feat(factors): 新增筹码集中度相关因子并优化训练框架

- 添加 19 个筹码分布和胜率相关因子(包括chip_dispersion、winner_rate等系列)
- LightGBM模型添加早停和训练指标记录功能
- 统一Label配置到common.py模块
- 新增list_factors.py因子列表脚本

src/experiment/learn_to_rank.py

@@ -21,7 +21,8 @@ from src.training.components.filters import STFilter
 from src.experiment.common import (
     SELECTED_FACTORS,
     FACTOR_DEFINITIONS,
-    get_label_factor,
+    LABEL_NAME,
+    LABEL_FACTOR,
     TRAIN_START,
     TRAIN_END,
     VAL_START,
@@ -44,171 +45,39 @@ TRAINING_TYPE = "rank"
 # %% md
 # ## 2. 训练特定配置
 # %%
-# Label 配置
-LABEL_NAME = "future_return_5"
-LABEL_FACTOR = get_label_factor(LABEL_NAME)
+# Label 配置（从 common.py 统一导入）
+# LABEL_NAME 和 LABEL_FACTOR 已在 common.py 中绑定，只需从 common 导入
 
 # 分位数配置
 N_QUANTILES = 20
 
 # 排除的因子列表
 EXCLUDED_FACTORS = [
-    "volatility_5",
-    "volume_ratio_5_20",
-    "capital_retention_20",
-    "volatility_squeeze_5_60",
-    "drawdown_from_high_60",
-    "ma_ratio_5_20",
-    "bias_10",
-    "high_low_ratio",
-    "bbi_ratio",
-    "volatility_20",
-    "std_return_20",
-    "sharpe_ratio_20",
-    "ma_5",
-    "max_ret_20",
-    "CP",
-    "net_profit_yoy",
-    "debt_to_equity",
-    "EP_rank",
-    "turnover_rank",
-    "return_5_rank",
-    "ebit_rank",
-    "BP",
-    "EP",
-    "amihud_illiq_20",
-    "profit_margin",
-    "return_5",
-    "return_20",
-    "kaufman_ER_20",
-    "GTJA_alpha043",
-    "GTJA_alpha042",
-    "GTJA_alpha041",
-    "GTJA_alpha040",
-    "GTJA_alpha039",
-    "GTJA_alpha037",
-    "GTJA_alpha036",
-    "GTJA_alpha035",
-    "GTJA_alpha033",
-    "GTJA_alpha032",
-    "GTJA_alpha031",
-    "GTJA_alpha028",
-    "GTJA_alpha026",
-    "GTJA_alpha027",
-    "GTJA_alpha023",
-    "GTJA_alpha024",
-    "GTJA_alpha009",
-    "GTJA_alpha011",
-    "GTJA_alpha022",
-    "GTJA_alpha020",
-    "GTJA_alpha018",
-    "GTJA_alpha019",
-    "GTJA_alpha014",
-    "GTJA_alpha013",
     "GTJA_alpha010",
-    "GTJA_alpha001",
-    "GTJA_alpha003",
-    "GTJA_alpha002",
-    "GTJA_alpha004",
     "GTJA_alpha005",
-    "GTJA_alpha006",
-    "GTJA_alpha008",
-    "turnover_deviation",
-    "turnover_cv_20",
-    "roa",
-    "GTJA_alpha073",
-    "GTJA_alpha078",
-    "GTJA_alpha077",
-    "GTJA_alpha076",
-    "GTJA_alpha067",
-    "GTJA_alpha085",
-    "GTJA_alpha084",
-    "GTJA_alpha087",
-    "GTJA_alpha088",
-    "GTJA_alpha090",
-    "GTJA_alpha083",
-    "GTJA_alpha079",
-    "GTJA_alpha080",
-    "GTJA_alpha094",
-    "GTJA_alpha092",
-    "GTJA_alpha089",
-    "GTJA_alpha095",
-    "GTJA_alpha064",
-    "GTJA_alpha065",
-    "GTJA_alpha066",
-    "GTJA_alpha063",
-    "GTJA_alpha060",
-    "GTJA_alpha058",
-    "GTJA_alpha057",
-    "GTJA_alpha056",
-    "GTJA_alpha046",
+    "GTJA_alpha002",
+    "GTJA_alpha027",
+    "GTJA_alpha051",
     "GTJA_alpha044",
-    "GTJA_alpha049",
-    "GTJA_alpha050",
-    "GTJA_alpha110",
-    "GTJA_alpha107",
-    "GTJA_alpha104",
-    "GTJA_alpha106",
-    "GTJA_alpha103",
-    "GTJA_alpha100",
-    "GTJA_alpha101",
-    "GTJA_alpha102",
-    "GTJA_alpha098",
-    "GTJA_alpha097",
-    "GTJA_alpha096",
-    "GTJA_alpha099",
-    "GTJA_alpha117",
-    "GTJA_alpha118",
-    "GTJA_alpha114",
-    "GTJA_alpha111",
-    "GTJA_alpha129",
-    "GTJA_alpha130",
-    "GTJA_alpha132",
+    "GTJA_alpha041",
     "GTJA_alpha131",
-    "GTJA_alpha134",
-    "GTJA_alpha135",
-    "GTJA_alpha136",
-    "GTJA_alpha112",
-    "GTJA_alpha120",
-    "GTJA_alpha119",
-    "GTJA_alpha122",
-    "GTJA_alpha124",
-    "GTJA_alpha126",
+    "GTJA_alpha103",
+    "GTJA_alpha087",
+    "GTJA_alpha093",
+    "GTJA_alpha092",
+    "GTJA_alpha073",
     "GTJA_alpha127",
-    "GTJA_alpha128",
-    "GTJA_alpha115",
-    "GTJA_alpha153",
-    "GTJA_alpha152",
-    "GTJA_alpha151",
-    "GTJA_alpha150",
-    "GTJA_alpha148",
-    "GTJA_alpha142",
-    "GTJA_alpha141",
-    "GTJA_alpha139",
-    "GTJA_alpha133",
-    "GTJA_alpha161",
-    "GTJA_alpha164",
+    "GTJA_alpha117",
+    "GTJA_alpha124",
     "GTJA_alpha162",
-    "GTJA_alpha157",
-    "GTJA_alpha156",
-    "GTJA_alpha160",
-    "GTJA_alpha155",
-    "GTJA_alpha170",
-    "GTJA_alpha169",
-    "GTJA_alpha168",
-    "GTJA_alpha166",
-    "GTJA_alpha163",
-    "GTJA_alpha176",
-    "GTJA_alpha175",
-    "GTJA_alpha174",
-    "GTJA_alpha178",
     "GTJA_alpha177",
-    "GTJA_alpha185",
-    "GTJA_alpha180",
-    "GTJA_alpha187",
     "GTJA_alpha188",
-    "GTJA_alpha189",
-    "GTJA_alpha191",
+    "smart_money_accumulation",
+    "GTJA_alpha014",
+    "GTJA_alpha056",
+    "GTJA_alpha085",
+    "GTJA_alpha154",
+    "GTJA_alpha141",
 ]
 
 # LambdaRank 模型参数配置