From 555cb002766d8b11f9f30b92de7d1906cba4eac1 Mon Sep 17 00:00:00 2001
From: liaozhaorun <1300336796@qq.com>
Date: Fri, 6 Mar 2026 20:56:24 +0800
Subject: [PATCH] =?UTF-8?q?fix:=20=E4=BF=AE=E6=AD=A3=E5=9B=9E=E5=BD=92?=
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---
 src/experiment/regression.py | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/src/experiment/regression.py b/src/experiment/regression.py
index f004ff0..92620cc 100644
--- a/src/experiment/regression.py
+++ b/src/experiment/regression.py
@@ -1,7 +1,7 @@
 """LightGBM 回归训练示例 - 使用因子字符串表达式
 
 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。
-Label: return_5 = (close / ts_delay(close, 5)) - 1
+Label: return_5 = (ts_delay(close, -5) / close) - 1  # 未来5日收益率
 """
 
 import os
@@ -19,7 +19,8 @@ from src.training import (
     StockFilterConfig,
     StockPoolManager,
     Trainer,
-    Winsorizer, NullFiller,
+    Winsorizer,
+    NullFiller,
 )
 from src.training.config import TrainingConfig
 
@@ -56,7 +57,7 @@ FACTOR_DEFINITIONS = {
 
 # Label 因子定义（不参与训练，用于计算目标）
 LABEL_FACTOR = {
-    "return_5": "(close / ts_delay(close, 5)) - 1",
+    "return_5": "(ts_delay(close, -5) / close) - 1",  # 未来5日收益率
 }
 
 # =============================================================================