docs/c19_pattern_mining_result.json

{
  "experiment": "C19_pattern_mining",
  "description": "No-lookahead dry run for candlestick, SAX, and fold-local pattern-stat features.",
  "stocks": [
    "2330",
    "0050",
    "2317",
    "2454",
    "2881"
  ],
  "pass_criterion": {
    "every_stock_accuracy_delta_pp_at_least": 3.0
  },
  "baseline_features": [
    "return_1d",
    "return_5d",
    "return_10d",
    "return_20d",
    "close_ma5_ratio",
    "close_ma20_ratio",
    "ma5_ma20_ratio",
    "ma20_ma60_ratio",
    "rsi",
    "macd_hist",
    "macd_signal_ratio",
    "macd_hist_norm",
    "macd_hist_delta_1d",
    "macd_hist_slope_3d",
    "macd_above_zero",
    "bb_pct_b",
    "k",
    "d",
    "volume_ratio",
    "atr_ratio",
    "high_low_ratio",
    "obv_trend",
    "close_ma60_ratio",
    "log_volume_ratio",
    "volume_zscore",
    "volatility_20d",
    "taiex_return_5d",
    "taiex_ma20_ratio",
    "usdtwd_return_5d"
  ],
  "candidate_raw_pattern_features": [
    "candle_body_ratio",
    "upper_shadow_ratio",
    "lower_shadow_ratio",
    "close_position",
    "gap_pct",
    "range_pct",
    "body_pct",
    "range_expansion_5d",
    "volume_price_pressure",
    "inside_bar",
    "outside_bar",
    "bullish_engulfing",
    "bearish_engulfing",
    "candle_dir",
    "candle_pattern_3",
    "candle_pattern_5",
    "sax_pattern_5",
    "sax_pattern_10",
    "sax_momentum_5",
    "sax_reversal_5"
  ],
  "candidate_fold_local_pattern_stats": [
    "candle_pattern_3_up_rate",
    "candle_pattern_3_down_rate",
    "candle_pattern_3_label_mean",
    "candle_pattern_5_up_rate",
    "candle_pattern_5_down_rate",
    "candle_pattern_5_label_mean",
    "sax_pattern_5_up_rate",
    "sax_pattern_5_down_rate",
    "sax_pattern_5_label_mean",
    "sax_pattern_10_up_rate",
    "sax_pattern_10_down_rate",
    "sax_pattern_10_label_mean"
  ],
  "aggregate": {
    "baseline": {
      "accuracy": 36.9,
      "dir_accuracy": 40.3,
      "up_precision": 52.8,
      "dn_precision": 31.3,
      "n_signals": 178.6,
      "n_predictions": 210.0
    },
    "pattern_mining": {
      "accuracy": 36.9,
      "dir_accuracy": 40.3,
      "up_precision": 51.9,
      "dn_precision": 30.6,
      "n_signals": 180.8,
      "n_predictions": 210.0
    }
  },
  "aggregate_accuracy_delta_pp": 0.0,
  "aggregate_signal_delta": 2.2,
  "per_stock": {
    "2330": {
      "baseline": {
        "accuracy": 32.4,
        "dir_accuracy": 35.8,
        "up_precision": 55.4,
        "dn_precision": 24.1,
        "n_signals": 173,
        "n_predictions": 210
      },
      "pattern_mining": {
        "accuracy": 31.4,
        "dir_accuracy": 33.7,
        "up_precision": 50.7,
        "dn_precision": 23.2,
        "n_signals": 181,
        "n_predictions": 210,
        "added_features": 32
      },
      "accuracy_delta_pp": -1.0,
      "passed": false
    },
    "0050": {
      "baseline": {
        "accuracy": 38.6,
        "dir_accuracy": 45.0,
        "up_precision": 67.2,
        "dn_precision": 31.8,
        "n_signals": 171,
        "n_predictions": 210
      },
      "pattern_mining": {
        "accuracy": 38.6,
        "dir_accuracy": 45.0,
        "up_precision": 65.3,
        "dn_precision": 29.2,
        "n_signals": 171,
        "n_predictions": 210,
        "added_features": 32
      },
      "accuracy_delta_pp": 0.0,
      "passed": false
    },
    "2317": {
      "baseline": {
        "accuracy": 37.6,
        "dir_accuracy": 40.5,
        "up_precision": 51.0,
        "dn_precision": 29.9,
        "n_signals": 195,
        "n_predictions": 210
      },
      "pattern_mining": {
        "accuracy": 40.0,
        "dir_accuracy": 42.1,
        "up_precision": 52.3,
        "dn_precision": 29.5,
        "n_signals": 197,
        "n_predictions": 210,
        "added_features": 32
      },
      "accuracy_delta_pp": 2.4,
      "passed": false
    },
    "2454": {
      "baseline": {
        "accuracy": 37.6,
        "dir_accuracy": 37.5,
        "up_precision": 38.2,
        "dn_precision": 37.0,
        "n_signals": 176,
        "n_predictions": 210
      },
      "pattern_mining": {
        "accuracy": 35.2,
        "dir_accuracy": 37.6,
        "up_precision": 37.5,
        "dn_precision": 37.6,
        "n_signals": 173,
        "n_predictions": 210,
        "added_features": 32
      },
      "accuracy_delta_pp": -2.4,
      "passed": false
    },
    "2881": {
      "baseline": {
        "accuracy": 38.1,
        "dir_accuracy": 42.7,
        "up_precision": 52.3,
        "dn_precision": 33.7,
        "n_signals": 178,
        "n_predictions": 210
      },
      "pattern_mining": {
        "accuracy": 39.5,
        "dir_accuracy": 42.9,
        "up_precision": 53.6,
        "dn_precision": 33.7,
        "n_signals": 182,
        "n_predictions": 210,
        "added_features": 32
      },
      "accuracy_delta_pp": 1.4,
      "passed": false
    }
  },
  "passed": false,
  "promotion_decision": "do_not_integrate",
  "validation": {
    "mode": "walk_forward_with_embargo",
    "label_horizon": 5,
    "train_end": "cutoff - LABEL_HORIZON",
    "step": 21,
    "min_train": 240,
    "leakage_guard": "pattern stats for test rows are learned only from the training slice; training rows use prior expanding stats."
  }
}