SniperGold_ML/repaired/P1_REPAIR_REPORT.md

# P1 REPAIR REPORT — SNIPERGOLD_ML (2026-08-21)

## A. Changes Made

| File | Change | Reason |
|---|---|---|
| `Shared Projects\SniperGold_ML\train_model.py` | 1) `train()`: per-head validation AUC metric (`val_auc_2head`), early stopping using 2-head mean. 2) `main()`: **purged temporal split** (train \| gap=H_LABEL \| test) + explicit verification. 3) `build_structure`/`build_features`: optional `begin` parameter (additive, backward-compatible, for the parity harness). 4) `selftest()` (Test A+B) + `--selftest`. | SB-01, SB-02, SB-06 |
| `MQL5\Experts\AlgoForge_Backtest_Baseline.mq5` | Added `InpMode=2` (dump 19 features/bar M15 -> CSV). The "mom fix" experiment (tc-21->tc-20) was **CANCELLED** — the harness proved the original formula is correct (tc param = tcv = total => close[tc-21] = 20-bar). | SB-06 (parity harness) |
| `Shared Projects\AlgoForge\ml\parity\parity_harness.py` (NEW) | Runtime-vs-training parity harness (timestamp join, per-feature statistics, A=window / B=formula classification). | SB-06 |
| New outputs | `repaired\pre_purge\*`, `repaired\post_purge\*`, `ml\parity\*` | Evidence (immutable originals preserved) |

Baseline hashes: `train_model.py` 96BC258F->1B967C76; EA 3DE0E898->A19891E4; freeze `SniperGold_ML.mqh` UNTOUCHED (C0D5CAE6).

## B. SB-01 Result
- OLD: `auc(yv.ravel(), Pv[:,0])` — 2-head labels raveled vs 1-head prediction -> validation AUC **0.5005**, **best_epoch=0** (early stopping selected a ~1-epoch model). Freeze 0.627/0.6207 = artifact of the broken metric.
- NEW: per-head `AUC_LONG=AUC(y_l,P_l)`, `AUC_SHORT=AUC(y_s,P_s)`, mean for early stopping -> validation **0.6796/0.6796**, **best_epoch=55**.
- Test A: synthetic 2-head (per-head=1.0; legacy ravel=0.625 != 1.0) -> **PASS**.

## C. SB-02 Result
- OLD split: train 35652 / test 11885; max_train_outcome_end=44995 >= min_test_outcome_start=44973 -> **OVERLAP**.
- NEW split: train 35652 / **purge 13** / test 11872; split_bar=44972; 44995 < 44997 -> **CLEAN**.
- Test B: synthetic case fails on the old split, PASS on the new one -> **PASS**.

## D. SB-06 Result (RUNTIME_TRAINING_PARITY_REPORT.md)
- Join: **14850/14850** timestamps matched; feed identical (close max|d|=0.0000).
- Formula-parity CLEAN (rate=0.0000): f4_internal, f5_bias, f7_sweep, f12_dsign, **f16_mom20** (after revert); nearly clean: f13 (0.0007), f3 (0.0017), f8 (0.0035), f9 (0.0025).
- **A-window (600-bar window vs full history)**: f6_eqpos (54.9%), f14/f15 dist (31%/30%), f17_range (54.9%) — LARGE in strong-trend regimes: range_atr 56.99 vs 10.44; eqpos -21 vs -0.86. **The README claim "practically does not change results" is REFUTED by measurement.**
- **B-formula**: f10_eqh (98.5%), f11_eql (100%) — EQ semantics (Python same-type pairs + pivot-bar ATR vs EA/v4.4 consecutive-list pairs + current ATR) -> **FLAG=BLOCKING DESIGN DECISION**. f0-f2 HTF bias (36-51%) — EA output not reproduced by a faithful replica on the same data -> EA D1 cache content in the tester differs; root cause **NOT FULLY TRACED** -> **FLAG=BLOCKING**. f18_conf (52%) = derived from f0-f2/EQ.
- Lesson: my initial "mom off-by-one" finding was **WRONG** (misread of the tc/tcv convention); the harness caught the mistaken fix and the revert restored perfect parity.

## E. Regression Tests
- Test A (AUC metric): **PASS** · Test B (purge): **PASS** · Test C (parity harness): report + clean-rate features + design flags · Test D: `build_features --selftest` B1-B5 **PASS**, `train_hybrid --selftest` B1-B5 **PASS**, EA compile **0/0**.

## F. New Baseline Evidence (POST-PURGE)
Cache `features_XAUUSDc.npz` (E60285F5), seed 42, MLP 19->12->2, H=24, purge=13:
- TEST **LONG 0.6582 / SHORT 0.6582** (PRE 0.6270/0.6207) | VAL 0.6796/0.6796 | calibration A=0.6913 B=0.1935 | best_epoch=55.
- Interpretation: **methodology correction** (not optimization). The old freeze was a ~1-epoch model.

## G. Evidence Classification
- Freeze 0.6270/0.6207: **SUPERSEDED** (pre-repair: broken metric + overlap).
- POST-PURGE 0.6582/0.6582: **TRUSTED** (corrected estimate on the training cache); **not DEPLOY** (not yet validated across feeds).
- Parity report: **TRUSTED**. The "mom fix" experiment: **INVALID** (reverted).
- Old backtest results (0.5305/0.5487; 308 trades PF 1.32): **INCONCLUSIVE** (contaminated by the now-measured parity gap).

## H. Remaining Risks
1. f0-f2 HTF bias (36-51%): root cause not yet fully traced (needs an EA BTTFBias input debug dump in the tester). **BLOCKING.**
2. f10/f11 EQ: design decision (training vs live v4.4/EA) — do not silently align. **BLOCKING.**
3. f6/f14/f15/f17 window (54.9%): runtime 600-bar != full-history training in strong-trend regimes — potential explanation for the runtime AUC drop 0.627->0.5305. Design decision: stateful runtime (stream from the start) vs retrain with the window. **LARGEST ECONOMIC IMPACT.**
4. v4.4 live shares EQ semantics with the EA; v4.4 HTF bias not yet verified (only the EA was tested).

## I. Recommendation for P2
Do NOT build LSTM/Informer/MS-GARCH/meta-gate. P2 = resolve the 3 design decisions (EQ, HTF bias, window) via: (a) EA debug dump to trace f0-f2; (b) user decision for the EQ & window source of truth; (c) align runtime<->training according to the decision; (d) re-measure parity and re-run the CSV mode-0 backtest on the parity-corrected basis. Only then evaluate H0/H1 (regime-aware ML).

STOP: SB-01 FIXED+TESTED, SB-02 FIXED+VERIFIED, SB-06 MEASURED+VERIFIED. No commit/publish.