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| { | |
| "schema_version": 1, | |
| "generated_at": "2026-06-12T07:17:13.738074+00:00", | |
| "active": true, | |
| "policy": "fixed_side_policy_weight_optimized", | |
| "scope": "predictor_accuracy_runtime", | |
| "integration_status": "strict_golden", | |
| "source_report": "/Users/po-chengchan/Documents/Codex/2026-05-09/help-me-to-download-the-stock/stock-predictor/docs/validation_runs/fixed_side_policy_weight_opt_1000cached_200fresh_20260612.json", | |
| "source_generated_at": "2026-06-12T07:17:13.738074+00:00", | |
| "selected_name": "fixed_side_policy_weight_opt_v1", | |
| "selected_config": { | |
| "weights": { | |
| "bb_reversion": 1.0, | |
| "big_player_buy": 0.01, | |
| "big_player_sell": 0.01, | |
| "bt_bull_engulf": 0.04, | |
| "bt_bull_engulf_bear": 0.04, | |
| "bt_shadow_cluster_support_resistance": 0.0, | |
| "bt_yang_gao_pao": 0.03, | |
| "bt_yi_yang_ding_breakdown": 0.12, | |
| "bt_yi_yin_ya_breakout": 0.04, | |
| "bullish_upper_shadow": 0.7, | |
| "candle_shadow": 0.2, | |
| "chip_score": 0.01, | |
| "dealer_flow": 0.01, | |
| "foreign_flow": 0.01, | |
| "high_base": 0.45, | |
| "high_volume_upper_shadow": 1.0, | |
| "institutional_flow": 0.01, | |
| "intraday_60k_volume_low_break": 0.18, | |
| "intraday_60k_volume_low_guard": 0.0, | |
| "liquidity_quality": 0.04, | |
| "lower_shadow": 0.01, | |
| "ma_alignment": 0.05, | |
| "macd_momentum": 0.01, | |
| "margin_risk": 0.01, | |
| "momentum_120d": 0.46, | |
| "momentum_20d": 0.19, | |
| "momentum_60d": 0.24, | |
| "oldwang_guard": 0.0, | |
| "oldwang_trend": 0.0, | |
| "oldwang_volume": 0.01, | |
| "rsi_reversal": 0.15, | |
| "rsi_trend": 0.01, | |
| "short_pressure": 0.01, | |
| "short_term_battle": 0.55, | |
| "tej_lstm_chop_filter": 0.23, | |
| "tej_lstm_trend_signal": 0.03, | |
| "tej_macro_risk_proxy": 0.01, | |
| "trust_flow": 0.05, | |
| "upper_shadow": 1.0, | |
| "volatility_risk": 1.0, | |
| "volume_contraction_after_spike": 0.01, | |
| "volume_expansion": 0.24, | |
| "volume_spike": 0.02, | |
| "volume_surge": 0.0 | |
| }, | |
| "hold_bias": 0.0, | |
| "side_policy": { | |
| "keep_positive": [ | |
| "bb_reversion", | |
| "rsi_reversal", | |
| "trust_flow" | |
| ], | |
| "keep_negative": [ | |
| "bb_reversion", | |
| "high_volume_upper_shadow", | |
| "rsi_reversal" | |
| ] | |
| } | |
| }, | |
| "validation": { | |
| "metrics": { | |
| "accuracy": 40.9383, | |
| "direction_accuracy": 42.5675, | |
| "buy_precision": 39.924, | |
| "sell_precision": 45.2359, | |
| "signal_count": 77524, | |
| "buy_count": 38944, | |
| "sell_count": 38580, | |
| "coverage": 0.8191, | |
| "n_predictions": 94640 | |
| }, | |
| "deltas": { | |
| "accuracy_delta_pp": 1.2997, | |
| "direction_accuracy_delta_pp": 0.3901, | |
| "buy_precision_delta_pp": 0.5869, | |
| "sell_precision_delta_pp": 0.2551, | |
| "signal_count_delta": 4089, | |
| "coverage_delta": 0.0432 | |
| } | |
| }, | |
| "tune": { | |
| "metrics": { | |
| "accuracy": 41.5886, | |
| "direction_accuracy": 44.6258, | |
| "buy_precision": 41.6166, | |
| "sell_precision": 47.3926, | |
| "signal_count": 155661, | |
| "buy_count": 74564, | |
| "sell_count": 81097, | |
| "coverage": 0.8306, | |
| "n_predictions": 187412 | |
| }, | |
| "deltas": { | |
| "accuracy_delta_pp": 1.2614, | |
| "direction_accuracy_delta_pp": 0.2898, | |
| "buy_precision_delta_pp": 0.111, | |
| "sell_precision_delta_pp": 0.3995, | |
| "signal_count_delta": 6942, | |
| "coverage_delta": 0.0371 | |
| } | |
| }, | |
| "gate": { | |
| "checks": { | |
| "accuracy_delta": true, | |
| "buy_precision_delta": true, | |
| "sell_precision_delta": true, | |
| "direction_accuracy_delta": true, | |
| "signal_ratio": true, | |
| "max_zero_factor_weights": true, | |
| "buy_count_ratio": true, | |
| "side_policy_runtime_supported": true | |
| }, | |
| "signal_ratio": 1.0557, | |
| "buy_count_ratio": 1.0693, | |
| "zero_factor_weight_count": 5, | |
| "failed_checks": [] | |
| }, | |
| "strict_source_has_golden_config": true, | |
| "strict_promoted": true, | |
| "selection_thresholds": { | |
| "min_accuracy_delta_pp": 1.0, | |
| "min_buy_precision_delta_pp": 0.0, | |
| "min_sell_precision_delta_pp": 0.0, | |
| "min_direction_accuracy_delta_pp": 0.0, | |
| "min_signal_ratio": 0.7, | |
| "max_buy_count_ratio": 1.3, | |
| "max_sell_precision_drop_pp": 0.0, | |
| "max_zero_factor_weights": 5, | |
| "require_strict_activation": false | |
| }, | |
| "runtime": { | |
| "enable_env": "ENABLE_MULTI_FACTOR_WEIGHT_OVERLAY=1", | |
| "config_env": "MULTI_FACTOR_OVERLAY_CONFIG", | |
| "note": "Runtime overlay applies only when this file has active=true and ENABLE_MULTI_FACTOR_WEIGHT_OVERLAY=1. This strict golden config applies the fixed side policy confirmed on cached 1000-stock training, cached held-out stocks, and fresh 200-stock events. Side policy keeps BUY sides for bb_reversion, rsi_reversal, trust_flow and SELL sides for bb_reversion, high_volume_upper_shadow, rsi_reversal. Other configured factor weights remain present for runtime compatibility but are side-policy filtered to zero contribution." | |
| } | |
| } | |