research/conversion/{__init__,dataset,signal_probe}.py — the leakage-safe probe
plan 009 Step 5 re-runs scoped to a live setup_version:
- dataset.load_dataset: setup_events JOIN outcome_labels; label =
reached_1r_before_minus_1r; features = trigger-time-knowable setup_events
columns ONLY, dropping >70%-null and <2-distinct columns. HARD leakage rule —
every outcome_labels column is blocklisted AND asserted absent from X, so a
schema change can't leak the answer in.
- signal_probe.run_probe: expanding-window CV over ~5 sequential session-date
blocks (whole days, train strictly precedes test), HistGradientBoostingClassifier
(max_iter=250, lr=0.05, max_depth=4, l2=1.0, categorical_features=indices),
per-fold + mean ROC-AUC, top-decile +1R lift vs base, permutation importance on
the last fold. Drops columns constant within a train slice (HistGBM binning).
CLI: python3 -m research.conversion.signal_probe [--setup-version v1].
Tests: the critical leakage guard (zero outcome columns in features), AUC>0.5 on a
synthetic signal + ~0.5 on pure noise, and a static live-path guard. All :memory:.
No live-path change.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
