46 lines
1.0 KiB
JSON
46 lines
1.0 KiB
JSON
{
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"version": "v6.6",
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"feature_version": "v3.4",
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"architecture": "stacking_calibrated",
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"data_source": "mysql://100.121.118.116:3306/grid_seeker_model_base",
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"training_date": "2026-05-28T14:23:23.662118",
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"n_stocks_total": 4358,
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"n_stocks_after_filter": 1533,
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"n_training_samples": 205491,
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"window_days": 120,
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"future_days": 60,
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"step_days": 20,
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"y_rounds_mean": 0.1998384357465777,
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"y_rounds_median": 0.0,
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"y_rounds_zero_rate": 0.7108340511263267,
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"elite_rate": 20.52109338121864,
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"rank": {
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"cv_mae": 0.2053,
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"cv_r2": 0.2258,
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"best_params": {
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"num_leaves": 63,
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"min_child_samples": 30,
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"max_depth": 7
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},
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"n_features": 52
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},
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"top": {
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"cv_pr_auc": 0.5333,
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"best_params": {
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"num_leaves": 63,
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"min_child_samples": 30,
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"max_depth": -1
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},
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"n_features": 53
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},
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"stacking": {
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"cv_pr_auc": 0.8207,
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"best_params": {
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"num_leaves": 31,
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"min_child_samples": 20,
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"max_depth": -1
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},
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"n_features": 54,
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"optimal_threshold": 0.35
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}
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} |