ML2-BOOK_QRA
StatusRunning
Iteration283
Tested9723144
RAM4.0GB
Recent:
11:59:28 | INFO | Loaded 2617 best practices
11:59:28 | INFO | BestPracticeChecker initialized with 2617 practices
11:59:28 | INFO | BestPracticeChecker initialized (2617 practices)
11:59:28 | INFO | DecisionLogger initialized (log_file=logs/book_knowledge/decisions_20260207.jsonl)
11:59:28 | INFO | DecisionLogger initialized (log_file=logs/book_knowledge/decisions_20260207.jsonl)
11:59:28 | INFO | Loaded 581 feature engineering entries
11:59:28 | INFO | FeatureFactory loaded with 484 features
11:59:28 | INFO | FeatureFactory initialized (484 features)
11:59:28 | INFO | Built pitfall map from 858 techniques
11:59:28 | INFO | TechniqueAdvisor loaded 858 techniques (857 QRA, 640 pitfalls)
11:59:28 | INFO | TechniqueAdvisor loaded: 858 techniques (857 QRA, 640 pitfalls)
11:59:28 | INFO | ModelFactory initialized with 858 techniques
11:59:28 | INFO | ModelFactory loaded with 858 techniques
11:59:28 | INFO | ModelFactory initialized (858 techniques)
11:59:28 | INFO | ModelFactory set for GeneticEngine registry access
11:59:28 | INFO | Model technique mode set to: core (12 models)
11:59:28 | INFO | GeneticEngine model technique mode: core
11:59:28 | INFO | RiskRuleEngine initialized: 170 rules loaded, max_position=10.0%, max_drawdown=20.
11:59:28 | INFO | RiskRuleEngine loaded with 170 rules
11:59:28 | INFO | RiskRuleEngine initialized (170 rules)
11:59:28 | INFO | Phase 4 components loaded: FeatureFactory, ModelFactory, RiskRuleEngine
11:59:28 | INFO | ML2 checkpoint loaded: 430 tested, 0 passed
11:59:28 | ๐ RESUMING ML2 FROM CHECKPOINT
11:59:28 | Last update: 2026-02-07T11:55:14.967697
11:59:28 | Iterations: 281/10000
11:59:28 | Strategies tested: 430
11:59:28 | Strategies passed: 0
11:59:28 | Phase 3+ passed: 0
11:59:28 | Phase 4 passed: 0
11:59:28 | INFO | Feedback run started: ml2/book_qra_book_qra_20260207_115928_4e3ea818
11:59:28 | INFO | Feedback loop initialized: ml2/book_qra_book_qra_20260207_115928_4e3ea818
11:59:28 | INFO | Loaded 517 strategies from books.db
11:59:28 | INFO | Parsed 374 templates, 374 seeds (book_count >= 1), skipped 0 non-parseable, used 3
11:59:28 | INFO | StrategySeeder initialized: 374 seeds, 374 templates
11:59:28 | INFO | Seeded population with 374 historical strategies
11:59:28 | INFO | ML2Book (book_qra): Seeded with 374/9999 book strategies
11:59:28 | INFO | Using LightGBM surrogate model
11:59:28 | INFO | SurrogateFilter initialized (threshold=0.3)
11:59:28 | INFO | ML2 SurrogateFilter initialized
11:59:28 | INFO | ML2BridgeV2 initialized [Book Knowledge] (resume=True, tested=430)
11:59:28 | INFO | Applying book_qra mode configuration...
11:59:28 | INFO | IndicatorDB: 839 indicators, exploration_bonus=0.3, force_sample=True
11:59:28 | INFO | Loaded 73 pitfalls from books.db
11:59:28 | INFO | Loaded 0 DB-driven thresholds
11:59:28 | INFO | PitfallDetector loaded with 73 pitfalls
11:59:28 | INFO | PitfallDetector initialized (73 pitfalls loaded)
11:59:28 | INFO | PitfallExecutor loaded 73 detection functions
11:59:28 | INFO | PitfallExecutor initialized (73 detection functions loaded)
11:59:28 | INFO | Loaded 2617 best practices
11:59:28 | INFO | BestPracticeChecker initialized with 2617 practices
11:59:28 | INFO | DynamicBestPracticeChecker: 12 built-in + 54 dynamic checks
11:59:28 | INFO | Upgraded to DynamicBestPracticeChecker: 12 built-in + 54 dynamic checks
11:59:28 | INFO | TechniqueAdvisor set for book-guided model selection
11:59:28 | INFO | Technique advisor enabled (prob=60%)
11:59:28 | INFO | StrategySuitabilityFilter loaded 307 strategies (304 with conditions, 41 with avoi
11:59:28 | INFO | IndicatorRelationshipEngine loaded 823 pairs (390 combine, 274 confirm, 104 comple
11:59:28 | INFO | IndicatorRelationshipEngine set for pair-guided mutations
11:59:28 | INFO | Indicator pair guidance enabled (prob=70%)
11:59:28 | INFO | AvoidWhen filter enabled
11:59:28 | INFO | ExtractedValidator loaded 5147 checks (3876 critical, 1271 important)
11:59:28 | INFO | TemporalSafetyGuard loaded 1421 methods (308 safe, 1113 not safe)
11:59:28 | INFO | PracticeExecutor loaded 550 checks (critical: 279)
11:59:28 | INFO | IslandModelEngine created 4 islands: ['island_0_ensemble', 'island_1_linear', 'isl
11:59:28 | INFO | BayesianHyperOptimizer warm-started with 51 parameter sets from books.db
11:59:28 | INFO | TIER C4: Initialized 6 cluster priors from book knowledge
11:59:28 | INFO | ExtractedRiskEngine loaded 6893 rules (critical: 3934, important: 2959)
11:59:28 | INFO | ExitRuleAdvisor loaded rules for 129 strategy types (342 total strategies)
11:59:28 | INFO | BookKnowledgeGraph loaded: 5402 nodes, 4405 edges
11:59:28 | INFO | TemplateLibrary loaded 517 templates
11:59:28 | INFO | StrategySynthesizer initialized (mode=fast)
11:59:28 | INFO | BookMetaLearner initialized
11:59:28 | INFO | BookQRA orchestrator initialized with mode=BOOK_QRA, modules=['validation', 'label
11:59:28 | INFO | BookQRA orchestrator initialized with 9 modules: validation, labeling, sizing, fea
11:59:28 | INFO | BookNeuralSurrogate initialized: threshold=0.3, buffer_size=0, warmup=pending
11:59:28 | INFO | Neural Surrogate initialized: threshold=30%, buffer=0, warmup=pending
11:59:28 | INFO | Neural Surrogate state loaded: 50 samples, 1434 predictions
11:59:28 | INFO | Neural Surrogate model loaded: 10040 updates
11:59:28 | INFO | BookNeuralSurrogate initialized: threshold=0.3, buffer_size=50, warmup=pending
11:59:28 | INFO | HybridSurrogate state restored: 4200 candidates processed, 283 blacklisted, thresh
11:59:28 | INFO | HybridSurrogate initialized: exploration_budget=20/100, heuristic=True, ml_surroga
11:59:28 | INFO | Hybrid Surrogate initialized: exploration=20%, threshold=5%, ml_buffer=50
11:59:28 | INFO | ML2BookBridge initialized in BOOK_QRA mode: BookQRA + 16 Advanced Modules (~95 min
11:59:28 | Starting intelligent orchestration...
11:59:28 | INFO | Initializing V4 World Champion ML 4.0 components...
11:59:28 | INFO | Loaded UCB1 state: 100 pulls, 0 successes
11:59:28 | INFO | UCB1Scheduler initialized (exploration_weight=2.0)
11:59:28 | INFO | Using LightGBM surrogate model
11:59:28 | INFO | SurrogateFilter initialized (threshold=0.3)
11:59:28 | INFO | Loaded ensemble state: 0 trained models
11:59:28 | INFO | EnsembleEngine initialized with models: ['catboost', 'xgboost', 'lightgbm', 'logre
11:59:28 | INFO | Loaded DriftMonitor state: 100 observations, 0 drifts
11:59:28 | INFO | DriftMonitor initialized: metrics=['sharpe', 'win_rate', 'pnl'], backend=SlidingWi
11:59:28 | INFO | Loaded HPOAgent state: 0 runs, 0 model configs
11:59:28 | INFO | HPOAgent initialized: stagnation_threshold=100, n_trials=50, optuna=not available
11:59:28 | INFO | UnifiedLeaderboard initialized at output/ml2book/book_qra/orchestrator/leaderboard
11:59:28 | โ 11:59:28 | INFO | Restored experiment count from checkpoint: 430
11:59:28 | INFO | Checkpoint found but no completed models
11:59:28 | INFO | IntelligentOrchestrator initialized
11:59:28 | INFO | Mode: V4 World Champion ML 4.0
11:59:28 | INFO | UCB1 Scheduler: ON
11:59:28 | INFO | Surrogate Filter: ON
11:59:28 | INFO | Ensemble Engine: ON
11:59:28 | INFO | Drift Monitor: ON
11:59:28 | INFO | HPO Agent: ON
11:59:28 | INFO | SHAP Pruning: ON
11:59:28 | INFO | Pass threshold: 30%
11:59:28 | INFO | Top features: 30
11:59:28 | INFO | Registered pipeline: ml2book -> ML2Book (BOOK_QRA) - Full Book Knowledge
11:59:28 |
11:59:28 | ======================================================================
11:59:28 | ๐ค GLOBAL AGENT V2 - Intelligent Orchestration
11:59:28 | ======================================================================
11:59:28 |
11:59:28 | Pipeline: ML2Book (BOOK_QRA) - Full Book Knowledge
11:59:28 | Mode: book_qra
11:59:28 | Max experiments: 10,000
11:59:28 | Batch size: 50
11:59:28 |
11:59:28 | ๐ง Intelligence Features:
11:59:28 | Thompson Sampling: ON
11:59:28 | Surrogate Model: OFF
11:59:28 | Decision Model: OFF
11:59:28 |
11:59:28 | โก Thresholds:
11:59:28 | SKIP if P(pass) < 2.0%
11:59:28 | DEVELOP if P(pass) > 25.0%
11:59:28 |
11:59:28 | ======================================================================
11:59:28 |
11:59:28 | INFO | ML2 Iterative Mode: book_qra
11:59:28 | INFO | Target iterations: 10000
11:59:28 | INFO | Batch size: 200
11:59:28 | INFO | Expected batches: 50
11:59:29 | ML2 Iterative Mode: target=10000, batch_size=200
11:59:30 | INFO | Dataset regimes detected: Dataset_2019_2023=trending_up, Dataset_2023=trending_up,
11:59:30 | INFO | [RECOVERY] Already tested: 9723144e359f
11:59:30 | INFO | Loaded 701 validated indicators from books.db
11:59:30 | INFO | Total VALIDATED_INDICATORS: 822
11:59:30 | INFO | Loaded 726 techniques (CORE: 500 with book_count >= 1)
11:59:30 | INFO | MLTechniqueRegistry initialized: CORE=500, FULL=726
11:59:30 | INFO | RiskSampler initialized: 4 stop_loss, 3 take_profit, 11 position_size, 4 atr_mult
11:59:30 | INFO | HyperparameterPool loaded: 22 model sets, 22 risk sets
11:59:30 | INFO | BookKnowledgeLoader initialized with /Users/dornerbalazs/Desktop/prediction_market
11:59:30 | INFO | ConceptOracle loaded: 886 concepts in 198 categories, 886 with Python code
11:59:30 | INFO | RelationCache initialized at /root/.cache/book_knowledge/relation_cache.db
11:59:30 | INFO | RelationCache is empty, building index with fallback data
11:59:30 | INFO | Building ConceptIndex with fallback data
11:59:30 | INFO | ConceptIndex loaded: 54 relations
11:59:30 | WARNING | LLM crossover failed: No module named 'anthropic', falling back to standard
11:59:30 | INFO | Generated 200 candidates for mode=book_qra
11:59:30 | INFO | RANDOM_EXPLORATION: 84 (42.0%)
11:59:30 | INFO | GENETIC_EVOLUTION: 62 (31.0%)
11:59:30 | INFO | GUIDED_SEARCH: 54 (27.0%)
11:59:30 | INFO | Initialized 4 islands with 20 genomes each
11:59:30 | INFO | EnsembleBuilder loaded 50 techniques: stacking=3, voting=3, blending=0
11:59:30 | INFO | Book knowledge components loaded for genetic mutations
11:59:31 | INFO | Neural Surrogate warmup complete after 50 samples
11:59:31 | INFO | HybridSurrogate stats: total=4300, exploration=20%, heuristic_reject=5%, surrogate
11:59:31 | INFO | HybridSurrogate stats: total=4400, exploration=20%, heuristic_reject=6%, surrogate
11:59:31 | Batch 1/50: Generated 179 candidates
11:59:31 | ๐งช TEST catboost_3ind + rsi_ema_sma P(pass)=0.0% 11:59:31 | INFO | RES
11:59:31 | INFO | Shared cache index loaded: 962 pairs
11:59:31 | INFO | OHLCVCache patched to use shared memory
11:59:31 | [SHARED CACHE] ACTIVE - 962 pairs shared via memmap
11:59:31 | [SHARED CACHE] Size: 497.4MB in /root/.cache/ml2book_cache
11:59:31 | ๐ Starting full preload (initial memory: 342MB)
11:59:31 | Mode: Loading ALL CSV files from data directories
11:59:31 | Root: /Users/dornerbalazs/Desktop/backtrader-main/backtrader/data (scanning all subdire
11:59:31 | Stage 1/3: Loading OHLCV data...
11:59:31 | INFO | Loading ALL 13 CSV files from Dataset_2019_2023
11:59:31 | INFO | Pre-loading 13 pairs from Dataset_2019_2023...
11:59:32 | INFO | Loading ALL 56 CSV files from Dataset_2023
11:59:32 | INFO | Pre-loading 56 pairs from Dataset_2023...
11:59:33 | INFO | Loading ALL 240 CSV files from Dataset_2024Q4_2025Q1
11:59:33 | INFO | Pre-loading 240 pairs from Dataset_2024Q4_2025Q1...
11:59:34 | INFO | Loading ALL 78 CSV files from Dataset_2024_Q1Q3
11:59:34 | INFO | Pre-loading 78 pairs from Dataset_2024_Q1Q3...
11:59:35 | INFO | Loading ALL 183 CSV files from Dataset_2025_Q2Q3
11:59:35 | INFO | Pre-loading 183 pairs from Dataset_2025_Q2Q3...
11:59:36 | INFO | Loading ALL 392 CSV files from Dataset_Fresh_OOS
11:59:36 | INFO | Pre-loading 392 pairs from Dataset_Fresh_OOS...
11:59:39 | INFO | OHLCV Cache: 962/962 pairs loaded, 497.4MB used
11:59:39 | โ OHLCV: 962 pairs, 497MB
11:59:39 | Stage 2/3: Computing dataset partitions...
11:59:39 | โ Partitions: 6 datasets
11:59:39 | Stage 3/3: Skipped (features disabled)
11:59:39 | โ
Preload complete: 2043MB total (+1701MB)
11:59:39 | INFO | IndicatorCalculator loaded - unified indicator system active
12:00:10 | Pre-computed 6000 indicator series for 200 pairs (cache: 6000)
12:00:10 | INFO | Resumed in phase RANDOM_EXPLORATION (14% complete)
12:00:10 | INFO | [GENETIC_EVOLUTION] Testing 65d6e4918f4a: ['rsi', 'ema', 'sma']...
12:00:10 | [THREADING_FIX] Non-main thread detected - disabled library parallelism
12:00:10 | [282/10000] Testing 3 indicators: ['rsi', 'ema', 'sma']...
12:00:17 | โ Phase1 2019_2023: $7947 | 11461t | WR=30.5%
12:00:29 | โ Phase1 2023: $-473 | 4306t | WR=36.4% (FAILED)
12:00:40 | โ Phase1 2024Q4_2025Q1: $-2882 | 2800t | WR=24.7% (FAILED)
12:00:40 | WARNING | Rejection reason: Phase 1 failed: 2/5 datasets failed
12:00:40 | -> โ Sharpe=0.000 PF=0.00
12:00:40 | ๐งช TEST svm_4ind + historic_volati P(pass)=0.0% 12:00:40 | INFO | [RA
12:00:40 | [283/10000] Testing 5 indicators: ['historic_volatility', 'five_minute_squeeze', 'newton_
Binance Trading
(inputs: PM orderbook+indicators+ML)
StatusRunning
Model0/0
Tested0
RAM2.9GB
All OOS Passed0
6-Stage OOS Progress:
OOS1 (BTC)
OOS2 (BTC)
OOS3 (XRP)
OOS4 (SOL)
OOS5 (ETH)
OOS6 (BTC GIGA)
Recent:
chunk [10/10] Processing rows 90,000-100,000
09:00:26 | [1/2] Loading Polymarket orderbook... 922,663 rows
09:00:34 | [2/2] Loading Binance OHLCV... 1,197,702 rows
09:00:38 | [Features] Generating for ETHUSDT (100,000 rows, 10 chunks)...
09:02:38 |
chunk [ 1/10] Processing rows 0-10,000
chunk [ 2/10] Processing rows 10,000-20,000
chunk [ 3/10] Processing rows 20,000-30,000
chunk [ 4/10] Processing rows 30,000-40,000
chunk [ 5/10] Processing rows 40,000-50,000
chunk [ 6/10] Processing rows 50,000-60,000
chunk [ 7/10] Processing rows 60,000-70,000
chunk [ 8/10] Processing rows 70,000-80,000
chunk [ 9/10] Processing rows 80,000-90,000
chunk [10/10] Processing rows 90,000-100,000
09:02:38 | โ OOS3 (XRPUSDT): 100,000 rows, 112 cycles
09:02:38 | โ OOS4 (SOLUSDT): 100,000 rows, 112 cycles
09:02:38 | โ OOS5 (ETHUSDT): 100,000 rows, 112 cycles
09:02:38 |
09:02:38 |
09:02:38 | ================================================================================
09:02:38 | ALPHAFORGE BINANCE - FULL_GIGA | Timeframe: 1s
09:02:38 | ================================================================================
09:02:38 | Asset: BTCUSDT [1/1]
09:02:38 | Models: 420 | Strategies: 348 | Combinations: 146,160
09:02:38 | --------------------------------------------------------------------------------
09:02:38 | [Generating Features]
09:02:46 | [2/4] โก Feature cache HIT for OOS1 data (20,000 rows)
09:03:18 | [1/4] โก Feature cache HIT for Train data (80,000 rows)
09:03:22 | [4/4] Generating features for OOS6 GIGA data (1,197,701 rows, 120 chunks)...
09:04:25 |
[4/4] chunk [ 1/120] Processing rows 0-10,000
[4/4] chunk [ 2/120] Processing rows 10,000-20,000 [3/4] โก Feature cache HIT for OOS2 data (100,000 rows)
Sat Feb 7 09:07:02 AM UTC 2026: Starting Binance Trading pipeline (6-stage OOS)...
09:07:04 | /root/.config/matplotlib is not a writable directory
09:07:04 | Matplotlib created a temporary cache directory at /tmp/matplotlib-61vgi6f4 because there was an issue with th
2026-02-07 09:07:04 | INFO | alphaforge_binance.config.base | Loading preset config: full_giga
2026-02-07 09:07:04 | INFO | alphaforge_binance.meta.ensemble_engine | TFT not available - running without deep lear
2026-02-07 09:07:04 | WARNING | alphaforge_binance.meta.hpo_agent | optuna not installed, HPOAgent will use random sear
09:07:04 | ๐ RESUMING FROM CHECKPOINT
09:07:04 | Last update: 2026-02-05T06:13:00.692164
09:07:04 | Models completed: 3/420
09:07:04 | Strategies passed: 0
09:07:04 | ๐ Streaming results: output/full_giga/passing_strategies_live.jsonl
09:07:04 | ๐พ Checkpoint: output/full_giga/checkpoints/standard_checkpoint.pkl
09:07:04 | ๐ฏ Cascading OOS (non-overlapping time periods):
09:07:04 | Train โ OOS1(BTC) โ OOS2(BTC) โ OOS3(XRP) โ OOS4(SOL) โ OOS5(ETH) โ OOS6(BTC GIGA)
09:07:04 | Loading BTCUSDT data...
2026-02-07 09:07:04 | INFO | shared.data_store | Shared cache HIT for BTC: 1,397,701 rows (20.7h old)
2026-02-07 09:07:04 | INFO | alphaforge_binance.core.unified_pipeline | Using shared aligned data cache for BTC: 1,3
09:07:05 | Total: 1,397,701 rows
09:07:05 | Train: 80,000 rows (until 2025-12-26 17:58:19+00:00)
09:07:05 | OOS1: 20,000 rows (until 2025-12-26 23:31:39+00:00)
09:07:05 | OOS2: 100,000 rows (until 2025-12-28 03:18:19+00:00)
09:07:05 | OOS6: 1,197,701 rows (GIGA - ALL remaining BTC data)
09:07:05 | Loading secondary asset OOS data (time > 2025-12-28 03:18:19+00:00)...
09:07:06 | [1/2] Loading Polymarket orderbook... 253,385 rows
09:07:10 | [2/2] Loading Binance OHLCV... 1,197,702 rows
09:07:12 | [Features] Generating for XRPUSDT (100,000 rows, 10 chunks)...
09:08:43 |
chunk [ 1/10] Processing rows 0-10,000
chunk [ 2/10] Processing rows 10,000-20,000
chunk [ 3/10] Processing rows 20,000-30,000
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chunk [ 8/10] Processing rows 70,000-80,000
chunk [ 9/10] Processing rows 80,000-90,000
chunk [10/10] Processing rows 90,000-100,000
09:08:47 | [1/2] Loading Polymarket orderbook... 306,809 rows
09:08:54 | [2/2] Loading Binance OHLCV... 1,197,702 rows
09:09:00 | [Features] Generating for SOLUSDT (100,000 rows, 10 chunks)...
09:10:54 |
chunk [ 1/10] Processing rows 0-10,000
chunk [ 2/10] Processing rows 10,000-20,000
chunk [ 3/10] Processing rows 20,000-30,000
chunk [ 4/10] Processing rows 30,000-40,000
chunk [ 5/10] Processing rows 40,000-50,000
chunk [ 6/10] Processing rows 50,000-60,000
chunk [ 7/10] Processing rows 60,000-70,000
chunk [ 8/10] Processing rows 70,000-80,000
chunk [ 9/10] Processing rows 80,000-90,000
chunk [10/10] Processing rows 90,000-100,000
09:11:01 | [1/2] Loading Polymarket orderbook... 922,663 rows
09:11:07 | [2/2] Loading Binance OHLCV... 1,197,702 rows
09:11:12 | [Features] Generating for ETHUSDT (100,000 rows, 10 chunks)...
09:13:10 |
chunk [ 1/10] Processing rows 0-10,000
chunk [ 2/10] Processing rows 10,000-20,000
chunk [ 3/10] Processing rows 20,000-30,000
chunk [ 4/10] Processing rows 30,000-40,000
chunk [ 5/10] Processing rows 40,000-50,000
chunk [ 6/10] Processing rows 50,000-60,000
chunk [ 7/10] Processing rows 60,000-70,000
chunk [ 8/10] Processing rows 70,000-80,000
chunk [ 9/10] Processing rows 80,000-90,000
chunk [10/10] Processing rows 90,000-100,000
09:13:10 | โ OOS3 (XRPUSDT): 100,000 rows, 112 cycles
09:13:10 | โ OOS4 (SOLUSDT): 100,000 rows, 112 cycles
09:13:10 | โ OOS5 (ETHUSDT): 100,000 rows, 112 cycles
09:13:10 | ================================================================================
09:13:10 | ALPHAFORGE BINANCE - FULL_GIGA | Timeframe: 1s
09:13:10 | ================================================================================
09:13:10 | Asset: BTCUSDT [1/1]
09:13:10 | Models: 420 | Strategies: 348 | Combinations: 146,160
09:13:10 | --------------------------------------------------------------------------------
09:13:10 | [Generating Features]
09:13:16 | [2/4] โก Feature cache HIT for OOS1 data (20,000 rows)
09:13:42 | [1/4] โก Feature cache HIT for Train data (80,000 rows)
09:13:47 | [4/4] Generating features for OOS6 GIGA data (1,197,701 rows, 120 chunks)...
09:14:51 |
[4/4] chunk [ 1/120] Processing rows 0-10,000
[4/4] chunk [ 2/120] Processing rows 10,000-20,000 [3/4] โก Feature cache HIT for OOS2 data (100,000 rows)
10:10:43 |
[4/4] chunk [ 3/120] Processing rows 20,000-30,000
[4/4] chunk [ 4/120] Processing rows 30,000-40,000
[4/4] chunk [ 5/120] Processing rows 40,000-50,000
[4/4] chunk [ 6/120] Processing rows 50,000-60,000
[4/4] chunk [ 7/120] Processing rows 60,000-70,000
[4/4] chunk [ 8/120] Processing rows 70,000-80,000
[4/4] chunk [ 9/120] Processing rows 80,000-90,000
[4/4] chunk [10/120] Processing rows 90,000-100,000
[4/4] chunk [11/120] Processing rows 100,000-110,000
[4/4] chunk [12/120] Processing rows 110,000-120,000
[4/4] chunk [13/120] Processing rows 120,000-130,000
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[4/4] chunk [15/120] Processing rows 140,000-150,000
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[4/4] chunk [19/120] Processing rows 180,000-190,000
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[4/4] chunk [120/120] Processing rows 1,190,000-1,197,701
10:44:25 | [OK] Generating Features: 7364 features (5474.4s)
10:46:21 | BTC data prepared: Train=80,000, OOS1=20,000, OOS2=100,000, OOS6=1,197,701
10:46:21 | [Training Models]
10:46:21 | Preparing feature matrices...
11:07:57 | Feature matrices: X_train=(80000, 7364), X_oos1=(20000, 7364), X_oos2=(100000, 7364)
2026-02-07 11:26:45 | INFO | alphaforge_binance.meta.feature_curator | FeatureCurator: 7364 -> 7350 (groups) -> 2443
11:26:45 | Feature pruning: 7364 -> 2443 features
11:27:44 | Training 420 models, testing 348 strategies per model...
11:27:44 | Cascading OOS: OOS1(BTC) โ OOS2(BTC) โ OOS3(XRP) โ OOS4(SOL) โ OOS5(ETH) โ OOS6(BTC GIGA)
11:27:44 | โญ๏ธ Skipping LightGBM_lr0.01_d4_n500 (already completed)
11:27:44 | โญ๏ธ Skipping LightGBM_lr0.01_d4_n1000 (already completed)
11:27:44 | โญ๏ธ Skipping LightGBM_lr0.01_d6_n500 (already completed)
11:27:44 | ======================================================================
11:27:44 | MODEL 4/420: LightGBM_lr0.01_d6_n1000
11:27:44 | ======================================================================
11:27:44 | Training with 5-fold CV...
Polymarket 15min market predictions
StatusRunning
Iteration4/4
Tested50
RAM6.9GB
P3/P4 Passed0/0
Recent:
Sat Feb 7 09:29:57 AM UTC 2026: Starting Polymarket 15min pipeline...
09:29:58 | /root/.config/matplotlib is not a writable directory
09:29:58 | Matplotlib created a temporary cache directory at /tmp/matplotlib-vxvwb703 because there was an issue with th
09:29:59 | optuna not installed, HPOAgent will use random search fallback
09:29:59 | INFO | ML2 BalancedMLDiscovery imported successfully
09:29:59 | WARNING | plotext not installed - charts will be disabled. Install with: pip install plotext
09:29:59 | INFO | PolymarketBridge initialized (resume=True, tested=0)
09:29:59 | Starting intelligent orchestration...
09:29:59 | INFO | Initializing V4 World Champion ML 4.0 components...
09:29:59 | INFO | UCB1Scheduler initialized (exploration_weight=2.0)
09:29:59 | INFO | Using LightGBM surrogate model
09:29:59 | INFO | SurrogateFilter initialized (threshold=0.3)
09:29:59 | INFO | EnsembleEngine initialized with models: ['catboost', 'xgboost', 'lightgbm', 'logreg']
09:29:59 | INFO | DriftMonitor initialized: metrics=['sharpe', 'win_rate', 'pnl'], backend=SlidingWindow
09:29:59 | INFO | HPOAgent initialized: stagnation_threshold=100, n_trials=50, optuna=not available
09:29:59 | INFO | UnifiedLeaderboard initialized at output/polymarket/standard/orchestrator/leaderboard.db
09:29:59 | โ 09:29:59 | INFO | No checkpoint found, starting fresh
09:29:59 | INFO | IntelligentOrchestrator initialized
09:29:59 | INFO | Mode: V4 World Champion ML 4.0
09:29:59 | INFO | UCB1 Scheduler: ON
09:29:59 | INFO | Surrogate Filter: ON
09:29:59 | INFO | Ensemble Engine: ON
09:29:59 | INFO | Drift Monitor: ON
09:29:59 | INFO | HPO Agent: ON
09:29:59 | INFO | SHAP Pruning: ON
09:29:59 | INFO | Pass threshold: 30%
09:29:59 | INFO | Top features: 30
09:29:59 | INFO | Registered pipeline: polymarket -> Polymarket Prediction (alpha_forge)
09:29:59 |
09:29:59 | ======================================================================
09:29:59 | ๐ค GLOBAL AGENT V2 - Intelligent Orchestration
09:29:59 | ======================================================================
09:29:59 |
09:29:59 | Pipeline: Polymarket Prediction (alpha_forge)
09:29:59 | Mode: standard
09:29:59 | Max experiments: 10,000
09:29:59 | Batch size: 50
09:29:59 |
09:29:59 | ๐ง Intelligence Features:
09:29:59 | Thompson Sampling: ON
09:29:59 | Surrogate Model: ON
09:29:59 | Decision Model: ON
09:29:59 |
09:29:59 | โก Thresholds:
09:29:59 | SKIP if P(pass) < 2.0%
09:29:59 | DEVELOP if P(pass) > 25.0%
09:29:59 |
09:29:59 | ======================================================================
09:29:59 |
09:29:59 | INFO | Generated 36 candidates for mode=standard
09:29:59 | ๐ Generated 36 candidates (batch #1)
09:29:59 | ๐งช TEST LightGBM_lr0.01_d4 + OrderbookImbala P(pass)=0.0% 09:29:59 | INFO | Running full pipeline t
09:29:59 | INFO | alpha_forge pipeline available
09:29:59 | INFO | Running alpha_forge with mode=standard, expanded=False, ga=False
09:30:00 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:30:00 | โโโโโโ โโโ โโโโโโโ โโโ โโโ โโโโโโ โโโโโโโโ โโโโโโโ โโโโโโโ โโโโโโโ
09:30:00 | โโโโโโโโ
09:30:00 | โโโโโโโโโโโ โโโโโโโโโโโ โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:30:00 | โโโโโโโโ
09:30:00 | โโโโโโโโโโโ โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ โโโ โโโโโโโโโโโโโโ
09:30:00 | โโโโโโโโโโ
09:30:00 | โโโโโโโโโโโ โโโโโโโ โโโโโโโโโโโโโโโโโโโโโโ โโโ โโโโโโโโโโโโโโ
09:30:00 | โโโโโโโโโ
09:30:00 | โโโ โโโโโโโโโโโโโโ โโโ โโโโโโ โโโโโโ โโโโโโโโโโโโ
09:30:00 | โโโโโโโโโโโโโโโโโโโโ
09:30:00 | โโโ โโโโโโโโโโโโโโ โโโ โโโโโโ โโโโโโ โโโโโโโ โโโ โโโ โโโโโโโ
09:30:00 | โโโโโโโโ
09:30:00 | Meta Testing Framework v1.0
09:30:00 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:30:00 | Assets: BTC, ETH, SOL, XRP | Dev: 11 days | OOS: 5 days
09:30:00 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:30:00 | Mode: STANDARD
09:30:00 | ๐ฏ Multi-asset OOS: BTC (primary) โ ETH โ XRP โ SOL (cascading)
09:30:00 | ๐ Streaming results: /root/prediction_market_strategies/alpha_forge_output/passing_strategies_live.jsonl
09:30:00 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:30:00 | [PHASE 1/5] UNIFIED DATA LOADING
09:30:00 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:30:00 | Loading 4 assets in parallel...
09:30:06 | [1/5] Loading Binance prices... [1/5] Loading Binance prices... [1/5] Loading Binance prices.
09:30:06 | 1,473,301 rows
09:30:08 | [2/5] Loading orderbook data...09:30:08 | INFO | Loaded 1,473,301 price records for SOL
09:30:08 | 1,473,301 rows
09:30:08 | [2/5] Loading orderbook data...09:30:08 | INFO | Loaded 565,061 orderbook records for XRP (parquet)
09:30:08 | 565,061 rows
09:30:08 | XRP: Sampling 565,061 โ 100,000
09:30:08 | INFO | Loaded 1,473,301 price records for BTC
09:30:08 | 1,473,301 rows
09:30:08 | [2/5] Loading orderbook data... [3/5] Generating features (100,000 rows)...
09:30:08 | Using chunked: 2 chunks
09:30:08 |
[3/5] Generating features: chunk [ 1/2] rows 0-50,000 09:30:08 | INFO | Loaded 671,553 orderbook records for SO
09:30:08 | 671,553 rows
09:30:08 | SOL: Sampling 671,553 โ 100,000
09:30:08 | INFO | Loaded 1,473,301 price records for ETH
09:30:08 | [3/5] Generating features (100,000 rows)... 1,473,301 rows
09:30:08 | [2/5] Loading orderbook data...
09:30:08 | Using chunked: 2 chunks
09:30:11 |
[3/5] Generating features: chunk [ 1/2] rows 0-50,000 09:30:11 | INFO | Loaded 2,243,645 orderbook records for
09:30:11 | 2,243,645 rows
09:30:11 | ETH: Sampling 2,243,645 โ 100,000
09:30:11 | [3/5] Generating features (100,000 rows)...
09:30:11 | Using chunked: 2 chunks
09:30:11 |
[3/5] Generating features: chunk [ 1/2] rows 0-50,000 09:30:11 | INFO | Loaded 7,282,500 orderbook records for
09:30:11 | 7,282,500 rows
09:30:11 | BTC: Sampling 7,282,500 โ 100,000
09:30:12 | [3/5] Generating features (100,000 rows)...
09:30:12 | Using chunked: 2 chunks
09:30:13 |
[3/5] Generating features: chunk [ 1/2] rows 0-50,000 09:30:13 | INFO | Generated 285 orderbook features
09:30:13 | INFO | Generated 285 orderbook features
09:30:14 | INFO | Generated 285 orderbook features
09:30:14 | INFO | Generated 285 orderbook features
09:30:21 | INFO | Generated 328 technical indicator features
09:30:22 | INFO | Generated 328 technical indicator features
09:30:23 |
[3/5] Generating features: chunk [ 2/2] rows 50,000-100,000
[3/5] Generating features: chunk [ 2/2] rows 50,000-100,000 09:30:23 | INFO | Generated 328 technical indicator
09:30:23 | INFO | Generated 328 technical indicator features
09:30:24 |
[3/5] Generating features: chunk [ 2/2] rows 50,000-100,000
[3/5] Generating features: chunk [ 2/2] rows 50,000-100,000 09:30:24 | INFO | Generated 285 orderbook features
09:30:24 | INFO | Generated 285 orderbook features
09:30:25 | INFO | Generated 285 orderbook features
09:30:25 | INFO | Generated 285 orderbook features
09:30:31 | INFO | Generated 328 technical indicator features
09:30:32 | INFO | Generated 328 technical indicator features
09:30:33 | [4/5] Aligning with Binance prices...09:30:33 | INFO | Generated 328 technical indicator features
09:30:33 | INFO | Generated 328 technical indicator features
09:30:33 | [4/5] Aligning with Binance prices...09:30:33 | INFO | Filtered orderbook from 49,502 to 49,489 rows (p
09:30:33 | INFO | Filtered orderbook from 49,502 to 49,492 rows (price range)
09:30:34 | [4/5] Aligning with Binance prices...
09:30:34 | [4/5] Aligning with Binance prices...09:30:34 | INFO | Filtered orderbook from 49,499 to 49,391 rows (p
09:30:34 | INFO | Filtered orderbook from 49,501 to 49,172 rows (price range)
09:30:40 | INFO | Filled 613 orderbook columns: 76.1% of rows filled
09:30:40 | INFO | Aligned 115,845 records
09:30:40 | 115,845 aligned rows
09:30:40 | [5/5] Creating cycle targets...09:30:40 | INFO | Filled 613 orderbook columns: 86.4% of rows filled
09:30:40 | INFO | Aligned 102,110 records
09:30:40 | 102,110 aligned rows
09:30:41 | [5/5] Creating cycle targets...09:30:41 | INFO | Filled 613 orderbook columns: 51.3% of rows filled
09:30:41 | INFO | Aligned 177,327 records
09:30:41 | 177,327 aligned rows
09:30:42 | [5/5] Creating cycle targets...09:30:42 | INFO | Created cycle targets: 129 cycles, 53.5% UP
09:30:42 | INFO | Created cycle targets: 114 cycles, 50.9% UP
09:30:42 | 129 cycles (53.5% UP)
09:30:42 | ETH: 115,845 records, 624 features
09:30:42 | ETH: 115,845 rows loaded
09:30:42 | 114 cycles (50.9% UP)
09:30:42 | BTC: 102,110 records, 624 features
09:30:42 | BTC: 102,110 rows loaded
09:30:42 | INFO | Filled 613 orderbook columns: 46.6% of rows filled
09:30:42 | INFO | Aligned 196,813 records
09:30:42 | 196,813 aligned rows
09:30:43 | [5/5] Creating cycle targets...09:30:43 | INFO | Created cycle targets: 198 cycles, 53.0% UP
09:30:43 | 198 cycles (53.0% UP)
09:30:43 | SOL: 177,327 records, 624 features
09:30:43 | SOL: 177,327 rows loaded
09:30:43 | INFO | Created cycle targets: 219 cycles, 51.6% UP
09:30:43 | 219 cycles (51.6% UP)
09:30:43 | XRP: 196,813 records, 624 features
09:30:43 | XRP: 196,813 rows loaded
09:30:45 | UNIFIED DATASET: 592,095 rows, 624 features, 219 cycles
09:30:45 | Target distribution: 51.1% UP, 48.9% DOWN
09:30:45 | BTC: 102,110 records, 114 cycles
09:30:45 | ETH: 115,845 records, 129 cycles
09:30:46 | SOL: 177,327 records, 198 cycles
09:30:46 | XRP: 196,813 records, 219 cycles
09:30:46 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:30:46 | [PHASE 2/5] PER-ASSET NORMALIZATION
09:30:46 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:30:46 | [1/2] Computing IQR statistics for 624 features ร 4 assets...
09:30:46 | [1/4] BTC... done
09:30:46 | [2/4] ETH... done
09:30:46 | [3/4] SOL... done
09:30:46 | [4/4] XRP... done
09:31:03 | [2/2] Applying percentile-based normalization... done
09:31:03 | Normalization complete (float32)
09:31:03 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:31:03 | [PHASE 3/5] TIME-BASED SPLIT
09:31:03 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:31:04 | [1/3] Sorting by datetime... 592,095 rows
09:31:04 | [2/3] Calculating split point (66%/34%)... index 390,782 (purge gap: 1800)
09:31:04 | [3/3] Creating DEV/OOS sets... done
09:31:04 | INFO | Recreating cycle targets for OOS data (per-asset, post-split fix)
09:31:05 | INFO | Created cycle targets: 56 cycles, 60.7% UP
09:31:05 | INFO | Created cycle targets: 56 cycles, 51.8% UP
09:31:05 | INFO | Created cycle targets: 56 cycles, 60.7% UP
09:31:05 | INFO | Created cycle targets: 56 cycles, 50.0% UP
09:31:06 | DEV: 390,782 records
09:31:06 | OOS: 199,513 records
09:31:06 | [1/4] BTC: DEV=51,759, OOS=49,901
09:31:06 | [2/4] ETH: DEV=65,568, OOS=49,827
09:31:06 | [3/4] SOL: DEV=126,988, OOS=49,889
09:31:06 | [4/4] XRP: DEV=146,467, OOS=49,896
09:31:06 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:31:06 | [PHASE 4/5] MODEL TRAINING & STRATEGY SELECTION
09:31:06 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:31:06 | Cycle stats: 164 DEV cycles, 50.0% UP
09:31:06 | Testing 48 models ร 3 thresholds (5-fold CV)
09:31:06 | CycleBacktest mode: 1 trade per cycle, market odds PnL
09:31:07 | Preparing feature matrix... 390,782 ร 620 (float32)
09:31:08 | Preparing OOS matrix for streaming evaluation... 199,513 ร 620 (float32)
09:31:08 | Pre-aggregating to cycle level... DEV=164 cycles, OOS=56 cycles
09:31:08 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:31:08 | MODEL 1/48: LightGBM_lr0.01_d4_n500
09:31:08 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
09:31:08 | Training with 5-fold TimeSeriesCV...
09:38:11 | Fold 1/5: AUC = 0.7524 (train=65,132, val=65,130)
09:44:04 | Fold 2/5: AUC = 0.7755 (train=130,262, val=65,130)
09:50:25 | Fold 3/5: AUC = 0.7759 (train=195,392, val=65,130)
10:01:34 | Fold 4/5: AUC = 0.7864 (train=260,522, val=65,130)
10:09:27 | Fold 5/5: AUC = 0.8624 (train=325,652, val=65,130)
10:19:45 | โ CV AUC: 0.7905 ยฑ 0.0376
10:19:47 | โ CycleBacktest with 3 thresholds (164 cycles)...
10:19:47 | [ 1/3] Conf_0.52 PF= nan WR=55.2% Sharpe= 0.00 Trades=143
10:19:47 | [ 2/3] Conf_0.55 PF=57.93 WR=63.6% Sharpe= 85.52 Trades=107 PASS
10:19:48 | OOS FAIL: PF=0.00 WR=0.0%
10:19:48 | [ 3/3] Conf_0.58 PF=83.73 WR=71.4% Sharpe= 56.29 Trades=70 PASS
10:19:49 | OOS FAIL: PF=0.00 WR=0.0%
10:19:49 | โ Model Summary โ
10:19:49 | Passed: 2/3 thresholds
10:19:49 | Best: Conf_0.55 (Sharpe=85.52)
10:19:49 | Running best: LightGBM_lr0.01_d4_n500 + Conf_0.55 (Sharpe=85.52)
10:19:49 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
10:19:49 | MODEL 2/48: LightGBM_lr0.01_d4_n1000
10:19:49 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
10:19:49 | Training with 5-fold TimeSeriesCV...
10:37:18 | Fold 1/5: AUC = 0.7264 (train=65,132, val=65,130)
10:50:31 | Fold 2/5: AUC = 0.7232 (train=130,262, val=65,130)
11:04:01 | Fold 3/5: AUC = 0.7440 (train=195,392, val=65,130)
11:18:43 | Fold 4/5: AUC = 0.7786 (train=260,522, val=65,130)
11:36:23 | Fold 5/5: AUC = 0.8613 (train=325,652, val=65,130)
11:55:17 | โ CV AUC: 0.7667 ยฑ 0.0512
11:55:19 | โ CycleBacktest with 3 thresholds (164 cycles)...
11:55:19 | [ 1/3] Conf_0.52 PF= nan WR=55.5% Sharpe= 0.00 Trades=146
11:55:19 | [ 2/3] Conf_0.55 PF= nan WR=67.5% Sharpe= 0.00 Trades=114
11:55:19 | [ 3/3] Conf_0.58 PF=73.13 WR=75.6% Sharpe= 82.22 Trades=86 PASS
11:55:21 | OOS FAIL: PF=0.00 WR=0.0%
11:55:21 | โ Model Summary โ
11:55:21 | Passed: 1/3 thresholds
11:55:21 | Best: Conf_0.58 (Sharpe=82.22)
11:55:21 | Running best: LightGBM_lr0.01_d4_n500 + Conf_0.55 (Sharpe=85.52)
11:55:21 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
11:55:21 | MODEL 3/48: LightGBM_lr0.01_d6_n500
11:55:21 | โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
11:55:21 | Training with 5-fold TimeSeriesCV...
12:28:10 | Fold 1/5: AUC = 0.6957 (train=65,132, val=65,130)