feat(training): 实现训练模块核心组件(commits 6-9)
- StockPoolManager:每日独立筛选股票池,支持代码过滤和市值选择 - Trainer:整合训练完整流程,支持 processor 分阶段行为和模型持久化 - TrainingConfig:pydantic 配置管理,含必填字段和日期验证 - experiment 模块:预留结构 - 从计划中移除 metrics 组件 - 调整 commit 序号(7-10 → 6-9) - 更新 training/__init__.py 导出所有公开 API
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@@ -1,6 +1,6 @@
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"""训练模块 - ProStock 量化投资框架
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提供模型训练、数据处理和评估的完整流程。
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提供模型训练、数据处理和预测的完整流程。
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"""
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# 基础抽象类
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@@ -14,6 +14,31 @@ from src.training.registry import (
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register_processor,
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)
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# 数据划分器
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from src.training.components.splitters import DateSplitter
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# 股票池选择器配置
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from src.training.components.selectors import (
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MarketCapSelectorConfig,
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StockFilterConfig,
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)
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# 数据处理器
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from src.training.components.processors import (
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CrossSectionalStandardScaler,
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StandardScaler,
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Winsorizer,
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)
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# 模型
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from src.training.components.models import LightGBMModel
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# 训练核心
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from src.training.core import StockPoolManager, Trainer
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# 配置
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from src.training.config import TrainingConfig
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__all__ = [
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# 基础抽象类
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"BaseModel",
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@@ -23,4 +48,20 @@ __all__ = [
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"ProcessorRegistry",
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"register_model",
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"register_processor",
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# 数据划分器
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"DateSplitter",
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# 股票池选择器配置
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"StockFilterConfig",
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"MarketCapSelectorConfig",
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# 数据处理器
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"StandardScaler",
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"CrossSectionalStandardScaler",
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"Winsorizer",
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# 模型
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"LightGBMModel",
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# 训练核心
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"StockPoolManager",
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"Trainer",
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# 配置
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"TrainingConfig",
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]
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