"""增强探针法因子筛选 (Probe Feature Selection) 基于噪音探针的统计显著性特征选择方法。 核心组件: - ProbeSelector: 主选择器,协调整个筛选流程 - NoiseGenerator: 噪音生成器,Polars 零拷贝注入 - ProbeTrainer: 多任务训练器,支持验证集早停 - ImportanceEvaluator: 重要性评估器,强制 Gain - LightGBMClassifier: 分类模型 使用示例: >>> from src.experiment.probe_selection import ProbeSelector >>> >>> selector = ProbeSelector( ... n_iterations=3, ... n_noise_features=5, ... validation_ratio=0.15, ... ) >>> >>> selected_features = selector.select( ... data=train_data, ... feature_cols=all_features, ... target_col_regression="future_return_5", ... date_col="trade_date", ... ) """ from src.experiment.probe_selection.importance_evaluator import ImportanceEvaluator from src.experiment.probe_selection.lightgbm_classifier import LightGBMClassifier from src.experiment.probe_selection.noise_generator import NoiseGenerator from src.experiment.probe_selection.probe_selector import ProbeSelector from src.experiment.probe_selection.probe_trainer import ( ProbeTrainer, create_classification_target, split_validation_by_date, ) __all__ = [ "ProbeSelector", "NoiseGenerator", "ProbeTrainer", "ImportanceEvaluator", "LightGBMClassifier", "create_classification_target", "split_validation_by_date", ]