feat(training): 实现股票池选择器配置

- 新增 StockFilterConfig：支持按代码前缀过滤创业板/科创板/北交所
- 新增 MarketCapSelectorConfig：配置市值选择参数（数量、排序、列名）
- 添加参数验证（n>0, 列名非空）
- 在 components 模块导出配置类
- 添加 15 个单元测试覆盖各种场景

src/training/components/__init__.py

@@ -9,8 +9,16 @@ from src.training.components.base import BaseModel, BaseProcessor
 # 数据划分器
 from src.training.components.splitters import DateSplitter
 
+# 股票池选择器配置
+from src.training.components.selectors import (
+    MarketCapSelectorConfig,
+    StockFilterConfig,
+)
+
 __all__ = [
     "BaseModel",
     "BaseProcessor",
     "DateSplitter",
+    "StockFilterConfig",
+    "MarketCapSelectorConfig",
 ]

src/training/components/selectors.py

@@ -0,0 +1,81 @@
+"""股票池选择器配置
+
+提供股票过滤和市值选择的配置类。
+"""
+
+from dataclasses import dataclass
+from typing import List, Optional
+
+
+@dataclass
+class StockFilterConfig:
+    """股票过滤器配置
+
+    用于过滤掉不需要的股票（如创业板、科创板等）。
+    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_kcb: 是否排除科创板（688xxx）
+        exclude_bj: 是否排除北交所（8xxxxxx, 4xxxxxx）
+        exclude_st: 是否排除ST股票（需要外部数据支持）
+    """
+
+    exclude_cyb: bool = True
+    exclude_kcb: bool = True
+    exclude_bj: bool = True
+    exclude_st: bool = True
+
+    def filter_codes(self, codes: List[str]) -> List[str]:
+        """应用过滤条件，返回过滤后的股票代码列表
+
+        Args:
+            codes: 原始股票代码列表
+
+        Returns:
+            过滤后的股票代码列表
+
+        Note:
+            ST 股票过滤需要额外数据，在 StockPoolManager 中处理。
+            此方法仅基于代码前缀进行过滤。
+        """
+        result = []
+        for code in codes:
+            # 排除创业板（300xxx）
+            if self.exclude_cyb and code.startswith("300"):
+                continue
+            # 排除科创板（688xxx）
+            if self.exclude_kcb and code.startswith("688"):
+                continue
+            # 排除北交所（8xxxxxx 或 4xxxxxx）
+            if self.exclude_bj and (code.startswith("8") or code.startswith("4")):
+                continue
+            result.append(code)
+        return result
+
+
+@dataclass
+class MarketCapSelectorConfig:
+    """市值选择器配置
+
+    每日独立选择市值最大或最小的 n 只股票。
+    市值数据从 daily_basic 表独立获取，仅用于筛选。
+
+    Attributes:
+        enabled: 是否启用选择
+        n: 选择前 n 只
+        ascending: False=最大市值, True=最小市值
+        market_cap_col: 市值列名（来自 daily_basic）
+    """
+
+    enabled: bool = True
+    n: int = 100
+    ascending: bool = False
+    market_cap_col: str = "total_mv"
+
+    def __post_init__(self):
+        """验证配置参数"""
+        if self.n <= 0:
+            raise ValueError(f"n 必须是正整数，得到: {self.n}")
+        if not self.market_cap_col:
+            raise ValueError("market_cap_col 不能为空")

tests/training/test_selectors.py

@@ -0,0 +1,183 @@
+"""测试股票池选择器配置
+
+验证 StockFilterConfig 和 MarketCapSelectorConfig 功能。
+"""
+
+import pytest
+
+from src.training.components.selectors import (
+    MarketCapSelectorConfig,
+    StockFilterConfig,
+)
+
+
+class TestStockFilterConfig:
+    """StockFilterConfig 测试类"""
+
+    def test_default_values(self):
+        """测试默认值"""
+        config = StockFilterConfig()
+        assert config.exclude_cyb is True
+        assert config.exclude_kcb is True
+        assert config.exclude_bj is True
+        assert config.exclude_st is True
+
+    def test_custom_values(self):
+        """测试自定义值"""
+        config = StockFilterConfig(
+            exclude_cyb=False,
+            exclude_kcb=False,
+            exclude_bj=False,
+            exclude_st=False,
+        )
+        assert config.exclude_cyb is False
+        assert config.exclude_kcb is False
+        assert config.exclude_bj is False
+        assert config.exclude_st is False
+
+    def test_filter_codes_exclude_all(self):
+        """测试排除所有类型"""
+        config = StockFilterConfig(
+            exclude_cyb=True,
+            exclude_kcb=True,
+            exclude_bj=True,
+            exclude_st=True,
+        )
+        codes = [
+            "000001.SZ",  # 主板 - 保留
+            "300001.SZ",  # 创业板 - 排除
+            "688001.SH",  # 科创板 - 排除
+            "830001.BJ",  # 北交所（8开头）- 排除
+            "430001.BJ",  # 北交所（4开头）- 排除
+        ]
+        result = config.filter_codes(codes)
+        assert result == ["000001.SZ"]
+
+    def test_filter_codes_allow_cyb(self):
+        """测试允许创业板"""
+        config = StockFilterConfig(
+            exclude_cyb=False,
+            exclude_kcb=True,
+            exclude_bj=True,
+            exclude_st=True,
+        )
+        codes = [
+            "000001.SZ",
+            "300001.SZ",
+            "688001.SH",
+        ]
+        result = config.filter_codes(codes)
+        assert result == ["000001.SZ", "300001.SZ"]
+
+    def test_filter_codes_allow_kcb(self):
+        """测试允许科创板"""
+        config = StockFilterConfig(
+            exclude_cyb=True,
+            exclude_kcb=False,
+            exclude_bj=True,
+            exclude_st=True,
+        )
+        codes = [
+            "000001.SZ",
+            "300001.SZ",
+            "688001.SH",
+        ]
+        result = config.filter_codes(codes)
+        assert result == ["000001.SZ", "688001.SH"]
+
+    def test_filter_codes_allow_bj(self):
+        """测试允许北交所"""
+        config = StockFilterConfig(
+            exclude_cyb=True,
+            exclude_kcb=True,
+            exclude_bj=False,
+            exclude_st=True,
+        )
+        codes = [
+            "000001.SZ",
+            "300001.SZ",
+            "830001.BJ",
+            "430001.BJ",
+        ]
+        result = config.filter_codes(codes)
+        assert result == ["000001.SZ", "830001.BJ", "430001.BJ"]
+
+    def test_filter_codes_allow_all(self):
+        """测试允许所有类型"""
+        config = StockFilterConfig(
+            exclude_cyb=False,
+            exclude_kcb=False,
+            exclude_bj=False,
+            exclude_st=False,
+        )
+        codes = [
+            "000001.SZ",
+            "300001.SZ",
+            "688001.SH",
+            "830001.BJ",
+            "430001.BJ",
+        ]
+        result = config.filter_codes(codes)
+        assert result == codes
+
+    def test_filter_codes_empty_list(self):
+        """测试空列表"""
+        config = StockFilterConfig()
+        result = config.filter_codes([])
+        assert result == []
+
+    def test_filter_codes_no_matching(self):
+        """测试全部排除"""
+        config = StockFilterConfig()
+        codes = ["300001.SZ", "688001.SH", "830001.BJ"]
+        result = config.filter_codes(codes)
+        assert result == []
+
+
+class TestMarketCapSelectorConfig:
+    """MarketCapSelectorConfig 测试类"""
+
+    def test_default_values(self):
+        """测试默认值"""
+        config = MarketCapSelectorConfig()
+        assert config.enabled is True
+        assert config.n == 100
+        assert config.ascending is False
+        assert config.market_cap_col == "total_mv"
+
+    def test_custom_values(self):
+        """测试自定义值"""
+        config = MarketCapSelectorConfig(
+            enabled=False,
+            n=50,
+            ascending=True,
+            market_cap_col="circ_mv",
+        )
+        assert config.enabled is False
+        assert config.n == 50
+        assert config.ascending is True
+        assert config.market_cap_col == "circ_mv"
+
+    def test_invalid_n_zero(self):
+        """测试无效的 n=0"""
+        with pytest.raises(ValueError, match="n 必须是正整数"):
+            MarketCapSelectorConfig(n=0)
+
+    def test_invalid_n_negative(self):
+        """测试无效的负数 n"""
+        with pytest.raises(ValueError, match="n 必须是正整数"):
+            MarketCapSelectorConfig(n=-1)
+
+    def test_invalid_empty_market_cap_col(self):
+        """测试空的市值列名"""
+        with pytest.raises(ValueError, match="market_cap_col 不能为空"):
+            MarketCapSelectorConfig(market_cap_col="")
+
+    def test_large_n(self):
+        """测试大的 n 值"""
+        config = MarketCapSelectorConfig(n=5000)
+        assert config.n == 5000
+
+
+if __name__ == "__main__":
+    pytest.main([__file__, "-v"])