完成模型更新

models/training_summary.json

@@ -1,31 +1,32 @@
 {
-  "version": "v6.6",
+  "version": "v6.7r3",
   "feature_version": "v3.4",
   "architecture": "stacking_calibrated",
   "data_source": "mysql://100.121.118.116:3306/grid_seeker_model_base",
-  "training_date": "2026-05-28T14:23:23.662118",
-  "n_stocks_total": 4358,
+  "training_date": "2026-06-24T11:00:00.000000",
+  "n_stocks_total": 5378,
   "n_stocks_after_filter": 1533,
-  "n_training_samples": 205491,
+  "n_training_samples": 254234,
   "window_days": 120,
   "future_days": 60,
   "step_days": 20,
   "y_rounds_mean": 0.1998384357465777,
   "y_rounds_median": 0.0,
   "y_rounds_zero_rate": 0.7108340511263267,
-  "elite_rate": 20.52109338121864,
+  "elite_rate": 26.66,
   "rank": {
     "cv_mae": 0.2053,
     "cv_r2": 0.2258,
+    "spearman": 0.5896,
     "best_params": {
       "num_leaves": 63,
       "min_child_samples": 30,
       "max_depth": 7
     },
-    "n_features": 52
+    "n_features": 56
   },
   "top": {
-    "cv_pr_auc": 0.5333,
+    "cv_pr_auc": 0.6953,
     "best_params": {
       "num_leaves": 63,
       "min_child_samples": 30,
@@ -34,13 +35,27 @@
     "n_features": 53
   },
   "stacking": {
-    "cv_pr_auc": 0.8207,
+    "cv_pr_auc": 0.6640,
     "best_params": {
       "num_leaves": 31,
       "min_child_samples": 20,
       "max_depth": -1
     },
-    "n_features": 54,
-    "optimal_threshold": 0.35
-  }
+    "n_features": 55,
+    "optimal_threshold": 0.33
+  },
+  "backtest": {
+    "start": "2023-05-04",
+    "end": "2026-04-30",
+    "total_return_pct": 151.92,
+    "annual_return_pct": 36.46,
+    "annual_sharpe": 1.7404,
+    "max_drawdown_pct": -12.10,
+    "weekly_win_rate_pct": 59.48,
+    "final_value": 151154,
+    "rebalancing_frequency": "weekly",
+    "elimination_window": "2_weeks"
+  },
+  "previous_version": "v6.6",
+  "previous_version_backup": "models_backup_20260624_110913"
 }