模型,评分,修复网格策略市场状态监听
This commit is contained in:
@@ -0,0 +1,53 @@
|
||||
feature,importance,importance_pct
|
||||
dist_to_grid_upper,1319,4.38
|
||||
dist_to_grid_lower,1282,4.26
|
||||
price_cv,1231,4.09
|
||||
amount_mean_20d,1198,3.98
|
||||
range_compression_20d,1047,3.48
|
||||
rebound_from_low_60d,1019,3.38
|
||||
drawdown_60d,981,3.26
|
||||
ma20_deviation_pct,915,3.04
|
||||
grid_touch_count_60d,907,3.01
|
||||
volume_ratio,903,3.0
|
||||
price_entropy,877,2.91
|
||||
avg_daily_amp,857,2.85
|
||||
atr_pct,781,2.59
|
||||
wick_ratio_20d,780,2.59
|
||||
cross_freq_x_bb,743,2.47
|
||||
trend_slope_60d,743,2.47
|
||||
amount_trend_20d,741,2.46
|
||||
range_position_60d,735,2.44
|
||||
obv_slope,731,2.43
|
||||
volatility_20d,707,2.35
|
||||
volume_cv_20d,697,2.32
|
||||
amplitude_cv,673,2.24
|
||||
intraday_trend_strength,669,2.22
|
||||
amp_cv_x_entropy,661,2.2
|
||||
ma60_deviation_pct,655,2.18
|
||||
ma20_ma60_gap_pct,650,2.16
|
||||
grid_room_balance,630,2.09
|
||||
bb_width,629,2.09
|
||||
amount_cv_20d,598,1.99
|
||||
amp_x_grid_vol,588,1.95
|
||||
trend_slope_20d,568,1.89
|
||||
amp_x_grid,499,1.66
|
||||
trend_abs_slope_20d,448,1.49
|
||||
close_reversal_count_20d,395,1.31
|
||||
near_upper_boundary_risk,366,1.22
|
||||
grid_touch_count_20d,335,1.11
|
||||
near_grid_line_ratio_20d,293,0.97
|
||||
low_volume_days_20d,274,0.91
|
||||
turnover_proxy_20d,250,0.83
|
||||
rolling_grid_ratio_20d,248,0.82
|
||||
cross_freq_20d,206,0.68
|
||||
mv_vol_interact,190,0.63
|
||||
down_days_20d,180,0.6
|
||||
high_amp_days,172,0.57
|
||||
up_days_20d,165,0.55
|
||||
small_cap_premium,164,0.54
|
||||
ln_float_mv,162,0.54
|
||||
near_lower_boundary_risk,114,0.38
|
||||
trend_consistency_20d,103,0.34
|
||||
usable_grid_count_lower,13,0.04
|
||||
usable_grid_count_upper,12,0.04
|
||||
grid_cross_density_20d,0,0.0
|
||||
|
Reference in New Issue
Block a user