模型,评分,修复网格策略市场状态监听

This commit is contained in:
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
rank_predicted_rounds,2126,6.86
amount_mean_20d,1476,4.76
price_cv,1376,4.44
range_compression_20d,1165,3.76
atr_pct,1105,3.56
drawdown_60d,1090,3.52
volume_ratio,1030,3.32
amount_trend_20d,998,3.22
price_entropy,888,2.86
rebound_from_low_60d,872,2.81
ma20_deviation_pct,868,2.8
obv_slope,842,2.72
trend_slope_60d,827,2.67
wick_ratio_20d,800,2.58
ma20_ma60_gap_pct,768,2.48
amplitude_cv,767,2.47
dist_to_grid_lower,757,2.44
range_position_60d,747,2.41
amp_cv_x_entropy,714,2.3
bb_width,699,2.25
ma60_deviation_pct,691,2.23
volatility_20d,680,2.19
volume_cv_20d,657,2.12
intraday_trend_strength,650,2.1
avg_daily_amp,643,2.07
dist_to_grid_upper,629,2.03
trend_slope_20d,626,2.02
amp_x_grid_vol,551,1.78
amount_cv_20d,550,1.77
grid_room_balance,537,1.73
trend_abs_slope_20d,504,1.63
grid_touch_count_60d,480,1.55
cross_freq_x_bb,399,1.29
amp_x_grid,383,1.24
near_grid_line_ratio_20d,277,0.89
close_reversal_count_20d,267,0.86
high_amp_days,250,0.81
turnover_proxy_20d,243,0.78
ln_float_mv,235,0.76
low_volume_days_20d,228,0.74
mv_vol_interact,223,0.72
small_cap_premium,218,0.7
grid_touch_count_20d,218,0.7
up_days_20d,218,0.7
down_days_20d,209,0.67
near_upper_boundary_risk,165,0.53
trend_consistency_20d,105,0.34
near_lower_boundary_risk,87,0.28
cross_freq_20d,86,0.28
rolling_grid_ratio_20d,64,0.21
usable_grid_count_lower,6,0.02
usable_grid_count_upper,6,0.02
grid_cross_density_20d,0,0.0
1 feature importance importance_pct
2 rank_predicted_rounds 2126 6.86
3 amount_mean_20d 1476 4.76
4 price_cv 1376 4.44
5 range_compression_20d 1165 3.76
6 atr_pct 1105 3.56
7 drawdown_60d 1090 3.52
8 volume_ratio 1030 3.32
9 amount_trend_20d 998 3.22
10 price_entropy 888 2.86
11 rebound_from_low_60d 872 2.81
12 ma20_deviation_pct 868 2.8
13 obv_slope 842 2.72
14 trend_slope_60d 827 2.67
15 wick_ratio_20d 800 2.58
16 ma20_ma60_gap_pct 768 2.48
17 amplitude_cv 767 2.47
18 dist_to_grid_lower 757 2.44
19 range_position_60d 747 2.41
20 amp_cv_x_entropy 714 2.3
21 bb_width 699 2.25
22 ma60_deviation_pct 691 2.23
23 volatility_20d 680 2.19
24 volume_cv_20d 657 2.12
25 intraday_trend_strength 650 2.1
26 avg_daily_amp 643 2.07
27 dist_to_grid_upper 629 2.03
28 trend_slope_20d 626 2.02
29 amp_x_grid_vol 551 1.78
30 amount_cv_20d 550 1.77
31 grid_room_balance 537 1.73
32 trend_abs_slope_20d 504 1.63
33 grid_touch_count_60d 480 1.55
34 cross_freq_x_bb 399 1.29
35 amp_x_grid 383 1.24
36 near_grid_line_ratio_20d 277 0.89
37 close_reversal_count_20d 267 0.86
38 high_amp_days 250 0.81
39 turnover_proxy_20d 243 0.78
40 ln_float_mv 235 0.76
41 low_volume_days_20d 228 0.74
42 mv_vol_interact 223 0.72
43 small_cap_premium 218 0.7
44 grid_touch_count_20d 218 0.7
45 up_days_20d 218 0.7
46 down_days_20d 209 0.67
47 near_upper_boundary_risk 165 0.53
48 trend_consistency_20d 105 0.34
49 near_lower_boundary_risk 87 0.28
50 cross_freq_20d 86 0.28
51 rolling_grid_ratio_20d 64 0.21
52 usable_grid_count_lower 6 0.02
53 usable_grid_count_upper 6 0.02
54 grid_cross_density_20d 0 0.0