File size: 12,133 Bytes
b4482dd 39b20db a6e6a04 d62d757 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 | [22:00:51] CPU Nemotron CRT optimization START: run=20260822T220051Z candidates_per_cycle=20 cycles=5 target=80.0%
[22:00:51] ======================== AUTHENTICATION ========================
[22:00:52] HF uploaded optimization_cpu_nemotron/20260822T220051Z/hf_initial_auth_test.txt
[22:00:52] SOURCE UPLOAD SKIPPED: __file__ is unavailable in notebook-cell execution; set OPTIMIZER_SOURCE to upload it
[22:00:52] HUGGING FACE AUTHENTICATED: repo=Mikecode123/volatility_100_index run=20260822T220051Z
[22:00:52] NEMOTRON CLIENT READY: nvidia/nemotron-3-ultra-550b-a55b
[22:00:52] NEMOTRON SMOKE TEST START: max_tokens=512
[22:00:56] NEMOTRON API call succeeded: call_count_last_minute=1
[22:00:57] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_initial_api_test.json
[22:00:58] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_initial_api_test_parsed.json
[22:00:58] NEMOTRON SMOKE TEST PASSED: parsed_keys=['model', 'ok']
[22:00:58] ======================== DATA LOADING ========================
[22:00:58] BASE TRAINER NOT FOUND: /kaggle/working/100kaggle_final_crt_mtf_hierarchy_2025_2026.py; using embedded standalone CPU loader/features/labels
[22:00:58] BASE TRAINER=/kaggle/working/100kaggle_final_crt_mtf_hierarchy_2025_2026.py DATA_ROOT=/kaggle/input/datasets/femiogunmola/volatility-100index/Volatility_100_Index
[22:00:58] LOAD M1 START
[22:01:11] LOAD M1 COMPLETE: rows=1381588 start=2024-01-01 00:00:00 end=2026-08-17 14:15:00
[22:01:11] LOAD M5 START
[22:01:13] LOAD M5 COMPLETE: rows=276354 start=2024-01-01 00:00:00 end=2026-08-17 14:45:00
[22:01:13] LOAD H1 START
[22:01:13] LOAD H1 COMPLETE: rows=23031 start=2024-01-01 00:00:00 end=2026-08-17 14:00:00
[22:01:13] LOAD H4 START
[22:01:13] LOAD H4 COMPLETE: rows=5758 start=2024-01-01 00:00:00 end=2026-08-17 12:00:00
[22:01:13] ======================== OUTCOME LABELS ========================
[22:01:13] BARRIER LABEL 1.5 START
[22:01:19] BARRIER LABEL 1.5 COMPLETE
[22:01:19] BARRIER LABEL 2.0 START
[22:01:25] BARRIER LABEL 2.0 COMPLETE
[22:01:25] BARRIER LABEL 4.0 START
[22:01:31] BARRIER LABEL 4.0 COMPLETE
[22:01:32] SPLITS: backtest_rows=1124436 validation_rows=128148 fronttest_rows=129004 pure_crt_features=13
[22:01:33] HF uploaded optimization_cpu_nemotron/20260822T220051Z/optimizer_config.json
[22:01:33] ======================== ITERATIVE OPTIMIZATION ========================
[22:01:33] CYCLE 1 START: 10 Pure CRT + 10 Deep CRT candidates
[22:01:33] OPT iteration 1/100 strategy=pure validation_1.5=45.00% opportunities=240 score=53.886
[22:01:33] OPT iteration 2/100 strategy=pure validation_1.5=49.17% opportunities=240 score=58.935
[22:01:34] OPT iteration 3/100 strategy=pure validation_1.5=42.61% opportunities=10680 score=52.330
[22:01:34] OPT iteration 4/100 strategy=pure validation_1.5=42.35% opportunities=8760 score=51.818
[22:01:34] OPT iteration 5/100 strategy=pure validation_1.5=46.85% opportunities=540 score=56.195
[22:01:35] OPT iteration 6/100 strategy=pure validation_1.5=46.85% opportunities=540 score=56.195
[22:01:35] OPT iteration 7/100 strategy=pure validation_1.5=42.46% opportunities=4140 score=51.330
[22:01:35] OPT iteration 8/100 strategy=pure validation_1.5=41.97% opportunities=10680 score=51.426
[22:01:36] OPT iteration 9/100 strategy=pure validation_1.5=42.12% opportunities=12120 score=51.813
[22:01:36] OPT iteration 10/100 strategy=pure validation_1.5=49.17% opportunities=240 score=58.935
[22:01:37] OPT iteration 11/100 strategy=deep validation_1.5=39.40% opportunities=840 score=46.922
[22:01:46] OPT iteration 12/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:01:57] OPT iteration 13/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:02:09] OPT iteration 14/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:02:18] OPT iteration 15/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:02:19] OPT iteration 16/100 strategy=deep validation_1.5=34.33% opportunities=600 score=40.213
[22:02:30] OPT iteration 17/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:02:40] OPT iteration 18/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:02:49] OPT iteration 19/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:02:50] OPT iteration 20/100 strategy=deep validation_1.5=38.15% opportunities=1080 score=45.229
[22:02:50] CYCLE 1 pure SUMMARY: best_score=58.935 validation_1.5=49.17% validation_4=30.83% opportunities=240
[22:02:50] CYCLE 1 deep SUMMARY: best_score=46.922 validation_1.5=39.40% validation_4=20.27% opportunities=840
[22:02:51] HF uploaded optimization_cpu_nemotron/20260822T220051Z/cycle_01_candidates.json
[22:03:19] NEMOTRON API call succeeded: call_count_last_minute=1
[22:03:19] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_cycle_01.json
[22:03:20] HF uploaded optimization_cpu_nemotron/20260822T220051Z/optimizer_state_cycle_01.json
[22:03:20] NEMOTRON cycle 1 complete: iterations=20 target_hit=False no_improve_cycles=0
[22:03:20] CYCLE 1 COMPLETE: elapsed=107.3s
[22:03:21] HF folder update complete: 20260822T220051Z
[22:03:21] CYCLE 2 START: 10 Pure CRT + 10 Deep CRT candidates
[22:03:21] OPT iteration 21/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300
[22:03:21] OPT iteration 22/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300
[22:03:22] OPT iteration 23/100 strategy=pure validation_1.5=47.00% opportunities=1200 score=56.485
[22:03:22] OPT iteration 24/100 strategy=pure validation_1.5=45.00% opportunities=240 score=53.886
[22:03:22] OPT iteration 25/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300
[22:03:23] OPT iteration 26/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300
[22:03:23] OPT iteration 27/100 strategy=pure validation_1.5=45.00% opportunities=300 score=53.757
[22:03:23] OPT iteration 28/100 strategy=pure validation_1.5=39.03% opportunities=720 score=45.907
[22:03:24] OPT iteration 29/100 strategy=pure validation_1.5=47.75% opportunities=1020 score=57.520
[22:03:24] OPT iteration 30/100 strategy=pure validation_1.5=45.00% opportunities=300 score=53.757
[22:03:32] OPT iteration 31/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:03:32] OPT iteration 32/100 strategy=deep validation_1.5=35.74% opportunities=540 score=41.618
[22:03:41] OPT iteration 33/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:03:50] OPT iteration 34/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:03:58] OPT iteration 35/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:04:06] OPT iteration 36/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:04:14] OPT iteration 37/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:04:22] OPT iteration 38/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:04:32] OPT iteration 39/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:04:33] OPT iteration 40/100 strategy=deep validation_1.5=38.33% opportunities=300 score=44.745
[22:04:33] CYCLE 2 pure SUMMARY: best_score=57.520 validation_1.5=47.75% validation_4=30.62% opportunities=1020
[22:04:33] CYCLE 2 deep SUMMARY: best_score=44.745 validation_1.5=38.33% validation_4=15.15% opportunities=300
[22:04:34] HF uploaded optimization_cpu_nemotron/20260822T220051Z/cycle_02_candidates.json
[22:05:12] NEMOTRON API call succeeded: call_count_last_minute=1
[22:05:13] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_cycle_02.json
[22:05:14] HF uploaded optimization_cpu_nemotron/20260822T220051Z/optimizer_state_cycle_02.json
[22:05:14] NEMOTRON cycle 2 complete: iterations=40 target_hit=False no_improve_cycles=1
[22:05:14] CYCLE 2 COMPLETE: elapsed=113.3s
[22:05:15] HF folder update complete: 20260822T220051Z
[22:05:15] CYCLE 3 START: 10 Pure CRT + 10 Deep CRT candidates
[22:05:15] OPT iteration 41/100 strategy=pure validation_1.5=44.31% opportunities=1740 score=53.143
[22:05:16] OPT iteration 42/100 strategy=pure validation_1.5=45.00% opportunities=240 score=53.886
[22:05:16] OPT iteration 43/100 strategy=pure validation_1.5=43.51% opportunities=2280 score=52.537
[22:05:17] OPT iteration 44/100 strategy=pure validation_1.5=41.13% opportunities=4680 score=49.669
[22:05:17] OPT iteration 45/100 strategy=pure validation_1.5=45.00% opportunities=300 score=53.757
[22:05:17] OPT iteration 46/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300
[22:05:18] OPT iteration 47/100 strategy=pure validation_1.5=44.58% opportunities=2160 score=53.816
[22:05:18] OPT iteration 48/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300
[22:05:18] OPT iteration 49/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300
[22:05:19] OPT iteration 50/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300
[22:05:19] OPT iteration 51/100 strategy=deep validation_1.5=37.92% opportunities=720 score=45.291
[22:05:30] OPT iteration 52/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300
[22:05:30] OPT iteration 53/100 strategy=deep validation_1.5=37.50% opportunities=600 score=44.147
[22:05:31] OPT iteration 54/100 strategy=deep validation_1.5=37.50% opportunities=960 score=44.540
[22:05:31] OPT iteration 55/100 strategy=deep validation_1.5=39.17% opportunities=480 score=46.296
[22:05:32] OPT iteration 56/100 strategy=deep validation_1.5=36.17% opportunities=600 score=42.573
[22:05:32] OPT iteration 57/100 strategy=deep validation_1.5=39.56% opportunities=1140 score=47.203
[22:05:33] OPT iteration 58/100 strategy=deep validation_1.5=38.17% opportunities=600 score=45.079
[22:05:33] OPT iteration 59/100 strategy=deep validation_1.5=37.22% opportunities=540 score=43.966
[22:05:34] OPT iteration 60/100 strategy=deep validation_1.5=36.97% opportunities=660 score=43.480
[22:05:34] CYCLE 3 pure SUMMARY: best_score=53.886 validation_1.5=45.00% validation_4=26.38% opportunities=240
[22:05:34] CYCLE 3 deep SUMMARY: best_score=47.203 validation_1.5=39.56% validation_4=19.40% opportunities=1140
[22:05:35] HF uploaded optimization_cpu_nemotron/20260822T220051Z/cycle_03_candidates.json
[22:06:04] NEMOTRON API call succeeded: call_count_last_minute=2
[22:06:04] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_cycle_03.json
[22:06:05] HF uploaded optimization_cpu_nemotron/20260822T220051Z/optimizer_state_cycle_03.json
[22:06:05] NEMOTRON cycle 3 complete: iterations=60 target_hit=False no_improve_cycles=2
[22:06:05] CYCLE 3 COMPLETE: elapsed=50.0s
[22:06:06] HF folder update complete: 20260822T220051Z
[22:06:06] ======================== FINAL 1:4 WINNER CONDITION ANALYSIS ========================
[22:06:07] HF uploaded optimization_cpu_nemotron/20260822T220051Z/all_candidate_history.json
[22:06:09] HF uploaded optimization_cpu_nemotron/20260822T220051Z/final_1to4_condition_analysis.json
[22:06:10] HF uploaded optimization_cpu_nemotron/20260822T220051Z/final_1to4_condition_analysis.png
[22:06:10] 1:4 CONDITION ANALYSIS: rows=5100 wins=1126 losses=3957
[22:06:10] ======================== FINAL NEMOTRON REVIEW ========================
[22:06:22] NEMOTRON API call succeeded: call_count_last_minute=3
[22:06:23] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_final_1to4_review.json
[22:06:24] HF uploaded optimization_cpu_nemotron/20260822T220051Z/final_optimized_strategy.json
[22:06:24] FINAL STRATEGY SELECTED: strategy=pure params={'lookback': 18, 'confirm_buffer': 0.005471980131167663, 'min_sweep_fraction': 0.016100710944633573}
[22:06:24] ======================== WINNING POSITION MEMORY ========================
[22:06:25] HF uploaded optimization_cpu_nemotron/20260822T220051Z/winning_position_memory.json
[22:06:28] HF uploaded optimization_cpu_nemotron/20260822T220051Z/winning_position_memory.npz
[22:06:28] ======================== FINAL BACKTEST AND FRONTTEST ========================
[22:06:29] HF uploaded optimization_cpu_nemotron/20260822T220051Z/final_backtest_fronttest_report.json
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