7.5 KiB
7.5 KiB
RUNTIME_TRAINING_PARITY_REPORT (SB-06)
- Python source:
train_model.build_features(train_model.py, hash 1B967C76...), warmup 2017+, data Files\AlgoForge\Data - EA source :
AlgoForge_Backtest_Baseline.mq5mode 2 (700-bar cache, 600-bar analysis), XAUUSD M15, 2026.01.01-08.20 - Python rows (2017+, n) : 197032
- EA rows (dump) : 14850
- Timestamp-intersection rows : 14850
- Exact timestamp match : 14850
- Timestamp mismatch : 0
Per-feature (py_full vs EA)
| Feature | MeanAbsDiff | MaxAbsDiff | MismatchRate | eps |
|---|---|---|---|---|
| f0_htf1 | 7.217508e-01 | 2.000000e+00 | 0.3609 | 1e-09 |
| f1_htf2 | 9.032997e-01 | 2.000000e+00 | 0.4516 | 1e-09 |
| f2_htf3 | 1.025993e+00 | 2.000000e+00 | 0.5130 | 1e-09 |
| f3_swing | 1.683502e-03 | 1.000000e+00 | 0.0017 | 1e-09 |
| f4_internal | 0.000000e+00 | 0.000000e+00 | 0.0000 | 1e-09 |
| f5_bias | 0.000000e+00 | 0.000000e+00 | 0.0000 | 1e-09 |
| f6_eqpos | 6.194488e-01 | 2.028136e+01 | 0.5492 | 1e-06 |
| f7_sweep | 0.000000e+00 | 0.000000e+00 | 0.0000 | 1e-09 |
| f8_choch | 7.003367e-03 | 2.000000e+00 | 0.0035 | 1e-09 |
| f9_chochok | 2.491582e-03 | 1.000000e+00 | 0.0025 | 1e-09 |
| f10_eqh | 9.845791e-01 | 1.000000e+00 | 0.9846 | 1e-09 |
| f11_eql | 1.000000e+00 | 1.000000e+00 | 1.0000 | 1e-09 |
| f12_dsign | 0.000000e+00 | 0.000000e+00 | 0.0000 | 1e-09 |
| f13_dmag | 8.359013e-08 | 1.544493e-04 | 0.0007 | 1e-06 |
| f14_dhigh | 1.579706e+00 | 2.000000e+01 | 0.3104 | 1e-06 |
| f15_dlow | 1.617087e+00 | 2.000000e+01 | 0.2974 | 1e-06 |
| f16_mom20 | 2.506178e-09 | 4.999972e-09 | 0.0000 | 1e-06 |
| f17_range | 4.320503e+00 | 4.654728e+01 | 0.5492 | 1e-06 |
| f18_conf | 1.168754e+01 | 3.500000e+01 | 0.5189 | 1e-06 |
- Feed sanity close: max|d|=0.0000 mean|d|=0.0000
- Feed sanity atr : max|d|=0.0050 mean|d|=0.0025
Mismatch source classification (A=window / B=formula)
Features with mismatch_rate>0.001 (py_full vs EA): f0_htf1 (0.361), f1_htf2 (0.452), f2_htf3 (0.513), f3_swing (0.002), f6_eqpos (0.549), f8_choch (0.004), f9_chochok (0.002), f10_eqh (0.985), f11_eql (1.000), f14_dhigh (0.310), f15_dlow (0.297), f17_range (0.549), f18_conf (0.519)
Windowed test (py_windowed vs EA) on the 40 largest mismatches
| bar_idx | time | feature | py_full | EA | abs | py_windowed | win-vs-EA | classification |
|---|---|---|---|---|---|---|---|---|
| 192673 | 2026-06-16 13:30 | f17_range | 10.4447 | 56.992 | 4.65e+01 | 56.992 | 2.87e-09 | A-window |
| 192659 | 2026-06-16 10:00 | f17_range | 10.4165 | 56.8379 | 4.64e+01 | 56.8379 | 2.30e-09 | A-window |
| 192652 | 2026-06-16 08:15 | f17_range | 10.2894 | 56.1447 | 4.59e+01 | 56.1447 | 2.85e-09 | A-window |
| 192672 | 2026-06-16 13:15 | f17_range | 10.2858 | 56.1252 | 4.58e+01 | 56.1252 | 2.40e-09 | A-window |
| 192661 | 2026-06-16 10:30 | f17_range | 10.2811 | 56.0991 | 4.58e+01 | 56.0991 | 2.45e-09 | A-window |
| 192660 | 2026-06-16 10:15 | f17_range | 10.2727 | 56.0536 | 4.58e+01 | 56.0536 | 1.43e-09 | A-window |
| 192667 | 2026-06-16 12:00 | f17_range | 9.99571 | 54.542 | 4.45e+01 | 54.542 | 1.53e-09 | A-window |
| 192656 | 2026-06-16 09:15 | f17_range | 9.98557 | 54.4867 | 4.45e+01 | 54.4867 | 5.14e-10 | A-window |
| 183360 | 2026-01-22 04:30 | f18_conf | 40 | 75 | 3.50e+01 | 50 | 2.50e+01 | B-formula |
| 183359 | 2026-01-22 04:15 | f18_conf | 40 | 75 | 3.50e+01 | 50 | 2.50e+01 | B-formula |
| 183358 | 2026-01-22 04:00 | f18_conf | 40 | 75 | 3.50e+01 | 50 | 2.50e+01 | B-formula |
| 183357 | 2026-01-22 03:45 | f18_conf | 40 | 75 | 3.50e+01 | 50 | 2.50e+01 | B-formula |
| 183356 | 2026-01-22 03:30 | f18_conf | 40 | 75 | 3.50e+01 | 50 | 2.50e+01 | B-formula |
| 183355 | 2026-01-22 03:15 | f18_conf | 40 | 75 | 3.50e+01 | 50 | 2.50e+01 | B-formula |
| 183354 | 2026-01-22 03:00 | f18_conf | 40 | 75 | 3.50e+01 | 50 | 2.50e+01 | B-formula |
| 183353 | 2026-01-22 02:45 | f18_conf | 40 | 75 | 3.50e+01 | 50 | 2.50e+01 | B-formula |
| 187038 | 2026-03-19 15:00 | f6_eqpos | -0.859117 | -21.1405 | 2.03e+01 | -21.1405 | 1.00e-09 | A-window |
| 192632 | 2026-06-16 03:15 | f14_dhigh | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 185503 | 2026-02-24 13:45 | f14_dhigh | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 192623 | 2026-06-16 01:00 | f14_dhigh | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 192624 | 2026-06-16 01:15 | f14_dhigh | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 192621 | 2026-06-15 23:30 | f14_dhigh | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 192625 | 2026-06-16 01:30 | f14_dhigh | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 192627 | 2026-06-16 02:00 | f14_dhigh | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 192626 | 2026-06-16 01:45 | f14_dhigh | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 187077 | 2026-03-20 02:45 | f15_dlow | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 187087 | 2026-03-20 05:15 | f15_dlow | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 187086 | 2026-03-20 05:00 | f15_dlow | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 187076 | 2026-03-20 02:30 | f15_dlow | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 187080 | 2026-03-20 03:30 | f15_dlow | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 187081 | 2026-03-20 03:45 | f15_dlow | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 187083 | 2026-03-20 04:15 | f15_dlow | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 187079 | 2026-03-20 03:15 | f15_dlow | 10 | -10 | 2.00e+01 | -10 | 0.00e+00 | A-window |
| 187040 | 2026-03-19 15:30 | f6_eqpos | -0.780325 | -20.2021 | 1.94e+01 | -20.2021 | 1.56e-09 | A-window |
| 187048 | 2026-03-19 17:30 | f6_eqpos | -0.731742 | -19.6236 | 1.89e+01 | -19.6236 | 1.44e-09 | A-window |
| 187039 | 2026-03-19 15:15 | f6_eqpos | -0.713796 | -19.4098 | 1.87e+01 | -19.4098 | 4.54e-09 | A-window |
| 187054 | 2026-03-19 19:00 | f6_eqpos | -0.701612 | -19.2647 | 1.86e+01 | -19.2647 | 2.15e-09 | A-window |
| 187053 | 2026-03-19 18:45 | f6_eqpos | -0.681057 | -19.0199 | 1.83e+01 | -19.0199 | 4.96e-09 | A-window |
| 187043 | 2026-03-19 16:15 | f6_eqpos | -0.676853 | -18.9699 | 1.83e+01 | -18.9699 | 4.01e-09 | A-window |
| 187052 | 2026-03-19 18:30 | f6_eqpos | -0.647851 | -18.6245 | 1.80e+01 | -18.6245 | 2.28e-09 | A-window |
Classification: 32 x A-window, 8 x B-formula (not window).
Top-20 largest mismatches (py_full vs EA)
| timestamp | feature | python_value | ea_value | abs_diff |
|---|---|---|---|---|
| 2026-06-16 13:30 | f17_range | 10.4447 | 56.992 | 4.65e+01 |
| 2026-06-16 10:00 | f17_range | 10.4165 | 56.8379 | 4.64e+01 |
| 2026-06-16 08:15 | f17_range | 10.2894 | 56.1447 | 4.59e+01 |
| 2026-06-16 13:15 | f17_range | 10.2858 | 56.1252 | 4.58e+01 |
| 2026-06-16 10:30 | f17_range | 10.2811 | 56.0991 | 4.58e+01 |
| 2026-06-16 10:15 | f17_range | 10.2727 | 56.0536 | 4.58e+01 |
| 2026-06-16 12:00 | f17_range | 9.99571 | 54.542 | 4.45e+01 |
| 2026-06-16 09:15 | f17_range | 9.98557 | 54.4867 | 4.45e+01 |
| 2026-06-16 10:45 | f17_range | 9.90187 | 54.03 | 4.41e+01 |
| 2026-06-16 12:15 | f17_range | 9.86878 | 53.8494 | 4.40e+01 |
| 2026-06-16 08:00 | f17_range | 9.84793 | 53.7357 | 4.39e+01 |
| 2026-06-16 07:45 | f17_range | 9.84137 | 53.6998 | 4.39e+01 |
| 2026-06-16 12:30 | f17_range | 9.7935 | 53.4386 | 4.36e+01 |
| 2026-06-16 09:30 | f17_range | 9.71617 | 53.0167 | 4.33e+01 |
| 2026-06-16 13:00 | f17_range | 9.68854 | 52.8659 | 4.32e+01 |
| 2026-06-16 09:45 | f17_range | 9.59827 | 52.3733 | 4.28e+01 |
| 2026-06-16 11:00 | f17_range | 9.50354 | 51.8565 | 4.24e+01 |
| 2026-06-16 09:00 | f17_range | 9.42067 | 51.4043 | 4.20e+01 |
| 2026-06-16 12:45 | f17_range | 9.41567 | 51.377 | 4.20e+01 |
| 2026-06-16 08:30 | f17_range | 9.3947 | 51.2626 | 4.19e+01 |