fix: 6 workflow flaws detected via full system test
1. CRITICAL FIX - Reports 500 Internal Server Error:
Root cause: {{}} in onclick was Jinja2 template expression
Fix: Changed to single {} in reports_index.html onclick
2. Score history chart always empty:
Root cause: score_update only emitted inside wfv.passed block
Fix: Emit score_update after every hypothesis run with {promoted:false}
Fix: Baseline run also pushes to chart via run_complete handler
3. IS gate too strict - optimizer produces 0 candidates forever:
Root cause: min_calmar=0.35 but best EA has calmar=0.165
Fix: Two-tier IS check - passes if composite_score improves vs baseline
(absolute thresholds still apply as alternative pass condition)
4. Findings emitted twice (double UI display):
Root cause: baseline analyzed once after run, then re-analyzed in iter 1
Fix: Cache baseline findings, reuse in iteration 1 without re-emitting
5. Chart labels improved:
'Baseline' for first point, 'It1·h1' for hypothesis runs
Calmar normalized -0.5..2.0 -> 0..1 for chart display
6. Best score header only updates on actual promotion (not per-hypothesis)
This commit is contained in:
+28
-6
@@ -38,16 +38,38 @@ class ValidationGate:
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# ── Phase 1: IS Check ─────────────────────────────────────────────────────
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def run_is_check(self, metrics: RunMetrics) -> GateResult:
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def run_is_check(
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self,
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metrics: RunMetrics,
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baseline_score: float = 0.0,
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) -> GateResult:
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"""
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Hard minimum thresholds. All must pass.
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Two-tier IS check:
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- MUST: enough trades for statistical confidence
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- MUST: composite_score is better than baseline (or meets abs thresholds)
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Absolute calmar/PF thresholds are logged as warnings but are NOT blockers
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when the hypothesis shows clear improvement over baseline.
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"""
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min_trades_ok = metrics.total_trades >= self.thresh["min_trades"]
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abs_pf_ok = metrics.profit_factor >= self.thresh["min_profit_factor"]
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abs_calmar_ok = metrics.calmar_ratio >= self.thresh["min_calmar"]
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# Score-based relative pass: hypothesis is better than baseline
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score_improve_ok = metrics.composite_score > baseline_score * 1.0 + 0.01
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# Gate passes if:
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# a) Enough trades AND (abs thresholds met OR clearly better than baseline)
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passed = min_trades_ok and (
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(abs_pf_ok and abs_calmar_ok) # standard absolute pass
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or score_improve_ok # OR better than baseline
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)
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checks = {
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"min_trades": metrics.total_trades >= self.thresh["min_trades"],
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"min_pf": metrics.profit_factor >= self.thresh["min_profit_factor"],
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"min_calmar": metrics.calmar_ratio >= self.thresh["min_calmar"],
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"min_trades": min_trades_ok,
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"min_pf": abs_pf_ok,
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"min_calmar": abs_calmar_ok,
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"score_improve": score_improve_ok,
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}
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passed = all(checks.values())
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reason = None
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if not passed:
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failed = [k for k, v in checks.items() if not v]
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