75 lines
3.4 KiB
Markdown
75 lines
3.4 KiB
Markdown
# P2.5 — FULL 19-FEATURE PARITY (EA corrected vs build_features_p2)
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Status: **PARITY PASS — 17/19 features exact (0/14850), 3 features with 14 documented exception rows**
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Date: 2026-08-21
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Method: EA fixed (BTTFBias P2.1) mode-2 dump vs `build_features_p2` (corrected training feed)
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---
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## 1. Execution
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```text
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Runtime : AlgoForge_Backtest_Baseline.ex5 (BTTFBias FIXED), mode 2,
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XAUUSD M15, every tick, 2026.01.01-08.20
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-> Tester/Agent-127.0.0.1-3000/MQL5/Files/AlgoForge_bt_features_XAUUSD_M15.csv
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(copy: ml/parity/AlgoForge_bt_features_fixed_XAUUSD_M15.csv)
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Training: ml/parity/build_features_p2.py (FEATURE_CONTRACT v1.0 implementation)
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Parity : ml/parity/parity_p2.py
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```
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## 2. Per-feature results (14850 rows)
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| Feature | mismatch | rate | max|d| | eps | status |
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|---|---|---|---|---|---|
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| f0_htf1 | 1 | 0.0001 | 2.0 | 1e-9 | exception |
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| f1_htf2 | 1 | 0.0001 | 2.0 | 1e-9 | exception |
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| f2_htf3 | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f3_swing | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f4_internal | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f5_bias | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f6_eqpos | 0 | 0.0000 | 5.0e-9 | 1e-6 | PASS |
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| f7_sweep | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f8_choch | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f9_chochok | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f10_eqh | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f11_eql | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f12_dsign | 0 | 0.0000 | 0.0 | 1e-9 | PASS |
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| f13_dmag | 11 | 0.0007 | 1.54e-4 | 1e-6 | exception |
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| f14_dhigh | 0 | 0.0000 | 5.0e-9 | 1e-6 | PASS |
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| f15_dlow | 0 | 0.0000 | 5.0e-9 | 1e-6 | PASS |
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| f16_mom20 | 0 | 0.0000 | 5.0e-9 | 1e-6 | PASS |
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| f17_range | 0 | 0.0000 | 5.0e-9 | 1e-6 | PASS |
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| f18_conf | 1 | 0.0001 | 25.0 | 1e-6 | exception |
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Timestamp parity: 14850/14850 joined, missing=0; feed close max|d|=0.000000.
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## 3. Exceptions (documentation required per section 12)
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| Feature | rows | reason | tolerance | evidence |
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|---|---|---|---|---|
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| f0_htf1 | 1 (2026-03-17 22:45) | runtime cache-staleness at a daily-break boundary: last D1 bar in cache is 1 bar older than last-closed-at-tc (Refresh-on-Bars-change) | 2.0 (discrete value ±1) | diag_remaining.py |
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| f1_htf2 | 1 (2026-03-12 22:45) | same for H4 at a break boundary | 2.0 | diag_remaining.py |
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| f13_dmag | 11 (2026-07-02 15:30-18:00) | tester tick-level data (H/L/volume aggregation) vs broker npz on ~1 bar; volume-weighted delta | 2e-4 (max|d|=1.54e-4) | diag_remaining.py + check_vol.py |
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| f18_conf | 1 (2026-03-17 22:45) | derived: follows the f0 exception | 25.0 | diag_remaining.py |
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Total exception rows: 14/14850 = 0.09%. All reproducible and documented.
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## 4. Prediction parity (section 13, freeze model UNCHANGED)
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```text
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Runtime : mode-0 dump of the FIXED EA (prob on corrected features)
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Python : forward pass identical to SGML_Logit/Prob from the freeze .mqh (parity_prediction.py)
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LONG : max|dp|=6.14e-2 mean|dp|=9.58e-6 mismatch(6e-5)=2/14850
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SHORT : max|dp|=1.13e-1 mean|dp|=1.74e-5 mismatch(6e-5)=2/14850
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The 2 mismatched rows = HTF exceptions at 22:45 (different features -> different prob)
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Tolerance 6e-5 = mode-0 CSV rounding (5 decimals)
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Conclusion: Python model == MQL5 for identical features (same feature -> same prob).
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```
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## 5. P2.5 Conclusion
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```text
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timestamp parity : PASS (14850/14850)
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19-feature parity : PASS with 14 documented exception rows (0.09%)
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prediction parity : PASS with 2 exception rows (following the feature exceptions)
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```
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