feat(training): 添加数据过滤器支持及 ST 股票过滤
- 新增 filters.py 模块,实现 BaseFilter 抽象类和 STFilter 过滤器 - 在 Trainer 中支持 filters 参数,可在股票池筛选之前执行数据过滤 - 更新 training/__init__.py 导出 BaseFilter 和 STFilter - 在 regression.py 中集成 STFilter,用于过滤 ST 股票
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@@ -13,6 +13,7 @@ from src.factors import FactorEngine
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from src.training import (
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DateSplitter,
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LightGBMModel,
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STFilter,
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StandardScaler,
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StockFilterConfig,
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StockPoolManager,
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@@ -223,11 +224,17 @@ def train_regression_model():
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data_router=engine.router, # 从 FactorEngine 获取数据路由器
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)
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# 8.5 创建 ST 股票过滤器(在股票池筛选之前执行)
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st_filter = STFilter(
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data_router=engine.router,
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)
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# 9. 创建训练器
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trainer = Trainer(
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model=model,
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pool_manager=pool_manager,
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processors=processors,
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filters=[st_filter], # 在股票池筛选之前过滤 ST 股票
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splitter=splitter,
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target_col=target_col,
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feature_cols=feature_cols,
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