kuntal-r-d Pattern Miner
When to use
Activate when a user wants to know which rule-based price patterns have a validated edge on a specific DSE stock: "mine patterns for GP", "backtest the 20-day breakout on BEXIMCO", "does the oversold RSI bounce work here?", "which of my setups survive out-of-sample?". This is the Pattern Miner with anti-overfitting (PRD-002 REQ-107; PRD-001 REQ-052).
What it does
Tests a fixed library of rule-based candidate patterns and reports only those that survive the safeguards in references/PATTERNS.md:
- 20-day high breakout — close makes a new 20-bar high.
- RSI oversold bounce — RSI(14) crosses up through 30.
- Golden cross — MA50 crosses above MA200.
- Upper-Bollinger close — close above the upper 20/2 Bollinger band.
For each pattern it finds every historical occurrence, splits the series into a train
window (first 70%) and an out-of-sample holdout window (last 30%), and computes the
forward return over forward_days and the success rate (P(forward return > 0)) on each
window. A pattern is validated only if total occurrences ≥ min_occurrences and the
success rate clears success_threshold on both train and holdout. Degradation on the
holdout triggers retired (auto-retirement). A Bonferroni correction tightens the
threshold by the number of patterns tested. Occurrences with volume > 5× average or a
circuit-limit-sized move raise a manipulation_footprint warning.
How to run
python3 scripts/mine.py --input data.json --pretty
cat data.json | python3 scripts/mine.py
Reads ohlcv (required, ≥120 bars recommended) and optional params
(min_occurrences default 8, forward_days default 5, success_threshold default 0.6).
Indicator math lives in scripts/indicators.py.
Interpreting output
Returns patterns[] each with occurrences, train_success, holdout_success,
avg_forward_return_pct, status (validated / retired / insufficient_data), and
warnings[]; plus validated_count, a methodology_note, and flags[]. If nothing
survives, validated_count is 0 — the skill is deliberately honest about a null result.
Educational analysis only, never financial advice.