feat(training): TabM模型量化交易优化
- 新增 CrossSectionSampler 支持截面数据采样(按交易日批处理) - 新增 EnsembleQuantLoss (Huber + IC) 替代 MSE 作为损失函数 - 重构 TabMModel 支持量化场景:Rank IC 作为验证指标、CosineAnnealingLR学习率调度、梯度裁剪 - 支持 date_col 参数和特征对齐 - 更新实验配置 batch_size 2048 和 weight_decay 等超参数
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@@ -272,7 +272,7 @@ class TestTabMIntegration:
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# 4. 验证训练历史
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model = task.get_model()
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assert len(model.training_history_["train_loss"]) > 0
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assert len(model.training_history_["val_loss"]) > 0
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assert len(model.training_history_["val_ic"]) > 0
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# 5. 预测
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predictions = task.predict({"X": X_test})
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