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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@@ -33,6 +33,9 @@ from src.training.components.processors import (
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# 模型
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from src.training.components.models import LightGBMModel
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# 数据过滤器
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from src.training.components.filters import BaseFilter, STFilter
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# 训练核心
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from src.training.core import StockPoolManager, Trainer
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@@ -57,6 +60,9 @@ __all__ = [
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"StandardScaler",
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"CrossSectionalStandardScaler",
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"Winsorizer",
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# 数据过滤器
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"BaseFilter",
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"STFilter",
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# 模型
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"LightGBMModel",
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# 训练核心
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