150499] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:48.325531] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:48.532801] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:48.747623] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:48.926383] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:48.926597] [INFO ] [CONFIGURE ] TLK: KEPT add_momentum_acceleration (score: 80.00%) [2025-09-28T05:03:48.926701] [INFO ] [CONFIGURE ] JOB ETA: 6.1m | Avg: 1.6s/test | Remaining: 234 tests [2025-09-28T05:03:48.926804] [INFO ] [CONFIGURE ] TLK: Testing feature 11/29: add_obv_daily [2025-09-28T05:03:48.926900] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_daily'] [2025-09-28T05:03:49.107846] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:49.289268] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:49.471513] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:03:49.657154] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:49.883745] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:50.125310] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:50.357427] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:50.601097] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:50.830030] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:51.015587] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:03:51.015828] [INFO ] [CONFIGURE ] TLK: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T05:03:51.015910] [INFO ] [CONFIGURE ] JOB ETA: 6.1m | Avg: 1.6s/test | Remaining: 233 tests [2025-09-28T05:03:51.015984] [INFO ] [CONFIGURE ] TLK: Testing feature 12/29: add_obv_interval [2025-09-28T05:03:51.016039] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_obv_interval'] [2025-09-28T05:03:51.189548] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:51.372857] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:51.554311] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:51.734123] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:03:51.915938] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:52.096411] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:03:52.276970] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:52.460215] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:52.645245] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:52.831421] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:52.831691] [INFO ] [CONFIGURE ] TLK: DISCARDED add_obv_interval (score: 60.00%) [2025-09-28T05:03:52.831782] [INFO ] [CONFIGURE ] JOB ETA: 6.0m | Avg: 1.6s/test | Remaining: 232 tests [2025-09-28T05:03:52.831859] [INFO ] [CONFIGURE ] TLK: Testing feature 13/29: add_opening_strength [2025-09-28T05:03:52.831936] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T05:03:53.018508] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:03:53.212593] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:53.410738] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:03:53.601208] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:53.788377] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:53.977969] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:54.170541] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:54.362762] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:54.563231] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:54.758263] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:54.758483] [INFO ] [CONFIGURE ] TLK: DISCARDED add_opening_strength (score: 60.00%) [2025-09-28T05:03:54.758586] [INFO ] [CONFIGURE ] JOB ETA: 6.0m | Avg: 1.6s/test | Remaining: 231 tests [2025-09-28T05:03:54.758702] [INFO ] [CONFIGURE ] TLK: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:03:54.758821] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_order_flow_imbalance'] [2025-09-28T05:03:54.941348] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:55.119862] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:55.307661] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:55.497128] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:55.690197] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:55.903484] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:56.105452] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:56.303546] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:56.506625] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:56.712175] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:56.712401] [INFO ] [CONFIGURE ] TLK: DISCARDED add_order_flow_imbalance (score: 80.00%) [2025-09-28T05:03:56.712511] [INFO ] [CONFIGURE ] JOB ETA: 6.0m | Avg: 1.6s/test | Remaining: 230 tests [2025-09-28T05:03:56.712604] [INFO ] [CONFIGURE ] TLK: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:03:56.712717] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_overnight_gap'] [2025-09-28T05:03:56.894903] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:57.075552] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:57.260410] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:03:57.449250] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:57.637768] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:57.820049] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:58.003028] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:03:58.188312] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:03:58.376017] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:03:58.562141] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:03:58.562379] [INFO ] [CONFIGURE ] TLK: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T05:03:58.562464] [INFO ] [CONFIGURE ] JOB ETA: 6.0m | Avg: 1.6s/test | Remaining: 229 tests [2025-09-28T05:03:58.562543] [INFO ] [CONFIGURE ] TLK: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:03:58.562712] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_return_2d'] [2025-09-28T05:03:58.747786] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:03:58.940353] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:03:59.122580] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:03:59.310859] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:03:59.505785] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:03:59.704188] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:03:59.890417] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:00.081847] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:00.275132] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:00.505627] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:00.505915] [INFO ] [CONFIGURE ] TLK: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T05:04:00.506006] [INFO ] [CONFIGURE ] JOB ETA: 5.9m | Avg: 1.6s/test | Remaining: 228 tests [2025-09-28T05:04:00.506177] [INFO ] [CONFIGURE ] TLK: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:04:00.506258] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_volatility_5d'] [2025-09-28T05:04:00.719199] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:00.964625] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:01.194097] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:04:01.444759] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:04:01.673368] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:04:01.873547] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:04:02.077219] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:02.277993] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:02.464061] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:02.651565] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:02.651813] [INFO ] [CONFIGURE ] TLK: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T05:04:02.651897] [INFO ] [CONFIGURE ] JOB ETA: 5.9m | Avg: 1.6s/test | Remaining: 227 tests [2025-09-28T05:04:02.651977] [INFO ] [CONFIGURE ] TLK: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:04:02.652076] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_pbf_vs_sma_5'] [2025-09-28T05:04:02.823563] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:02.993084] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:03.159833] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:04:03.328394] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:04:03.499883] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:04:03.675754] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:03.854674] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:04.030456] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:04.208149] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:04.384055] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:04.384288] [INFO ] [CONFIGURE ] TLK: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T05:04:04.384369] [INFO ] [CONFIGURE ] JOB ETA: 5.9m | Avg: 1.6s/test | Remaining: 226 tests [2025-09-28T05:04:04.384525] [INFO ] [CONFIGURE ] TLK: Testing feature 20/29: add_price_rejection [2025-09-28T05:04:04.384619] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_price_rejection'] [2025-09-28T05:04:04.575849] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:04.775230] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:04.967205] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:05.164501] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:04:05.357370] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:04:05.548086] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:05.736954] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:05.924375] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:06.113954] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:06.313970] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:06.314199] [INFO ] [CONFIGURE ] TLK: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T05:04:06.314308] [INFO ] [CONFIGURE ] JOB ETA: 5.9m | Avg: 1.6s/test | Remaining: 225 tests [2025-09-28T05:04:06.314407] [INFO ] [CONFIGURE ] TLK: Testing feature 21/29: add_range_position [2025-09-28T05:04:06.314496] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_range_position'] [2025-09-28T05:04:06.511861] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:06.712060] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:06.915085] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:07.115162] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:04:07.313146] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:04:07.518273] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:04:07.724515] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:07.934177] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:08.140251] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:08.352513] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:08.352771] [INFO ] [CONFIGURE ] TLK: DISCARDED add_range_position (score: 50.00%) [2025-09-28T05:04:08.352856] [INFO ] [CONFIGURE ] JOB ETA: 5.8m | Avg: 1.6s/test | Remaining: 224 tests [2025-09-28T05:04:08.353025] [INFO ] [CONFIGURE ] TLK: Testing feature 22/29: add_realized_volatility [2025-09-28T05:04:08.353099] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_realized_volatility'] [2025-09-28T05:04:08.594166] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:08.819575] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:09.038063] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:04:09.260364] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:04:09.491726] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:04:09.718938] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:09.944181] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:10.169272] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:10.392391] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:10.614517] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:10.614811] [INFO ] [CONFIGURE ] TLK: DISCARDED add_realized_volatility (score: 80.00%) [2025-09-28T05:04:10.614919] [INFO ] [CONFIGURE ] JOB ETA: 5.8m | Avg: 1.6s/test | Remaining: 223 tests [2025-09-28T05:04:10.615012] [INFO ] [CONFIGURE ] TLK: Testing feature 23/29: add_recent_range_context [2025-09-28T05:04:10.615102] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_recent_range_context'] [2025-09-28T05:04:10.800740] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:10.987513] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:11.179819] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:04:11.373211] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:04:11.564417] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:04:11.747237] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:04:12.045770] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:12.233344] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:12.420135] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:12.617192] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:12.617411] [INFO ] [CONFIGURE ] TLK: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T05:04:12.617576] [INFO ] [CONFIGURE ] JOB ETA: 5.8m | Avg: 1.6s/test | Remaining: 222 tests [2025-09-28T05:04:12.617680] [INFO ] [CONFIGURE ] TLK: Testing feature 24/29: add_rsi [2025-09-28T05:04:12.617757] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_ema', 'add_rsi'] [2025-09-28T05:04:12.822054] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:13.019810] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:13.236382] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:13.450891] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:04:13.667611] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:04:13.885814] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:14.098872] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:14.316001] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:14.564348] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:14.792593] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:14.792863] [INFO ] [CONFIGURE ] TLK: DISCARDED add_rsi (score: 50.00%) [2025-09-28T05:04:14.792969] [INFO ] [CONFIGURE ] JOB ETA: 5.8m | Avg: 1.6s/test | Remaining: 221 tests [2025-09-28T05:04:14.793060] [INFO ] [CONFIGURE ] TLK: Testing feature 25/29: add_tick_distribution [2025-09-28T05:04:14.793148] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_tick_distribution'] [2025-09-28T05:04:14.972307] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:15.152590] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:15.336137] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:15.524233] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:04:15.714846] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:04:15.906802] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:16.089835] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:16.276614] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:16.481238] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:16.675976] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:16.676222] [INFO ] [CONFIGURE ] TLK: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T05:04:16.676306] [INFO ] [CONFIGURE ] JOB ETA: 5.7m | Avg: 1.6s/test | Remaining: 220 tests [2025-09-28T05:04:16.676462] [INFO ] [CONFIGURE ] TLK: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:04:16.676537] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_momentum_confirmation'] [2025-09-28T05:04:16.863363] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:17.058371] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:17.253051] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:04:17.437778] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:04:17.621958] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:04:17.814659] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:18.015911] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:18.212677] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:18.414249] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:18.616985] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:18.617229] [INFO ] [CONFIGURE ] TLK: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T05:04:18.617315] [INFO ] [CONFIGURE ] JOB ETA: 5.7m | Avg: 1.6s/test | Remaining: 219 tests [2025-09-28T05:04:18.617394] [INFO ] [CONFIGURE ] TLK: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:04:18.617562] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_price_divergence'] [2025-09-28T05:04:18.839856] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:19.036923] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:19.229117] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:04:19.433294] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:04:19.680154] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:04:19.931171] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:04:20.184548] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:20.415398] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:20.622965] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:20.840193] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:20.840411] [INFO ] [CONFIGURE ] TLK: DISCARDED add_volume_price_divergence (score: 50.00%) [2025-09-28T05:04:20.840566] [INFO ] [CONFIGURE ] JOB ETA: 5.7m | Avg: 1.6s/test | Remaining: 218 tests [2025-09-28T05:04:20.840672] [INFO ] [CONFIGURE ] TLK: Testing feature 28/29: add_volume_profile [2025-09-28T05:04:20.840750] [INFO ] [CONFIGURE ] TLK: Testing with features: ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration', 'add_volume_profile'] [2025-09-28T05:04:21.025728] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:04:21.213634] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:21.399712] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:04:21.588539] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:04:21.794136] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:04:21.978111] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:22.165972] [DEBUG] [FORECASTER] TLK: Forecast INCORRECT: Date=2025-09-19, Predicted=1.0, Actual=0 [2025-09-28T05:04:22.363127] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:22.547729] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:22.739796] [DEBUG] [FORECASTER] TLK: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:22.740079] [INFO ] [CONFIGURE ] TLK: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T05:04:22.740196] [INFO ] [CONFIGURE ] JOB ETA: 5.7m | Avg: 1.6s/test | Remaining: 217 tests [2025-09-28T05:04:22.740306] [INFO ] [CONFIGURE ] TLK: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:04:22.740396] [INFO ] [CONFIGURE ] TLK: Best accuracy: 80.00% [2025-09-28T05:04:22.740467] [INFO ] [CONFIGURE ] TLK: Best feature set (4 features): ['add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:04:22.740553] [INFO ] [CONFIGURE ] TLK: Improvement over baseline: 20.00% [2025-09-28T05:04:22.740671] [INFO ] [CONFIGURE ] TLK: Total time: 48.6 seconds [2025-09-28T05:04:22.740741] [INFO ] [CONFIGURE ] TLK: Average time per feature: 1.8 seconds [2025-09-28T05:04:22.740823] [INFO ] [CONFIGURE ] TLK: Average speed: 0.60 features/sec [2025-09-28T05:04:22.741584] [INFO ] [LOCAL ] Saved configuration for TLK: 4 features, 80.00% accuracy -> ./output/feature-sets/TLK.json [2025-09-28T05:04:22.741712] [INFO ] [CONFIGURE ] TLK: Configuration saved successfully: 4 features, 80.00% accuracy. [2025-09-28T05:04:22.741843] [INFO ] [sig ] [129/135] Successfully configured TLK | 0.02 sym/s | Total: 1.7h | ETA: 4.6m [2025-09-28T05:04:22.741946] [INFO ] [sig ] [130/135] Configuring TRV... [2025-09-28T05:04:22.742056] [INFO ] [CONFIGURE ] TRV: Configurate test run. [2025-09-28T05:04:22.742181] [DEBUG] [REMOTE ] Fetching historical data for symbol 'TRV' from 'https://tdm.silogroup.org/data/derivative_storage/TRV.csv'. [2025-09-28T05:04:22.951281] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'TRV'. [2025-09-28T05:04:22.951844] [INFO ] [CONFIGURE ] TRV: Testing with 29 available features [2025-09-28T05:04:22.951925] [INFO ] [CONFIGURE ] TRV: Establishing baseline with no features... [2025-09-28T05:04:23.063107] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:04:23.173931] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:23.311918] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:23.458770] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:23.602618] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:23.723821] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:23.843586] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:23.973216] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:04:24.107375] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:24.220589] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:24.220814] [INFO ] [CONFIGURE ] TRV: Baseline score (no features): 30.00% [2025-09-28T05:04:24.220935] [INFO ] [CONFIGURE ] TRV: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:04:24.221038] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:04:24.343240] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:04:24.465074] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:24.587695] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:24.711833] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:04:24.840967] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:24.971147] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:25.093479] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:25.218871] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:04:25.346127] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:25.474490] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:25.474774] [INFO ] [CONFIGURE ] TRV: DISCARDED add_bollinger_bands (score: 30.00%) [2025-09-28T05:04:25.474862] [INFO ] [CONFIGURE ] JOB ETA: 5.6m | Avg: 1.6s/test | Remaining: 216 tests [2025-09-28T05:04:25.474942] [INFO ] [CONFIGURE ] TRV: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:04:25.475054] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta'] [2025-09-28T05:04:25.609323] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:25.741417] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:25.873879] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:26.000607] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:26.133047] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:26.265869] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:26.404037] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:26.539558] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:26.668370] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:26.803375] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:26.803580] [INFO ] [CONFIGURE ] TRV: KEPT add_cumulative_delta (score: 60.00%) [2025-09-28T05:04:26.803763] [INFO ] [CONFIGURE ] JOB ETA: 5.6m | Avg: 1.6s/test | Remaining: 215 tests [2025-09-28T05:04:26.803845] [INFO ] [CONFIGURE ] TRV: Testing feature 3/29: add_daily_returns [2025-09-28T05:04:26.803953] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_daily_returns'] [2025-09-28T05:04:26.943567] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:04:27.078470] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:27.259443] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:27.445205] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:27.619134] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:27.773253] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:27.917026] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:28.067350] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:04:28.211092] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:28.359536] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:28.359818] [INFO ] [CONFIGURE ] TRV: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T05:04:28.359940] [INFO ] [CONFIGURE ] JOB ETA: 5.6m | Avg: 1.6s/test | Remaining: 214 tests [2025-09-28T05:04:28.360057] [INFO ] [CONFIGURE ] TRV: Testing feature 4/29: add_ema [2025-09-28T05:04:28.360144] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_ema'] [2025-09-28T05:04:28.509255] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:04:28.661181] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:28.811803] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:28.970623] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:29.125360] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:29.277930] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:29.432571] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:29.586094] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:29.747760] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:29.909425] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:29.909718] [INFO ] [CONFIGURE ] TRV: DISCARDED add_ema (score: 60.00%) [2025-09-28T05:04:29.909837] [INFO ] [CONFIGURE ] JOB ETA: 5.6m | Avg: 1.6s/test | Remaining: 213 tests [2025-09-28T05:04:29.910001] [INFO ] [CONFIGURE ] TRV: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:04:29.910089] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:04:30.066531] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:30.225840] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:30.385119] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:30.545440] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:30.710920] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:30.873754] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:31.036441] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:31.219735] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:31.386192] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:31.545867] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:31.546066] [INFO ] [CONFIGURE ] TRV: KEPT add_exhaustion_signals (score: 70.00%) [2025-09-28T05:04:31.546146] [INFO ] [CONFIGURE ] JOB ETA: 5.5m | Avg: 1.6s/test | Remaining: 212 tests [2025-09-28T05:04:31.546278] [INFO ] [CONFIGURE ] TRV: Testing feature 6/29: add_failed_moves [2025-09-28T05:04:31.546356] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T05:04:31.714610] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:31.882972] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:32.051825] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:32.227290] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:32.395596] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:32.569325] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:32.744754] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:32.931677] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:33.112247] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:33.290261] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:33.290505] [INFO ] [CONFIGURE ] TRV: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T05:04:33.290629] [INFO ] [CONFIGURE ] JOB ETA: 5.5m | Avg: 1.6s/test | Remaining: 211 tests [2025-09-28T05:04:33.290759] [INFO ] [CONFIGURE ] TRV: Testing feature 7/29: add_lag_shelf [2025-09-28T05:04:33.290850] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T05:04:33.457510] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:33.617353] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:04:33.791117] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:33.957472] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:34.126794] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:34.302510] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:34.485019] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:34.658070] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:34.828327] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:34.997086] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:34.997323] [INFO ] [CONFIGURE ] TRV: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T05:04:34.997404] [INFO ] [CONFIGURE ] JOB ETA: 5.5m | Avg: 1.6s/test | Remaining: 210 tests [2025-09-28T05:04:34.997607] [INFO ] [CONFIGURE ] TRV: Testing feature 8/29: add_macd [2025-09-28T05:04:34.997722] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T05:04:35.184277] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:35.371108] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:35.566604] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:35.760040] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:35.951266] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:36.139843] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:36.329843] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:36.510912] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:36.697591] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:36.886282] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:36.886506] [INFO ] [CONFIGURE ] TRV: DISCARDED add_macd (score: 60.00%) [2025-09-28T05:04:36.886612] [INFO ] [CONFIGURE ] JOB ETA: 5.5m | Avg: 1.6s/test | Remaining: 209 tests [2025-09-28T05:04:36.886747] [INFO ] [CONFIGURE ] TRV: Testing feature 9/29: add_mfi [2025-09-28T05:04:36.886826] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T05:04:37.064797] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:37.234810] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:37.408937] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:37.589234] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:37.776103] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:37.950624] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:38.126979] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:38.311749] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:38.495188] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:38.682967] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:38.683239] [INFO ] [CONFIGURE ] TRV: DISCARDED add_mfi (score: 70.00%) [2025-09-28T05:04:38.683346] [INFO ] [CONFIGURE ] JOB ETA: 5.4m | Avg: 1.6s/test | Remaining: 208 tests [2025-09-28T05:04:38.683437] [INFO ] [CONFIGURE ] TRV: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:04:38.683661] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:04:38.885971] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:39.091293] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:39.286752] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:39.476807] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:39.668392] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:39.866612] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:40.060605] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:40.253359] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:40.461178] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:40.659362] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:40.659621] [INFO ] [CONFIGURE ] TRV: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T05:04:40.659805] [INFO ] [CONFIGURE ] JOB ETA: 5.4m | Avg: 1.6s/test | Remaining: 207 tests [2025-09-28T05:04:40.659882] [INFO ] [CONFIGURE ] TRV: Testing feature 11/29: add_obv_daily [2025-09-28T05:04:40.659969] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T05:04:40.834276] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:41.006164] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:41.174558] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:41.348993] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:41.518376] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:41.683544] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:04:41.853608] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:42.022818] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:42.194811] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:42.363500] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:42.363722] [INFO ] [CONFIGURE ] TRV: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T05:04:42.363831] [INFO ] [CONFIGURE ] JOB ETA: 5.4m | Avg: 1.6s/test | Remaining: 206 tests [2025-09-28T05:04:42.363925] [INFO ] [CONFIGURE ] TRV: Testing feature 12/29: add_obv_interval [2025-09-28T05:04:42.364011] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T05:04:42.531144] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:42.697773] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:42.870892] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:43.044118] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:43.212429] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:43.383458] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:04:43.556172] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:43.728809] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:43.897988] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:44.072513] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:44.072743] [INFO ] [CONFIGURE ] TRV: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T05:04:44.072825] [INFO ] [CONFIGURE ] JOB ETA: 5.3m | Avg: 1.6s/test | Remaining: 205 tests [2025-09-28T05:04:44.072902] [INFO ] [CONFIGURE ] TRV: Testing feature 13/29: add_opening_strength [2025-09-28T05:04:44.072975] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T05:04:44.250805] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:44.425795] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:44.605669] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:44.781077] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:44.963424] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:45.149303] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:45.330422] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:45.509194] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:45.692339] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:04:45.878113] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:45.878470] [INFO ] [CONFIGURE ] TRV: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T05:04:45.878554] [INFO ] [CONFIGURE ] JOB ETA: 5.3m | Avg: 1.6s/test | Remaining: 204 tests [2025-09-28T05:04:45.878632] [INFO ] [CONFIGURE ] TRV: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:04:45.878728] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T05:04:46.062133] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:46.239197] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:46.411811] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:46.613687] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:46.812513] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:46.992025] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:47.174532] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:47.354882] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:47.539870] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:47.724531] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:47.724840] [INFO ] [CONFIGURE ] TRV: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T05:04:47.724928] [INFO ] [CONFIGURE ] JOB ETA: 5.3m | Avg: 1.6s/test | Remaining: 203 tests [2025-09-28T05:04:47.725007] [INFO ] [CONFIGURE ] TRV: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T05:04:47.725084] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T05:04:47.885359] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:48.045832] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:48.214661] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:48.380839] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:48.545420] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:48.709583] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:48.873256] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:49.040008] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:49.205844] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:49.370972] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:49.371178] [INFO ] [CONFIGURE ] TRV: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T05:04:49.371303] [INFO ] [CONFIGURE ] JOB ETA: 5.3m | Avg: 1.6s/test | Remaining: 202 tests [2025-09-28T05:04:49.371383] [INFO ] [CONFIGURE ] TRV: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:04:49.371457] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T05:04:49.543574] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:49.716615] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:49.888412] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:50.062536] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:50.251801] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:50.441743] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:50.629517] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:50.819381] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:51.012356] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:04:51.206163] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:04:51.206882] [INFO ] [CONFIGURE ] TRV: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T05:04:51.207004] [INFO ] [CONFIGURE ] JOB ETA: 5.2m | Avg: 1.6s/test | Remaining: 201 tests [2025-09-28T05:04:51.207108] [INFO ] [CONFIGURE ] TRV: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:04:51.207256] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T05:04:51.394249] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:51.575069] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:51.760241] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:51.945007] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:52.130241] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:52.310292] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:52.497578] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:52.684091] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:52.867537] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:53.049273] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:53.049539] [INFO ] [CONFIGURE ] TRV: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T05:04:53.049624] [INFO ] [CONFIGURE ] JOB ETA: 5.2m | Avg: 1.6s/test | Remaining: 200 tests [2025-09-28T05:04:53.049728] [INFO ] [CONFIGURE ] TRV: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:04:53.049804] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T05:04:53.213277] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:53.378280] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:53.540811] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:53.714384] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:53.888321] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:54.063957] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:54.241326] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:54.416854] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:54.592626] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:54.766180] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:54.766373] [INFO ] [CONFIGURE ] TRV: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T05:04:54.766457] [INFO ] [CONFIGURE ] JOB ETA: 5.2m | Avg: 1.6s/test | Remaining: 199 tests [2025-09-28T05:04:54.766532] [INFO ] [CONFIGURE ] TRV: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:04:54.766608] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T05:04:54.928898] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:04:55.091717] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:55.258906] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:55.426813] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:55.594960] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:55.762429] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:55.946348] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:56.113858] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:56.279134] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:56.441280] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:56.441477] [INFO ] [CONFIGURE ] TRV: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T05:04:56.441557] [INFO ] [CONFIGURE ] JOB ETA: 5.2m | Avg: 1.6s/test | Remaining: 198 tests [2025-09-28T05:04:56.441632] [INFO ] [CONFIGURE ] TRV: Testing feature 20/29: add_price_rejection [2025-09-28T05:04:56.441728] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T05:04:56.609445] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:04:56.778357] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:56.950161] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:57.125464] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:57.305243] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:57.498327] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:57.674534] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:57.856565] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:58.041511] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:04:58.222471] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:04:58.222748] [INFO ] [CONFIGURE ] TRV: DISCARDED add_price_rejection (score: 50.00%) [2025-09-28T05:04:58.222831] [INFO ] [CONFIGURE ] JOB ETA: 5.1m | Avg: 1.6s/test | Remaining: 197 tests [2025-09-28T05:04:58.222907] [INFO ] [CONFIGURE ] TRV: Testing feature 21/29: add_range_position [2025-09-28T05:04:58.222980] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T05:04:58.400757] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:04:58.577477] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:04:58.761127] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:04:58.947712] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:04:59.135077] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:04:59.324017] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:04:59.511375] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:04:59.700368] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:04:59.889827] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:00.074204] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:05:00.074430] [INFO ] [CONFIGURE ] TRV: DISCARDED add_range_position (score: 50.00%) [2025-09-28T05:05:00.074509] [INFO ] [CONFIGURE ] JOB ETA: 5.1m | Avg: 1.6s/test | Remaining: 196 tests [2025-09-28T05:05:00.074585] [INFO ] [CONFIGURE ] TRV: Testing feature 22/29: add_realized_volatility [2025-09-28T05:05:00.074633] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T05:05:00.270611] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:05:00.477350] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:05:00.689429] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:05:00.893354] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:05:01.101177] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:05:01.305829] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:05:01.517275] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:05:01.776109] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:02.005100] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:05:02.215078] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:05:02.215307] [INFO ] [CONFIGURE ] TRV: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T05:05:02.215390] [INFO ] [CONFIGURE ] JOB ETA: 5.1m | Avg: 1.6s/test | Remaining: 195 tests [2025-09-28T05:05:02.215554] [INFO ] [CONFIGURE ] TRV: Testing feature 23/29: add_recent_range_context [2025-09-28T05:05:02.215605] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T05:05:02.405205] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:05:02.588949] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:05:02.790478] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:05:02.974161] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:05:03.148336] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:05:03.324246] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:05:03.498155] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:05:03.674009] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:03.848954] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:04.024724] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:05:04.024929] [INFO ] [CONFIGURE ] TRV: DISCARDED add_recent_range_context (score: 60.00%) [2025-09-28T05:05:04.025011] [INFO ] [CONFIGURE ] JOB ETA: 5.1m | Avg: 1.6s/test | Remaining: 194 tests [2025-09-28T05:05:04.025109] [INFO ] [CONFIGURE ] TRV: Testing feature 24/29: add_rsi [2025-09-28T05:05:04.025204] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T05:05:04.218617] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:05:04.410005] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:05:04.614606] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:05:04.855837] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:05:05.048829] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:05:05.247437] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:05.444093] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:05:05.635478] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:05.831175] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:06.026071] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:05:06.026302] [INFO ] [CONFIGURE ] TRV: DISCARDED add_rsi (score: 50.00%) [2025-09-28T05:05:06.026385] [INFO ] [CONFIGURE ] JOB ETA: 5.0m | Avg: 1.6s/test | Remaining: 193 tests [2025-09-28T05:05:06.026464] [INFO ] [CONFIGURE ] TRV: Testing feature 25/29: add_tick_distribution [2025-09-28T05:05:06.026542] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T05:05:06.192908] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:05:06.354401] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:05:06.530979] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:05:06.742860] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:05:06.968479] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:05:07.195365] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:05:07.372279] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:05:07.553736] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:07.742576] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:07.909027] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:05:07.909259] [INFO ] [CONFIGURE ] TRV: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T05:05:07.909340] [INFO ] [CONFIGURE ] JOB ETA: 5.0m | Avg: 1.6s/test | Remaining: 192 tests [2025-09-28T05:05:07.909415] [INFO ] [CONFIGURE ] TRV: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:05:07.909463] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T05:05:08.073713] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:05:08.241972] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:05:08.416940] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:05:08.595543] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:05:08.771274] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:05:08.968496] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:05:09.158606] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:05:09.333432] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:09.518440] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:09.699967] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:05:09.700235] [INFO ] [CONFIGURE ] TRV: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T05:05:09.700332] [INFO ] [CONFIGURE ] JOB ETA: 5.0m | Avg: 1.6s/test | Remaining: 191 tests [2025-09-28T05:05:09.700407] [INFO ] [CONFIGURE ] TRV: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:05:09.700483] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T05:05:09.884664] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:05:10.098602] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:05:10.305972] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:05:10.483596] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:05:10.665076] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:05:10.873892] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:05:11.078000] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:05:11.306155] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:11.583609] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:11.854947] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:05:11.855350] [INFO ] [CONFIGURE ] TRV: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T05:05:11.855472] [INFO ] [CONFIGURE ] JOB ETA: 5.0m | Avg: 1.6s/test | Remaining: 190 tests [2025-09-28T05:05:11.855571] [INFO ] [CONFIGURE ] TRV: Testing feature 28/29: add_volume_profile [2025-09-28T05:05:11.855702] [INFO ] [CONFIGURE ] TRV: Testing with features: ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T05:05:12.059769] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:05:12.253728] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:05:12.430467] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:05:12.601598] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:05:12.792268] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:05:12.973045] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:05:13.157221] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:05:13.331609] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:13.511897] [DEBUG] [FORECASTER] TRV: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:13.702000] [DEBUG] [FORECASTER] TRV: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:05:13.702290] [INFO ] [CONFIGURE ] TRV: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T05:05:13.702400] [INFO ] [CONFIGURE ] JOB ETA: 4.9m | Avg: 1.6s/test | Remaining: 189 tests [2025-09-28T05:05:13.702668] [INFO ] [CONFIGURE ] TRV: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:05:13.702771] [INFO ] [CONFIGURE ] TRV: Best accuracy: 70.00% [2025-09-28T05:05:13.702859] [INFO ] [CONFIGURE ] TRV: Best feature set (3 features): ['add_cumulative_delta', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:05:13.702954] [INFO ] [CONFIGURE ] TRV: Improvement over baseline: 40.00% [2025-09-28T05:05:13.703046] [INFO ] [CONFIGURE ] TRV: Total time: 49.5 seconds [2025-09-28T05:05:13.703137] [INFO ] [CONFIGURE ] TRV: Average time per feature: 1.8 seconds [2025-09-28T05:05:13.703234] [INFO ] [CONFIGURE ] TRV: Average speed: 0.59 features/sec [2025-09-28T05:05:13.704707] [INFO ] [LOCAL ] Saved configuration for TRV: 3 features, 70.00% accuracy -> ./output/feature-sets/TRV.json [2025-09-28T05:05:13.704872] [INFO ] [CONFIGURE ] TRV: Configuration saved successfully: 3 features, 70.00% accuracy. [2025-09-28T05:05:13.705094] [INFO ] [sig ] [130/135] Successfully configured TRV | 0.02 sym/s | Total: 1.7h | ETA: 3.8m [2025-09-28T05:05:13.705221] [INFO ] [sig ] [131/135] Configuring WDI... [2025-09-28T05:05:13.705344] [INFO ] [CONFIGURE ] WDI: Configurate test run. [2025-09-28T05:05:13.705494] [DEBUG] [REMOTE ] Fetching historical data for symbol 'WDI' from 'https://tdm.silogroup.org/data/derivative_storage/WDI.csv'. [2025-09-28T05:05:13.744124] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'WDI'. [2025-09-28T05:05:13.744998] [INFO ] [CONFIGURE ] WDI: Testing with 29 available features [2025-09-28T05:05:13.745106] [INFO ] [CONFIGURE ] WDI: Establishing baseline with no features... [2025-09-28T05:05:13.889731] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:13.999336] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:14.109461] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:05:14.221760] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:14.338389] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:05:14.453159] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:14.575284] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:14.693457] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:14.811201] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:05:14.925615] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:14.925811] [INFO ] [CONFIGURE ] WDI: Baseline score (no features): 30.00% [2025-09-28T05:05:14.925920] [INFO ] [CONFIGURE ] WDI: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:05:14.926001] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:05:15.049310] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:15.172435] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:15.300672] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:05:15.425357] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:15.550758] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:15.681674] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:15.804434] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:15.934097] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:05:16.078267] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:16.250393] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:16.250671] [INFO ] [CONFIGURE ] WDI: KEPT add_bollinger_bands (score: 40.00%) [2025-09-28T05:05:16.250783] [INFO ] [CONFIGURE ] JOB ETA: 4.9m | Avg: 1.6s/test | Remaining: 188 tests [2025-09-28T05:05:16.250873] [INFO ] [CONFIGURE ] WDI: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:05:16.250963] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T05:05:16.540187] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:16.686100] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:16.846915] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:17.005185] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:17.163100] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:17.316180] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:17.465493] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:17.610073] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:05:17.750584] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:05:17.894736] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:17.895010] [INFO ] [CONFIGURE ] WDI: DISCARDED add_cumulative_delta (score: 40.00%) [2025-09-28T05:05:17.895094] [INFO ] [CONFIGURE ] JOB ETA: 4.9m | Avg: 1.6s/test | Remaining: 187 tests [2025-09-28T05:05:17.895151] [INFO ] [CONFIGURE ] WDI: Testing feature 3/29: add_daily_returns [2025-09-28T05:05:17.895285] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T05:05:18.021166] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:18.144563] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:18.270549] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:18.404310] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:18.546676] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:18.680664] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:18.816626] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:18.952287] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:19.087318] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:05:19.230949] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:19.231171] [INFO ] [CONFIGURE ] WDI: KEPT add_daily_returns (score: 50.00%) [2025-09-28T05:05:19.231300] [INFO ] [CONFIGURE ] JOB ETA: 4.9m | Avg: 1.6s/test | Remaining: 186 tests [2025-09-28T05:05:19.231379] [INFO ] [CONFIGURE ] WDI: Testing feature 4/29: add_ema [2025-09-28T05:05:19.231452] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_ema'] [2025-09-28T05:05:19.381074] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:19.526662] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:19.685303] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:19.826235] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:19.974041] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:20.128572] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:20.277252] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:20.429456] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:20.586059] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:05:20.737212] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:20.737431] [INFO ] [CONFIGURE ] WDI: DISCARDED add_ema (score: 50.00%) [2025-09-28T05:05:20.737513] [INFO ] [CONFIGURE ] JOB ETA: 4.8m | Avg: 1.6s/test | Remaining: 185 tests [2025-09-28T05:05:20.737640] [INFO ] [CONFIGURE ] WDI: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:05:20.737738] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:05:20.899594] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:21.057361] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:21.218358] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:21.378522] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:21.538784] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:21.734879] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:21.899215] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:22.060202] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:22.221315] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:22.385361] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:22.385604] [INFO ] [CONFIGURE ] WDI: KEPT add_exhaustion_signals (score: 70.00%) [2025-09-28T05:05:22.385757] [INFO ] [CONFIGURE ] JOB ETA: 4.8m | Avg: 1.6s/test | Remaining: 184 tests [2025-09-28T05:05:22.385854] [INFO ] [CONFIGURE ] WDI: Testing feature 6/29: add_failed_moves [2025-09-28T05:05:22.385946] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_failed_moves'] [2025-09-28T05:05:22.553921] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:22.749754] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:22.918359] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:23.088934] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:23.259953] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:23.429384] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:23.600341] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:23.811975] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:23.997495] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:24.174328] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:24.174567] [INFO ] [CONFIGURE ] WDI: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T05:05:24.174773] [INFO ] [CONFIGURE ] JOB ETA: 4.8m | Avg: 1.6s/test | Remaining: 183 tests [2025-09-28T05:05:24.174891] [INFO ] [CONFIGURE ] WDI: Testing feature 7/29: add_lag_shelf [2025-09-28T05:05:24.175021] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_lag_shelf'] [2025-09-28T05:05:24.393252] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:24.619632] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:24.812289] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:24.973107] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:25.153880] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:25.330414] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:25.495581] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:25.665755] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:25.838850] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:26.016431] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:26.016688] [INFO ] [CONFIGURE ] WDI: DISCARDED add_lag_shelf (score: 60.00%) [2025-09-28T05:05:26.016773] [INFO ] [CONFIGURE ] JOB ETA: 4.8m | Avg: 1.6s/test | Remaining: 182 tests [2025-09-28T05:05:26.016851] [INFO ] [CONFIGURE ] WDI: Testing feature 8/29: add_macd [2025-09-28T05:05:26.017043] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_macd'] [2025-09-28T05:05:26.226235] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:05:26.417505] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:26.607874] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:26.802851] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:26.988906] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:27.176575] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:27.365870] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:27.553741] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:27.743945] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:27.931005] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:27.931257] [INFO ] [CONFIGURE ] WDI: DISCARDED add_macd (score: 50.00%) [2025-09-28T05:05:27.931341] [INFO ] [CONFIGURE ] JOB ETA: 4.7m | Avg: 1.6s/test | Remaining: 181 tests [2025-09-28T05:05:27.931419] [INFO ] [CONFIGURE ] WDI: Testing feature 9/29: add_mfi [2025-09-28T05:05:27.931496] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_mfi'] [2025-09-28T05:05:28.113754] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:28.300625] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:28.492120] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:28.684702] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:28.863194] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:29.056312] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:29.265777] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:29.448680] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:29.632955] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:29.843162] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:29.843431] [INFO ] [CONFIGURE ] WDI: DISCARDED add_mfi (score: 70.00%) [2025-09-28T05:05:29.843517] [INFO ] [CONFIGURE ] JOB ETA: 4.7m | Avg: 1.6s/test | Remaining: 180 tests [2025-09-28T05:05:29.843608] [INFO ] [CONFIGURE ] WDI: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:05:29.843711] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:05:30.034601] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:30.223366] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:30.418610] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:30.625490] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:30.859299] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:31.062498] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:31.260402] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:31.458113] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:31.655968] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:31.854574] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:31.854894] [INFO ] [CONFIGURE ] WDI: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T05:05:31.854981] [INFO ] [CONFIGURE ] JOB ETA: 4.7m | Avg: 1.6s/test | Remaining: 179 tests [2025-09-28T05:05:31.855057] [INFO ] [CONFIGURE ] WDI: Testing feature 11/29: add_obv_daily [2025-09-28T05:05:31.855112] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_obv_daily'] [2025-09-28T05:05:32.022145] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:05:32.199299] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:32.367953] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:32.538509] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:32.709103] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:32.878211] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:33.047356] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:33.227576] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:05:33.415991] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:33.586658] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:33.586915] [INFO ] [CONFIGURE ] WDI: DISCARDED add_obv_daily (score: 40.00%) [2025-09-28T05:05:33.587000] [INFO ] [CONFIGURE ] JOB ETA: 4.6m | Avg: 1.6s/test | Remaining: 178 tests [2025-09-28T05:05:33.587076] [INFO ] [CONFIGURE ] WDI: Testing feature 12/29: add_obv_interval [2025-09-28T05:05:33.587128] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_obv_interval'] [2025-09-28T05:05:33.742853] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:33.905791] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:34.075000] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:34.238087] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:34.405416] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:34.566253] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:34.735802] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:34.904284] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:35.067583] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:35.234810] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:35.235033] [INFO ] [CONFIGURE ] WDI: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T05:05:35.235114] [INFO ] [CONFIGURE ] JOB ETA: 4.6m | Avg: 1.6s/test | Remaining: 177 tests [2025-09-28T05:05:35.235192] [INFO ] [CONFIGURE ] WDI: Testing feature 13/29: add_opening_strength [2025-09-28T05:05:35.235269] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_opening_strength'] [2025-09-28T05:05:35.404243] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:35.571968] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:35.751370] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:35.923749] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:36.094463] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-17, Predicted=0.0, Actual=1 [2025-09-28T05:05:36.266747] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:36.435917] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:36.602926] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:36.780803] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:36.959298] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:36.959510] [INFO ] [CONFIGURE ] WDI: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T05:05:36.959604] [INFO ] [CONFIGURE ] JOB ETA: 4.6m | Avg: 1.6s/test | Remaining: 176 tests [2025-09-28T05:05:36.959707] [INFO ] [CONFIGURE ] WDI: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:05:36.959784] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_order_flow_imbalance'] [2025-09-28T05:05:37.146085] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:37.339419] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:37.520342] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:37.711189] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:37.887917] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:38.069687] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:38.263426] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:38.470033] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:38.675355] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:38.886378] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:38.886719] [INFO ] [CONFIGURE ] WDI: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T05:05:38.886837] [INFO ] [CONFIGURE ] JOB ETA: 4.6m | Avg: 1.6s/test | Remaining: 175 tests [2025-09-28T05:05:38.886951] [INFO ] [CONFIGURE ] WDI: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T05:05:38.887028] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_morning_momentum'] [2025-09-28T05:05:39.092328] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:39.269793] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:39.433323] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:39.594171] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:39.757085] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:39.915820] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:40.082549] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:40.247565] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:40.413381] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:40.606922] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:40.607226] [INFO ] [CONFIGURE ] WDI: DISCARDED add_pbf_morning_momentum (score: 60.00%) [2025-09-28T05:05:40.607326] [INFO ] [CONFIGURE ] JOB ETA: 4.5m | Avg: 1.6s/test | Remaining: 174 tests [2025-09-28T05:05:40.607422] [INFO ] [CONFIGURE ] WDI: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:05:40.607514] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_overnight_gap'] [2025-09-28T05:05:40.809661] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:40.978171] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:41.148628] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:41.313980] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:41.479606] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:41.647446] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:41.819360] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:42.011699] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:42.201211] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:42.377179] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:42.377405] [INFO ] [CONFIGURE ] WDI: DISCARDED add_pbf_overnight_gap (score: 70.00%) [2025-09-28T05:05:42.377502] [INFO ] [CONFIGURE ] JOB ETA: 4.5m | Avg: 1.6s/test | Remaining: 173 tests [2025-09-28T05:05:42.377584] [INFO ] [CONFIGURE ] WDI: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:05:42.377792] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_return_2d'] [2025-09-28T05:05:42.568791] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:42.737421] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:42.908572] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:43.082446] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:43.252377] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:43.431477] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:43.650809] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:43.830733] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:44.007976] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:44.187770] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:44.188024] [INFO ] [CONFIGURE ] WDI: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T05:05:44.188106] [INFO ] [CONFIGURE ] JOB ETA: 4.5m | Avg: 1.6s/test | Remaining: 172 tests [2025-09-28T05:05:44.188183] [INFO ] [CONFIGURE ] WDI: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:05:44.188256] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_volatility_5d'] [2025-09-28T05:05:44.359282] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:44.519923] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:44.680792] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:44.841223] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:45.003666] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:45.169031] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:45.330174] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:45.489723] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:45.648095] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:45.814026] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:45.814234] [INFO ] [CONFIGURE ] WDI: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T05:05:45.814318] [INFO ] [CONFIGURE ] JOB ETA: 4.5m | Avg: 1.6s/test | Remaining: 171 tests [2025-09-28T05:05:45.814395] [INFO ] [CONFIGURE ] WDI: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:05:45.814513] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_pbf_vs_sma_5'] [2025-09-28T05:05:45.973627] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:46.133610] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:46.294235] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:46.453202] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:46.611880] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:46.778994] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:46.943086] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:47.110378] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:47.277271] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:47.441858] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:47.442080] [INFO ] [CONFIGURE ] WDI: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T05:05:47.442163] [INFO ] [CONFIGURE ] JOB ETA: 4.4m | Avg: 1.6s/test | Remaining: 170 tests [2025-09-28T05:05:47.442239] [INFO ] [CONFIGURE ] WDI: Testing feature 20/29: add_price_rejection [2025-09-28T05:05:47.442340] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_price_rejection'] [2025-09-28T05:05:47.607424] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:47.789806] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:47.954526] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:48.126059] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:48.292798] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:48.461197] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:48.640071] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:48.827895] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:49.001968] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:49.183310] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:49.183530] [INFO ] [CONFIGURE ] WDI: DISCARDED add_price_rejection (score: 70.00%) [2025-09-28T05:05:49.183614] [INFO ] [CONFIGURE ] JOB ETA: 4.4m | Avg: 1.6s/test | Remaining: 169 tests [2025-09-28T05:05:49.183797] [INFO ] [CONFIGURE ] WDI: Testing feature 21/29: add_range_position [2025-09-28T05:05:49.183871] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_range_position'] [2025-09-28T05:05:49.361774] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:49.539272] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:49.718629] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:49.902677] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:50.083762] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:50.264330] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:50.446392] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:50.631525] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:50.821955] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:51.007686] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:51.007887] [INFO ] [CONFIGURE ] WDI: DISCARDED add_range_position (score: 60.00%) [2025-09-28T05:05:51.007970] [INFO ] [CONFIGURE ] JOB ETA: 4.4m | Avg: 1.6s/test | Remaining: 168 tests [2025-09-28T05:05:51.008130] [INFO ] [CONFIGURE ] WDI: Testing feature 22/29: add_realized_volatility [2025-09-28T05:05:51.008207] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_realized_volatility'] [2025-09-28T05:05:51.203915] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:05:51.394960] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:51.585558] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:51.782811] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:51.974900] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:52.170406] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:52.382999] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:52.595853] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:52.797280] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:53.000895] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:05:53.001096] [INFO ] [CONFIGURE ] WDI: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T05:05:53.001178] [INFO ] [CONFIGURE ] JOB ETA: 4.4m | Avg: 1.6s/test | Remaining: 167 tests [2025-09-28T05:05:53.001346] [INFO ] [CONFIGURE ] WDI: Testing feature 23/29: add_recent_range_context [2025-09-28T05:05:53.001420] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_recent_range_context'] [2025-09-28T05:05:53.167203] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:53.334589] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:53.503507] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:53.673824] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:53.859094] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:54.028854] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:54.197516] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:54.369175] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:54.543126] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:54.720129] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:54.720357] [INFO ] [CONFIGURE ] WDI: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T05:05:54.720441] [INFO ] [CONFIGURE ] JOB ETA: 4.3m | Avg: 1.6s/test | Remaining: 166 tests [2025-09-28T05:05:54.720518] [INFO ] [CONFIGURE ] WDI: Testing feature 24/29: add_rsi [2025-09-28T05:05:54.720663] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_ema', 'add_rsi'] [2025-09-28T05:05:54.910779] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:55.096989] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:55.283441] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:55.475077] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:55.673855] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:55.877835] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:56.077434] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:56.283440] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:56.481131] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:56.677270] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:56.677513] [INFO ] [CONFIGURE ] WDI: DISCARDED add_rsi (score: 70.00%) [2025-09-28T05:05:56.677597] [INFO ] [CONFIGURE ] JOB ETA: 4.3m | Avg: 1.6s/test | Remaining: 165 tests [2025-09-28T05:05:56.677701] [INFO ] [CONFIGURE ] WDI: Testing feature 25/29: add_tick_distribution [2025-09-28T05:05:56.677901] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_tick_distribution'] [2025-09-28T05:05:56.847223] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:57.010149] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:57.173345] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:57.342051] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:57.510498] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:57.683668] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:57.849131] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:58.017338] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:58.185233] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:05:58.352921] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:05:58.353141] [INFO ] [CONFIGURE ] WDI: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T05:05:58.353223] [INFO ] [CONFIGURE ] JOB ETA: 4.3m | Avg: 1.6s/test | Remaining: 164 tests [2025-09-28T05:05:58.353301] [INFO ] [CONFIGURE ] WDI: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:05:58.353374] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_momentum_confirmation'] [2025-09-28T05:05:58.520196] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:05:58.690282] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:05:58.870276] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:05:59.035550] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:05:59.204298] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:05:59.367970] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:05:59.539351] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:05:59.724454] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:05:59.907551] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:00.087874] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:06:00.088091] [INFO ] [CONFIGURE ] WDI: DISCARDED add_volume_momentum_confirmation (score: 70.00%) [2025-09-28T05:06:00.088189] [INFO ] [CONFIGURE ] JOB ETA: 4.3m | Avg: 1.6s/test | Remaining: 163 tests [2025-09-28T05:06:00.088288] [INFO ] [CONFIGURE ] WDI: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:06:00.088382] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_price_divergence'] [2025-09-28T05:06:00.273685] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:00.461524] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:06:00.648158] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:00.835698] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:06:01.019823] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:06:01.202925] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:06:01.387457] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:06:01.575204] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:01.764877] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:01.964576] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-24, Predicted=1.0, Actual=0 [2025-09-28T05:06:01.964840] [INFO ] [CONFIGURE ] WDI: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T05:06:01.964945] [INFO ] [CONFIGURE ] JOB ETA: 4.2m | Avg: 1.6s/test | Remaining: 162 tests [2025-09-28T05:06:01.965041] [INFO ] [CONFIGURE ] WDI: Testing feature 28/29: add_volume_profile [2025-09-28T05:06:01.965135] [INFO ] [CONFIGURE ] WDI: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals', 'add_volume_profile'] [2025-09-28T05:06:02.218673] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:02.475303] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:06:02.697803] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:02.928171] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:06:03.110844] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-17, Predicted=1.0, Actual=1 [2025-09-28T05:06:03.287538] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:06:03.467345] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:06:03.652737] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:03.865477] [DEBUG] [FORECASTER] WDI: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:06:04.101547] [DEBUG] [FORECASTER] WDI: Forecast CORRECT: Date=2025-09-24, Predicted=0.0, Actual=0 [2025-09-28T05:06:04.101898] [INFO ] [CONFIGURE ] WDI: DISCARDED add_volume_profile (score: 60.00%) [2025-09-28T05:06:04.101996] [INFO ] [CONFIGURE ] JOB ETA: 4.2m | Avg: 1.6s/test | Remaining: 161 tests [2025-09-28T05:06:04.102092] [INFO ] [CONFIGURE ] WDI: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:06:04.102168] [INFO ] [CONFIGURE ] WDI: Best accuracy: 70.00% [2025-09-28T05:06:04.102243] [INFO ] [CONFIGURE ] WDI: Best feature set (4 features): ['add_bollinger_bands', 'add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:06:04.102298] [INFO ] [CONFIGURE ] WDI: Improvement over baseline: 40.00% [2025-09-28T05:06:04.102334] [INFO ] [CONFIGURE ] WDI: Total time: 49.2 seconds [2025-09-28T05:06:04.102396] [INFO ] [CONFIGURE ] WDI: Average time per feature: 1.8 seconds [2025-09-28T05:06:04.102440] [INFO ] [CONFIGURE ] WDI: Average speed: 0.59 features/sec [2025-09-28T05:06:04.103441] [INFO ] [LOCAL ] Saved configuration for WDI: 4 features, 70.00% accuracy -> ./output/feature-sets/WDI.json [2025-09-28T05:06:04.103522] [INFO ] [CONFIGURE ] WDI: Configuration saved successfully: 4 features, 70.00% accuracy. [2025-09-28T05:06:04.103676] [INFO ] [sig ] [131/135] Successfully configured WDI | 0.02 sym/s | Total: 1.7h | ETA: 3.1m [2025-09-28T05:06:04.103781] [INFO ] [sig ] [132/135] Configuring WTS... [2025-09-28T05:06:04.103846] [INFO ] [CONFIGURE ] WTS: Configurate test run. [2025-09-28T05:06:04.103948] [DEBUG] [REMOTE ] Fetching historical data for symbol 'WTS' from 'https://tdm.silogroup.org/data/derivative_storage/WTS.csv'. [2025-09-28T05:06:04.425206] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'WTS'. [2025-09-28T05:06:04.425977] [INFO ] [CONFIGURE ] WTS: Testing with 29 available features [2025-09-28T05:06:04.426091] [INFO ] [CONFIGURE ] WTS: Establishing baseline with no features... [2025-09-28T05:06:04.571274] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:06:04.693773] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:04.826423] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:04.944309] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:05.057247] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:05.186851] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:05.306330] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:05.430425] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:05.544209] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:05.674934] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:05.675153] [INFO ] [CONFIGURE ] WTS: Baseline score (no features): 70.00% [2025-09-28T05:06:05.675255] [INFO ] [CONFIGURE ] WTS: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:06:05.675333] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:06:05.796848] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:05.922828] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:06.050208] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:06.176349] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:06.299787] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:06.436667] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:06.563679] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:06.689478] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:06.818353] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:06.944311] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:06.944609] [INFO ] [CONFIGURE ] WTS: KEPT add_bollinger_bands (score: 90.00%) [2025-09-28T05:06:06.944752] [INFO ] [CONFIGURE ] JOB ETA: 4.2m | Avg: 1.6s/test | Remaining: 160 tests [2025-09-28T05:06:06.944918] [INFO ] [CONFIGURE ] WTS: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:06:06.945041] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_cumulative_delta'] [2025-09-28T05:06:07.091354] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:07.237495] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:07.381056] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:07.533277] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:07.682609] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:07.833098] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:07.976752] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:08.130165] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:08.278471] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:08.428153] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:08.428451] [INFO ] [CONFIGURE ] WTS: DISCARDED add_cumulative_delta (score: 80.00%) [2025-09-28T05:06:08.428539] [INFO ] [CONFIGURE ] JOB ETA: 4.2m | Avg: 1.6s/test | Remaining: 159 tests [2025-09-28T05:06:08.428631] [INFO ] [CONFIGURE ] WTS: Testing feature 3/29: add_daily_returns [2025-09-28T05:06:08.428735] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_daily_returns'] [2025-09-28T05:06:08.569950] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:08.719126] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:08.847289] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:08.978281] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:09.108267] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:09.248974] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:09.378114] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:09.508564] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:09.640618] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:06:09.776299] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:09.776534] [INFO ] [CONFIGURE ] WTS: DISCARDED add_daily_returns (score: 80.00%) [2025-09-28T05:06:09.776667] [INFO ] [CONFIGURE ] JOB ETA: 4.1m | Avg: 1.6s/test | Remaining: 158 tests [2025-09-28T05:06:09.776762] [INFO ] [CONFIGURE ] WTS: Testing feature 4/29: add_ema [2025-09-28T05:06:09.776841] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_ema'] [2025-09-28T05:06:09.939609] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:10.087575] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:10.231460] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:06:10.373668] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:10.516620] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:10.667837] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:10.817371] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:10.969444] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:11.114849] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:11.262242] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:11.262465] [INFO ] [CONFIGURE ] WTS: DISCARDED add_ema (score: 70.00%) [2025-09-28T05:06:11.262567] [INFO ] [CONFIGURE ] JOB ETA: 4.1m | Avg: 1.6s/test | Remaining: 157 tests [2025-09-28T05:06:11.262699] [INFO ] [CONFIGURE ] WTS: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:06:11.262779] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:06:11.426947] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:11.579895] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:11.731010] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:11.884818] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:12.047603] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:12.222130] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:12.387401] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:12.551366] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:12.724040] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:12.893360] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:12.893696] [INFO ] [CONFIGURE ] WTS: DISCARDED add_exhaustion_signals (score: 90.00%) [2025-09-28T05:06:12.893796] [INFO ] [CONFIGURE ] JOB ETA: 4.1m | Avg: 1.6s/test | Remaining: 156 tests [2025-09-28T05:06:12.893979] [INFO ] [CONFIGURE ] WTS: Testing feature 6/29: add_failed_moves [2025-09-28T05:06:12.894055] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_failed_moves'] [2025-09-28T05:06:13.028120] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:13.161614] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:13.293926] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:13.432988] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:13.571615] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:13.706302] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:13.840142] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:13.974091] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:14.107463] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:14.262072] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:14.263213] [INFO ] [CONFIGURE ] WTS: DISCARDED add_failed_moves (score: 90.00%) [2025-09-28T05:06:14.263300] [INFO ] [CONFIGURE ] JOB ETA: 4.0m | Avg: 1.6s/test | Remaining: 155 tests [2025-09-28T05:06:14.263377] [INFO ] [CONFIGURE ] WTS: Testing feature 7/29: add_lag_shelf [2025-09-28T05:06:14.263452] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_lag_shelf'] [2025-09-28T05:06:14.387550] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:14.515778] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:14.647350] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:06:14.772696] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:14.904461] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:15.033027] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:15.159338] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:15.282303] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:15.408008] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:15.543495] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:15.543743] [INFO ] [CONFIGURE ] WTS: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T05:06:15.543826] [INFO ] [CONFIGURE ] JOB ETA: 4.0m | Avg: 1.6s/test | Remaining: 154 tests [2025-09-28T05:06:15.543902] [INFO ] [CONFIGURE ] WTS: Testing feature 8/29: add_macd [2025-09-28T05:06:15.544013] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_vwap', 'add_macd'] [2025-09-28T05:06:15.715318] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:15.883577] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:16.057546] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:16.225237] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:16.397571] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:16.564179] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:16.741962] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:16.912021] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:17.088756] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:17.262474] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:17.262807] [INFO ] [CONFIGURE ] WTS: DISCARDED add_macd (score: 80.00%) [2025-09-28T05:06:17.262921] [INFO ] [CONFIGURE ] JOB ETA: 4.0m | Avg: 1.6s/test | Remaining: 153 tests [2025-09-28T05:06:17.263029] [INFO ] [CONFIGURE ] WTS: Testing feature 9/29: add_mfi [2025-09-28T05:06:17.263138] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_mfi'] [2025-09-28T05:06:17.455080] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:17.616008] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:17.762315] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:17.908898] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:18.057969] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:18.199865] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:18.347099] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:18.498608] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:18.635817] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:18.777521] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:18.777787] [INFO ] [CONFIGURE ] WTS: DISCARDED add_mfi (score: 90.00%) [2025-09-28T05:06:18.777871] [INFO ] [CONFIGURE ] JOB ETA: 4.0m | Avg: 1.6s/test | Remaining: 152 tests [2025-09-28T05:06:18.777956] [INFO ] [CONFIGURE ] WTS: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:06:18.778035] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:06:18.934417] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:19.090831] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:19.252581] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:19.409509] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:19.560455] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:19.713923] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:19.872564] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:20.032912] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:20.189866] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:20.349099] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:20.349327] [INFO ] [CONFIGURE ] WTS: DISCARDED add_momentum_acceleration (score: 90.00%) [2025-09-28T05:06:20.349427] [INFO ] [CONFIGURE ] JOB ETA: 3.9m | Avg: 1.6s/test | Remaining: 151 tests [2025-09-28T05:06:20.349532] [INFO ] [CONFIGURE ] WTS: Testing feature 11/29: add_obv_daily [2025-09-28T05:06:20.349624] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_obv_daily'] [2025-09-28T05:06:20.487110] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:06:20.647310] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:20.777786] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:20.913422] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:21.047886] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:21.180506] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:21.321111] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:21.458316] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:21.594245] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:21.730499] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:21.730772] [INFO ] [CONFIGURE ] WTS: DISCARDED add_obv_daily (score: 70.00%) [2025-09-28T05:06:21.730858] [INFO ] [CONFIGURE ] JOB ETA: 3.9m | Avg: 1.6s/test | Remaining: 150 tests [2025-09-28T05:06:21.730937] [INFO ] [CONFIGURE ] WTS: Testing feature 12/29: add_obv_interval [2025-09-28T05:06:21.731015] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_obv_interval'] [2025-09-28T05:06:21.862116] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:21.993737] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:22.121848] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:22.259436] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:22.395234] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:22.549585] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:22.717554] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:22.849341] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:22.983856] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:23.118679] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:23.118878] [INFO ] [CONFIGURE ] WTS: DISCARDED add_obv_interval (score: 80.00%) [2025-09-28T05:06:23.118960] [INFO ] [CONFIGURE ] JOB ETA: 3.9m | Avg: 1.6s/test | Remaining: 149 tests [2025-09-28T05:06:23.119035] [INFO ] [CONFIGURE ] WTS: Testing feature 13/29: add_opening_strength [2025-09-28T05:06:23.119109] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T05:06:23.264562] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:23.410489] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:23.565789] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:23.755104] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:23.891949] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:24.033419] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:24.176073] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:24.314593] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:24.466443] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:24.620372] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:24.620595] [INFO ] [CONFIGURE ] WTS: DISCARDED add_opening_strength (score: 80.00%) [2025-09-28T05:06:24.620722] [INFO ] [CONFIGURE ] JOB ETA: 3.9m | Avg: 1.6s/test | Remaining: 148 tests [2025-09-28T05:06:24.620881] [INFO ] [CONFIGURE ] WTS: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:06:24.620977] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_order_flow_imbalance'] [2025-09-28T05:06:24.773556] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:24.925272] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:25.074754] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:25.228110] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:25.384609] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:25.543387] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:25.686716] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:25.831441] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:25.975629] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:26.122284] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:26.122505] [INFO ] [CONFIGURE ] WTS: DISCARDED add_order_flow_imbalance (score: 70.00%) [2025-09-28T05:06:26.122611] [INFO ] [CONFIGURE ] JOB ETA: 3.8m | Avg: 1.6s/test | Remaining: 147 tests [2025-09-28T05:06:26.122712] [INFO ] [CONFIGURE ] WTS: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T05:06:26.122784] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_pbf_morning_momentum'] [2025-09-28T05:06:26.248847] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:26.372900] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:26.502047] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:26.630175] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:26.757153] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:26.886249] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:27.012817] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:27.148193] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:27.279887] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:27.412663] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:27.412856] [INFO ] [CONFIGURE ] WTS: DISCARDED add_pbf_morning_momentum (score: 90.00%) [2025-09-28T05:06:27.412953] [INFO ] [CONFIGURE ] JOB ETA: 3.8m | Avg: 1.6s/test | Remaining: 146 tests [2025-09-28T05:06:27.413048] [INFO ] [CONFIGURE ] WTS: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:06:27.413137] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_pbf_overnight_gap'] [2025-09-28T05:06:27.554164] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:27.700323] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:27.844617] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:27.982932] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:28.128375] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:28.268561] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:28.422461] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:28.570305] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:28.711288] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:28.845100] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:28.845319] [INFO ] [CONFIGURE ] WTS: DISCARDED add_pbf_overnight_gap (score: 90.00%) [2025-09-28T05:06:28.845401] [INFO ] [CONFIGURE ] JOB ETA: 3.8m | Avg: 1.6s/test | Remaining: 145 tests [2025-09-28T05:06:28.845480] [INFO ] [CONFIGURE ] WTS: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:06:28.845555] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_pbf_return_2d'] [2025-09-28T05:06:28.976775] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:29.116887] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:29.251315] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:29.389046] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:29.525076] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:29.663213] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:29.799473] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:29.936730] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:30.076635] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:30.221257] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:30.221548] [INFO ] [CONFIGURE ] WTS: DISCARDED add_pbf_return_2d (score: 80.00%) [2025-09-28T05:06:30.221638] [INFO ] [CONFIGURE ] JOB ETA: 3.8m | Avg: 1.6s/test | Remaining: 144 tests [2025-09-28T05:06:30.221753] [INFO ] [CONFIGURE ] WTS: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:06:30.221837] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_pbf_volatility_5d'] [2025-09-28T05:06:30.354878] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:30.488968] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:30.623546] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:30.755776] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:30.890617] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:31.028916] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:31.153727] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:31.293783] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:31.421482] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:31.550244] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:31.550460] [INFO ] [CONFIGURE ] WTS: DISCARDED add_pbf_volatility_5d (score: 90.00%) [2025-09-28T05:06:31.550546] [INFO ] [CONFIGURE ] JOB ETA: 3.7m | Avg: 1.6s/test | Remaining: 143 tests [2025-09-28T05:06:31.550625] [INFO ] [CONFIGURE ] WTS: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:06:31.550728] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_pbf_vs_sma_5'] [2025-09-28T05:06:31.676845] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:31.798548] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:31.920358] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:06:32.043110] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:32.167383] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:32.292300] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:32.416853] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:32.542938] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:32.668841] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:32.793222] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:32.793430] [INFO ] [CONFIGURE ] WTS: DISCARDED add_pbf_vs_sma_5 (score: 80.00%) [2025-09-28T05:06:32.793514] [INFO ] [CONFIGURE ] JOB ETA: 3.7m | Avg: 1.6s/test | Remaining: 142 tests [2025-09-28T05:06:32.793590] [INFO ] [CONFIGURE ] WTS: Testing feature 20/29: add_price_rejection [2025-09-28T05:06:32.793690] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_price_rejection'] [2025-09-28T05:06:32.928913] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:33.064008] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:33.200830] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:33.343089] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:33.485115] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:33.630484] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:33.770997] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:33.911722] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:34.054007] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:34.194394] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:34.194615] [INFO ] [CONFIGURE ] WTS: DISCARDED add_price_rejection (score: 80.00%) [2025-09-28T05:06:34.194720] [INFO ] [CONFIGURE ] JOB ETA: 3.7m | Avg: 1.6s/test | Remaining: 141 tests [2025-09-28T05:06:34.194799] [INFO ] [CONFIGURE ] WTS: Testing feature 21/29: add_range_position [2025-09-28T05:06:34.194874] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_range_position'] [2025-09-28T05:06:34.352121] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:34.500620] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:34.660131] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:34.812227] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:34.991194] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:35.140626] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:35.286577] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:35.436226] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:35.585436] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:35.733851] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:35.734052] [INFO ] [CONFIGURE ] WTS: DISCARDED add_range_position (score: 70.00%) [2025-09-28T05:06:35.734133] [INFO ] [CONFIGURE ] JOB ETA: 3.7m | Avg: 1.6s/test | Remaining: 140 tests [2025-09-28T05:06:35.734208] [INFO ] [CONFIGURE ] WTS: Testing feature 22/29: add_realized_volatility [2025-09-28T05:06:35.734281] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_realized_volatility'] [2025-09-28T05:06:35.890494] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:36.047397] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:36.203875] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:06:36.365565] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:36.531020] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:36.703547] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:36.866513] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:37.036620] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:37.238794] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:37.413881] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:37.414100] [INFO ] [CONFIGURE ] WTS: DISCARDED add_realized_volatility (score: 70.00%) [2025-09-28T05:06:37.414183] [INFO ] [CONFIGURE ] JOB ETA: 3.6m | Avg: 1.6s/test | Remaining: 139 tests [2025-09-28T05:06:37.414261] [INFO ] [CONFIGURE ] WTS: Testing feature 23/29: add_recent_range_context [2025-09-28T05:06:37.414338] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_recent_range_context'] [2025-09-28T05:06:37.549606] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:37.682723] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:37.818572] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:06:37.952849] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:38.084438] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:38.210821] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:38.339294] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:38.475031] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:38.617851] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:38.753221] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:38.753416] [INFO ] [CONFIGURE ] WTS: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T05:06:38.753496] [INFO ] [CONFIGURE ] JOB ETA: 3.6m | Avg: 1.6s/test | Remaining: 138 tests [2025-09-28T05:06:38.753571] [INFO ] [CONFIGURE ] WTS: Testing feature 24/29: add_rsi [2025-09-28T05:06:38.753666] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_ema', 'add_rsi'] [2025-09-28T05:06:38.912405] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:06:39.073665] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:39.230859] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:06:39.392489] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:39.559578] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:39.719678] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:39.874683] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:40.033493] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:40.190553] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:40.349002] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:40.349257] [INFO ] [CONFIGURE ] WTS: DISCARDED add_rsi (score: 70.00%) [2025-09-28T05:06:40.349341] [INFO ] [CONFIGURE ] JOB ETA: 3.6m | Avg: 1.6s/test | Remaining: 137 tests [2025-09-28T05:06:40.349420] [INFO ] [CONFIGURE ] WTS: Testing feature 25/29: add_tick_distribution [2025-09-28T05:06:40.349496] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_tick_distribution'] [2025-09-28T05:06:40.480315] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:40.611794] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:40.771002] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:40.914096] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:41.056407] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:41.193141] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:41.331717] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:41.473091] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:41.615967] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:41.757196] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:41.757424] [INFO ] [CONFIGURE ] WTS: DISCARDED add_tick_distribution (score: 90.00%) [2025-09-28T05:06:41.757508] [INFO ] [CONFIGURE ] JOB ETA: 3.6m | Avg: 1.6s/test | Remaining: 136 tests [2025-09-28T05:06:41.757587] [INFO ] [CONFIGURE ] WTS: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:06:41.757638] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T05:06:41.899863] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:42.043833] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:42.189285] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:42.320796] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:42.454321] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:42.590168] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:42.731840] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:06:42.872855] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:43.012753] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:43.161409] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:43.161668] [INFO ] [CONFIGURE ] WTS: KEPT add_volume_momentum_confirmation (score: 100.00%) [2025-09-28T05:06:43.161750] [INFO ] [CONFIGURE ] JOB ETA: 3.5m | Avg: 1.6s/test | Remaining: 135 tests [2025-09-28T05:06:43.161870] [INFO ] [CONFIGURE ] WTS: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:06:43.161944] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation', 'add_volume_price_divergence'] [2025-09-28T05:06:43.315874] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:43.469737] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:43.628917] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:43.780008] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:43.937809] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:44.095716] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:44.253687] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:44.409693] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:44.579001] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:44.739851] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:44.740092] [INFO ] [CONFIGURE ] WTS: DISCARDED add_volume_price_divergence (score: 90.00%) [2025-09-28T05:06:44.740175] [INFO ] [CONFIGURE ] JOB ETA: 3.5m | Avg: 1.6s/test | Remaining: 134 tests [2025-09-28T05:06:44.740250] [INFO ] [CONFIGURE ] WTS: Testing feature 28/29: add_volume_profile [2025-09-28T05:06:44.740308] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation', 'add_volume_profile'] [2025-09-28T05:06:44.883429] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:45.024049] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:45.166887] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:45.312723] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:45.457090] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:45.605794] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:45.755561] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:45.905404] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:46.051104] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:46.195461] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:46.195721] [INFO ] [CONFIGURE ] WTS: DISCARDED add_volume_profile (score: 90.00%) [2025-09-28T05:06:46.195803] [INFO ] [CONFIGURE ] JOB ETA: 3.5m | Avg: 1.6s/test | Remaining: 133 tests [2025-09-28T05:06:46.195878] [INFO ] [CONFIGURE ] WTS: Testing feature 29/29: add_vwap [2025-09-28T05:06:46.195951] [INFO ] [CONFIGURE ] WTS: Testing with features: ['add_bollinger_bands', 'add_volume_momentum_confirmation', 'add_vwap'] [2025-09-28T05:06:46.341042] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:06:46.492467] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:06:46.641228] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:46.796952] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:46.950116] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:47.104458] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:47.257724] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:47.412271] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:06:47.570352] [DEBUG] [FORECASTER] WTS: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:06:47.726333] [DEBUG] [FORECASTER] WTS: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:47.726557] [INFO ] [CONFIGURE ] WTS: DISCARDED add_vwap (score: 80.00%) [2025-09-28T05:06:47.726661] [INFO ] [CONFIGURE ] JOB ETA: 3.4m | Avg: 1.6s/test | Remaining: 132 tests [2025-09-28T05:06:47.726805] [INFO ] [CONFIGURE ] WTS: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:06:47.727061] [INFO ] [CONFIGURE ] WTS: Best accuracy: 100.00% [2025-09-28T05:06:47.727143] [INFO ] [CONFIGURE ] WTS: Best feature set (2 features): ['add_bollinger_bands', 'add_volume_momentum_confirmation'] [2025-09-28T05:06:47.727214] [INFO ] [CONFIGURE ] WTS: Improvement over baseline: 30.00% [2025-09-28T05:06:47.727283] [INFO ] [CONFIGURE ] WTS: Total time: 42.1 seconds [2025-09-28T05:06:47.727353] [INFO ] [CONFIGURE ] WTS: Average time per feature: 1.4 seconds [2025-09-28T05:06:47.727423] [INFO ] [CONFIGURE ] WTS: Average speed: 0.69 features/sec [2025-09-28T05:06:47.728550] [INFO ] [LOCAL ] Saved configuration for WTS: 2 features, 100.00% accuracy -> ./output/feature-sets/WTS.json [2025-09-28T05:06:47.728664] [INFO ] [CONFIGURE ] WTS: Configuration saved successfully: 2 features, 100.00% accuracy. [2025-09-28T05:06:47.728848] [INFO ] [sig ] [132/135] Successfully configured WTS | 0.02 sym/s | Total: 1.7h | ETA: 2.3m [2025-09-28T05:06:47.728950] [INFO ] [sig ] [133/135] Configuring XOM... [2025-09-28T05:06:47.729048] [INFO ] [CONFIGURE ] XOM: Configurate test run. [2025-09-28T05:06:47.729172] [DEBUG] [REMOTE ] Fetching historical data for symbol 'XOM' from 'https://tdm.silogroup.org/data/derivative_storage/XOM.csv'. [2025-09-28T05:06:47.757263] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'XOM'. [2025-09-28T05:06:47.757871] [INFO ] [CONFIGURE ] XOM: Testing with 29 available features [2025-09-28T05:06:47.757956] [INFO ] [CONFIGURE ] XOM: Establishing baseline with no features... [2025-09-28T05:06:47.870923] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:06:47.987743] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:06:48.117918] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:48.231668] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:48.345905] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:48.459363] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:48.572188] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:48.684142] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:06:48.804016] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:48.926609] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:48.926906] [INFO ] [CONFIGURE ] XOM: Baseline score (no features): 80.00% [2025-09-28T05:06:48.927024] [INFO ] [CONFIGURE ] XOM: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:06:48.927108] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:06:49.051848] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:06:49.177486] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:06:49.303112] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:06:49.430205] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:49.557918] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:49.682929] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:49.809393] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:49.940373] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:06:50.070270] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:50.196515] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:50.196804] [INFO ] [CONFIGURE ] XOM: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T05:06:50.196917] [INFO ] [CONFIGURE ] JOB ETA: 3.4m | Avg: 1.6s/test | Remaining: 131 tests [2025-09-28T05:06:50.196994] [INFO ] [CONFIGURE ] XOM: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:06:50.197094] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_cumulative_delta'] [2025-09-28T05:06:50.333018] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:06:50.465616] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:06:50.628094] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:50.779764] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:50.919297] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:06:51.055850] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:06:51.193555] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:51.329384] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:06:51.465192] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:51.599424] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:51.599663] [INFO ] [CONFIGURE ] XOM: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T05:06:51.599748] [INFO ] [CONFIGURE ] JOB ETA: 3.4m | Avg: 1.6s/test | Remaining: 130 tests [2025-09-28T05:06:51.599853] [INFO ] [CONFIGURE ] XOM: Testing feature 3/29: add_daily_returns [2025-09-28T05:06:51.599930] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_daily_returns'] [2025-09-28T05:06:51.716494] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:06:51.840574] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:06:51.956356] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:52.079263] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:52.203978] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:52.322801] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:06:52.446765] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:52.573602] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:06:52.700974] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:52.829889] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:52.830113] [INFO ] [CONFIGURE ] XOM: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T05:06:52.830258] [INFO ] [CONFIGURE ] JOB ETA: 3.4m | Avg: 1.6s/test | Remaining: 129 tests [2025-09-28T05:06:52.830335] [INFO ] [CONFIGURE ] XOM: Testing feature 4/29: add_ema [2025-09-28T05:06:52.830408] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_ema'] [2025-09-28T05:06:52.963348] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:06:53.109551] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:06:53.311831] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:06:53.454635] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:53.585321] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:53.717355] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:53.853696] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:53.986416] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:06:54.129623] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:54.267430] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:54.267699] [INFO ] [CONFIGURE ] XOM: DISCARDED add_ema (score: 50.00%) [2025-09-28T05:06:54.267794] [INFO ] [CONFIGURE ] JOB ETA: 3.3m | Avg: 1.6s/test | Remaining: 128 tests [2025-09-28T05:06:54.267870] [INFO ] [CONFIGURE ] XOM: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:06:54.268088] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:06:54.416360] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:06:54.572303] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:06:54.727250] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:54.872142] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:06:55.014731] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:55.154568] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:06:55.294898] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:55.438325] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:06:55.581401] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:06:55.733059] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:06:55.733339] [INFO ] [CONFIGURE ] XOM: DISCARDED add_exhaustion_signals (score: 50.00%) [2025-09-28T05:06:55.733424] [INFO ] [CONFIGURE ] JOB ETA: 3.3m | Avg: 1.6s/test | Remaining: 127 tests [2025-09-28T05:06:55.733527] [INFO ] [CONFIGURE ] XOM: Testing feature 6/29: add_failed_moves [2025-09-28T05:06:55.733692] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_failed_moves'] [2025-09-28T05:06:55.855547] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:06:55.980727] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:06:56.106239] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:56.225754] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:56.353281] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:56.477422] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:56.602171] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:56.727194] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:06:56.867037] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:06:56.998660] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:56.998906] [INFO ] [CONFIGURE ] XOM: DISCARDED add_failed_moves (score: 60.00%) [2025-09-28T05:06:56.998988] [INFO ] [CONFIGURE ] JOB ETA: 3.3m | Avg: 1.6s/test | Remaining: 126 tests [2025-09-28T05:06:56.999098] [INFO ] [CONFIGURE ] XOM: Testing feature 7/29: add_lag_shelf [2025-09-28T05:06:56.999203] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_lag_shelf'] [2025-09-28T05:06:57.145318] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:06:57.307932] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:06:57.464060] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:57.617854] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:06:57.785440] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:57.939623] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:06:58.073697] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:58.202816] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:06:58.317622] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:06:58.430538] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:06:58.430725] [INFO ] [CONFIGURE ] XOM: DISCARDED add_lag_shelf (score: 80.00%) [2025-09-28T05:06:58.430809] [INFO ] [CONFIGURE ] JOB ETA: 3.3m | Avg: 1.6s/test | Remaining: 125 tests [2025-09-28T05:06:58.430891] [INFO ] [CONFIGURE ] XOM: Testing feature 8/29: add_macd [2025-09-28T05:06:58.430964] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T05:06:58.582081] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:06:58.738109] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:06:58.900616] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:06:59.065843] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:06:59.217203] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:06:59.367358] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:06:59.544413] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:06:59.703893] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:06:59.858327] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:00.016070] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:07:00.016356] [INFO ] [CONFIGURE ] XOM: DISCARDED add_macd (score: 50.00%) [2025-09-28T05:07:00.016444] [INFO ] [CONFIGURE ] JOB ETA: 3.2m | Avg: 1.6s/test | Remaining: 124 tests [2025-09-28T05:07:00.016502] [INFO ] [CONFIGURE ] XOM: Testing feature 9/29: add_mfi [2025-09-28T05:07:00.016550] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_mfi'] [2025-09-28T05:07:00.144612] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:00.271149] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:07:00.404281] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:00.534536] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:00.667885] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:00.806850] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:00.950089] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:01.084119] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:07:01.222479] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:01.376987] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:01.377232] [INFO ] [CONFIGURE ] XOM: DISCARDED add_mfi (score: 70.00%) [2025-09-28T05:07:01.377316] [INFO ] [CONFIGURE ] JOB ETA: 3.2m | Avg: 1.6s/test | Remaining: 123 tests [2025-09-28T05:07:01.377392] [INFO ] [CONFIGURE ] XOM: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:07:01.377464] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:07:01.518214] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:01.659154] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:01.813833] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:01.971577] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:07:02.124013] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:02.268332] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:02.418162] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:02.574063] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:02.723117] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:02.876678] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:07:02.876910] [INFO ] [CONFIGURE ] XOM: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T05:07:02.877005] [INFO ] [CONFIGURE ] JOB ETA: 3.2m | Avg: 1.6s/test | Remaining: 122 tests [2025-09-28T05:07:02.877083] [INFO ] [CONFIGURE ] XOM: Testing feature 11/29: add_obv_daily [2025-09-28T05:07:02.877158] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_obv_daily'] [2025-09-28T05:07:02.998769] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:07:03.117376] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:03.244967] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:03.368689] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:03.497432] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:03.623187] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:07:03.748042] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:07:03.899701] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:07:04.054560] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:04.184929] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:04.185167] [INFO ] [CONFIGURE ] XOM: DISCARDED add_obv_daily (score: 50.00%) [2025-09-28T05:07:04.185303] [INFO ] [CONFIGURE ] JOB ETA: 3.2m | Avg: 1.6s/test | Remaining: 121 tests [2025-09-28T05:07:04.185381] [INFO ] [CONFIGURE ] XOM: Testing feature 12/29: add_obv_interval [2025-09-28T05:07:04.185542] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_obv_interval'] [2025-09-28T05:07:04.307630] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:04.427807] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:04.548334] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:04.682788] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:04.804150] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:04.927096] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:05.047501] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:05.166533] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:05.289599] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:05.412455] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:05.412709] [INFO ] [CONFIGURE ] XOM: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T05:07:05.412795] [INFO ] [CONFIGURE ] JOB ETA: 3.1m | Avg: 1.6s/test | Remaining: 120 tests [2025-09-28T05:07:05.412870] [INFO ] [CONFIGURE ] XOM: Testing feature 13/29: add_opening_strength [2025-09-28T05:07:05.413021] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T05:07:05.542300] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:05.679637] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:05.818553] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:05.946419] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:06.080074] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:06.208829] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:07:06.343363] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:07:06.470914] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:06.601610] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:06.735506] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:07:06.735727] [INFO ] [CONFIGURE ] XOM: DISCARDED add_opening_strength (score: 70.00%) [2025-09-28T05:07:06.735810] [INFO ] [CONFIGURE ] JOB ETA: 3.1m | Avg: 1.6s/test | Remaining: 119 tests [2025-09-28T05:07:06.735910] [INFO ] [CONFIGURE ] XOM: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:07:06.736459] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_order_flow_imbalance'] [2025-09-28T05:07:06.865550] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:06.993562] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:07:07.124366] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:07.257661] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:07:07.399469] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:07:07.543300] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:07:07.688969] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:07.832536] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:07.972308] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:08.115473] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:08.115716] [INFO ] [CONFIGURE ] XOM: DISCARDED add_order_flow_imbalance (score: 20.00%) [2025-09-28T05:07:08.115801] [INFO ] [CONFIGURE ] JOB ETA: 3.1m | Avg: 1.6s/test | Remaining: 118 tests [2025-09-28T05:07:08.115877] [INFO ] [CONFIGURE ] XOM: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T05:07:08.115953] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_pbf_morning_momentum'] [2025-09-28T05:07:08.229589] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:08.346500] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:07:08.462066] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:08.609121] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:08.770389] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:08.923549] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:07:09.046270] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:09.160561] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:09.274181] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:09.388566] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:09.388839] [INFO ] [CONFIGURE ] XOM: DISCARDED add_pbf_morning_momentum (score: 30.00%) [2025-09-28T05:07:09.388925] [INFO ] [CONFIGURE ] JOB ETA: 3.1m | Avg: 1.6s/test | Remaining: 117 tests [2025-09-28T05:07:09.389002] [INFO ] [CONFIGURE ] XOM: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:07:09.389075] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_pbf_overnight_gap'] [2025-09-28T05:07:09.511009] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:09.633078] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:09.754557] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:09.876458] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:09.998489] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:07:10.120597] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:10.254569] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:10.383053] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:07:10.512028] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:10.639676] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:10.639904] [INFO ] [CONFIGURE ] XOM: DISCARDED add_pbf_overnight_gap (score: 50.00%) [2025-09-28T05:07:10.639984] [INFO ] [CONFIGURE ] JOB ETA: 3.0m | Avg: 1.6s/test | Remaining: 116 tests [2025-09-28T05:07:10.640058] [INFO ] [CONFIGURE ] XOM: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:07:10.640130] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_pbf_return_2d'] [2025-09-28T05:07:10.768430] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:10.893569] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:11.020187] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:11.149582] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:07:11.276786] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:11.408917] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:11.545543] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:11.680211] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:11.812463] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:11.945236] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:11.945451] [INFO ] [CONFIGURE ] XOM: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T05:07:11.945535] [INFO ] [CONFIGURE ] JOB ETA: 3.0m | Avg: 1.6s/test | Remaining: 115 tests [2025-09-28T05:07:11.945615] [INFO ] [CONFIGURE ] XOM: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:07:11.945727] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_pbf_volatility_5d'] [2025-09-28T05:07:12.065049] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:12.177549] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:12.291204] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:12.413155] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:12.528534] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:12.646061] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:07:12.760843] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:12.877007] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:13.005448] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:13.120286] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:13.120512] [INFO ] [CONFIGURE ] XOM: DISCARDED add_pbf_volatility_5d (score: 60.00%) [2025-09-28T05:07:13.120593] [INFO ] [CONFIGURE ] JOB ETA: 3.0m | Avg: 1.6s/test | Remaining: 114 tests [2025-09-28T05:07:13.120691] [INFO ] [CONFIGURE ] XOM: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:07:13.120764] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_pbf_vs_sma_5'] [2025-09-28T05:07:13.230567] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:13.336317] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:13.444336] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:13.555672] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:13.666081] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:13.776092] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:13.885139] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:13.993958] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:14.107136] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:14.230266] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:14.230476] [INFO ] [CONFIGURE ] XOM: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T05:07:14.230556] [INFO ] [CONFIGURE ] JOB ETA: 2.9m | Avg: 1.6s/test | Remaining: 113 tests [2025-09-28T05:07:14.230631] [INFO ] [CONFIGURE ] XOM: Testing feature 20/29: add_price_rejection [2025-09-28T05:07:14.230729] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_price_rejection'] [2025-09-28T05:07:14.362429] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:14.490384] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:14.618741] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:14.747117] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:14.872039] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:14.999263] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:15.124958] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:15.250124] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:15.378400] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:15.507448] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:15.507633] [INFO ] [CONFIGURE ] XOM: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T05:07:15.507740] [INFO ] [CONFIGURE ] JOB ETA: 2.9m | Avg: 1.6s/test | Remaining: 112 tests [2025-09-28T05:07:15.507815] [INFO ] [CONFIGURE ] XOM: Testing feature 21/29: add_range_position [2025-09-28T05:07:15.507888] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_range_position'] [2025-09-28T05:07:15.637866] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:15.777962] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:07:15.921843] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:16.055576] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:16.191849] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:07:16.324449] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:16.456189] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:16.591269] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:16.740476] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:16.884859] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:16.885096] [INFO ] [CONFIGURE ] XOM: DISCARDED add_range_position (score: 40.00%) [2025-09-28T05:07:16.885181] [INFO ] [CONFIGURE ] JOB ETA: 2.9m | Avg: 1.6s/test | Remaining: 111 tests [2025-09-28T05:07:16.885258] [INFO ] [CONFIGURE ] XOM: Testing feature 22/29: add_realized_volatility [2025-09-28T05:07:16.885335] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_realized_volatility'] [2025-09-28T05:07:17.034980] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:17.197732] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-12, Predicted=0.0, Actual=1 [2025-09-28T05:07:17.357994] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:17.511821] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:17.663521] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:17.814896] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:17.967433] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:18.117487] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:18.281516] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:18.444515] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:18.444760] [INFO ] [CONFIGURE ] XOM: DISCARDED add_realized_volatility (score: 60.00%) [2025-09-28T05:07:18.444844] [INFO ] [CONFIGURE ] JOB ETA: 2.9m | Avg: 1.6s/test | Remaining: 110 tests [2025-09-28T05:07:18.444919] [INFO ] [CONFIGURE ] XOM: Testing feature 23/29: add_recent_range_context [2025-09-28T05:07:18.444992] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_recent_range_context'] [2025-09-28T05:07:18.568424] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:18.690932] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:18.815462] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:18.943839] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:19.071890] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:19.198499] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:19.322507] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:19.447491] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:19.578436] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:19.706565] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:19.706787] [INFO ] [CONFIGURE ] XOM: DISCARDED add_recent_range_context (score: 70.00%) [2025-09-28T05:07:19.707005] [INFO ] [CONFIGURE ] JOB ETA: 2.8m | Avg: 1.6s/test | Remaining: 109 tests [2025-09-28T05:07:19.707090] [INFO ] [CONFIGURE ] XOM: Testing feature 24/29: add_rsi [2025-09-28T05:07:19.707164] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_ema', 'add_rsi'] [2025-09-28T05:07:19.865622] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:07:20.017222] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:20.165969] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:20.311972] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:20.457417] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:20.605958] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:20.763991] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:20.913035] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:21.065136] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:21.216635] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:21.220144] [INFO ] [CONFIGURE ] XOM: DISCARDED add_rsi (score: 50.00%) [2025-09-28T05:07:21.220252] [INFO ] [CONFIGURE ] JOB ETA: 2.8m | Avg: 1.6s/test | Remaining: 108 tests [2025-09-28T05:07:21.220330] [INFO ] [CONFIGURE ] XOM: Testing feature 25/29: add_tick_distribution [2025-09-28T05:07:21.220451] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_tick_distribution'] [2025-09-28T05:07:21.345516] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:21.479450] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:21.615818] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:21.746317] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:21.877910] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:22.006420] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:22.132256] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:22.260327] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:07:22.384739] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:22.510450] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:22.510681] [INFO ] [CONFIGURE ] XOM: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T05:07:22.510770] [INFO ] [CONFIGURE ] JOB ETA: 2.8m | Avg: 1.6s/test | Remaining: 107 tests [2025-09-28T05:07:22.510847] [INFO ] [CONFIGURE ] XOM: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:07:22.510921] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_volume_momentum_confirmation'] [2025-09-28T05:07:22.640820] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:22.787859] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:22.920888] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:23.053373] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:23.190555] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:23.321556] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:23.455032] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:23.587745] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:07:23.713330] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:23.836526] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:23.836747] [INFO ] [CONFIGURE ] XOM: DISCARDED add_volume_momentum_confirmation (score: 80.00%) [2025-09-28T05:07:23.836828] [INFO ] [CONFIGURE ] JOB ETA: 2.8m | Avg: 1.6s/test | Remaining: 106 tests [2025-09-28T05:07:23.836923] [INFO ] [CONFIGURE ] XOM: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:07:23.836996] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_volume_price_divergence'] [2025-09-28T05:07:23.966237] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-11, Predicted=1.0, Actual=0 [2025-09-28T05:07:24.096613] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:24.240205] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:24.399349] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:24.581444] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:24.763048] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:24.975805] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:25.189750] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:25.403501] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:25.611386] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:25.611629] [INFO ] [CONFIGURE ] XOM: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T05:07:25.611756] [INFO ] [CONFIGURE ] JOB ETA: 2.7m | Avg: 1.6s/test | Remaining: 105 tests [2025-09-28T05:07:25.611884] [INFO ] [CONFIGURE ] XOM: Testing feature 28/29: add_volume_profile [2025-09-28T05:07:25.611981] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_volume_profile'] [2025-09-28T05:07:25.802681] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:25.995461] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:26.186366] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:26.372451] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:26.502992] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:26.629345] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:26.762303] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:26.890358] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-22, Predicted=1.0, Actual=1 [2025-09-28T05:07:27.022956] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:27.154939] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:27.155227] [INFO ] [CONFIGURE ] XOM: DISCARDED add_volume_profile (score: 80.00%) [2025-09-28T05:07:27.155320] [INFO ] [CONFIGURE ] JOB ETA: 2.7m | Avg: 1.6s/test | Remaining: 104 tests [2025-09-28T05:07:27.155400] [INFO ] [CONFIGURE ] XOM: Testing feature 29/29: add_vwap [2025-09-28T05:07:27.155478] [INFO ] [CONFIGURE ] XOM: Testing with features: ['add_vwap'] [2025-09-28T05:07:27.292107] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-11, Predicted=0.0, Actual=0 [2025-09-28T05:07:27.422273] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-12, Predicted=1.0, Actual=1 [2025-09-28T05:07:27.551217] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:07:27.687880] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-16, Predicted=1.0, Actual=0 [2025-09-28T05:07:27.826392] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:27.955873] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:28.085402] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:28.210056] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-22, Predicted=0.0, Actual=1 [2025-09-28T05:07:28.339045] [DEBUG] [FORECASTER] XOM: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:28.470627] [DEBUG] [FORECASTER] XOM: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:07:28.470862] [INFO ] [CONFIGURE ] XOM: DISCARDED add_vwap (score: 60.00%) [2025-09-28T05:07:28.470945] [INFO ] [CONFIGURE ] JOB ETA: 2.7m | Avg: 1.6s/test | Remaining: 103 tests [2025-09-28T05:07:28.471060] [INFO ] [CONFIGURE ] XOM: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:07:28.471137] [INFO ] [CONFIGURE ] XOM: Best accuracy: 80.00% [2025-09-28T05:07:28.471207] [INFO ] [CONFIGURE ] XOM: Best feature set (0 features): [] [2025-09-28T05:07:28.471277] [INFO ] [CONFIGURE ] XOM: Improvement over baseline: 0.00% [2025-09-28T05:07:28.471344] [INFO ] [CONFIGURE ] XOM: Total time: 39.5 seconds [2025-09-28T05:07:28.471412] [INFO ] [CONFIGURE ] XOM: Average time per feature: 1.4 seconds [2025-09-28T05:07:28.471500] [INFO ] [CONFIGURE ] XOM: Average speed: 0.73 features/sec [2025-09-28T05:07:28.472596] [INFO ] [LOCAL ] Saved configuration for XOM: 0 features, 80.00% accuracy -> ./output/feature-sets/XOM.json [2025-09-28T05:07:28.472717] [INFO ] [CONFIGURE ] XOM: Configuration saved successfully: 0 features, 80.00% accuracy. [2025-09-28T05:07:28.472876] [INFO ] [sig ] [133/135] Successfully configured XOM | 0.02 sym/s | Total: 1.7h | ETA: 1.5m [2025-09-28T05:07:28.472978] [INFO ] [sig ] [134/135] Configuring XPO... [2025-09-28T05:07:28.473074] [INFO ] [CONFIGURE ] XPO: Configurate test run. [2025-09-28T05:07:28.473200] [DEBUG] [REMOTE ] Fetching historical data for symbol 'XPO' from 'https://tdm.silogroup.org/data/derivative_storage/XPO.csv'. [2025-09-28T05:07:28.708497] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'XPO'. [2025-09-28T05:07:28.709171] [INFO ] [CONFIGURE ] XPO: Testing with 29 available features [2025-09-28T05:07:28.709254] [INFO ] [CONFIGURE ] XPO: Establishing baseline with no features... [2025-09-28T05:07:28.818404] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:28.929553] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:29.045420] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:29.155597] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:29.263069] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:07:29.372849] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:29.490813] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:29.605526] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:29.714105] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:29.822334] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:29.822519] [INFO ] [CONFIGURE ] XPO: Baseline score (no features): 50.00% [2025-09-28T05:07:29.822603] [INFO ] [CONFIGURE ] XPO: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:07:29.822703] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:07:29.943032] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:30.069312] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:30.191459] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:30.311610] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:30.442850] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:30.584124] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:30.716472] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:30.846450] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:07:30.976403] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:31.103538] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:31.103817] [INFO ] [CONFIGURE ] XPO: DISCARDED add_bollinger_bands (score: 50.00%) [2025-09-28T05:07:31.103901] [INFO ] [CONFIGURE ] JOB ETA: 2.7m | Avg: 1.6s/test | Remaining: 102 tests [2025-09-28T05:07:31.103978] [INFO ] [CONFIGURE ] XPO: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:07:31.104053] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_cumulative_delta'] [2025-09-28T05:07:31.235122] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:31.367591] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:31.498809] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:31.629500] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:31.762184] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:31.898995] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:32.033531] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:32.174963] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:07:32.311272] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:32.455184] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:32.455397] [INFO ] [CONFIGURE ] XPO: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T05:07:32.455480] [INFO ] [CONFIGURE ] JOB ETA: 2.6m | Avg: 1.6s/test | Remaining: 101 tests [2025-09-28T05:07:32.455555] [INFO ] [CONFIGURE ] XPO: Testing feature 3/29: add_daily_returns [2025-09-28T05:07:32.455626] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_daily_returns'] [2025-09-28T05:07:32.576040] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:32.695919] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:32.818906] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:32.946987] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:33.072095] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:33.189429] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:33.307221] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:33.424267] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:33.539721] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:33.657998] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:33.658207] [INFO ] [CONFIGURE ] XPO: DISCARDED add_daily_returns (score: 50.00%) [2025-09-28T05:07:33.658289] [INFO ] [CONFIGURE ] JOB ETA: 2.6m | Avg: 1.6s/test | Remaining: 100 tests [2025-09-28T05:07:33.658366] [INFO ] [CONFIGURE ] XPO: Testing feature 4/29: add_ema [2025-09-28T05:07:33.658440] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_ema'] [2025-09-28T05:07:33.787516] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:33.918606] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:34.052369] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:34.190198] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:34.338568] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:07:34.478473] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:34.632238] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:34.770323] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:34.915744] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:35.053282] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:07:35.053520] [INFO ] [CONFIGURE ] XPO: DISCARDED add_ema (score: 50.00%) [2025-09-28T05:07:35.053608] [INFO ] [CONFIGURE ] JOB ETA: 2.6m | Avg: 1.6s/test | Remaining: 99 tests [2025-09-28T05:07:35.053714] [INFO ] [CONFIGURE ] XPO: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:07:35.053801] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:07:35.194681] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:35.334406] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:35.474838] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:35.617447] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:35.773865] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:07:35.927418] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:07:36.072432] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:36.215983] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:36.362251] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:36.503821] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:36.504025] [INFO ] [CONFIGURE ] XPO: DISCARDED add_exhaustion_signals (score: 40.00%) [2025-09-28T05:07:36.504106] [INFO ] [CONFIGURE ] JOB ETA: 2.6m | Avg: 1.6s/test | Remaining: 98 tests [2025-09-28T05:07:36.504181] [INFO ] [CONFIGURE ] XPO: Testing feature 6/29: add_failed_moves [2025-09-28T05:07:36.504255] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_failed_moves'] [2025-09-28T05:07:36.621580] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:36.749392] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:36.874531] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:37.023255] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:37.156231] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:07:37.282872] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:37.407351] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:37.532794] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:37.661458] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:37.785590] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:37.785808] [INFO ] [CONFIGURE ] XPO: DISCARDED add_failed_moves (score: 50.00%) [2025-09-28T05:07:37.785889] [INFO ] [CONFIGURE ] JOB ETA: 2.5m | Avg: 1.6s/test | Remaining: 97 tests [2025-09-28T05:07:37.785964] [INFO ] [CONFIGURE ] XPO: Testing feature 7/29: add_lag_shelf [2025-09-28T05:07:37.786038] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_lag_shelf'] [2025-09-28T05:07:37.893431] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:38.001609] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:38.114126] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:38.227304] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:38.339748] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:07:38.456966] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:38.574569] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:38.690583] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:38.810422] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:38.926995] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:38.927188] [INFO ] [CONFIGURE ] XPO: DISCARDED add_lag_shelf (score: 50.00%) [2025-09-28T05:07:38.927271] [INFO ] [CONFIGURE ] JOB ETA: 2.5m | Avg: 1.6s/test | Remaining: 96 tests [2025-09-28T05:07:38.927348] [INFO ] [CONFIGURE ] XPO: Testing feature 8/29: add_macd [2025-09-28T05:07:38.927423] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_vwap', 'add_macd'] [2025-09-28T05:07:39.079528] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:39.235862] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:39.389547] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:39.543871] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:39.697682] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:07:39.848284] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:40.002148] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:40.157933] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:07:40.311811] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:40.462756] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:07:40.462978] [INFO ] [CONFIGURE ] XPO: DISCARDED add_macd (score: 50.00%) [2025-09-28T05:07:40.463059] [INFO ] [CONFIGURE ] JOB ETA: 2.5m | Avg: 1.6s/test | Remaining: 95 tests [2025-09-28T05:07:40.463133] [INFO ] [CONFIGURE ] XPO: Testing feature 9/29: add_mfi [2025-09-28T05:07:40.463186] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi'] [2025-09-28T05:07:40.586207] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:40.712151] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:40.843202] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:40.972721] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:41.095977] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:41.225877] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:41.355626] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:41.484475] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:41.613868] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:41.747612] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:41.747877] [INFO ] [CONFIGURE ] XPO: KEPT add_mfi (score: 60.00%) [2025-09-28T05:07:41.747958] [INFO ] [CONFIGURE ] JOB ETA: 2.5m | Avg: 1.6s/test | Remaining: 94 tests [2025-09-28T05:07:41.748038] [INFO ] [CONFIGURE ] XPO: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:07:41.748151] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:07:41.910305] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:42.071156] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:42.235424] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:42.401304] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:42.567334] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:42.730532] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:42.892676] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:43.061541] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:07:43.228619] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:43.395160] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:43.395389] [INFO ] [CONFIGURE ] XPO: DISCARDED add_momentum_acceleration (score: 50.00%) [2025-09-28T05:07:43.395471] [INFO ] [CONFIGURE ] JOB ETA: 2.4m | Avg: 1.6s/test | Remaining: 93 tests [2025-09-28T05:07:43.395546] [INFO ] [CONFIGURE ] XPO: Testing feature 11/29: add_obv_daily [2025-09-28T05:07:43.395617] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily'] [2025-09-28T05:07:43.530756] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:07:43.669461] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:43.807965] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:43.948541] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:44.091557] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:44.240667] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:44.402469] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:44.549281] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:44.692194] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:44.833358] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:44.833634] [INFO ] [CONFIGURE ] XPO: KEPT add_obv_daily (score: 70.00%) [2025-09-28T05:07:44.833763] [INFO ] [CONFIGURE ] JOB ETA: 2.4m | Avg: 1.6s/test | Remaining: 92 tests [2025-09-28T05:07:44.833869] [INFO ] [CONFIGURE ] XPO: Testing feature 12/29: add_obv_interval [2025-09-28T05:07:44.833945] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_obv_interval'] [2025-09-28T05:07:44.984578] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:07:45.140552] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:45.320061] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:45.506061] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:45.656319] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:45.804578] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:45.956746] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:46.104354] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:46.252267] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:46.401800] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:46.402028] [INFO ] [CONFIGURE ] XPO: DISCARDED add_obv_interval (score: 70.00%) [2025-09-28T05:07:46.402111] [INFO ] [CONFIGURE ] JOB ETA: 2.4m | Avg: 1.6s/test | Remaining: 91 tests [2025-09-28T05:07:46.402189] [INFO ] [CONFIGURE ] XPO: Testing feature 13/29: add_opening_strength [2025-09-28T05:07:46.402261] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_daily_returns', 'add_opening_strength'] [2025-09-28T05:07:46.555077] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:46.711427] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:07:46.867777] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:47.022455] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:47.175959] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:47.331885] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:47.490597] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:47.654391] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:47.809523] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:47.963308] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:47.963522] [INFO ] [CONFIGURE ] XPO: DISCARDED add_opening_strength (score: 40.00%) [2025-09-28T05:07:47.963605] [INFO ] [CONFIGURE ] JOB ETA: 2.3m | Avg: 1.6s/test | Remaining: 90 tests [2025-09-28T05:07:47.963704] [INFO ] [CONFIGURE ] XPO: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:07:47.963785] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_order_flow_imbalance'] [2025-09-28T05:07:48.116280] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:48.270448] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:48.425194] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:48.589521] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:48.754464] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:48.909261] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:49.066820] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:49.228067] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:49.438821] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:49.647621] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:49.647917] [INFO ] [CONFIGURE ] XPO: DISCARDED add_order_flow_imbalance (score: 60.00%) [2025-09-28T05:07:49.648015] [INFO ] [CONFIGURE ] JOB ETA: 2.3m | Avg: 1.6s/test | Remaining: 89 tests [2025-09-28T05:07:49.648102] [INFO ] [CONFIGURE ] XPO: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T05:07:49.648196] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_pbf_morning_momentum'] [2025-09-28T05:07:49.838307] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:50.026530] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:50.214531] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:50.375285] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:50.531245] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:50.683872] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:50.834106] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:50.978975] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:51.126398] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:51.278458] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:51.278713] [INFO ] [CONFIGURE ] XPO: DISCARDED add_pbf_morning_momentum (score: 50.00%) [2025-09-28T05:07:51.278800] [INFO ] [CONFIGURE ] JOB ETA: 2.3m | Avg: 1.6s/test | Remaining: 88 tests [2025-09-28T05:07:51.278879] [INFO ] [CONFIGURE ] XPO: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:07:51.278954] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_pbf_overnight_gap'] [2025-09-28T05:07:51.431346] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:51.594860] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:51.750224] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:51.902588] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:52.075796] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:52.226565] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:52.381191] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:52.535410] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:52.688264] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:52.846370] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:52.846617] [INFO ] [CONFIGURE ] XPO: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T05:07:52.846722] [INFO ] [CONFIGURE ] JOB ETA: 2.3m | Avg: 1.6s/test | Remaining: 87 tests [2025-09-28T05:07:52.846800] [INFO ] [CONFIGURE ] XPO: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:07:52.846858] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_pbf_return_2d'] [2025-09-28T05:07:53.005272] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:53.168405] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:53.323122] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:53.478934] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:53.635276] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:53.796666] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:53.959393] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:54.118966] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:54.279038] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:54.441585] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:54.441862] [INFO ] [CONFIGURE ] XPO: DISCARDED add_pbf_return_2d (score: 50.00%) [2025-09-28T05:07:54.441951] [INFO ] [CONFIGURE ] JOB ETA: 2.2m | Avg: 1.6s/test | Remaining: 86 tests [2025-09-28T05:07:54.442029] [INFO ] [CONFIGURE ] XPO: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:07:54.442103] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_pbf_volatility_5d'] [2025-09-28T05:07:54.590011] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:07:54.734365] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:07:54.878611] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:55.026005] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:55.169129] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:55.310488] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:55.456951] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:55.604632] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:55.753964] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:55.899935] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:55.900158] [INFO ] [CONFIGURE ] XPO: DISCARDED add_pbf_volatility_5d (score: 40.00%) [2025-09-28T05:07:55.900244] [INFO ] [CONFIGURE ] JOB ETA: 2.2m | Avg: 1.6s/test | Remaining: 85 tests [2025-09-28T05:07:55.900336] [INFO ] [CONFIGURE ] XPO: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:07:55.900415] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_pbf_vs_sma_5'] [2025-09-28T05:07:56.041164] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:07:56.182868] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:56.324225] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:56.474466] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:56.620291] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:56.769159] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:56.963329] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:57.159255] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:57.354157] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:07:57.548777] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:57.549022] [INFO ] [CONFIGURE ] XPO: DISCARDED add_pbf_vs_sma_5 (score: 70.00%) [2025-09-28T05:07:57.549117] [INFO ] [CONFIGURE ] JOB ETA: 2.2m | Avg: 1.6s/test | Remaining: 84 tests [2025-09-28T05:07:57.549205] [INFO ] [CONFIGURE ] XPO: Testing feature 20/29: add_price_rejection [2025-09-28T05:07:57.549290] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_price_rejection'] [2025-09-28T05:07:57.712254] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:07:57.864755] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:58.033558] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:58.194084] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:07:58.354561] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:07:58.517318] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:07:58.679830] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:07:58.868546] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:07:59.039328] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:07:59.205227] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:07:59.205439] [INFO ] [CONFIGURE ] XPO: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T05:07:59.205523] [INFO ] [CONFIGURE ] JOB ETA: 2.2m | Avg: 1.6s/test | Remaining: 83 tests [2025-09-28T05:07:59.205602] [INFO ] [CONFIGURE ] XPO: Testing feature 21/29: add_range_position [2025-09-28T05:07:59.205703] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_range_position'] [2025-09-28T05:07:59.381599] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:07:59.552872] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:07:59.728317] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:07:59.893521] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:08:00.072919] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:00.239491] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-18, Predicted=1.0, Actual=0 [2025-09-28T05:08:00.403902] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:00.570520] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:08:00.733073] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:08:00.902854] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:00.903049] [INFO ] [CONFIGURE ] XPO: DISCARDED add_range_position (score: 30.00%) [2025-09-28T05:08:00.903187] [INFO ] [CONFIGURE ] JOB ETA: 2.1m | Avg: 1.6s/test | Remaining: 82 tests [2025-09-28T05:08:00.903273] [INFO ] [CONFIGURE ] XPO: Testing feature 22/29: add_realized_volatility [2025-09-28T05:08:00.903351] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_realized_volatility'] [2025-09-28T05:08:01.084991] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:01.267849] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:01.445415] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:08:01.635270] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:08:01.871951] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:08:02.116711] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:08:02.366760] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:02.553585] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:08:02.739516] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:08:02.941789] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:02.942052] [INFO ] [CONFIGURE ] XPO: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T05:08:02.942156] [INFO ] [CONFIGURE ] JOB ETA: 2.1m | Avg: 1.6s/test | Remaining: 81 tests [2025-09-28T05:08:02.942286] [INFO ] [CONFIGURE ] XPO: Testing feature 23/29: add_recent_range_context [2025-09-28T05:08:02.942380] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_recent_range_context'] [2025-09-28T05:08:03.102387] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:03.262835] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:03.417841] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:08:03.575794] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:08:03.731327] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:08:03.898516] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:08:04.057134] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:04.209963] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:04.366133] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:04.523195] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:04.523479] [INFO ] [CONFIGURE ] XPO: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T05:08:04.523568] [INFO ] [CONFIGURE ] JOB ETA: 2.1m | Avg: 1.6s/test | Remaining: 80 tests [2025-09-28T05:08:04.523684] [INFO ] [CONFIGURE ] XPO: Testing feature 24/29: add_rsi [2025-09-28T05:08:04.523767] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_ema', 'add_rsi'] [2025-09-28T05:08:04.708324] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:04.892943] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:05.084505] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:05.267175] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:08:05.440819] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:08:05.614062] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:08:05.791297] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:05.968933] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:08:06.141515] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:08:06.315738] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:06.315951] [INFO ] [CONFIGURE ] XPO: DISCARDED add_rsi (score: 50.00%) [2025-09-28T05:08:06.316032] [INFO ] [CONFIGURE ] JOB ETA: 2.1m | Avg: 1.6s/test | Remaining: 79 tests [2025-09-28T05:08:06.316136] [INFO ] [CONFIGURE ] XPO: Testing feature 25/29: add_tick_distribution [2025-09-28T05:08:06.316225] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_tick_distribution'] [2025-09-28T05:08:06.470282] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:06.626484] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:06.777198] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:08:06.929340] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:08:07.077606] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:08:07.228675] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:08:07.380264] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:07.528969] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:07.684748] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:07.841944] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:07.842198] [INFO ] [CONFIGURE ] XPO: DISCARDED add_tick_distribution (score: 70.00%) [2025-09-28T05:08:07.842285] [INFO ] [CONFIGURE ] JOB ETA: 2.0m | Avg: 1.6s/test | Remaining: 78 tests [2025-09-28T05:08:07.842362] [INFO ] [CONFIGURE ] XPO: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:08:07.842436] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_volume_momentum_confirmation'] [2025-09-28T05:08:07.991871] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:08.144551] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:08.295473] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:08:08.442960] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:08:08.590389] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:08:08.742802] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:08:08.900329] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:09.072038] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:09.246387] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:09.411963] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:09.412187] [INFO ] [CONFIGURE ] XPO: DISCARDED add_volume_momentum_confirmation (score: 60.00%) [2025-09-28T05:08:09.412270] [INFO ] [CONFIGURE ] JOB ETA: 2.0m | Avg: 1.6s/test | Remaining: 77 tests [2025-09-28T05:08:09.412375] [INFO ] [CONFIGURE ] XPO: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:08:09.412453] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_volume_price_divergence'] [2025-09-28T05:08:09.579843] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:09.738352] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:09.893503] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:08:10.051859] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:08:10.211268] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:08:10.372111] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:08:10.533101] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:10.695194] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:10.853217] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-23, Predicted=1.0, Actual=0 [2025-09-28T05:08:11.017778] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:11.018001] [INFO ] [CONFIGURE ] XPO: DISCARDED add_volume_price_divergence (score: 60.00%) [2025-09-28T05:08:11.018081] [INFO ] [CONFIGURE ] JOB ETA: 2.0m | Avg: 1.6s/test | Remaining: 76 tests [2025-09-28T05:08:11.018157] [INFO ] [CONFIGURE ] XPO: Testing feature 28/29: add_volume_profile [2025-09-28T05:08:11.018231] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_volume_profile'] [2025-09-28T05:08:11.169098] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:11.321398] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:11.472185] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:08:11.638632] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:08:11.799101] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:08:11.959856] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:08:12.122569] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:12.277356] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:12.433535] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:12.608805] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:12.609071] [INFO ] [CONFIGURE ] XPO: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T05:08:12.609153] [INFO ] [CONFIGURE ] JOB ETA: 2.0m | Avg: 1.6s/test | Remaining: 75 tests [2025-09-28T05:08:12.609426] [INFO ] [CONFIGURE ] XPO: Testing feature 29/29: add_vwap [2025-09-28T05:08:12.609501] [INFO ] [CONFIGURE ] XPO: Testing with features: ['add_mfi', 'add_obv_daily', 'add_vwap'] [2025-09-28T05:08:12.773395] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:12.944896] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:13.103194] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:08:13.255824] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-16, Predicted=0.0, Actual=0 [2025-09-28T05:08:13.408349] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-17, Predicted=0.0, Actual=0 [2025-09-28T05:08:13.563885] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-18, Predicted=0.0, Actual=0 [2025-09-28T05:08:13.721581] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:13.877958] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:14.041889] [DEBUG] [FORECASTER] XPO: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:14.204180] [DEBUG] [FORECASTER] XPO: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:14.204421] [INFO ] [CONFIGURE ] XPO: DISCARDED add_vwap (score: 50.00%) [2025-09-28T05:08:14.204504] [INFO ] [CONFIGURE ] JOB ETA: 1.9m | Avg: 1.6s/test | Remaining: 74 tests [2025-09-28T05:08:14.204635] [INFO ] [CONFIGURE ] XPO: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:08:14.204737] [INFO ] [CONFIGURE ] XPO: Best accuracy: 70.00% [2025-09-28T05:08:14.204811] [INFO ] [CONFIGURE ] XPO: Best feature set (2 features): ['add_mfi', 'add_obv_daily'] [2025-09-28T05:08:14.204882] [INFO ] [CONFIGURE ] XPO: Improvement over baseline: 20.00% [2025-09-28T05:08:14.204961] [INFO ] [CONFIGURE ] XPO: Total time: 44.4 seconds [2025-09-28T05:08:14.205049] [INFO ] [CONFIGURE ] XPO: Average time per feature: 1.5 seconds [2025-09-28T05:08:14.205134] [INFO ] [CONFIGURE ] XPO: Average speed: 0.65 features/sec [2025-09-28T05:08:14.206363] [INFO ] [LOCAL ] Saved configuration for XPO: 2 features, 70.00% accuracy -> ./output/feature-sets/XPO.json [2025-09-28T05:08:14.206461] [INFO ] [CONFIGURE ] XPO: Configuration saved successfully: 2 features, 70.00% accuracy. [2025-09-28T05:08:14.206572] [INFO ] [sig ] [134/135] Successfully configured XPO | 0.02 sym/s | Total: 1.7h | ETA: 46s [2025-09-28T05:08:14.206695] [INFO ] [sig ] [135/135] Configuring XYL... [2025-09-28T05:08:14.206793] [INFO ] [CONFIGURE ] XYL: Configurate test run. [2025-09-28T05:08:14.206988] [DEBUG] [REMOTE ] Fetching historical data for symbol 'XYL' from 'https://tdm.silogroup.org/data/derivative_storage/XYL.csv'. [2025-09-28T05:08:14.232726] [DEBUG] [REMOTE ] Successfully parsed 1820 rows of historical data for symbol 'XYL'. [2025-09-28T05:08:14.233328] [INFO ] [CONFIGURE ] XYL: Testing with 29 available features [2025-09-28T05:08:14.233411] [INFO ] [CONFIGURE ] XYL: Establishing baseline with no features... [2025-09-28T05:08:14.352875] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:14.475722] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:14.599315] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:14.731940] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:14.856800] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:14.985321] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:15.101796] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:15.236460] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:15.352781] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:15.477404] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:15.477774] [INFO ] [CONFIGURE ] XYL: Baseline score (no features): 60.00% [2025-09-28T05:08:15.477877] [INFO ] [CONFIGURE ] XYL: Testing feature 1/29: add_bollinger_bands [2025-09-28T05:08:15.477956] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_bollinger_bands'] [2025-09-28T05:08:15.640751] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:15.771422] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:15.904354] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:16.038139] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:08:16.167316] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:16.298411] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:16.429799] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:16.563843] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:08:16.696221] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:16.826149] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:16.826349] [INFO ] [CONFIGURE ] XYL: DISCARDED add_bollinger_bands (score: 60.00%) [2025-09-28T05:08:16.826431] [INFO ] [CONFIGURE ] JOB ETA: 1.9m | Avg: 1.6s/test | Remaining: 73 tests [2025-09-28T05:08:16.826504] [INFO ] [CONFIGURE ] XYL: Testing feature 2/29: add_cumulative_delta [2025-09-28T05:08:16.826558] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_cumulative_delta'] [2025-09-28T05:08:16.962431] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:17.102234] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:17.235201] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:17.371624] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:17.511210] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:17.649637] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:08:17.788071] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:17.927119] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:18.063001] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:18.197958] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:08:18.198159] [INFO ] [CONFIGURE ] XYL: DISCARDED add_cumulative_delta (score: 50.00%) [2025-09-28T05:08:18.198238] [INFO ] [CONFIGURE ] JOB ETA: 1.9m | Avg: 1.6s/test | Remaining: 72 tests [2025-09-28T05:08:18.198313] [INFO ] [CONFIGURE ] XYL: Testing feature 3/29: add_daily_returns [2025-09-28T05:08:18.198368] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns'] [2025-09-28T05:08:18.312156] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:18.427040] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:18.543618] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:18.659859] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:18.774115] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:18.890882] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:19.013853] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:19.135426] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:19.258395] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:19.376213] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:19.376425] [INFO ] [CONFIGURE ] XYL: KEPT add_daily_returns (score: 70.00%) [2025-09-28T05:08:19.376518] [INFO ] [CONFIGURE ] JOB ETA: 1.9m | Avg: 1.6s/test | Remaining: 71 tests [2025-09-28T05:08:19.376594] [INFO ] [CONFIGURE ] XYL: Testing feature 4/29: add_ema [2025-09-28T05:08:19.376689] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_ema'] [2025-09-28T05:08:19.522858] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:19.664446] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:19.804099] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:19.940491] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:20.082701] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:20.225336] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:20.366443] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:20.518235] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:20.665896] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:20.809515] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:08:20.809764] [INFO ] [CONFIGURE ] XYL: DISCARDED add_ema (score: 70.00%) [2025-09-28T05:08:20.809849] [INFO ] [CONFIGURE ] JOB ETA: 1.8m | Avg: 1.6s/test | Remaining: 70 tests [2025-09-28T05:08:20.809926] [INFO ] [CONFIGURE ] XYL: Testing feature 5/29: add_exhaustion_signals [2025-09-28T05:08:20.810000] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_vwap', 'add_exhaustion_signals'] [2025-09-28T05:08:20.968950] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:21.117475] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:21.266667] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:21.410250] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-16, Predicted=1.0, Actual=1 [2025-09-28T05:08:21.556019] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:21.708442] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:21.866191] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:22.027459] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:22.186174] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:22.349937] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:22.350149] [INFO ] [CONFIGURE ] XYL: DISCARDED add_exhaustion_signals (score: 60.00%) [2025-09-28T05:08:22.350260] [INFO ] [CONFIGURE ] JOB ETA: 1.8m | Avg: 1.6s/test | Remaining: 69 tests [2025-09-28T05:08:22.350374] [INFO ] [CONFIGURE ] XYL: Testing feature 6/29: add_failed_moves [2025-09-28T05:08:22.350479] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_failed_moves'] [2025-09-28T05:08:22.485244] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:22.617865] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:22.753516] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:22.890418] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:23.032769] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:23.170484] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:23.309942] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:23.452737] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:23.598208] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:23.738677] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:23.738903] [INFO ] [CONFIGURE ] XYL: DISCARDED add_failed_moves (score: 70.00%) [2025-09-28T05:08:23.739010] [INFO ] [CONFIGURE ] JOB ETA: 1.8m | Avg: 1.6s/test | Remaining: 68 tests [2025-09-28T05:08:23.739109] [INFO ] [CONFIGURE ] XYL: Testing feature 7/29: add_lag_shelf [2025-09-28T05:08:23.739212] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_lag_shelf'] [2025-09-28T05:08:23.871523] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:23.991988] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:24.110862] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:24.226487] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:24.344518] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:24.470599] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:24.589396] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:24.707501] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:24.827437] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:24.951116] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:24.951378] [INFO ] [CONFIGURE ] XYL: DISCARDED add_lag_shelf (score: 70.00%) [2025-09-28T05:08:24.951466] [INFO ] [CONFIGURE ] JOB ETA: 1.7m | Avg: 1.6s/test | Remaining: 67 tests [2025-09-28T05:08:24.951543] [INFO ] [CONFIGURE ] XYL: Testing feature 8/29: add_macd [2025-09-28T05:08:24.951618] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_vwap', 'add_macd'] [2025-09-28T05:08:25.107902] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:25.268863] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:25.427195] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:25.581942] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:25.747226] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:25.905366] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:26.069232] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:26.230111] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:26.390638] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:26.555414] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:08:26.555666] [INFO ] [CONFIGURE ] XYL: DISCARDED add_macd (score: 60.00%) [2025-09-28T05:08:26.555762] [INFO ] [CONFIGURE ] JOB ETA: 1.7m | Avg: 1.6s/test | Remaining: 66 tests [2025-09-28T05:08:26.555844] [INFO ] [CONFIGURE ] XYL: Testing feature 9/29: add_mfi [2025-09-28T05:08:26.555926] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_mfi'] [2025-09-28T05:08:26.695292] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:26.826095] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:26.956069] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:27.089906] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:27.225085] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:27.358179] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:27.495784] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:27.629405] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:27.768382] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:27.912886] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:27.913139] [INFO ] [CONFIGURE ] XYL: DISCARDED add_mfi (score: 60.00%) [2025-09-28T05:08:27.913226] [INFO ] [CONFIGURE ] JOB ETA: 1.7m | Avg: 1.6s/test | Remaining: 65 tests [2025-09-28T05:08:27.913347] [INFO ] [CONFIGURE ] XYL: Testing feature 10/29: add_momentum_acceleration [2025-09-28T05:08:27.913421] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum', 'add_momentum_acceleration'] [2025-09-28T05:08:28.060462] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:28.221863] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:28.369728] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:28.518363] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:28.668806] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:28.820793] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:28.981472] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:29.135429] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:29.288250] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:29.449058] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:29.449283] [INFO ] [CONFIGURE ] XYL: DISCARDED add_momentum_acceleration (score: 60.00%) [2025-09-28T05:08:29.449365] [INFO ] [CONFIGURE ] JOB ETA: 1.7m | Avg: 1.6s/test | Remaining: 64 tests [2025-09-28T05:08:29.449442] [INFO ] [CONFIGURE ] XYL: Testing feature 11/29: add_obv_daily [2025-09-28T05:08:29.449518] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_obv_daily'] [2025-09-28T05:08:29.574344] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:29.698877] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:29.822180] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:29.946952] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:30.073132] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:30.201223] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:30.335115] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:30.475982] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:08:30.615512] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:30.747230] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:08:30.747449] [INFO ] [CONFIGURE ] XYL: DISCARDED add_obv_daily (score: 60.00%) [2025-09-28T05:08:30.747533] [INFO ] [CONFIGURE ] JOB ETA: 1.6m | Avg: 1.6s/test | Remaining: 63 tests [2025-09-28T05:08:30.747612] [INFO ] [CONFIGURE ] XYL: Testing feature 12/29: add_obv_interval [2025-09-28T05:08:30.747736] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_obv_interval'] [2025-09-28T05:08:30.871759] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:30.996118] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:31.123331] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:31.249538] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:31.373061] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:31.497595] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:08:31.623171] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:31.753100] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:31.892585] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:32.018870] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:32.019080] [INFO ] [CONFIGURE ] XYL: DISCARDED add_obv_interval (score: 50.00%) [2025-09-28T05:08:32.019186] [INFO ] [CONFIGURE ] JOB ETA: 1.6m | Avg: 1.6s/test | Remaining: 62 tests [2025-09-28T05:08:32.019266] [INFO ] [CONFIGURE ] XYL: Testing feature 13/29: add_opening_strength [2025-09-28T05:08:32.019370] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_opening_strength'] [2025-09-28T05:08:32.147368] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:32.276772] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:32.405177] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:32.535859] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:32.664696] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:32.796479] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:32.932512] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:33.067444] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:33.199360] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:33.336598] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:33.336920] [INFO ] [CONFIGURE ] XYL: DISCARDED add_opening_strength (score: 50.00%) [2025-09-28T05:08:33.337028] [INFO ] [CONFIGURE ] JOB ETA: 1.6m | Avg: 1.6s/test | Remaining: 61 tests [2025-09-28T05:08:33.337128] [INFO ] [CONFIGURE ] XYL: Testing feature 14/29: add_order_flow_imbalance [2025-09-28T05:08:33.337296] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_order_flow_imbalance'] [2025-09-28T05:08:33.480841] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:33.620913] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:33.757508] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:33.900809] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:34.050966] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:34.198022] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:08:34.348817] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:34.493561] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:34.635638] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:34.781060] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-24, Predicted=1.0, Actual=1 [2025-09-28T05:08:34.781305] [INFO ] [CONFIGURE ] XYL: DISCARDED add_order_flow_imbalance (score: 50.00%) [2025-09-28T05:08:34.781393] [INFO ] [CONFIGURE ] JOB ETA: 1.6m | Avg: 1.6s/test | Remaining: 60 tests [2025-09-28T05:08:34.781471] [INFO ] [CONFIGURE ] XYL: Testing feature 15/29: add_pbf_morning_momentum [2025-09-28T05:08:34.781532] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_pbf_morning_momentum'] [2025-09-28T05:08:34.907907] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:35.029748] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:35.150752] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:35.270507] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:35.395664] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:35.527746] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:35.653745] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:35.775144] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:35.901219] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:36.028390] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:36.028602] [INFO ] [CONFIGURE ] XYL: DISCARDED add_pbf_morning_momentum (score: 70.00%) [2025-09-28T05:08:36.028706] [INFO ] [CONFIGURE ] JOB ETA: 1.5m | Avg: 1.6s/test | Remaining: 59 tests [2025-09-28T05:08:36.028812] [INFO ] [CONFIGURE ] XYL: Testing feature 16/29: add_pbf_overnight_gap [2025-09-28T05:08:36.028886] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_pbf_overnight_gap'] [2025-09-28T05:08:36.159899] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:36.292036] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:36.432614] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:36.568698] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:36.706157] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:36.844908] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:36.980125] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:37.115430] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:37.256777] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:37.389220] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:37.389428] [INFO ] [CONFIGURE ] XYL: DISCARDED add_pbf_overnight_gap (score: 60.00%) [2025-09-28T05:08:37.389510] [INFO ] [CONFIGURE ] JOB ETA: 1.5m | Avg: 1.6s/test | Remaining: 58 tests [2025-09-28T05:08:37.389583] [INFO ] [CONFIGURE ] XYL: Testing feature 17/29: add_pbf_return_2d [2025-09-28T05:08:37.389678] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_pbf_return_2d'] [2025-09-28T05:08:37.519097] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:37.652972] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:37.788789] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:37.939327] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:38.082486] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:38.222503] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:38.375062] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:38.510498] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:38.671015] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:38.818138] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:38.818408] [INFO ] [CONFIGURE ] XYL: DISCARDED add_pbf_return_2d (score: 60.00%) [2025-09-28T05:08:38.818498] [INFO ] [CONFIGURE ] JOB ETA: 1.5m | Avg: 1.6s/test | Remaining: 57 tests [2025-09-28T05:08:38.818580] [INFO ] [CONFIGURE ] XYL: Testing feature 18/29: add_pbf_volatility_5d [2025-09-28T05:08:38.818681] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_pbf_volatility_5d'] [2025-09-28T05:08:38.942726] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:39.068076] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:39.190962] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:39.318861] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:39.450967] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:39.577948] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:39.700377] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:39.822857] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:39.950862] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:40.077351] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:40.077607] [INFO ] [CONFIGURE ] XYL: DISCARDED add_pbf_volatility_5d (score: 70.00%) [2025-09-28T05:08:40.077712] [INFO ] [CONFIGURE ] JOB ETA: 1.5m | Avg: 1.6s/test | Remaining: 56 tests [2025-09-28T05:08:40.077789] [INFO ] [CONFIGURE ] XYL: Testing feature 19/29: add_pbf_vs_sma_5 [2025-09-28T05:08:40.077863] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_pbf_vs_sma_5'] [2025-09-28T05:08:40.199274] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:40.320884] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:40.440537] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:40.561352] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:40.683305] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:40.805007] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:40.926500] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:41.050827] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:41.178492] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:41.305638] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:41.305922] [INFO ] [CONFIGURE ] XYL: DISCARDED add_pbf_vs_sma_5 (score: 60.00%) [2025-09-28T05:08:41.306007] [INFO ] [CONFIGURE ] JOB ETA: 1.4m | Avg: 1.6s/test | Remaining: 55 tests [2025-09-28T05:08:41.306096] [INFO ] [CONFIGURE ] XYL: Testing feature 20/29: add_price_rejection [2025-09-28T05:08:41.306170] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_price_rejection'] [2025-09-28T05:08:41.444806] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:41.578948] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:41.709977] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:41.846166] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:41.979215] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:42.112856] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:42.253409] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:42.393222] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:42.532126] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:42.674603] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:42.674952] [INFO ] [CONFIGURE ] XYL: DISCARDED add_price_rejection (score: 60.00%) [2025-09-28T05:08:42.675039] [INFO ] [CONFIGURE ] JOB ETA: 1.4m | Avg: 1.6s/test | Remaining: 54 tests [2025-09-28T05:08:42.675116] [INFO ] [CONFIGURE ] XYL: Testing feature 21/29: add_range_position [2025-09-28T05:08:42.675189] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_range_position'] [2025-09-28T05:08:42.815548] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:42.959100] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:43.100807] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:43.252335] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:43.397036] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:43.537189] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:08:43.679858] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:43.826982] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:43.975402] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:44.120338] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:44.120597] [INFO ] [CONFIGURE ] XYL: DISCARDED add_range_position (score: 40.00%) [2025-09-28T05:08:44.120706] [INFO ] [CONFIGURE ] JOB ETA: 1.4m | Avg: 1.6s/test | Remaining: 53 tests [2025-09-28T05:08:44.120787] [INFO ] [CONFIGURE ] XYL: Testing feature 22/29: add_realized_volatility [2025-09-28T05:08:44.120843] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_realized_volatility'] [2025-09-28T05:08:44.273556] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:44.428371] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:44.590638] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:08:44.752810] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:44.913842] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:45.076688] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:45.248516] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:45.420817] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:45.591975] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:45.761966] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:45.762179] [INFO ] [CONFIGURE ] XYL: DISCARDED add_realized_volatility (score: 50.00%) [2025-09-28T05:08:45.762261] [INFO ] [CONFIGURE ] JOB ETA: 1.4m | Avg: 1.6s/test | Remaining: 52 tests [2025-09-28T05:08:45.762350] [INFO ] [CONFIGURE ] XYL: Testing feature 23/29: add_recent_range_context [2025-09-28T05:08:45.762405] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_recent_range_context'] [2025-09-28T05:08:45.901078] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:46.059105] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:46.186389] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:46.313175] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:46.441105] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:46.570841] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:46.697457] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:46.825448] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:46.963975] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:47.099573] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:47.099785] [INFO ] [CONFIGURE ] XYL: DISCARDED add_recent_range_context (score: 50.00%) [2025-09-28T05:08:47.099868] [INFO ] [CONFIGURE ] JOB ETA: 1.3m | Avg: 1.6s/test | Remaining: 51 tests [2025-09-28T05:08:47.099942] [INFO ] [CONFIGURE ] XYL: Testing feature 24/29: add_rsi [2025-09-28T05:08:47.100019] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_ema', 'add_rsi'] [2025-09-28T05:08:47.251435] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:47.399479] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:47.572676] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-15, Predicted=0.0, Actual=1 [2025-09-28T05:08:47.779558] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:47.960535] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:48.116443] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:08:48.267869] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:48.416887] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:48.570533] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:48.720160] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:48.720378] [INFO ] [CONFIGURE ] XYL: DISCARDED add_rsi (score: 50.00%) [2025-09-28T05:08:48.720463] [INFO ] [CONFIGURE ] JOB ETA: 1.3m | Avg: 1.6s/test | Remaining: 50 tests [2025-09-28T05:08:48.720542] [INFO ] [CONFIGURE ] XYL: Testing feature 25/29: add_tick_distribution [2025-09-28T05:08:48.720614] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_tick_distribution'] [2025-09-28T05:08:48.848351] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:48.977554] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:49.103506] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:49.233238] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:49.361969] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:49.491506] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-18, Predicted=0.0, Actual=1 [2025-09-28T05:08:49.622145] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:49.761823] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:49.888844] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:50.019198] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:50.019389] [INFO ] [CONFIGURE ] XYL: DISCARDED add_tick_distribution (score: 60.00%) [2025-09-28T05:08:50.019469] [INFO ] [CONFIGURE ] JOB ETA: 1.3m | Avg: 1.6s/test | Remaining: 49 tests [2025-09-28T05:08:50.019523] [INFO ] [CONFIGURE ] XYL: Testing feature 26/29: add_volume_momentum_confirmation [2025-09-28T05:08:50.019611] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_volume_momentum_confirmation'] [2025-09-28T05:08:50.152349] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-11, Predicted=0.0, Actual=1 [2025-09-28T05:08:50.283686] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:50.422250] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:50.601520] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:50.739451] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:50.911067] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:51.081843] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:51.238359] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:51.382114] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:51.516214] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:51.516490] [INFO ] [CONFIGURE ] XYL: DISCARDED add_volume_momentum_confirmation (score: 50.00%) [2025-09-28T05:08:51.516580] [INFO ] [CONFIGURE ] JOB ETA: 1.3m | Avg: 1.6s/test | Remaining: 48 tests [2025-09-28T05:08:51.516688] [INFO ] [CONFIGURE ] XYL: Testing feature 27/29: add_volume_price_divergence [2025-09-28T05:08:51.516762] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_volume_price_divergence'] [2025-09-28T05:08:51.657621] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:51.803824] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:51.945503] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:52.083871] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:52.223873] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:52.362274] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:52.505520] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-19, Predicted=1.0, Actual=1 [2025-09-28T05:08:52.643801] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:52.782563] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:52.920050] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:52.920246] [INFO ] [CONFIGURE ] XYL: DISCARDED add_volume_price_divergence (score: 70.00%) [2025-09-28T05:08:52.920359] [INFO ] [CONFIGURE ] JOB ETA: 1.2m | Avg: 1.6s/test | Remaining: 47 tests [2025-09-28T05:08:52.920434] [INFO ] [CONFIGURE ] XYL: Testing feature 28/29: add_volume_profile [2025-09-28T05:08:52.920506] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_volume_profile'] [2025-09-28T05:08:53.041070] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:53.169004] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-12, Predicted=0.0, Actual=0 [2025-09-28T05:08:53.293102] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:53.416099] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:53.545350] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:53.677671] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:53.809613] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:53.941442] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-22, Predicted=1.0, Actual=0 [2025-09-28T05:08:54.071071] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:54.204500] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:54.204766] [INFO ] [CONFIGURE ] XYL: DISCARDED add_volume_profile (score: 50.00%) [2025-09-28T05:08:54.204853] [INFO ] [CONFIGURE ] JOB ETA: 1.2m | Avg: 1.6s/test | Remaining: 46 tests [2025-09-28T05:08:54.204943] [INFO ] [CONFIGURE ] XYL: Testing feature 29/29: add_vwap [2025-09-28T05:08:54.205017] [INFO ] [CONFIGURE ] XYL: Testing with features: ['add_daily_returns', 'add_vwap'] [2025-09-28T05:08:54.351356] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-11, Predicted=1.0, Actual=1 [2025-09-28T05:08:54.484101] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-12, Predicted=1.0, Actual=0 [2025-09-28T05:08:54.610029] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-15, Predicted=1.0, Actual=1 [2025-09-28T05:08:54.740816] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-16, Predicted=0.0, Actual=1 [2025-09-28T05:08:54.872440] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-17, Predicted=1.0, Actual=0 [2025-09-28T05:08:55.000790] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-18, Predicted=1.0, Actual=1 [2025-09-28T05:08:55.130526] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-19, Predicted=0.0, Actual=1 [2025-09-28T05:08:55.261945] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-22, Predicted=0.0, Actual=0 [2025-09-28T05:08:55.390911] [DEBUG] [FORECASTER] XYL: Forecast CORRECT: Date=2025-09-23, Predicted=0.0, Actual=0 [2025-09-28T05:08:55.520617] [DEBUG] [FORECASTER] XYL: Forecast INCORRECT: Date=2025-09-24, Predicted=0.0, Actual=1 [2025-09-28T05:08:55.520847] [INFO ] [CONFIGURE ] XYL: DISCARDED add_vwap (score: 50.00%) [2025-09-28T05:08:55.520928] [INFO ] [CONFIGURE ] JOB ETA: 1.2m | Avg: 1.6s/test | Remaining: 45 tests [2025-09-28T05:08:55.521032] [INFO ] [CONFIGURE ] XYL: ===== FEATURE SELECTION COMPLETE ===== [2025-09-28T05:08:55.521106] [INFO ] [CONFIGURE ] XYL: Best accuracy: 70.00% [2025-09-28T05:08:55.521179] [INFO ] [CONFIGURE ] XYL: Best feature set (1 features): ['add_daily_returns'] [2025-09-28T05:08:55.521247] [INFO ] [CONFIGURE ] XYL: Improvement over baseline: 10.00% [2025-09-28T05:08:55.521314] [INFO ] [CONFIGURE ] XYL: Total time: 40.0 seconds [2025-09-28T05:08:55.521381] [INFO ] [CONFIGURE ] XYL: Average time per feature: 1.4 seconds [2025-09-28T05:08:55.521449] [INFO ] [CONFIGURE ] XYL: Average speed: 0.72 features/sec [2025-09-28T05:08:55.522219] [INFO ] [LOCAL ] Saved configuration for XYL: 1 features, 70.00% accuracy -> ./output/feature-sets/XYL.json [2025-09-28T05:08:55.522314] [INFO ] [CONFIGURE ] XYL: Configuration saved successfully: 1 features, 70.00% accuracy. [2025-09-28T05:08:55.522436] [INFO ] [sig ] [135/135] Successfully configured XYL | 0.02 sym/s | Total: 1.7h | ETA: 0s [2025-09-28T05:08:55.522528] [INFO ] [sig ] ================================================== [2025-09-28T05:08:55.522601] [INFO ] [sig ] Configuration complete: 135/135 symbols succeeded [2025-09-28T05:08:56.290136] [DEBUG] [EMAIL ] Email sent to 'chris.punches@silogroup.org' with subject: 'COMPLETE_OK: SIGR CONFIGURATION' [2025-09-28T05:08:56.290380] [INFO ] [sig ] Email notification sent [2025-09-28T05:08:56.291208] [WARN ] [STATE ] State set to: COMPLETED_OK [2025-09-28T05:08:56.291754] [INFO ] [STATE ] Last completion updated: 2025-09-28T05:08:56.291349