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2a1badf3ab985cc7b10b390340fc9d4852f8a4ec
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5 Commits

Author SHA1 Message Date
copilot-swe-agent[bot]
5e21028c5e fix: Replace flip_threshold=0.5 with working values [0.3, 0.35, 0.4, 0.45] 
- Updated PARAMETER_GRID in v11_test_worker.py
- Changed from 2 flip_threshold values to 4 values
- Total combinations: 1024 (4×4×2×2×2×2×2×2)
- Updated coordinator to create 4 chunks (256 combos each)
- Updated all documentation to reflect 1024 combinations
- All values below critical 0.5 threshold that produces 0 signals
- Expected signal counts: 0.3 (1400+), 0.35 (1200+), 0.4 (1100+), 0.45 (800+)
- Created FLIP_THRESHOLD_FIX.md with complete analysis

Co-authored-by: mindesbunister <32161838+mindesbunister@users.noreply.github.com>
 2025-12-06 22:40:16 +00:00
mindesbunister
4291f31e64 fix: v11 worker missing use_quality_filters + RSI bounds + wrong import path 
THREE critical bugs in cluster/v11_test_worker.py:

1. Missing use_quality_filters parameter when creating MoneyLineV11Inputs
   - Parameter defaults to True but wasn't being passed explicitly
   - Fix: Added use_quality_filters=True to inputs creation

2. Missing fixed RSI parameters (rsi_long_max, rsi_short_min)
   - Worker only passed rsi_long_min and rsi_short_max (sweep params)
   - Missing rsi_long_max=70 and rsi_short_min=30 (fixed params)
   - Fix: Added both fixed parameters to inputs creation

3. Import path mismatch - worker imported OLD version
   - Worker added cluster/ to sys.path, imported from parent directory
   - Old v11_moneyline_all_filters.py (21:40) missing use_quality_filters
   - Fixed v11_moneyline_all_filters.py was in backtester/ subdirectory
   - Fix: Deployed corrected file to /home/comprehensive_sweep/

Result: 0 signals → 1,096-1,186 signals per config ✓

Verified: Local test (314 signals), EPYC dataset test (1,186 signals),
Worker log now shows signal variety across 27 concurrent configs.

Progressive sweep now running successfully on EPYC cluster.
 2025-12-06 22:52:35 +01:00
copilot-swe-agent[bot]
f678a027c2 feat: Implement v11 progressive parameter sweep starting from zero filters 
Co-authored-by: mindesbunister <32161838+mindesbunister@users.noreply.github.com>
 2025-12-06 20:30:57 +00:00
mindesbunister
e97ab483e4 fix: v11 test sweep - performance fix + multiprocessing fix 
Critical fixes applied:
1. Performance: Converted pandas .iloc[] to numpy arrays in supertrend_v11() (100x speedup)
2. Multiprocessing: Changed to load CSV per worker instead of pickling 95k row dataframe
3. Import paths: Fixed backtester module imports for deployment
4. Deployment: Added backtester/ directory to EPYC cluster

Result: v11 test sweep now completes (4 workers tested, 129 combos in 5 min)

Next: Deploy with MAX_WORKERS=27 for full 256-combo sweep
 2025-12-06 21:15:51 +01:00
copilot-swe-agent[bot]
eb0d41aed5 feat: Add v11 test sweep system (256 combinations) with office hours scheduling 
Co-authored-by: mindesbunister <32161838+mindesbunister@users.noreply.github.com>
 2025-12-06 19:15:54 +00:00