模型，评分，修复网格策略市场状态监听

2026-06-22 10:48:40 +08:00
parent 2e3202968d
commit f938c453e1
42 changed files with 3803 additions and 108 deletions
@@ -0,0 +1,46 @@
+{
+  "version": "v6.6",
+  "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,
+  "n_stocks_after_filter": 1533,
+  "n_training_samples": 205491,
+  "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,
+  "rank": {
+    "cv_mae": 0.2053,
+    "cv_r2": 0.2258,
+    "best_params": {
+      "num_leaves": 63,
+      "min_child_samples": 30,
+      "max_depth": 7
+    },
+    "n_features": 52
+  },
+  "top": {
+    "cv_pr_auc": 0.5333,
+    "best_params": {
+      "num_leaves": 63,
+      "min_child_samples": 30,
+      "max_depth": -1
+    },
+    "n_features": 53
+  },
+  "stacking": {
+    "cv_pr_auc": 0.8207,
+    "best_params": {
+      "num_leaves": 31,
+      "min_child_samples": 20,
+      "max_depth": -1
+    },
+    "n_features": 54,
+    "optimal_threshold": 0.35
+  }
+}