feat(training): 实现数据处理器
- 新增 StandardScaler:全局标准化,训练集学习参数,测试集复用 - 新增 CrossSectionalStandardScaler:截面标准化,每天独立计算 - 新增 Winsorizer:支持全局/截面两种缩尾模式 - 处理器统一遵循 fit/transform 接口,Trainer 可无差别调用 - 添加 17 个单元测试覆盖各种场景
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src/training/components/processors/__init__.py
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src/training/components/processors/__init__.py
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"""数据处理器子模块
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包含数据预处理、转换等处理器实现。
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"""
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from src.training.components.processors.transforms import (
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CrossSectionalStandardScaler,
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StandardScaler,
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Winsorizer,
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)
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__all__ = [
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"StandardScaler",
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"CrossSectionalStandardScaler",
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"Winsorizer",
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]
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