liaozhaorun
e41a128ca3
- 新增 FactorManager 组件：统一管理多种来源因子 - 新增 DataPipeline 组件：完整数据处理流程（注册、过滤、划分、预处理） - 新增 Task 策略组件：BaseTask 抽象基类、RegressionTask、RankTask - 新增 ResultAnalyzer 组件：特征重要性分析和结果组装 - 新增 TrainerV2：作为纯调度引擎协调各组件 - 支持回归和排序学习两种训练模式 - 采用组合模式解耦训练流程，消除代码重复
91 lines
2.2 KiB
Python
91 lines
2.2 KiB
Python
"""训练模块 - ProStock 量化投资框架
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提供模型训练、数据处理和预测的完整流程。
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"""
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# 基础抽象类
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from src.training.components.base import BaseModel, BaseProcessor
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# 注册中心
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from src.training.registry import (
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ModelRegistry,
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ProcessorRegistry,
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register_model,
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register_processor,
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)
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# 数据划分器
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from src.training.components.splitters import DateSplitter
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# 股票池选择器配置（已迁移到 StockPoolManager，保留文件占位）
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# from src.training.components.selectors import ...
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# 数据处理器
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from src.training.components.processors import (
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CrossSectionalStandardScaler,
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NullFiller,
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StandardScaler,
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Winsorizer,
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)
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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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# 工具函数
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from src.training.utils import check_data_quality
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# 配置
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from src.training.config import TrainingConfig
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# 新增：模块化 Trainer 组件
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from src.training.factor_manager import FactorManager
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from src.training.pipeline import DataPipeline
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from src.training.result_analyzer import ResultAnalyzer
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from src.training.tasks import BaseTask, RegressionTask, RankTask
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__all__ = [
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# 基础抽象类
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"BaseModel",
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"BaseProcessor",
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# 注册中心
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"ModelRegistry",
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"ProcessorRegistry",
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"register_model",
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"register_processor",
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# 数据划分器
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"DateSplitter",
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# 股票池选择器配置（已迁移，保留注释占位）
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# "StockFilterConfig", # 已删除，使用 StockPoolManager + filter_func 替代
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# "MarketCapSelectorConfig", # 已删除，使用 StockPoolManager + required_factors 替代
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# 数据处理器
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"NullFiller",
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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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"StockPoolManager",
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"Trainer",
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# 工具函数
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"check_data_quality",
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# 配置
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"TrainingConfig",
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# 新增：模块化 Trainer 组件
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"FactorManager",
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"DataPipeline",
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"ResultAnalyzer",
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"BaseTask",
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"RegressionTask",
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"RankTask",
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]
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