47 lines
1.1 KiB
Python
47 lines
1.1 KiB
Python
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"""ProStock 训练流程模块
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本模块提供完整的模型训练流程：
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1. 数据处理：Fillna(0) -> Dropna
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2. 模型训练：LightGBM分类模型
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3. 预测选股：每日top5股票池
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使用示例：
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from src.training import run_training
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# 运行完整训练流程
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result = run_training(
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train_start="20180101",
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train_end="20230101",
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test_start="20230101",
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test_end="20240101",
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top_n=5,
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output_path="output/top_stocks.tsv"
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)
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因子使用：
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from src.factors import MovingAverageFactor, ReturnRankFactor
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ma5 = MovingAverageFactor(period=5) # 5日移动平均
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ma10 = MovingAverageFactor(period=10) # 10日移动平均
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ret5 = ReturnRankFactor(period=5) # 5日收益率排名
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"""
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from src.training.pipeline import (
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create_pipeline,
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predict_top_stocks,
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prepare_data,
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run_training,
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save_top_stocks,
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train_model,
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)
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__all__ = [
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# 管道函数
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"prepare_data",
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"create_pipeline",
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"train_model",
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"predict_top_stocks",
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"save_top_stocks",
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"run_training",
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]
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