新增实盘策略：ITrendStrategy(SA)
This commit is contained in:
File diff suppressed because one or more lines are too long
@@ -38,6 +38,7 @@ class SpectralTrendStrategy(Strategy):
|
||||
order_direction: Optional[List[str]] = None,
|
||||
indicators: Indicator = None,
|
||||
model_indicator: Indicator = None,
|
||||
holding_indicators: Indicator = None,
|
||||
reverse: bool = False,
|
||||
):
|
||||
super().__init__(context, main_symbol, enable_log)
|
||||
@@ -62,6 +63,7 @@ class SpectralTrendStrategy(Strategy):
|
||||
self.order_direction = order_direction
|
||||
self.model_indicator = model_indicator or Empty()
|
||||
self.indicators = indicators or Empty()
|
||||
self.holding_indicators = holding_indicators or Empty()
|
||||
self.reverse = reverse
|
||||
|
||||
# 计算窗口大小
|
||||
@@ -208,6 +210,13 @@ class SpectralTrendStrategy(Strategy):
|
||||
self.log(f'trend_strength: {trend_strength:.2f}')
|
||||
avg_entry_price = self.get_average_position_price(self.symbol)
|
||||
|
||||
if not self.holding_indicators.is_condition_met(*self.get_indicator_tuple()):
|
||||
direction = "CLOSE_LONG" if volume > 0 else "CLOSE_SHORT"
|
||||
self.log(f"Exit (Signal): {direction} | Strength={trend_strength:.2f} < {self.exit_threshold}")
|
||||
self.close_position(direction, abs(volume))
|
||||
self.entry_time = None
|
||||
self.position_direction = None
|
||||
|
||||
# 确保 ATR 和 均价 有效
|
||||
if current_atr > 0 and avg_entry_price > 0:
|
||||
is_stop_loss = False
|
||||
|
||||
File diff suppressed because one or more lines are too long
2111
futures_trading_strategies/FG/Spectral/lgbm_classifier_model.txt
Normal file
2111
futures_trading_strategies/FG/Spectral/lgbm_classifier_model.txt
Normal file
File diff suppressed because it is too large
Load Diff
399
futures_trading_strategies/FG/Spectral/lgbm_hold_logic_model.txt
Normal file
399
futures_trading_strategies/FG/Spectral/lgbm_hold_logic_model.txt
Normal file
@@ -0,0 +1,399 @@
|
||||
tree
|
||||
version=v4
|
||||
num_class=1
|
||||
num_tree_per_iteration=1
|
||||
label_index=0
|
||||
max_feature_idx=74
|
||||
objective=binary sigmoid:1
|
||||
feature_names=feat_rsi_7 feat_rsi_14 feat_rsi_20 feat_rsi_35 feat_rsi_40 feat_hurst_23 feat_hurst_115 feat_hurst_230 feat_range_0 feat_range_1 feat_range_6 feat_range_13 feat_range_20 feat_stoch_k_14_3 feat_stoch_k_5_3 feat_stoch_k_21_5 feat_roc_5 feat_roc_10 feat_roc_15 feat_roc_23 feat_roc_230 feat_roc_ma_5_5 feat_roc_ma_5_10 feat_roc_ma_10_10 feat_roc_ma_10_20 feat_roc_ma_20_20 feat_roc_ma_20_40 feat_natr_5 feat_natr_14 feat_natr_21 feat_log_natr_5 feat_log_natr_14 feat_log_natr_21 feat_adx_7 feat_adx_14 feat_adx_30 feat_adx_60 feat_adx_120 feat_adx_240 feat_bbw_10_15 feat_bbw_23_15 feat_bbw_230_15 feat_bb_dev_sig_23_20 feat_bb_dev_sig_30_20 feat_bb_dev_sig_50_25 feat_bb_dev_sig_100_25 feat_bb_dev_sig_200_30 feat_bb_dev_abs_23_20 feat_bb_dev_abs_30_20 feat_bb_dev_abs_50_25 feat_bb_dev_abs_100_25 feat_bb_dev_abs_200_30 feat_kc_dev_sig_5_5_15 feat_kc_dev_sig_23_23_15 feat_kc_dev_sig_230_230_15 feat_kc_dev_abs_5_5_15 feat_kc_dev_abs_23_23_15 feat_kc_dev_abs_230_230_15 feat_atr_ratio_5_15 feat_atr_ratio_10_30 feat_atr_ratio_5_20 feat_atr_ratio_10_20 feat_atr_ratio_10_50 feat_atr_ratio_20_50 feat_atr_ratio_20_100 feat_atr_ratio_50_200 feat_z_atr_7_100 feat_z_atr_14_100 feat_fft_trend_46_2 feat_fft_trend_46_1 feat_vol_skew_20_60 feat_vol_trend_rel_20_3 pos_side pos_duration pos_pnl_pct
|
||||
feature_infos=[4.1749763484354183:95.692684172271655] [10.966258982511313:92.838880797680986] [16.148879912048468:90.459183924550672] [21.654928846403447:85.138004569098669] [23.228070821680802:83.606602004087421] [0.24870137359576905:0.72617402795498243] [0.3723181248889465:0.65037413807453892] [0.4053255846824676:0.62961326094798253] [0:154] [0:154] [0:154] [0:154] [0:154] [4.5889218351173134e-13:100.00000000000024] [-1.8000415972589204e-13:99.999999999999844] [0.66985645933025584:100.00000000000014] [-8.0973451327433601:10.292072322670375] [-8.8105726872246706:10.215427380125085] [-10.89108910891089:11.926605504587151] [-11.651728553137009:12.084805653710241] [-32.099792099792104:30.563002680965145] [-6.0082638533665982:9.8737855671923302] [-4.0318488784273265:5.0001357657470287] [-6.9723012838997445:9.5959526329294427] [-5.0732526764135155:5.6245025971869707] [-9.1390495205231463:10.060435043999286] [-6.1229820202566234:6.2031481288535968] [0.19155607866967048:2.6047831162674902] [0.24224091681764223:1.832498585336056] [0.26317150770375652:1.6313365104087267] [0.02614409563292204:0.33951816619072289] [0.033020573219181927:0.23028506451876501] [0.035835485229702466:0.20259957075646215] [10.103194843261845:88.389362935634765] [8.3338624745195133:76.55187949216392] [6.6456814702223186:56.608551928653135] [5.8940965086979995:45.129224484962243] [4.8894285853614523:31.979883413529056] [3.7422258440600675:18.622886610055492] [0.14771643849036414:14.124561207876937] [0.32301782035527027:14.3834200236369] [2.2664155746197787:29.330156146664194] [-104.25272626958441:106.65490931305388] [-117.30577229720308:120.14751614715206] [-89.087915672281298:101.68225136191111] [-94.0298009514228:121.21603763166453] [-73.774569249612796:131.74949645954291] [0:106.65490931305388] [0:120.14751614715206] [0:101.68225136191111] [0:121.21603763166453] [0.0021963350533475237:131.74949645954291] [-63.081915156405479:77.925939486443923] [-205.02862945303647:339.76038153178325] [-508.67538007748345:919.30816009235696] [0.00079620631142760998:77.925939486443923] [0.0010958753686159464:339.76038153178325] [0.053401883260772338:919.30816009235696] [36.037217713863122:189.07832492816303] [65.071098755691651:177.84169624732908] [32.576662864801527:220.11606794935113] [71.206674891347987:146.45428033448994] [61.329451570735969:218.01879842896216] [80.246788153976468:148.86475009881894] [67.956832073759216:179.65994695265684] [73.878657186595987:158.85985305614176] [-2.8036321848802204:6.9129862835139217] [-3.3159021383063334:6.637129878802404] [8.8624726731213354e-09:0.92792774938128475] [0.0025257266758123491:0.96038875491251152] [-2.2989327103588426:3.8617176894327168] [-1:1] [-1:1] [0:515] [-0.037835459744830623:0.34425549564496061]
|
||||
tree_sizes=3405 3430 3424 3448 3450 3436 3442 3443 3432 3426
|
||||
|
||||
Tree=0
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=8 6 40 8 58 0 65 20 73 15 19 58 50 61 6 26 35 54 58 16 34 20 27 62 53 15 62 8 57 35
|
||||
split_gain=11.8541 11.851 11.9108 11.3315 10.5642 13.2269 10.0351 10.0759 9.66644 14.6341 14.0867 15.6224 10.0023 9.54126 9.42371 8.98244 11.2302 8.81379 8.66153 9.13362 9.79702 9.31566 10.2424 10.5123 12.5546 12.2835 11.1985 12.5627 8.57323 10.8982
|
||||
threshold=9.5000000000000018 0.44890015619872498 1.0945580896275151 15.500000000000002 106.94086062844231 60.022771813097556 92.328849145332796 0.28427261887589156 57.500000000000007 7.0881883090713442 -1.6207371510454147 104.40603039569643 11.469113795454961 89.069341646999717 0.5348491753673783 0.57525621641785685 16.610715135619355 -280.16259482985544 87.278527221382078 0.66766723569113851 16.968280841956442 0.55651283191462408 0.62663934261445775 92.186092613280991 6.4020247565478519 64.990199273269738 98.162748085378823 14.500000000000002 42.822021170537759 11.104415448787751
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=8 4 3 6 5 -2 -3 -8 -1 -10 11 12 -11 -12 17 16 -9 -14 -4 -20 -21 22 -22 -24 26 -26 -25 -28 29 -15
|
||||
right_child=1 2 18 -5 -6 -7 7 15 9 10 13 -13 14 28 -16 -17 -18 -19 19 20 21 -23 23 24 25 -27 27 -29 -30 -31
|
||||
leaf_value=-0.10900939158306706 -0.088727940938449587 -0.11385270247948483 -0.093880512867820537 -0.077495165472128619 -0.071174296671953546 -0.12276546192523434 -0.073287437741809847 -0.08596191214494113 -0.14727555040104548 -0.13658023906614608 -0.084342773338984933 -0.056730016940817543 -0.10630560778751952 -0.11740388007115064 -0.10733736250490213 -0.084249608606102533 -0.13390641123242122 -0.067824666198935596 -0.10566472598122889 -0.11485039943236725 -0.1125157885626224 -0.10259271798771365 -0.052769566622839506 -0.14213357379772842 -0.065922916311119129 -0.092876984128712287 -0.065216696193627632 -0.11492223361297477 -0.10690363553752007 -0.089220521408526432
|
||||
leaf_weight=499.65818417072296 43.383495032787323 26.92768657207489 81.780381441116333 30.667643040418625 19.447773635387421 13.463843286037443 18.201121479272842 7.2305825054645565 6.7319216430187216 4.9866086244583121 20.445095360279083 10.970538973808287 7.7292433679103842 15.9571475982666 19.697104066610336 15.707817167043684 11.219869405031202 17.453130185604099 804.83863198757172 33.410277783870697 17.453130185604095 149.34892830252647 7.2305825054645529 6.4825912117958095 23.437060534954071 43.383495032787323 7.2305825054645565 12.466521561145781 415.8831592798233 54.603364437818527
|
||||
leaf_count=2004 174 108 328 123 78 54 73 29 27 20 82 44 31 64 79 63 45 70 3228 134 70 599 29 26 94 174 29 50 1668 219
|
||||
internal_value=-0.103597 -0.101751 -0.102426 -0.0929805 -0.0902601 -0.0967895 -0.0989701 -0.0913162 -0.105958 -0.103304 -0.102782 -0.0891417 -0.0962723 -0.104419 -0.0917936 -0.100923 -0.115117 -0.0796356 -0.103301 -0.103999 -0.099535 -0.0976187 -0.0913064 -0.0876133 -0.0903223 -0.0834229 -0.107932 -0.0966759 -0.105263 -0.0955941
|
||||
internal_weight=2447.43 1373.31 1297.02 109.955 76.2951 56.8473 79.2871 52.3594 1074.12 574.457 567.725 60.8366 49.8661 506.889 44.8795 34.1583 18.4505 25.1824 1187.06 1105.28 300.443 267.033 117.684 100.231 93.0003 66.8206 26.1797 19.6971 486.444 70.5605
|
||||
internal_count=9816 5508 5202 441 306 228 318 210 4308 2304 2277 244 200 2033 180 137 74 101 4761 4433 1205 1071 472 402 373 268 105 79 1951 283
|
||||
is_linear=0
|
||||
shrinkage=1
|
||||
|
||||
|
||||
Tree=1
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=8 33 49 23 7 60 74 49 19 25 74 37 27 13 27 32 23 25 27 32 2 54 68 52 34 2 8 53 37 18
|
||||
split_gain=11.1539 9.42169 12.5268 12.4571 13.2347 12.5516 11.4116 11.1116 10.7164 10.3 10.0392 9.45297 9.29534 11.1816 9.15722 10.14 11.4262 9.78816 9.05519 8.88606 8.72077 11.2969 10.7219 9.8483 8.53609 8.48145 11.6686 8.39751 8.31146 10.144
|
||||
threshold=9.5000000000000018 24.963534499034065 5.8747663587644352 -0.043180050441747504 0.53615945383601027 85.696136743009546 0.014116965031849874 4.8947540277980588 -0.91855983558886678 -0.17172238929329689 -0.00056308466402773562 8.682761460567276 0.37379182816348605 24.720243808726753 0.79584692424344083 0.11215216241668734 0.21631977580716669 -4.0181326704158211 1.1034289839021032 0.05764352725636062 53.15476576563497 139.16045117485385 0.10209017254480358 12.360185125180637 14.194104309901531 50.075202668851041 10.500000000000002 -28.081918885128662 12.587069933782873 0.74937429138888245
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=12 3 7 5 28 -2 8 25 -7 -6 -10 -11 13 27 17 16 -16 -14 24 -4 21 23 -22 -15 -8 -3 -27 -1 29 -5
|
||||
right_child=1 2 19 4 9 6 18 -9 10 11 -12 -13 14 20 15 -17 -18 -19 -20 -21 22 -23 -24 -25 -26 26 -28 -29 -30 -31
|
||||
leaf_value=0.0061407230076742265 0.020882398901871674 -0.013295774819014124 0.018008810991961315 0.022835398918446034 0.044087640432325104 0.044720360023100744 -0.035511663394249014 -0.028860204725034554 0.03194948474359588 0.045898485185781192 -0.011535753260326109 0.0061809784621390381 -0.039370203713278387 0.0068442417500025506 0.050304916589966144 -0.0031451522940833016 -0.0013838558574138251 -0.0036895240934555693 0.02715418533622041 0.0012026432909032826 0.013808961290249529 0.050945028207973052 -0.010039198248375776 0.051120876237921012 -0.0088514350536512045 -0.036085234299957046 0.0093769078099966395 -0.044124495846953583 -0.0045643208581227137 -0.0037957736775348708
|
||||
leaf_weight=5.2342454493045807 20.705438837409019 49.366370841860771 29.171294718980789 37.152251020073891 17.459924772381783 6.4829368442297008 13.960633367300032 20.196428894996643 6.733015760779387 6.9829739034175899 16.456846296787258 23.689346924424171 6.973759949207305 48.36820025742054 9.4776339977979642 18.94561006128788 6.4810961186885825 889.97747120261192 4.9866906255483618 964.45434604585171 29.665974944829941 7.2292121797800055 39.636731177568436 4.9874031394720069 47.874360650777817 5.733849585056304 44.637215510010719 6.9805562645196897 37.654529720544815 19.697664931416512
|
||||
leaf_count=21 83 198 117 149 70 26 56 81 27 28 66 95 28 194 38 76 26 3570 20 3868 119 29 159 20 192 23 179 28 151 79
|
||||
internal_value=-8.84701e-08 0.00179086 0.000590583 0.00693478 0.012889 -0.000311773 -0.00485954 -0.00856793 0.0106223 0.0256938 0.00108988 0.0152232 -0.00229038 0.00485678 -0.00338028 0.0116953 0.0293133 -0.00396694 -0.0117344 0.00169605 0.00743745 0.0157514 0.000169334 0.010983 -0.0148706 -0.00445883 0.00420185 -0.022585 0.00636744 0.0136081
|
||||
internal_weight=2447.35 1373.4 1113.56 259.837 142.637 117.2 96.4945 119.934 29.6728 48.1322 23.1899 30.6723 1073.96 142.102 931.856 34.9043 15.9587 896.951 66.8217 993.626 129.888 60.5848 69.3027 53.3556 61.835 99.7374 50.3711 12.2148 94.5044 56.8499
|
||||
internal_count=9816 5508 4466 1042 572 470 387 481 119 193 93 123 4308 570 3738 140 64 3598 268 3985 521 243 278 214 248 400 202 49 379 228
|
||||
is_linear=0
|
||||
shrinkage=0.03
|
||||
|
||||
|
||||
Tree=2
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=8 6 40 8 58 0 65 1 22 73 73 15 19 58 69 50 61 69 14 0 57 35 70 65 35 20 1 42 37 69
|
||||
split_gain=10.4953 11.1224 10.8313 10.6208 9.91968 12.4485 9.56207 9.74769 11.1624 10.1078 8.99914 13.6031 13.1427 14.4503 13.3165 10.1801 8.97629 8.47801 8.21866 8.8777 8.08265 10.1994 10.8535 10.1221 8.08188 9.32161 8.02115 11.7275 14.4175 11.4232
|
||||
threshold=9.5000000000000018 0.44890015619872498 1.0945580896275151 15.500000000000002 106.94086062844231 60.022771813097556 92.328849145332796 47.358798351530176 0.12636262832362091 56.500000000000007 57.500000000000007 7.0881883090713442 -1.6207371510454147 104.40603039569643 0.73596182611612571 15.572053958397168 89.069341646999717 0.26160331850235236 46.49690723220106 58.91153323441317 42.822021170537759 11.104415448787751 -0.1990856123026363 94.111291781800432 16.610715135619355 3.1064027847885538 74.812671577494697 23.820727233874944 15.23859930148044 0.69845875231335897
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=10 4 3 6 5 -2 18 -8 24 -10 -1 -12 13 14 -13 -16 -14 -5 -3 -20 21 23 -23 -18 -9 -26 27 -22 29 -29
|
||||
right_child=1 2 -4 17 -6 -7 7 8 9 -11 11 12 16 -15 15 -17 20 -19 19 -21 26 22 -24 -25 25 -27 -28 28 -30 -31
|
||||
leaf_value=-0.0051673130632829646 0.01434884442882985 -0.028096251214216668 0.00024741037954944644 -0.0087092934299948174 0.031343126173214879 -0.018681141685662032 0.031077569549142727 0.020700113727035514 0.057024463116463357 8.1314287364919066e-05 -0.042138497289113334 0.028264720799851421 0.018723932126309399 0.045149259329413438 -0.040534449539337415 0.003557053707045735 0.014692595001654816 0.032422270911858439 0.033120029770375745 -0.014605080004208272 -0.0056085598235659862 -0.021671873486772984 0.019000726854325228 -0.033712190931735275 0.0061892444675824476 -0.036847579160283625 -0.030820949262331383 0.0083237781192268406 0.023335173384394271 -0.015122681515708017
|
||||
leaf_weight=499.42783744633198 43.417028278112411 12.464026719331743 1187.1008097529411 5.4924017488956478 19.476357772946358 13.450859934091566 16.220855206251144 6.4904090464115169 5.4906335920095426 5.7368736416101456 6.7060062587261191 17.467202305793762 20.460950285196304 10.992004349827765 5.7239339351654044 26.681163266301155 6.7264371812343589 25.217614501714706 5.9843349158763877 8.4769643843173963 297.61500142514706 6.7350739091634741 47.900536507368088 9.2142005711793882 7.985695734620097 10.465775936841963 9.2215356677770597 47.360331520438194 30.658342361450195 30.905383199453354
|
||||
leaf_count=2004 174 50 4761 22 78 54 65 26 22 23 27 70 82 44 23 107 27 101 24 34 1194 27 192 37 32 42 37 190 123 124
|
||||
internal_value=-1.68171e-07 0.00173695 0.001082 0.0100867 0.0128648 0.00653632 0.00428684 0.0117543 0.00308841 0.0279285 -0.00222208 0.000338877 0.000840679 0.0140127 0.00715017 -0.00423113 -0.000741232 0.025066 -0.0102431 0.00514439 -0.00156016 0.00782673 0.0139869 -0.0132869 -0.00809325 -0.0182215 -0.00315361 -0.00252603 0.00589642 -0.000934705
|
||||
internal_weight=2447.27 1373.47 1297.13 110.026 76.3442 56.8679 79.3156 52.3902 36.1694 11.2275 1073.8 574.368 567.662 60.8643 49.8723 32.4051 506.798 30.71 26.9253 14.4613 486.337 70.5762 54.6356 15.9406 24.9419 18.4515 415.761 406.539 108.924 78.2657
|
||||
internal_count=9816 5508 5202 441 306 228 318 210 145 45 4308 2304 2277 244 200 130 2033 123 108 58 1951 283 219 64 100 74 1668 1631 437 314
|
||||
is_linear=0
|
||||
shrinkage=0.03
|
||||
|
||||
|
||||
Tree=3
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=68 58 8 39 56 67 26 6 51 30 66 43 51 73 33 27 7 27 37 42 71 32 21 26 74 39 23 66 66 60
|
||||
split_gain=10.0618 11.9994 10.6377 11.6936 9.87286 9.44169 10.3847 8.77729 11.0016 15.7442 10.0352 9.12798 8.66364 8.61024 8.47591 8.90721 8.33438 8.10186 8.65138 14.1512 9.33663 10.7372 9.18502 8.72277 8.69525 8.15928 8.66033 7.96301 7.80609 7.72673
|
||||
threshold=0.001581363479764652 87.416108523401917 9.5000000000000018 3.1525045913828036 113.55964385702097 2.9955194997850447 1.2265492883036118 0.44890015619872498 24.431387605477948 0.077856338538928163 -0.14782096075099135 68.677074911130205 37.580108771525843 116.50000000000001 39.046971721305034 0.69179328700357012 0.59708932823621996 0.37379182816348605 13.097580753343411 22.933353103936245 0.19617465847343452 0.085951030012503205 0.21659266525962997 -0.32337744310428423 0.038221116347537602 1.8117628726484212 -0.91438487393805234 0.34647834795395921 -1.8005767318444026 75.990673909797508
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=1 -1 3 12 -5 7 -7 8 9 -4 -10 28 16 -13 -14 -16 17 -2 -19 20 22 -22 25 24 -24 26 -20 -12 -9 -28
|
||||
right_child=2 -3 5 4 -6 6 -8 11 10 -11 27 13 14 -15 15 -17 -18 18 19 -21 21 -23 23 -25 -26 -27 29 -29 -30 -31
|
||||
leaf_value=0.033283279468946644 0.0041529718104186854 0.004691280395606099 -0.010307774107587056 0.036468221502919021 -0.0066925670515351155 -0.025397017332258406 0.014394565441545014 0.024914001441649118 -0.019573056683411857 0.034374499941326297 0.045283354599672303 0.032007314514565378 -0.044495733576802997 -0.0027865447245352969 -0.015591769231245136 0.027381782772347041 0.014202605249656776 -0.0062073842661570598 0.027567058282773799 0.012731417929272799 -0.039837354433332521 0.0077761570813594926 -0.019755942928748511 -0.027682651806474261 0.020375180396022836 -0.024822424015852072 0.034076644204872136 0.0013393403072372817 0.00057530470253146075 -0.00020748215204848588
|
||||
leaf_weight=16.213799729943275 124.89783628284931 71.31194069981575 9.4824699610471708 12.464807361364366 7.7265841066837302 22.690755680203441 7.978157937526702 11.979563117027281 14.220854282379149 28.215818837285042 5.2401745021343258 16.461377471685413 7.710496947169303 10.473882317543028 33.625717803835869 4.9843791574239722 26.167844966053963 548.45571558177471 12.71319144964218 63.580344244837761 12.457510590553285 6.4798020869493476 9.7184041142463702 20.677813604474068 9.7182658910751325 9.4575343877077085 6.2353944927453986 12.719824045896528 1187.4150460511446 115.61966402828693
|
||||
leaf_count=65 501 286 38 50 31 91 32 48 57 113 21 66 31 42 135 20 105 2201 51 255 50 26 39 83 39 38 25 51 4762 464
|
||||
internal_value=-2.41787e-07 0.00998784 -0.000370739 -0.00265401 0.019952 0.0014063 -0.0150457 0.00179557 0.0121373 0.0231353 -0.000746305 0.00120627 -0.00310483 0.0184776 -0.0157789 -0.0100441 -0.00249721 -0.00296209 -0.00405231 0.000380183 -0.00348679 -0.0235454 -0.00142393 -0.0141196 0.000309476 0.00211211 0.00400509 0.0141609 0.0008184 0.00154686
|
||||
internal_weight=2447.09 87.5257 2359.57 1032.69 20.1914 1326.88 30.6689 1296.21 69.8791 37.6983 32.1809 1226.33 1012.5 26.9353 46.3206 38.6101 966.179 940.011 815.114 266.658 203.078 18.9373 184.14 40.1145 19.4367 144.026 134.568 17.96 1199.39 121.855
|
||||
internal_count=9816 351 9465 4144 81 5321 123 5198 280 151 129 4918 4063 108 186 155 3877 3772 3271 1070 815 76 739 161 78 578 540 72 4810 489
|
||||
is_linear=0
|
||||
shrinkage=0.03
|
||||
|
||||
|
||||
Tree=4
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=68 58 8 39 56 67 25 15 19 71 21 40 58 32 6 39 47 20 23 30 40 56 38 30 6 51 30 59 21 43
|
||||
split_gain=9.46323 11.3115 10.0109 10.997 9.2717 8.89038 10.6715 8.59387 8.81486 10.256 10.2144 10.0809 14.6987 10.5514 9.08851 9.04346 12.1894 10.0511 9.97437 8.90229 10.9804 8.70886 9.17245 8.34626 8.25622 10.3427 14.796 8.60102 8.85342 8.5813
|
||||
threshold=0.001581363479764652 84.132627915218293 9.5000000000000018 3.1525045913828036 113.55964385702097 2.9955194997850447 1.0923210893195126 8.2312185197735364 3.3009411629820411 -0.089096886679836132 -1.3843151358285704 3.007578898386106 75.825655364128323 0.056047442273747979 0.41999315508139684 0.73919029312892726 26.791589611264268 -5.4284762512839029 -0.28882880358511215 0.093121977344489321 3.2572854535972975 46.678964918510317 7.7741136264582851 0.054093040307849539 0.44890015619872498 24.431387605477948 0.077856338538928163 98.402293750850347 -0.17562404005891713 68.677074911130205
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=1 -1 3 7 -5 24 -7 -2 9 11 -11 12 -9 21 -12 16 17 -16 -19 20 -13 22 -14 -18 25 26 -4 28 -27 -26
|
||||
right_child=2 -3 5 4 -6 6 -8 8 -10 10 14 19 13 -15 15 -17 23 18 -20 -21 -22 -23 -24 -25 29 27 -28 -29 -30 -31
|
||||
leaf_value=0.040160984735970705 -0.025078952481515857 0.0058691845255318164 -0.010002893103654363 0.03532573314448114 -0.0064940724489905583 -0.026005500842824453 0.012892231377100155 0.036470792333117057 -0.021374464713773821 0.030745202885279453 -0.045603987551781418 0.024873890321319703 0.021069214570156099 -0.0031509561663804943 0.016619328160642256 -0.0099248210061143056 -0.0026709363141228172 0.015866807351669492 -0.016187677443868943 0.03480556462636325 -0.0095892824131627568 -0.018803420294879778 -0.0039495031592717677 0.037013273537114262 0.00079381454229745412 0.0053985780147224865 0.03331553071061201 0.01101329328103191 -0.046770503906876711 0.017910021916220552
|
||||
leaf_weight=9.7409740537404996 15.638819754123686 77.821340829133987 9.4784059524536115 12.481618762016298 7.7239098995923987 21.663136675953869 8.9786756336688978 9.2330893576145154 22.162835851311684 6.4798372387886038 5.4794514775276175 14.699056968092917 42.144037336111069 519.23774285614491 15.945793882012365 223.2033955603838 7.7280056774616268 10.714204952120779 47.337678611278534 12.714141994714735 19.174124136567116 8.7186270058155042 19.195664569735527 12.460524171590803 1199.4385347515345 5.7375911921262741 28.238908514380455 20.459097191691399 5.978168770670889 26.954566776752472
|
||||
leaf_count=39 63 312 38 50 31 87 36 37 89 26 22 59 169 2084 64 896 31 43 190 51 77 35 77 50 4810 23 113 82 24 108
|
||||
internal_value=-3.12353e-07 0.00968402 -0.000359718 -0.00257506 0.0193394 0.00136402 -0.0146077 -0.00301249 -0.00266623 -0.00224074 -0.00654816 -4.16814e-05 -0.00108795 -0.00167642 -0.00729662 -0.00663528 0.00116031 -0.00447688 -0.0102716 0.0134002 0.0053658 0.00925213 0.0132398 0.0218225 0.00174157 0.0117707 0.0224296 -0.000724326 -0.0212216 0.00117001
|
||||
internal_weight=2446.96 87.5623 2359.4 1032.47 20.2055 1326.93 30.6418 1012.27 996.628 974.465 329.349 645.116 598.529 589.296 322.869 317.39 94.1862 73.9977 58.0519 46.5873 33.8732 70.0583 61.3397 20.1885 1296.29 69.8922 37.7173 32.1749 11.7158 1226.39
|
||||
internal_count=9816 351 9465 4144 81 5321 123 4063 4000 3911 1322 2589 2402 2365 1296 1274 378 297 233 187 136 281 246 81 5198 280 151 129 47 4918
|
||||
is_linear=0
|
||||
shrinkage=0.03
|
||||
|
||||
|
||||
Tree=5
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=68 58 9 39 56 3 15 6 33 0 40 9 65 20 64 1 45 14 0 22 71 29 21 29 5 39 47 20 65 15
|
||||
split_gain=8.9013 10.7661 9.42136 10.3454 8.71495 8.23841 8.35905 7.93252 9.42811 9.48571 8.76917 12.5701 9.93015 9.36991 9.72487 8.09737 8.56984 7.90426 9.96812 7.86502 7.83248 11.4994 9.42405 8.97814 9.30173 8.84328 12.4882 9.75167 8.51295 10.7521
|
||||
threshold=0.001581363479764652 87.416108523401917 9.5000000000000018 3.1525045913828036 113.55964385702097 68.712995139349573 8.2312185197735364 0.44890015619872498 19.456395301819065 62.65529220840066 1.0945580896275151 15.500000000000002 92.328849145332796 0.28427261887589156 102.092091413185 47.358798351530176 20.798764858559295 46.49690723220106 58.91153323441317 0.13804739988049272 -0.089096886679836132 0.41000891748779061 -1.3843151358285704 0.37753275650528417 0.49837029264811061 0.73919029312892726 26.791589611264268 -5.4284762512839029 100.46757951945671 79.502207599847409
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=1 -1 3 5 -5 6 -2 8 -4 -10 11 12 17 -14 15 -15 -17 -9 -19 -13 21 23 -22 -8 -25 26 27 -24 -23 -30
|
||||
right_child=2 -3 7 4 -6 -7 20 10 9 -11 -12 19 13 14 -16 16 -18 18 -20 -21 22 28 25 24 -26 -27 -28 -29 29 -31
|
||||
leaf_value=0.031434598565742856 -0.024378084457291081 0.0043721979693970526 -0.024126658083728412 0.034242481993383984 -0.0063015361740495013 -0.025241641331292704 -0.005595777124920185 -0.030624874806346687 0.020778068234022236 -0.0066512178005946323 1.889539054590332e-05 0.035500817895771877 0.027854237363059673 0.019779241247822731 0.020345818935970723 -0.045128695450465627 0.0023744944785691661 0.032038168110324006 -0.019168010059852029 -0.00075120775864844305 0.029784111521907731 -0.0044025404761120013 0.016106289620044362 0.026254981742400301 -0.0024726413156118446 -0.0099592753748634633 0.021691222135058776 -0.010290539180229333 0.0064503294912431237 -0.011299036206333444
|
||||
leaf_weight=16.242090299725533 15.606271773576735 71.347620502114296 6.2326295524835578 12.490026667714121 7.7211512923240653 14.669241949915884 20.438409194350243 11.69739453494549 49.696067005395889 14.704529166221617 1152.0142739713192 20.988227337598804 17.990526482462883 4.9947103559970882 13.467537015676497 7.9612632691860181 5.9893864691257477 5.9929995238780958 7.9737256765365601 7.245539814233779 6.4881282448768607 376.67529977858067 15.959884554147719 35.425663530826569 14.214062958955763 227.29140834510326 20.456450417637825 59.751769363880157 167.423818603158 37.618072479963303
|
||||
leaf_count=65 63 286 25 50 31 59 82 47 199 59 4620 84 72 20 54 32 24 24 32 29 26 1512 64 142 57 913 82 240 672 151
|
||||
internal_value=-3.78268e-07 0.00939048 -0.000349035 -0.00249853 0.0187537 -0.00292296 -0.00259469 0.00132305 0.0111054 0.0145152 0.000773062 0.00910287 0.00275788 0.0104924 0.000855832 -0.0129989 -0.0247343 -0.0124324 0.00280411 0.0261976 -0.00224841 -0.000341905 -0.00601463 0.0111388 0.018029 -0.0067327 0.000893248 -0.00472613 -0.00172496 0.00319394
|
||||
internal_weight=2446.77 87.5897 2359.18 1032.23 20.2112 1012.02 997.349 1326.95 70.6332 64.4006 1256.32 104.301 76.0675 50.4034 32.4129 18.9454 13.9506 25.6641 13.9667 28.2338 981.743 651.795 329.948 70.0781 49.6397 323.46 96.1681 75.7117 581.717 205.042
|
||||
internal_count=9816 351 9465 4144 81 4063 4004 5321 283 258 5038 418 305 202 130 76 56 103 56 113 3941 2616 1325 281 199 1299 386 304 2335 823
|
||||
is_linear=0
|
||||
shrinkage=0.03
|
||||
|
||||
|
||||
Tree=6
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=68 48 5 39 8 39 67 25 56 25 69 54 17 22 24 39 47 37 19 61 52 55 68 28 28 39 51 45 52 48
|
||||
split_gain=8.37367 10.4713 10.5646 10.0558 8.86652 9.73537 8.34909 10.0771 8.31758 8.11726 12.5351 8.38789 8.17106 9.58618 13.4212 9.87334 8.52398 7.85474 7.7164 7.59403 9.24199 10.6692 12.782 10.3449 10.9787 12.9263 10.073 11.1946 8.7659 9.25954
|
||||
threshold=0.001581363479764652 11.315720249873509 0.50175159979585005 1.0033057089604585 9.5000000000000018 3.1525045913828036 2.9955194997850447 1.0923210893195126 87.664254572268746 1.8854598641635449 0.92858221877435632 -404.65528370113981 -1.7158619529386629 0.40543002408107692 0.70602177007048328 0.82139940175235959 4.8427013095625639 19.093071492028187 3.3009411629820411 112.54366883359353 -27.043360071124138 7.0345197017783185 0.0042229782053788628 0.56911231016376129 0.64372727473083347 0.93649101518765765 25.738193881907339 -6.5631467868953139 -2.8108708335612351 21.132150043017479
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=1 -1 3 -3 5 18 9 -8 -7 11 12 -6 -11 14 -14 -16 -17 -15 -2 20 -13 22 -22 28 25 -25 27 -27 -24 -30
|
||||
right_child=4 2 -4 -5 6 8 7 -9 -10 10 -12 19 13 17 15 16 -18 -19 -20 -21 21 -23 23 24 -26 26 -28 -29 29 -31
|
||||
leaf_value=0.026255710964659281 -0.002444516657835715 0.028140269609636621 -0.010279299358753494 -0.0046241340184729604 -0.02904875232415885 0.041374598783719081 -0.025297891584237044 0.012503190955128148 0.0022139781088937856 -0.023027528383225842 -0.041590356897875186 -0.0067789201122794704 -0.017316512779808935 -0.012818445162168412 -0.0083093826180558328 -0.011568858247170034 0.023526566008477363 0.013073910921861727 -0.020365282382112576 0.017605965780496856 -0.043150119706824128 0.0053182818918618468 -0.0305357701389069 0.036883943443750629 -0.00069760772468183336 -0.036756315142169017 0.03919814268744274 0.012344046899288362 0.011029220228348484 -0.019336240887884402
|
||||
leaf_weight=23.46327069401741 989.65095825493336 19.726564139127731 29.695309743285179 14.722319319844244 7.4802130609750739 8.2460300028324145 21.624876409769062 8.9838197380304319 11.963048323988913 15.95137897133827 7.7296670377254477 90.271729186177254 17.209315687417984 61.590009182691574 15.960310563445089 7.2317931354045859 44.895831152796745 12.72287632524967 22.107458934187889 30.428583353757858 6.4773970395326605 684.59854075312614 16.706107258796692 16.469222113490105 202.49806348979473 7.4754133373498961 4.9866860508918753 9.4774297475814819 17.951003536581993 18.202732488512993
|
||||
leaf_count=94 3974 79 119 59 30 33 87 36 48 64 31 362 69 247 64 29 180 51 89 122 26 2745 67 66 812 30 20 38 72 73
|
||||
internal_value=-4.29739e-07 0.00910688 0.00283402 0.0141378 -0.000338669 -0.00242428 0.00128334 -0.0142031 0.0181929 0.00164901 -0.00420094 0.00261237 -0.00255475 -0.000508708 0.00635373 0.0123364 0.0186577 -0.0083855 -0.00283609 0.0028266 0.0024083 0.00325041 -0.00146463 -0.000545484 0.00209158 0.0167967 0.0017179 -0.00930692 -0.0125638 -0.00425922
|
||||
internal_weight=2446.5 87.6075 64.1442 34.4489 2358.89 1031.97 1326.92 30.6087 20.2091 1296.31 183.291 1113.02 175.562 159.61 85.2973 68.0879 52.1276 74.3129 1011.76 1105.54 1075.11 984.843 300.244 293.767 240.907 38.4088 21.9395 16.9528 52.8598 36.1537
|
||||
internal_count=9816 351 257 138 9465 4144 5321 123 81 5198 735 4463 704 640 342 273 209 298 4063 4433 4311 3949 1204 1178 966 154 88 68 212 145
|
||||
is_linear=0
|
||||
shrinkage=0.03
|
||||
|
||||
|
||||
Tree=7
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=41 50 4 22 53 2 1 6 5 54 49 37 5 68 63 16 67 74 67 22 33 1 15 31 64 24 55 24 55 24
|
||||
split_gain=8.09436 11.0889 11.07 13.8091 9.3984 8.92296 8.52129 9.5813 8.34011 12.7438 12.628 12.1517 12.5328 11.7849 10.0934 10.3869 9.9113 11.0352 9.36751 9.129 12.0765 12.6248 8.99135 9.47463 13.0278 8.8744 15.3022 14.0434 8.64961 8.63664
|
||||
threshold=15.961316021127724 3.7481776231255988 36.008827376268805 0.091906410013551612 18.774555057501924 46.460899090499574 70.39496992019518 0.55087143432158803 0.5157104888206101 -313.93485518500023 6.8725516935166064 6.6128035800233524 0.47446294984700921 0.31618675061798202 99.630107964021519 -0.58728528648157574 -0.64801453262224384 -0.00056308466402773562 -0.6120171990127462 0.31761569878613144 29.254060751078281 57.945336895601379 35.257471364614339 0.08687080950392409 91.52913454878265 0.21326167423973835 35.076204706962876 0.1889542517765079 0.47689566967823982 -0.23966332663400089
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=8 -2 -3 4 -4 -5 7 -7 11 14 19 -1 25 16 -10 -16 17 -12 -18 22 -21 -22 23 24 -11 27 -27 29 -15 -13
|
||||
right_child=1 2 3 5 -6 6 -8 -9 9 10 13 12 -14 28 15 -17 18 -19 -20 20 21 -23 -24 -25 -26 26 -28 -29 -30 -31
|
||||
leaf_value=0.012996027445263719 -0.030962915168748748 -0.022305126247827392 0.015311870774001504 -0.031596988271506497 0.052956832002935529 0.013519044340841009 -0.020224101848601413 -0.017030141626200805 -0.049346910502009705 -0.027203793610221436 -0.02832887275103721 -0.0043010026992580412 0.0037916019504846696 -0.04113093870058461 -0.030860940948479996 0.017177196794424088 0.046100177105886729 -0.00065248053354920762 0.0055553319036420962 0.023588756316016105 -0.024473928988543378 0.028923803752864505 -0.021694838965874517 -0.023969942696139519 0.024344124939122365 -0.0082130648669851859 0.036845213255155329 0.03324209796682713 -0.0039659791798130044 0.0035852406496060525
|
||||
leaf_weight=71.801050171256065 6.9755945801734915 10.455816626548765 74.337414234876633 6.977225959300994 6.4898244589567176 52.372252315282822 11.223435431718825 11.219297155737875 8.9418485164642352 6.2189775258302715 14.700069785118101 272.9197410941124 544.00354418158531 5.7304882258176795 9.2157110720872897 7.2282870560884467 5.2337263822555533 109.91362611949444 255.2301999181509 14.46261529624462 16.692885175347332 5.2345083206892005 65.770172670483589 11.95387354493141 15.19106078147888 235.20799872279167 6.9848603308200827 11.222186252474783 341.83530473709106 230.56967747211456
|
||||
leaf_count=288 28 42 298 28 26 210 45 45 36 25 59 1095 2183 23 37 29 21 441 1024 58 67 21 264 48 61 944 28 45 1372 925
|
||||
internal_value=-4.8928e-07 0.0061218 0.00761646 0.0095403 0.0183345 0.000849877 0.00387586 0.00812933 -0.000486895 -0.00274259 -0.00212996 0.000981433 0.000318311 -0.000573814 -0.0236942 -0.00974482 0.00304097 -0.00391733 0.00637003 -0.0105425 0.00230878 -0.0117268 -0.0152599 -0.00257465 0.00937099 -0.00217802 -0.00691358 5.02578e-05 -0.00457874 -0.000689549
|
||||
internal_weight=2446.31 180.051 173.075 162.619 80.8272 81.7922 74.815 63.5915 2266.26 893.553 868.168 1372.71 1300.91 732.643 25.3858 16.444 385.078 124.614 260.464 135.524 36.39 21.9274 99.1341 33.3639 21.41 756.904 242.193 514.712 347.566 503.489
|
||||
internal_count=9816 722 694 652 324 328 300 255 9094 3586 3484 5508 5220 2940 102 66 1545 500 1045 544 146 88 398 134 86 3037 972 2065 1395 2020
|
||||
is_linear=0
|
||||
shrinkage=0.03
|
||||
|
||||
|
||||
Tree=8
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=73 48 63 64 63 74 29 32 1 68 52 3 5 13 58 14 50 56 49 61 53 14 68 44 8 16 30 21 41 35
|
||||
split_gain=7.87364 8.2757 8.77728 11.1026 10.9073 9.2569 8.21131 7.94681 7.66835 7.4714 8.51582 12.713 8.77946 7.18627 7.50437 9.22247 7.14386 8.66867 6.83599 6.5806 6.53354 8.31044 7.25527 6.80862 7.50321 14.7737 8.77677 6.21779 6.18798 5.98258
|
||||
threshold=18.500000000000004 1.1708863323260765 98.131072714614902 98.021270745894881 98.771252078414676 0.027995823792242393 0.59457222114332675 0.14563390880953023 22.391583291323091 0.0028038151892468923 30.166796129847274 61.314471191354066 0.54944378049574449 27.198322618800976 83.862407564547411 31.592023172905105 24.977956731981337 55.33440710261096 4.3551200901605229 122.63586073331932 -89.402106833137211 20.723676967794045 0.0032781211234971679 -43.060525249380625 7.5000000000000009 -2.2558199348711443 0.11480287207393002 0.15181477661381235 13.75587037846398 16.82484254715051
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=1 -1 3 6 16 7 18 -6 -2 10 11 12 13 -10 -15 -16 -4 -18 -3 20 23 27 -23 24 -11 28 -27 -22 -26 -14
|
||||
right_child=8 2 4 -5 5 -7 -8 -9 9 19 -12 -13 29 14 15 -17 17 -19 -20 -21 21 22 -24 -25 25 26 -28 -29 -30 -31
|
||||
leaf_value=0.021747106414379363 -0.020060292715018042 -0.045399173699633671 0.032636393601174277 -0.034290522100323531 -0.0023686566479082655 -0.033035664050564434 0.00074216370631535809 0.034988007067516383 0.035178541113330949 0.03991902502712829 0.045443105428794817 -0.039593056098063781 0.0058197579435792495 0.038375787205338574 -0.028436638780999002 0.010570897288633134 -0.023362154550000645 0.029012688330017442 -0.010849221606811784 -0.030876391652917654 -0.0049675894728680673 -0.0300480770191991 0.0011819316060260724 0.037083668870111108 0.037750426093113729 -0.039464455049044049 0.0031065935261055163 -0.038988916393915746 -0.0022933828526632929 -0.03121236696821799
|
||||
leaf_weight=11.457908466458319 15.671964362263678 5.4751130342483512 13.707988560199739 14.694379568099974 252.33387386798859 8.7216631025075895 69.533096477389336 5.2313148677349082 12.229346126317976 5.2273382991552344 5.4933698624372473 4.9855568856000891 8.9788992851972562 7.2434636354446402 6.2333811670541754 43.682775661349297 6.2309661805629712 5.2325191646814346 87.894350543618202 5.9635397642850867 161.16096125543118 6.7226380407810202 1629.7257421016693 7.9740230441093436 9.4712206125259346 8.4737279415130669 8.9751405268907529 4.9843009710311881 5.484199032187461 6.9770927131175986
|
||||
leaf_count=46 63 22 55 59 1013 35 279 21 49 21 22 20 36 29 25 175 25 21 353 24 647 27 6539 32 38 34 36 20 22 28
|
||||
internal_value=-5.67833e-07 -0.00344301 -0.00405835 -0.00931561 -0.000854891 -0.0026392 -0.00706279 -0.00160992 0.000840951 0.00100893 0.00917746 0.006972 0.00969216 0.0143062 0.00984057 0.00569975 0.0180212 0.000544394 -0.0128752 0.000586781 0.000688303 0.000404588 0.00105364 0.0119023 0.00656646 0.00118615 -0.0175673 -0.00598822 0.0230662 -0.0103733
|
||||
internal_weight=2446.17 480.513 469.055 177.597 291.458 266.287 162.903 257.565 1965.66 1949.99 95.8239 90.3305 85.345 69.389 57.1596 49.9162 25.1715 11.4635 93.3695 1854.16 1848.2 1802.59 1636.45 45.6056 37.6316 32.4043 17.4489 166.145 14.9554 15.956
|
||||
internal_count=9816 1929 1883 713 1170 1069 654 1034 7887 7824 384 362 342 278 229 200 101 46 375 7440 7416 7233 6566 183 151 130 70 667 60 64
|
||||
is_linear=0
|
||||
shrinkage=0.03
|
||||
|
||||
|
||||
Tree=9
|
||||
num_leaves=31
|
||||
num_cat=0
|
||||
split_feature=8 39 6 40 30 13 55 71 0 26 58 0 5 15 25 8 56 31 61 34 15 52 65 30 7 54 34 58 16 34
|
||||
split_gain=7.68754 8.77779 8.58388 9.28536 9.40266 10.4117 13.7845 12.6296 11.2816 9.06513 8.95852 10.9407 9.08715 8.41762 8.32177 8.00175 7.8617 7.83863 8.3717 8.89088 8.81543 8.08143 10.688 7.87556 7.45826 9.53823 7.42828 7.3883 7.95488 9.26702
|
||||
threshold=9.5000000000000018 3.1525045913828036 0.44890015619872498 1.0945580896275151 0.063862747691025942 49.516451679658111 6.9793139056555793 1.0000000180025095e-35 54.426351385151726 0.52532369160063153 106.94086062844231 60.022771813097556 0.54872512805177143 8.2312185197735364 0.86971356589714921 19.500000000000004 113.55964385702097 0.052673740856233768 94.459743550825763 18.359084104787659 57.811181349761917 1.9274650322031956 89.705416658989009 0.045293438877995369 0.59708932823621996 -300.75601562224051 20.250131820808473 87.278527221382078 0.66766723569113851 16.968280841956442
|
||||
decision_type=2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
|
||||
left_child=1 13 10 4 9 6 -6 -8 -7 -4 11 12 15 -1 -11 -2 -3 18 20 -20 23 -21 -23 -15 -19 -26 -10 -5 -29 -30
|
||||
right_child=2 16 3 27 5 8 7 -9 26 14 -12 -13 -14 17 -16 -17 -18 24 19 21 -22 22 -24 -25 25 -27 -28 28 29 -31
|
||||
leaf_value=-0.024013095387934467 0.025557174568448967 0.032402465021033791 -0.014218714526596593 0.0088340293570560394 -0.026503578565767537 0.046778675463359724 0.0014552571258563546 0.046105909153747029 0.026984900329587048 0.045025587881750734 0.028813369546585983 -0.018417224790606791 -0.018805520155427149 -0.0089951844862938956 -0.0032751669200620889 -0.0096604207848021723 -0.0061157947759325959 -0.0032064816266536068 0.027732734331395795 -0.022986201614523763 0.031637622096960541 0.021497393695582366 -0.019799546086292214 0.032013278008686814 -0.018075500929056479 0.022310881824201965 -0.0089776984732041001 -0.0020620881524482061 -0.011239559953096959 0.005520660972572475
|
||||
leaf_weight=15.798326835036276 29.229165479540825 12.481599390506746 23.661712005734444 81.857741639018059 9.7070900946855527 14.983826428651808 18.469421133399013 8.2471718788146955 13.23467229306698 5.4932533204555494 19.488814577460289 13.432914495468138 6.9779017716646186 14.216827720403673 7.7248391658067703 7.2458040118217459 7.717806249856948 920.92100304365158 7.7329429537057868 17.162558764219284 18.970552012324333 13.447590529918672 9.7151652127504331 5.9908913373947135 6.9751639068126705 21.442294657230377 8.4823282361030561 804.6910892277956 33.403404027223587 267.14387786388397
|
||||
leaf_count=64 117 50 95 328 39 60 74 33 53 22 78 54 28 57 31 29 31 3699 31 69 76 54 39 24 28 86 34 3228 134 1071
|
||||
internal_value=-6.16077e-07 -0.00190379 0.00148561 0.000910119 0.00924831 0.0154771 0.00411404 0.0152385 0.0267544 -0.00310203 0.0112594 0.00524555 0.0125606 -0.00227979 0.0167979 0.0185611 0.0176854 -0.00194856 0.00665747 -0.00173361 0.0169504 -0.00738419 0.0041762 0.00316241 -0.00273938 0.0123979 0.0129385 0.000137445 -0.000506653 0.0036579
|
||||
internal_weight=2446.05 1072.57 1373.48 1297.1 110.004 73.1245 36.4237 26.7166 36.7008 36.8798 76.3746 56.8858 43.4529 1052.37 13.2181 36.475 20.1994 1036.57 87.2365 48.0583 39.1783 40.3253 23.1628 20.2077 949.338 28.4175 21.717 1187.1 1105.24 300.547
|
||||
internal_count=9816 4308 5508 5202 441 293 146 107 147 148 306 228 174 4227 53 146 81 4163 350 193 157 162 93 81 3813 114 87 4761 4433 1205
|
||||
is_linear=0
|
||||
shrinkage=0.03
|
||||
|
||||
|
||||
end of trees
|
||||
|
||||
feature_importances:
|
||||
feat_range_0=13
|
||||
feat_atr_ratio_5_15=12
|
||||
feat_bbw_10_15=11
|
||||
feat_hurst_115=9
|
||||
feat_stoch_k_21_5=9
|
||||
feat_fft_trend_46_2=9
|
||||
feat_rsi_7=7
|
||||
feat_log_natr_5=7
|
||||
feat_kc_dev_abs_23_23_15=7
|
||||
feat_rsi_14=6
|
||||
feat_hurst_23=6
|
||||
feat_roc_230=6
|
||||
feat_roc_ma_20_20=6
|
||||
feat_natr_5=6
|
||||
feat_adx_120=6
|
||||
feat_bbw_23_15=6
|
||||
feat_atr_ratio_50_200=6
|
||||
feat_roc_23=5
|
||||
feat_roc_ma_5_5=5
|
||||
feat_roc_ma_5_10=5
|
||||
feat_log_natr_21=5
|
||||
feat_adx_14=5
|
||||
feat_adx_30=5
|
||||
feat_kc_dev_sig_5_5_15=5
|
||||
feat_kc_dev_sig_230_230_15=5
|
||||
feat_atr_ratio_10_20=5
|
||||
feat_z_atr_14_100=5
|
||||
pos_duration=5
|
||||
pos_pnl_pct=5
|
||||
feat_stoch_k_5_3=4
|
||||
feat_roc_5=4
|
||||
feat_roc_ma_10_10=4
|
||||
feat_roc_ma_10_20=4
|
||||
feat_roc_ma_20_40=4
|
||||
feat_adx_7=4
|
||||
feat_bb_dev_abs_50_25=4
|
||||
feat_bb_dev_abs_100_25=4
|
||||
feat_bb_dev_abs_200_30=4
|
||||
feat_kc_dev_sig_23_23_15=4
|
||||
feat_kc_dev_abs_5_5_15=4
|
||||
feat_fft_trend_46_1=4
|
||||
feat_vol_trend_rel_20_3=4
|
||||
feat_rsi_20=3
|
||||
feat_hurst_230=3
|
||||
feat_stoch_k_14_3=3
|
||||
feat_natr_21=3
|
||||
feat_bb_dev_abs_23_20=3
|
||||
feat_bb_dev_abs_30_20=3
|
||||
feat_atr_ratio_20_50=3
|
||||
feat_atr_ratio_20_100=3
|
||||
feat_z_atr_7_100=3
|
||||
feat_rsi_35=2
|
||||
feat_range_1=2
|
||||
feat_natr_14=2
|
||||
feat_log_natr_14=2
|
||||
feat_bbw_230_15=2
|
||||
feat_bb_dev_sig_23_20=2
|
||||
feat_bb_dev_sig_30_20=2
|
||||
feat_bb_dev_sig_100_25=2
|
||||
feat_kc_dev_abs_230_230_15=2
|
||||
feat_atr_ratio_5_20=2
|
||||
feat_atr_ratio_10_50=2
|
||||
feat_rsi_40=1
|
||||
feat_roc_10=1
|
||||
feat_roc_15=1
|
||||
feat_adx_240=1
|
||||
feat_bb_dev_sig_50_25=1
|
||||
feat_atr_ratio_10_30=1
|
||||
feat_vol_skew_20_60=1
|
||||
|
||||
parameters:
|
||||
[boosting: gbdt]
|
||||
[objective: binary]
|
||||
[metric: auc]
|
||||
[tree_learner: serial]
|
||||
[device_type: cpu]
|
||||
[data_sample_strategy: bagging]
|
||||
[data: ]
|
||||
[valid: ]
|
||||
[num_iterations: 100]
|
||||
[learning_rate: 0.03]
|
||||
[num_leaves: 31]
|
||||
[num_threads: 20]
|
||||
[seed: 42]
|
||||
[deterministic: 0]
|
||||
[force_col_wise: 0]
|
||||
[force_row_wise: 0]
|
||||
[histogram_pool_size: -1]
|
||||
[max_depth: -1]
|
||||
[min_data_in_leaf: 20]
|
||||
[min_sum_hessian_in_leaf: 0.001]
|
||||
[bagging_fraction: 1]
|
||||
[pos_bagging_fraction: 1]
|
||||
[neg_bagging_fraction: 1]
|
||||
[bagging_freq: 0]
|
||||
[bagging_seed: 400]
|
||||
[bagging_by_query: 0]
|
||||
[feature_fraction: 0.8]
|
||||
[feature_fraction_bynode: 1]
|
||||
[feature_fraction_seed: 30056]
|
||||
[extra_trees: 0]
|
||||
[extra_seed: 12879]
|
||||
[early_stopping_round: 0]
|
||||
[early_stopping_min_delta: 0]
|
||||
[first_metric_only: 0]
|
||||
[max_delta_step: 0]
|
||||
[lambda_l1: 0]
|
||||
[lambda_l2: 0]
|
||||
[linear_lambda: 0]
|
||||
[min_gain_to_split: 0]
|
||||
[drop_rate: 0.1]
|
||||
[max_drop: 50]
|
||||
[skip_drop: 0.5]
|
||||
[xgboost_dart_mode: 0]
|
||||
[uniform_drop: 0]
|
||||
[drop_seed: 17869]
|
||||
[top_rate: 0.2]
|
||||
[other_rate: 0.1]
|
||||
[min_data_per_group: 100]
|
||||
[max_cat_threshold: 32]
|
||||
[cat_l2: 10]
|
||||
[cat_smooth: 10]
|
||||
[max_cat_to_onehot: 4]
|
||||
[top_k: 20]
|
||||
[monotone_constraints: ]
|
||||
[monotone_constraints_method: basic]
|
||||
[monotone_penalty: 0]
|
||||
[feature_contri: ]
|
||||
[forcedsplits_filename: ]
|
||||
[refit_decay_rate: 0.9]
|
||||
[cegb_tradeoff: 1]
|
||||
[cegb_penalty_split: 0]
|
||||
[cegb_penalty_feature_lazy: ]
|
||||
[cegb_penalty_feature_coupled: ]
|
||||
[path_smooth: 0]
|
||||
[interaction_constraints: ]
|
||||
[verbosity: -1]
|
||||
[saved_feature_importance_type: 0]
|
||||
[use_quantized_grad: 0]
|
||||
[num_grad_quant_bins: 4]
|
||||
[quant_train_renew_leaf: 0]
|
||||
[stochastic_rounding: 1]
|
||||
[linear_tree: 0]
|
||||
[max_bin: 255]
|
||||
[max_bin_by_feature: ]
|
||||
[min_data_in_bin: 3]
|
||||
[bin_construct_sample_cnt: 200000]
|
||||
[data_random_seed: 175]
|
||||
[is_enable_sparse: 1]
|
||||
[enable_bundle: 1]
|
||||
[use_missing: 1]
|
||||
[zero_as_missing: 0]
|
||||
[feature_pre_filter: 1]
|
||||
[pre_partition: 0]
|
||||
[two_round: 0]
|
||||
[header: 0]
|
||||
[label_column: ]
|
||||
[weight_column: ]
|
||||
[group_column: ]
|
||||
[ignore_column: ]
|
||||
[categorical_feature: ]
|
||||
[forcedbins_filename: ]
|
||||
[precise_float_parser: 0]
|
||||
[parser_config_file: ]
|
||||
[objective_seed: 16083]
|
||||
[num_class: 1]
|
||||
[is_unbalance: 0]
|
||||
[scale_pos_weight: 1]
|
||||
[sigmoid: 1]
|
||||
[boost_from_average: 1]
|
||||
[reg_sqrt: 0]
|
||||
[alpha: 0.9]
|
||||
[fair_c: 1]
|
||||
[poisson_max_delta_step: 0.7]
|
||||
[tweedie_variance_power: 1.5]
|
||||
[lambdarank_truncation_level: 30]
|
||||
[lambdarank_norm: 1]
|
||||
[label_gain: ]
|
||||
[lambdarank_position_bias_regularization: 0]
|
||||
[eval_at: ]
|
||||
[multi_error_top_k: 1]
|
||||
[auc_mu_weights: ]
|
||||
[num_machines: 1]
|
||||
[local_listen_port: 12400]
|
||||
[time_out: 120]
|
||||
[machine_list_filename: ]
|
||||
[machines: ]
|
||||
[gpu_platform_id: -1]
|
||||
[gpu_device_id: -1]
|
||||
[gpu_use_dp: 0]
|
||||
[num_gpu: 1]
|
||||
|
||||
end of parameters
|
||||
|
||||
pandas_categorical:[]
|
||||
Reference in New Issue
Block a user