refactor: 优化回归实验配置和模型参数

- 将因子定义、模型参数、日期配置提取为模块级常量
- 优化 LightGBM 参数(降低过拟合风险)
- LightGBMModel 支持 params 字典参数传入
- 修复 StockFilter 创业板排除逻辑(支持 301xxx)
- 添加 experiment/output 到 .gitignore
This commit is contained in:
2026-03-05 00:38:20 +08:00
parent 3b42093100
commit 5a1f278df8
5 changed files with 183 additions and 1350 deletions

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@@ -3,7 +3,7 @@
提供 LightGBM 回归模型的实现,支持特征重要性和原生模型保存。
"""
from typing import Optional
from typing import Any, Optional
import numpy as np
import pandas as pd
@@ -31,6 +31,7 @@ class LightGBMModel(BaseModel):
def __init__(
self,
params: Optional[dict] = None,
objective: str = "regression",
metric: str = "rmse",
num_leaves: int = 31,
@@ -40,23 +41,54 @@ class LightGBMModel(BaseModel):
):
"""初始化 LightGBM 模型
支持两种方式传入参数:
1. 通过 params 字典传入所有参数(推荐方式)
2. 通过独立参数传入(向后兼容)
Args:
params: LightGBM 参数字典,如果提供则直接使用此字典
objective: 目标函数,默认 "regression"
metric: 评估指标,默认 "rmse"
num_leaves: 叶子节点数,默认 31
learning_rate: 学习率,默认 0.05
n_estimators: 迭代次数,默认 100
**kwargs: 其他 LightGBM 参数
Examples:
>>> # 方式1通过 params 字典(推荐)
>>> model = LightGBMModel(params={
... "objective": "regression",
... "metric": "rmse",
... "num_leaves": 31,
... "learning_rate": 0.05,
... "n_estimators": 100,
... })
>>>
>>> # 方式2通过独立参数向后兼容
>>> model = LightGBMModel(
... objective="regression",
... num_leaves=31,
... learning_rate=0.05,
... )
"""
self.params = {
"objective": objective,
"metric": metric,
"num_leaves": num_leaves,
"learning_rate": learning_rate,
"verbose": -1, # 抑制训练输出
**kwargs,
}
self.n_estimators = n_estimators
if params is not None:
# 方式1直接使用 params 字典
self.params = dict(params) # 复制一份,避免修改原始字典
self.params.setdefault("verbose", -1) # 默认抑制训练输出
# n_estimators 可能存在于 params 中
self.n_estimators = self.params.pop("n_estimators", n_estimators)
else:
# 方式2通过独立参数构建 params
self.params = {
"objective": objective,
"metric": metric,
"num_leaves": num_leaves,
"learning_rate": learning_rate,
"verbose": -1, # 抑制训练输出
**kwargs,
}
self.n_estimators = n_estimators
self.model = None
self.feature_names_: Optional[list] = None

View File

@@ -15,7 +15,7 @@ class StockFilterConfig:
基于股票代码进行过滤,不依赖外部数据。
Attributes:
exclude_cyb: 是否排除创业板300xxx
exclude_cyb: 是否排除创业板300xxx, 301xxx
exclude_kcb: 是否排除科创板688xxx
exclude_bj: 是否排除北交所(.BJ 后缀)
exclude_st: 是否排除ST股票需要外部数据支持
@@ -41,8 +41,8 @@ class StockFilterConfig:
"""
result = []
for code in codes:
# 排除创业板300xxx
if self.exclude_cyb and code.startswith("300"):
# 排除创业板300xxx, 301xxx
if self.exclude_cyb and code.startswith(("300", "301")):
continue
# 排除科创板688xxx
if self.exclude_kcb and code.startswith("688"):