liaozhaorun 5ed06d20d2 feat(factors): 添加 GTJA alpha 因子并优化计算性能 ...

- 新增 190+ 个 GTJA alpha 因子到因子列表
- 优化 ts_kurt、ts_rank、ts_argmax/min、ts_prod 计算性能
- 性能分析器新增超时检测（180秒）和实时打印功能
- 简化探针因子选择脚本的 main 函数入口

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..

src/experiment/probe_selection/output

feat(probe-selection): 添加探针法因子筛选模块

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__init__.py

feat(probe-selection): 添加探针法因子筛选模块

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importance_evaluator.py

feat(probe-selection): 添加探针法因子筛选模块

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lightgbm_classifier.py

feat(probe-selection): 添加探针法因子筛选模块

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noise_generator.py

feat(probe-selection): 添加探针法因子筛选模块

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probe_selector.py

feat(probe-selection): 添加探针法因子筛选模块

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probe_trainer.py

feat(probe-selection): 添加探针法因子筛选模块

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run_probe_selection_all_factors.py

feat(factors): 添加 GTJA alpha 因子并优化计算性能

2026-03-15 22:21:21 +08:00

run_probe_selection.py

feat(probe-selection): 添加探针法因子筛选模块

2026-03-14 22:50:32 +08:00