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
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feature,importance,importance_pct
rank_predicted_rounds,1252,20.87
top_elite_prob,1163,19.38
ma20_deviation_pct,321,5.35
atr_pct,296,4.93
dist_to_grid_lower,225,3.75
price_cv,190,3.17
amount_mean_20d,183,3.05
drawdown_60d,158,2.63
obv_slope,145,2.42
dist_to_grid_upper,142,2.37
ma20_ma60_gap_pct,141,2.35
range_position_60d,124,2.07
trend_slope_60d,123,2.05
rebound_from_low_60d,114,1.9
intraday_trend_strength,98,1.63
volume_ratio,98,1.63
volume_cv_20d,86,1.43
ma60_deviation_pct,81,1.35
grid_room_balance,69,1.15
range_compression_20d,69,1.15
volatility_20d,64,1.07
amount_trend_20d,56,0.93
near_upper_boundary_risk,54,0.9
up_days_20d,50,0.83
avg_daily_amp,48,0.8
amplitude_cv,48,0.8
amount_cv_20d,44,0.73
small_cap_premium,42,0.7
near_lower_boundary_risk,42,0.7
high_amp_days,40,0.67
cross_freq_x_bb,37,0.62
amp_x_grid,37,0.62
bb_width,36,0.6
amp_x_grid_vol,36,0.6
ln_float_mv,33,0.55
price_entropy,28,0.47
turnover_proxy_20d,26,0.43
trend_slope_20d,25,0.42
mv_vol_interact,25,0.42
wick_ratio_20d,22,0.37
grid_touch_count_60d,21,0.35
amp_cv_x_entropy,21,0.35
grid_touch_count_20d,20,0.33
rolling_grid_ratio_20d,14,0.23
near_grid_line_ratio_20d,12,0.2
usable_grid_count_upper,9,0.15
down_days_20d,9,0.15
trend_abs_slope_20d,7,0.12
cross_freq_20d,6,0.1
usable_grid_count_lower,5,0.08
low_volume_days_20d,3,0.05
close_reversal_count_20d,1,0.02
trend_consistency_20d,1,0.02
grid_cross_density_20d,0,0.0
1 feature importance importance_pct
2 rank_predicted_rounds 1252 20.87
3 top_elite_prob 1163 19.38
4 ma20_deviation_pct 321 5.35
5 atr_pct 296 4.93
6 dist_to_grid_lower 225 3.75
7 price_cv 190 3.17
8 amount_mean_20d 183 3.05
9 drawdown_60d 158 2.63
10 obv_slope 145 2.42
11 dist_to_grid_upper 142 2.37
12 ma20_ma60_gap_pct 141 2.35
13 range_position_60d 124 2.07
14 trend_slope_60d 123 2.05
15 rebound_from_low_60d 114 1.9
16 intraday_trend_strength 98 1.63
17 volume_ratio 98 1.63
18 volume_cv_20d 86 1.43
19 ma60_deviation_pct 81 1.35
20 grid_room_balance 69 1.15
21 range_compression_20d 69 1.15
22 volatility_20d 64 1.07
23 amount_trend_20d 56 0.93
24 near_upper_boundary_risk 54 0.9
25 up_days_20d 50 0.83
26 avg_daily_amp 48 0.8
27 amplitude_cv 48 0.8
28 amount_cv_20d 44 0.73
29 small_cap_premium 42 0.7
30 near_lower_boundary_risk 42 0.7
31 high_amp_days 40 0.67
32 cross_freq_x_bb 37 0.62
33 amp_x_grid 37 0.62
34 bb_width 36 0.6
35 amp_x_grid_vol 36 0.6
36 ln_float_mv 33 0.55
37 price_entropy 28 0.47
38 turnover_proxy_20d 26 0.43
39 trend_slope_20d 25 0.42
40 mv_vol_interact 25 0.42
41 wick_ratio_20d 22 0.37
42 grid_touch_count_60d 21 0.35
43 amp_cv_x_entropy 21 0.35
44 grid_touch_count_20d 20 0.33
45 rolling_grid_ratio_20d 14 0.23
46 near_grid_line_ratio_20d 12 0.2
47 usable_grid_count_upper 9 0.15
48 down_days_20d 9 0.15
49 trend_abs_slope_20d 7 0.12
50 cross_freq_20d 6 0.1
51 usable_grid_count_lower 5 0.08
52 low_volume_days_20d 3 0.05
53 close_reversal_count_20d 1 0.02
54 trend_consistency_20d 1 0.02
55 grid_cross_density_20d 0 0.0