liaozhaorun/ProStock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

docs: 全面更新 AGENTS.md 文档

Browse Source
This commit is contained in:
liaozhaorun
2026-03-12 23:01:29 +08:00
parent 4fe29b805f
commit 5b4db7a2c2
3 changed files with 221 additions and 52 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
src/experiment/learn_to_rank.py
View File

@@ -308,7 +308,7 @@ SELECTED_FACTORS = [
# 因子定义字典（完整因子库）
FACTOR_DEFINITIONS = {
# "turnover_volatility_ratio": "log(ts_std(turnover_rate, 20))"
# "turnover_rate_volatility": "ts_std(turnover_rate, 20)"
}
# Label 因子定义（不参与训练，用于计算目标）
@@ -330,13 +330,13 @@ TEST_END = "20251231"
MODEL_PARAMS = {
"objective": "lambdarank",
"metric": "ndcg",
"ndcg_at": [1, 5, 10, 20], # 评估 NDCG@k
"learning_rate": 0.05,
"ndcg_at": 2, # 评估 NDCG@k
"learning_rate": 0.01,
"num_leaves": 31,
"max_depth": 6,
"min_data_in_leaf": 20,
"n_estimators": 1000,
"early_stopping_rounds": 50,
"n_estimators": 2000,
"early_stopping_round": 300,
"subsample": 0.8,
"colsample_bytree": 0.8,
"reg_alpha": 0.1,