模型,评分,修复网格策略市场状态监听

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2026-06-22 10:48:40 +08:00
parent 2e3202968d
commit f938c453e1
42 changed files with 3803 additions and 108 deletions
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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
1 feature importance importance_pct
2 dist_to_grid_upper 1319 4.38
3 dist_to_grid_lower 1282 4.26
4 price_cv 1231 4.09
5 amount_mean_20d 1198 3.98
6 range_compression_20d 1047 3.48
7 rebound_from_low_60d 1019 3.38
8 drawdown_60d 981 3.26
9 ma20_deviation_pct 915 3.04
10 grid_touch_count_60d 907 3.01
11 volume_ratio 903 3.0
12 price_entropy 877 2.91
13 avg_daily_amp 857 2.85
14 atr_pct 781 2.59
15 wick_ratio_20d 780 2.59
16 cross_freq_x_bb 743 2.47
17 trend_slope_60d 743 2.47
18 amount_trend_20d 741 2.46
19 range_position_60d 735 2.44
20 obv_slope 731 2.43
21 volatility_20d 707 2.35
22 volume_cv_20d 697 2.32
23 amplitude_cv 673 2.24
24 intraday_trend_strength 669 2.22
25 amp_cv_x_entropy 661 2.2
26 ma60_deviation_pct 655 2.18
27 ma20_ma60_gap_pct 650 2.16
28 grid_room_balance 630 2.09
29 bb_width 629 2.09
30 amount_cv_20d 598 1.99
31 amp_x_grid_vol 588 1.95
32 trend_slope_20d 568 1.89
33 amp_x_grid 499 1.66
34 trend_abs_slope_20d 448 1.49
35 close_reversal_count_20d 395 1.31
36 near_upper_boundary_risk 366 1.22
37 grid_touch_count_20d 335 1.11
38 near_grid_line_ratio_20d 293 0.97
39 low_volume_days_20d 274 0.91
40 turnover_proxy_20d 250 0.83
41 rolling_grid_ratio_20d 248 0.82
42 cross_freq_20d 206 0.68
43 mv_vol_interact 190 0.63
44 down_days_20d 180 0.6
45 high_amp_days 172 0.57
46 up_days_20d 165 0.55
47 small_cap_premium 164 0.54
48 ln_float_mv 162 0.54
49 near_lower_boundary_risk 114 0.38
50 trend_consistency_20d 103 0.34
51 usable_grid_count_lower 13 0.04
52 usable_grid_count_upper 12 0.04
53 grid_cross_density_20d 0 0.0