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fix(strategies): handle None ic/sharpe/dd in rejected strategy log output

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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
TPTBusiness
2026-04-23 20:21:21 +02:00
parent e886ebab8f
commit 1958544106
1 changed files with 3 additions and 2 deletions
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scripts/predix_gen_strategies_real_bt.py
+3 -2
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@@ -636,9 +636,10 @@ def main(target_count=10):
oos_info = f"OOS_Sharpe={oos_sharpe:+.2f} OOS_Mon={oos_monthly:+.2f}%" if oos_sharpe is not None else ""
mc_info = f" MC_p={mc_pvalue:.2f}" if mc_pvalue is not None else ""
wf_info = f" WF_consistency={wf_consistency:.0%}" if wf_consistency is not None else ""
_log.info(f"REJECTED IC={ic:.4f} Sharpe={sharpe:.2f} Trades={trades} DD={dd:.1%} {oos_info}{mc_info}{wf_info}")
_ic = ic or 0; _sh = sharpe or 0; _dd = dd or 0
_log.info(f"REJECTED IC={_ic:.4f} Sharpe={_sh:.2f} Trades={trades} DD={_dd:.1%} {oos_info}{mc_info}{wf_info}")
feedback_history.append(
f"Failed: IC={ic:.4f}, Sharpe={sharpe:.2f}, Trades={trades}, DD={dd:.1%}, "
f"Failed: IC={_ic:.4f}, Sharpe={_sh:.2f}, Trades={trades}, DD={_dd:.1%}, "
f"OOS_Sharpe={oos_sharpe:+.2f}, OOS_Monthly={oos_monthly:+.2f}%"
+ (f", MC_p={mc_pvalue:.2f}" if mc_pvalue is not None else "")
+ (f", WF_consistency={wf_consistency:.0%}" if wf_consistency is not None else "")