Parameter-plateau robustness check (noise-injection analog) via fastbt sweep integration
Nobody has claimed this yet.
Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 35/100
Research direction
Start by reading the statistical-testing skill section and AGENTS.md, especially its notes on strategy state isolation and concurrent parameter sweeps. Define the Tier 1 sweep table input and plateau verdict first, then investigate the fastbt sweep entry points for Tier 2. Done means both tiers produce a neighborhood report with the specified SPIKE DETECTED or PLATEAU verdict.
Written by the indexing model from the issue text.
Description
Context
The QuantGPT noise-injection test (add Gaussian noise to factor values, 0.1–2.0× std; pass if IC at 0.5× noise retains ≥50%) ports to strategy validation only as a parameter-perturbation check: perturb strategy parameters slightly and verify performance degrades gracefully. An optimum sitting on a plateau is robust; a spike means the backtest is overfit to that exact parameter value.
This requires data the statistical-testing skill cannot generate alone: a parameter-sweep results table (param value → metric) or engine re-runs.
Proposal
Two-tier integration:
Tier 1 — sweep table input (data-only, skill-side):
- Accept a sweep results file (e.g.
threshold,sharpecolumns). - For chosen optimum θ*, evaluate neighbors θ* ± δ (and optionally ±2δ):
- Pass:
min(neighbor_metric) / optimal_metric ≥ 0.5(mirrors QuantGPT 50% noise retention) - Also check smoothness: fit local quadratic/loess, flag high-curvature optima
- Pass:
- Report: heatmap-style ASCII table of parameter neighborhood + plateau verdict
Tier 2 — engine integration (fastbt-side):
- Given a Strategy class + perturbation grid, run backtests via fastbt's
concurrent.futuresparameter sweeps (AGENTS.md: strategy state isolation exists for exactly this). - Feed resulting sweep table into Tier 1 check.
Acceptance
- Tier 1: skill section handles
param sweep → plateau verdictwith no engine dependency - Tier 2: helper that takes Strategy + grid, runs sweeps in parallel, returns sweep table
- Output uses existing tweet-style format with ⚠️ SPIKE DETECTED / ✅ PLATEAU verdicts
- Dominant language
- Python
- Stars
- 28
- Forks
- 17
- Avg merge
- 8h 50m
- Merged PRs (30d)
- 2
Getting set up
- No Dockerfile or Docker Compose file
- No pull request template
- Read the contributing guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
More from uberdeveloper/fastbt
-
bug
Difficulty 4/5 3-5 days Newbie friendliness 48/100
uberdeveloper/fastbt#31 ·
-
bug
Difficulty 4/5 3-5 days Newbie friendliness 52/100
uberdeveloper/fastbt#30 ·
-
bug
Difficulty 4/5 3-5 days Newbie friendliness 48/100
uberdeveloper/fastbt#28 ·
-
FB-008: close_trade mixes price and tick; stale exits are silent (zero-P&L fallback) [silent-wrong]Openbug
Difficulty 3/5 1-2 days Newbie friendliness 70/100
uberdeveloper/fastbt#27 ·
-
bug
Difficulty 3/5 1-2 days Newbie friendliness 55/100
uberdeveloper/fastbt#26 ·
All issues in uberdeveloper/fastbt
Similar issues
-
Difficulty 2/5 1-3 hours Newbie friendliness 85/100
Maintainers usually reply within 1 day
-
infrastructure qa
Difficulty 2/5 1-3 hours Newbie friendliness 84/100
khuisman/mcp-gee-sweet#1068 ·
Maintainers usually reply within 1 day
-
area:ecosystem documentation
Difficulty 2/5 1-3 hours Newbie friendliness 78/100
Chelis-Lang/chelis#3866 ·
Maintainers usually reply within 1 day
-
`lvm_compact` has no self-hosted twin, and `docs/158` §5 says every language-face component mustOpenbug sev-3 vm
Difficulty 2/5 1-3 hours Newbie friendliness 65/100
-
issue: Picking a prompt from the / menu in a channel inserts a command chip instead of the promptOpenbug confirmed issue
Difficulty 2/5 Half a day Newbie friendliness 78/100
open-webui/open-webui#32712 · 2 comments ·
Maintainers usually reply within 1 day