完成模型更新

2026-06-24 12:19:08 +08:00
parent ee8fc60eae
commit 6494f43ddd
22 changed files with 4029 additions and 271 deletions
@@ -0,0 +1,57 @@
+{
+  "version": "v6.7-rank-lambdarank-mvp",
+  "feature_version": "v3.4",
+  "objective": "lambdarank",
+  "metric": "ndcg@5,10",
+  "ndcg_at_5": 0.5108501630463596,
+  "ndcg_at_10": 0.577072484777789,
+  "spearman": 0.5896180660523218,
+  "spearman_baseline_regression": 0.573016131374212,
+  "spearman_ratio_vs_baseline": 1.0289728923307881,
+  "best_iter": 29,
+  "train_seconds": 1.4682528972625732,
+  "n_train": 254234,
+  "n_val": 73785,
+  "top10_features": [
+    {
+      "name": "dist_to_grid_lower",
+      "gain": 26718.906676471233
+    },
+    {
+      "name": "amp_x_grid",
+      "gain": 5439.311601281166
+    },
+    {
+      "name": "cross_freq_x_bb",
+      "gain": 4232.088328957558
+    },
+    {
+      "name": "amp_x_grid_vol",
+      "gain": 3015.4479908943176
+    },
+    {
+      "name": "dist_to_grid_upper",
+      "gain": 2406.65438079834
+    },
+    {
+      "name": "ln_float_mv",
+      "gain": 1248.8392915129662
+    },
+    {
+      "name": "avg_daily_amp",
+      "gain": 794.0413353443146
+    },
+    {
+      "name": "amount_mean_20d",
+      "gain": 670.1584417819977
+    },
+    {
+      "name": "vol_decay_x_dist_lower",
+      "gain": 659.5440436601639
+    },
+    {
+      "name": "vol_decay_x_grid_balance",
+      "gain": 653.8379725217819
+    }
+  ]
+}