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nofx/scripts/optimize
tinkle-community ed3bebf287 feat: TPE Bayesian search harness for autopilot risk/throttle params
Replay recorded AI decisions from decision_records under alternative
risk-control and throttle parameters, then search the 15-dim space with
Optuna multivariate TPE.

- extract.py: parse decision cycles, intents (incl. throttled ones), 15m
  OHLCV and per-cycle prices out of input prompts into CSVs
- simulate.py: replay engine mirroring auto_trader_throttle.go semantics
  (margin-based PnL%% thresholds, intra-candle SL/TP trigger orders,
  opens/hour + reentry + margin gates); live-config replay reproduces the
  real account curve (-83%% sim vs -85%% actual)
- search.py: TPE search (train/holdout split) + baselines + importances

Findings: train-window optima do not survive holdout (overfit); only
2/800 trials are positive across all 3 time folds. Dominant lever is
min_confidence (importance 0.79) — the edge problem is decision quality,
not risk parameters.
2026-07-23 10:30:51 +09:00
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