# 探针法筛选后的特征列表
# 原始特征数: 49
# 筛选后特征数: 49
# 淘汰特征数: 0

SELECTED_FEATURES = [
    "ma_5",
    "ma_20",
    "ma_ratio_5_20",
    "bias_10",
    "high_low_ratio",
    "bbi_ratio",
    "return_5",
    "return_20",
    "kaufman_ER_20",
    "mom_acceleration_10_20",
    "drawdown_from_high_60",
    "up_days_ratio_20",
    "volatility_5",
    "volatility_20",
    "volatility_ratio",
    "std_return_20",
    "sharpe_ratio_20",
    "min_ret_20",
    "volatility_squeeze_5_60",
    "overnight_intraday_diff",
    "upper_shadow_ratio",
    "capital_retention_20",
    "max_ret_20",
    "volume_ratio_5_20",
    "turnover_rate_mean_5",
    "turnover_deviation",
    "amihud_illiq_20",
    "turnover_cv_20",
    "pv_corr_20",
    "close_vwap_deviation",
    "roe",
    "roa",
    "profit_margin",
    "debt_to_equity",
    "current_ratio",
    "net_profit_yoy",
    "revenue_yoy",
    "healthy_expansion_velocity",
    "EP",
    "BP",
    "CP",
    "market_cap_rank",
    "turnover_rank",
    "return_5_rank",
    "EP_rank",
    "pe_expansion_trend",
    "value_price_divergence",
    "active_market_cap",
    "ebit_rank",
]
