fix: 修正回归训练中的未来收益率计算公式
- 修复 Label 公式从过去收益率改为未来收益率
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@@ -1,7 +1,7 @@
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"""LightGBM 回归训练示例 - 使用因子字符串表达式
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使用字符串表达式定义因子,训练 LightGBM 回归模型预测未来5日收益率。
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Label: return_5 = (close / ts_delay(close, 5)) - 1
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Label: return_5 = (ts_delay(close, -5) / close) - 1 # 未来5日收益率
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"""
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import os
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@@ -19,7 +19,8 @@ from src.training import (
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StockFilterConfig,
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StockPoolManager,
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Trainer,
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Winsorizer, NullFiller,
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Winsorizer,
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NullFiller,
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)
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from src.training.config import TrainingConfig
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@@ -56,7 +57,7 @@ FACTOR_DEFINITIONS = {
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# Label 因子定义(不参与训练,用于计算目标)
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LABEL_FACTOR = {
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"return_5": "(close / ts_delay(close, 5)) - 1",
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"return_5": "(ts_delay(close, -5) / close) - 1", # 未来5日收益率
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}
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# =============================================================================
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