File size: 197,293 Bytes
c687548 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150 2151 2152 2153 2154 2155 2156 2157 2158 2159 2160 2161 2162 2163 2164 2165 2166 2167 2168 2169 2170 2171 2172 2173 2174 2175 2176 2177 2178 2179 2180 2181 2182 2183 2184 2185 2186 2187 2188 2189 2190 2191 2192 2193 2194 2195 2196 2197 2198 2199 2200 2201 2202 2203 2204 2205 2206 2207 2208 2209 2210 2211 2212 2213 2214 2215 2216 2217 2218 2219 2220 2221 2222 2223 2224 2225 2226 2227 2228 2229 2230 2231 2232 2233 2234 2235 2236 2237 2238 2239 2240 2241 2242 2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257 2258 2259 2260 2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271 2272 2273 2274 2275 2276 2277 2278 2279 2280 2281 2282 2283 2284 2285 2286 2287 2288 2289 2290 2291 2292 2293 2294 2295 2296 2297 2298 2299 2300 2301 2302 2303 2304 2305 2306 2307 2308 2309 2310 2311 2312 2313 2314 2315 2316 2317 2318 2319 2320 2321 2322 2323 2324 2325 2326 2327 2328 2329 2330 2331 2332 2333 2334 2335 2336 2337 2338 2339 2340 2341 2342 2343 2344 2345 2346 2347 2348 2349 2350 2351 2352 2353 2354 2355 2356 2357 2358 2359 2360 2361 2362 2363 2364 2365 2366 2367 2368 2369 2370 2371 2372 2373 2374 2375 2376 2377 2378 2379 2380 2381 2382 2383 2384 2385 2386 2387 2388 2389 2390 2391 2392 2393 2394 2395 2396 2397 2398 2399 2400 2401 2402 2403 2404 2405 2406 2407 2408 2409 2410 2411 2412 2413 2414 2415 2416 2417 2418 2419 2420 2421 2422 2423 2424 2425 2426 2427 2428 2429 2430 2431 2432 2433 2434 2435 2436 2437 2438 2439 2440 2441 2442 2443 2444 2445 2446 2447 2448 2449 2450 2451 2452 2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463 2464 2465 2466 2467 2468 2469 2470 2471 2472 2473 2474 2475 2476 2477 2478 2479 2480 2481 2482 2483 2484 2485 2486 2487 2488 2489 2490 2491 2492 2493 2494 2495 2496 2497 2498 2499 2500 2501 2502 2503 2504 2505 2506 2507 2508 2509 2510 2511 2512 2513 2514 2515 2516 2517 2518 2519 2520 2521 2522 2523 2524 2525 2526 2527 2528 2529 2530 2531 2532 2533 2534 2535 2536 2537 2538 2539 2540 2541 2542 2543 2544 2545 2546 2547 2548 2549 2550 2551 2552 2553 2554 2555 2556 2557 2558 2559 2560 2561 2562 2563 2564 2565 2566 2567 2568 2569 2570 2571 2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584 2585 2586 2587 2588 2589 2590 2591 2592 2593 2594 2595 2596 2597 2598 2599 2600 2601 2602 2603 2604 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2619 2620 2621 2622 2623 2624 2625 2626 2627 2628 2629 2630 2631 2632 2633 2634 2635 2636 2637 2638 2639 2640 2641 2642 2643 2644 2645 2646 2647 2648 2649 2650 2651 2652 2653 2654 2655 2656 2657 2658 2659 2660 2661 2662 2663 2664 2665 2666 2667 2668 2669 2670 2671 2672 2673 2674 2675 2676 2677 2678 2679 2680 2681 2682 2683 2684 2685 2686 2687 2688 2689 2690 2691 2692 2693 2694 2695 2696 2697 2698 2699 2700 2701 2702 2703 2704 2705 2706 2707 2708 2709 2710 2711 2712 2713 2714 2715 2716 2717 2718 2719 2720 2721 2722 2723 2724 2725 2726 2727 2728 2729 2730 2731 2732 2733 2734 2735 2736 2737 2738 2739 2740 2741 2742 2743 2744 2745 2746 2747 2748 2749 2750 2751 2752 2753 2754 2755 2756 2757 2758 2759 2760 2761 2762 2763 2764 2765 2766 2767 2768 2769 2770 2771 2772 2773 2774 2775 2776 2777 2778 2779 2780 2781 2782 2783 2784 2785 2786 2787 2788 2789 2790 2791 2792 2793 2794 2795 2796 2797 2798 2799 2800 2801 2802 2803 2804 2805 2806 2807 2808 2809 2810 2811 2812 2813 2814 2815 2816 2817 2818 2819 2820 2821 2822 2823 2824 2825 2826 2827 2828 2829 2830 2831 2832 2833 2834 2835 2836 2837 2838 2839 2840 2841 2842 2843 2844 2845 2846 2847 2848 2849 2850 2851 2852 2853 2854 2855 2856 2857 2858 2859 2860 2861 2862 2863 2864 2865 2866 2867 2868 2869 2870 2871 2872 2873 2874 2875 2876 2877 2878 2879 2880 2881 2882 2883 2884 2885 2886 2887 2888 2889 2890 2891 2892 2893 2894 2895 2896 2897 2898 2899 2900 2901 2902 2903 2904 2905 2906 2907 2908 2909 2910 2911 2912 2913 2914 2915 2916 2917 2918 2919 2920 2921 2922 2923 2924 2925 2926 2927 2928 2929 2930 2931 2932 2933 2934 2935 2936 2937 2938 2939 2940 2941 2942 2943 2944 2945 2946 2947 2948 2949 2950 2951 2952 2953 2954 2955 2956 2957 2958 2959 2960 2961 2962 2963 2964 2965 2966 2967 2968 2969 2970 2971 2972 2973 2974 2975 2976 2977 2978 2979 2980 2981 2982 2983 2984 2985 2986 2987 2988 2989 2990 2991 2992 2993 2994 2995 2996 2997 2998 2999 3000 3001 3002 3003 3004 3005 3006 3007 3008 3009 3010 3011 3012 3013 3014 3015 3016 3017 3018 3019 3020 3021 3022 3023 3024 3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038 3039 3040 3041 3042 3043 3044 3045 3046 3047 3048 3049 3050 3051 3052 3053 3054 3055 3056 3057 3058 3059 3060 3061 3062 3063 3064 3065 3066 3067 3068 3069 3070 3071 3072 3073 3074 3075 3076 3077 3078 3079 3080 3081 3082 3083 3084 3085 3086 3087 3088 3089 3090 3091 3092 3093 3094 3095 3096 3097 3098 3099 3100 3101 3102 3103 3104 3105 3106 3107 3108 3109 3110 3111 3112 3113 3114 3115 3116 3117 3118 3119 3120 3121 3122 3123 3124 3125 3126 3127 3128 3129 3130 3131 3132 3133 3134 3135 3136 3137 3138 3139 3140 3141 3142 3143 3144 3145 3146 3147 3148 3149 3150 3151 3152 3153 3154 3155 3156 3157 3158 3159 3160 3161 3162 3163 3164 3165 3166 3167 | ============================================================
开始特征相关性分析和因子聚合
============================================================
1. 加载数据...
训练数据形状: (525886, 786)
测试数据形状: (538150, 786)
2. 执行特征工程...
特征工程后训练数据形状: (525886, 794)
特征工程后测试数据形状: (538150, 794)
2.5 Remove constant features...
No constant features found.
特征数量: 793
3. 计算相关系数矩阵 (阈值: 0.8)...
可用特征数量: 793
开始计算特征IC值 (特征数量: 793)
IC计算进度: 50/793 (6.3%)
IC计算进度: 100/793 (12.6%)
IC计算进度: 150/793 (18.9%)
IC计算进度: 200/793 (25.2%)
IC计算进度: 250/793 (31.5%)
IC计算进度: 300/793 (37.8%)
IC计算进度: 350/793 (44.1%)
IC计算进度: 400/793 (50.4%)
IC计算进度: 450/793 (56.7%)
IC计算进度: 500/793 (63.1%)
IC计算进度: 550/793 (69.4%)
IC计算进度: 600/793 (75.7%)
IC计算进度: 650/793 (82.0%)
IC计算进度: 700/793 (88.3%)
IC计算进度: 750/793 (94.6%)
IC值计算耗时: 1.27秒
初始IC统计：
count 793.000000
mean 0.012221
std 0.019248
min -0.044290
25% 0.000597
50% 0.011582
75% 0.023271
max 0.090561
dtype: float64
IC为负的特征数量: 187
开始计算特征IC值 (特征数量: 793)
IC计算进度: 50/793 (6.3%)
IC计算进度: 100/793 (12.6%)
IC计算进度: 150/793 (18.9%)
IC计算进度: 200/793 (25.2%)
IC计算进度: 250/793 (31.5%)
IC计算进度: 300/793 (37.8%)
IC计算进度: 350/793 (44.1%)
IC计算进度: 400/793 (50.4%)
IC计算进度: 450/793 (56.7%)
IC计算进度: 500/793 (63.1%)
IC计算进度: 550/793 (69.4%)
IC计算进度: 600/793 (75.7%)
IC计算进度: 650/793 (82.0%)
IC计算进度: 700/793 (88.3%)
IC计算进度: 750/793 (94.6%)
IC值计算耗时: 1.37秒
IC取正后统计：
count 793.000000
mean 0.017762
std 0.014287
min 0.000028
25% 0.007211
50% 0.013664
75% 0.026218
max 0.090561
dtype: float64
开始计算相关系数矩阵 (特征数量: 793, 方法: pearson)
使用GPU加速计算...
GPU矩阵乘法优化耗时: 5.24秒
特征组 2: X21 (IC=0.0694) 与 3 个特征聚合
组1 权重: [0.27000435026514713, 0.24235029033170022, 0.2632588533267679, 0.22438650607638486], 特征: ['X21', 'X19', 'X20', 'X22']
特征组 3: X28 (IC=0.0641) 与 2 个特征聚合
组2 权重: [0.339683938677657, 0.32992613611494287, 0.3303899252074002], 特征: ['X28', 'X27', 'X29']
特征组 6: X219 (IC=0.0568) 与 4 个特征聚合
组5 权重: [0.22991147091654224, 0.18705979134045553, 0.21768826911019884, 0.1823863011396095, 0.182954167493194], 特征: ['X219', 'X217', 'X218', 'X225', 'X226']
特征组 8: X287 (IC=0.0559) 与 22 个特征聚合
组7 权重: [0.05173202830632809, 0.027456465017722816, 0.03658448651362371, 0.04430183619250489, 0.0382201259629575, 0.046127729787874584, 0.04050509855215187, 0.04892997786894327, 0.0450389190523591, 0.045251712018720164, 0.051731207183723996, 0.04524057760229673, 0.05130834019923066, 0.04767443303811261, 0.05117514490554891, 0.047486186357656, 0.05056993381925868, 0.04694855506585232, 0.04931668172888955, 0.034558115656138144, 0.03419136044511729, 0.03067447181666981, 0.03497661290831944], 特征: ['X287', 'X264', 'X280', 'X281', 'X282', 'X283', 'X284', 'X285', 'X286', 'X288', 'X289', 'X290', 'X291', 'X292', 'X293', 'X294', 'X295', 'X296', 'X297', 'X432', 'X435', 'X438', 'X762']
特征组 12: X298 (IC=0.0531) 与 6 个特征聚合
组11 权重: [0.15012842576126903, 0.12025130682729387, 0.1480427067693476, 0.14879307299153732, 0.1454951141378621, 0.14626228554315585, 0.14102708796953417], 特征: ['X298', 'X272', 'X299', 'X300', 'X301', 'X302', 'X303']
特征组 14: X30 (IC=0.0496) 与 2 个特征聚合
组13 权重: [0.40401527987458924, 0.3326488794882473, 0.2633358406371635], 特征: ['X30', 'X31', 'X32']
特征组 15: X465 (IC=0.0496) 与 6 个特征聚合
组14 权重: [0.1661550577277174, 0.13224151830397812, 0.13539037395346223, 0.16505584818384492, 0.12420702068302857, 0.14226685618949125, 0.13468332495847748], 特征: ['X465', 'X444', 'X464', 'X466', 'X471', 'X472', 'X473']
特征组 17: X181 (IC=0.0492) 与 8 个特征聚合
组16 权重: [0.1373291021506715, 0.11996677134812399, 0.1133578687201829, 0.12371465395477516, 0.08534072458887136, 0.10747442625698181, 0.08876050651198529, 0.1279746283064014, 0.09608131816200645], 特征: ['X181', 'X95', 'X131', 'X137', 'X139', 'X169', 'X173', 'X175', 'X179']
特征组 19: X23 (IC=0.0450) 与 1 个特征聚合
组18 权重: [0.570805700567219, 0.4291942994327809], 特征: ['X23', 'X24']
特征组 20: X508 (IC=0.0445) 与 2 个特征聚合
组19 权重: [0.4172402171771746, 0.24516730359464486, 0.33759247922818064], 特征: ['X508', 'X506', 'X507']
特征组 21: X198 (IC=0.0429) 与 6 个特征聚合
组20 权重: [0.1730183455143002, 0.13946002027999424, 0.1624002052446807, 0.14342982982213345, 0.14858411521596626, 0.11632564666319774, 0.1167818372597274], 特征: ['X198', 'X196', 'X197', 'X204', 'X205', 'X211', 'X212']
特征组 22: X277 (IC=0.0421) 与 3 个特征聚合
组21 权重: [0.27083965651242464, 0.21217838705624764, 0.2602160467637263, 0.2567659096676015], 特征: ['X277', 'X276', 'X278', 'X279']
特征组 23: X224 (IC=0.0417) 与 1 个特征聚合
组22 权重: [0.6293330564288657, 0.3706669435711344], 特征: ['X224', 'X223']
特征组 24: X656 (IC=0.0417) 与 2 个特征聚合
组23 权重: [0.3543157374260437, 0.2934218674972169, 0.3522623950767394], 特征: ['X656', 'X648', 'X652']
特征组 26: X89 (IC=0.0405) 与 5 个特征聚合
组25 权重: [0.21461885926807273, 0.18924557580704923, 0.1732459364780493, 0.13546236389443567, 0.16446787382409042, 0.12295939072830259], 特征: ['X89', 'X83', 'X125', 'X167', 'X336', 'X626']
特征组 27: X269 (IC=0.0396) 与 3 个特征聚合
组26 权重: [0.2628289317208997, 0.22478868383494402, 0.2570640400555661, 0.2553183443885902], 特征: ['X269', 'X268', 'X270', 'X271']
特征组 28: X629 (IC=0.0394) 与 3 个特征聚合
组27 权重: [0.3091179094068961, 0.2117671959803297, 0.27101749146889315, 0.20809740314388098], 特征: ['X629', 'X625', 'X627', 'X628']
特征组 29: X445 (IC=0.0385) 与 7 个特征聚合
组28 权重: [0.15819173431899594, 0.12997844625839544, 0.11780213654662534, 0.14523946972822138, 0.14065888305192872, 0.08946484301135148, 0.11122735921475259, 0.10743712786972909], 特征: ['X445', 'X443', 'X450', 'X451', 'X452', 'X457', 'X458', 'X459']
特征组 31: X373 (IC=0.0381) 与 3 个特征聚合
组30 权重: [0.2510929090879152, 0.2482490612149727, 0.2498350325697162, 0.25082299712739575], 特征: ['X373', 'X367', 'X379', 'X385']
特征组 33: X186 (IC=0.0373) 与 2 个特征聚合
组32 权重: [0.3588778157541189, 0.3050278859662025, 0.3360942982796786], 特征: ['X186', 'X183', 'X189']
特征组 34: X361 (IC=0.0372) 与 1 个特征聚合
组33 权重: [0.5089892530042718, 0.4910107469957281], 特征: ['X361', 'X355']
特征组 35: X331 (IC=0.0363) 与 3 个特征聚合
组34 权重: [0.2785522278994142, 0.2625358718053433, 0.24555918472471994, 0.21335271557052252], 特征: ['X331', 'X325', 'X337', 'X343']
特征组 36: X712 (IC=0.0356) 与 2 个特征聚合
组35 权重: [0.3693059615270932, 0.28320997546659016, 0.34748406300631673], 特征: ['X712', 'X704', 'X708']
特征组 37: X266 (IC=0.0341) 与 2 个特征聚合
组36 权重: [0.3477621886898637, 0.31430672181168384, 0.3379310894984524], 特征: ['X266', 'X265', 'X267']
特征组 38: X44 (IC=0.0331) 与 16 个特征聚合
组37 权重: [0.06606974108222124, 0.05582030057762203, 0.05544721251346478, 0.06481174826066312, 0.05680701520555976, 0.06545821325122064, 0.05861675234505541, 0.05627690233526378, 0.06570354810774956, 0.05628295803574898, 0.06528720813882691, 0.05593932910784687, 0.06425870153596673, 0.05037655026528896, 0.05712268904812808, 0.04970014825391215, 0.05602098193546101], 特征: ['X44', 'X38', 'X39', 'X40', 'X41', 'X42', 'X43', 'X45', 'X46', 'X47', 'X48', 'X49', 'X50', 'X51', 'X52', 'X53', 'X54']
特征组 39: X111 (IC=0.0331) 与 3 个特征聚合
组38 权重: [0.2576201815342761, 0.2378130253715555, 0.2477022928577825, 0.25686450023638596], 特征: ['X111', 'X105', 'X117', 'X153']
特征组 40: X77 (IC=0.0330) 与 5 个特征聚合
组39 权重: [0.23026439556340475, 0.176286372475344, 0.21285183030456278, 0.11043445569101341, 0.15165633370482096, 0.11850661226085397], 特征: ['X77', 'X65', 'X71', 'X113', 'X119', 'X161']
特征组 41: X238 (IC=0.0328) 与 5 个特征聚合
组40 权重: [0.21047200311603997, 0.19629049012444758, 0.20526243039247916, 0.20135690269592316, 0.09355095385535035, 0.09306721981575965], 特征: ['X238', 'X239', 'X245', 'X246', 'X485', 'X492']
特征组 42: X671 (IC=0.0324) 与 6 个特征聚合
组41 权重: [0.18562410091314116, 0.13146339723278597, 0.13635326275323473, 0.16769583950388892, 0.1490212699289319, 0.09194359635393434, 0.13789853331408317], 特征: ['X671', 'X663', 'X666', 'X667', 'X670', 'X674', 'X675']
特征组 43: X384 (IC=0.0321) 与 5 个特征聚合
组42 权重: [0.19389277306568478, 0.18035952754719997, 0.15089188054693123, 0.18102694628860758, 0.13296216831319324, 0.1608667042383832], 特征: ['X384', 'X342', 'X372', 'X378', 'X420', 'X426']
特征组 44: X319 (IC=0.0320) 与 1 个特征聚合
组43 权重: [0.5098452828016654, 0.4901547171983345], 特征: ['X319', 'X313']
特征组 45: X203 (IC=0.0315) 与 4 个特征聚合
组44 权重: [0.2923832524393948, 0.16852512625798136, 0.1593657491956382, 0.13622945753443658, 0.24349641457254895], 特征: ['X203', 'X195', 'X202', 'X209', 'X210']
特征组 46: X147 (IC=0.0315) 与 2 个特征聚合
组45 权重: [0.37408767291658857, 0.27369088519534623, 0.35222144188806515], 特征: ['X147', 'X141', 'X159']
特征组 47: X94 (IC=0.0313) 与 5 个特征聚合
组46 权重: [0.2363970454276534, 0.15451964204333585, 0.19855965963398262, 0.14515861381204112, 0.1684042316689198, 0.0969608074140672], 特征: ['X94', 'X82', 'X88', 'X130', 'X136', 'X178']
特征组 48: X133 (IC=0.0308) 与 1 个特征聚合
组47 权重: [0.5187568992030935, 0.48124310079690646], 特征: ['X133', 'X127']
特征组 49: X274 (IC=0.0305) 与 2 个特征聚合
组48 权重: [0.3382474383500307, 0.3307070767693929, 0.33104548488057645], 特征: ['X274', 'X273', 'X275']
特征组 50: X163 (IC=0.0303) 与 3 个特征聚合
组49 权重: [0.28006137435602146, 0.2590783378263613, 0.2135597940050234, 0.24730049381259375], 特征: ['X163', 'X121', 'X151', 'X157']
特征组 51: X431 (IC=0.0301) 与 5 个特征聚合
组50 权重: [0.1997054862966247, 0.14539150278265384, 0.16201501003769433, 0.18440636851528733, 0.1539080295019428, 0.15457360286579697], 特征: ['X431', 'X430', 'X433', 'X434', 'X436', 'X437']
特征组 52: X586 (IC=0.0298) 与 3 个特征聚合
组51 权重: [0.35525382038463005, 0.16152723964019586, 0.14364865433433396, 0.33957028564084], 特征: ['X586', 'X574', 'X580', 'X592']
特征组 54: X501 (IC=0.0289) 与 2 个特征聚合
组53 权重: [0.35904612636455624, 0.3011445897556168, 0.339809283879827], 特征: ['X501', 'X499', 'X500']
特征组 55: X740 (IC=0.0286) 与 2 个特征聚合
组54 权重: [0.45062074906251565, 0.18629438141081256, 0.3630848695266718], 特征: ['X740', 'X732', 'X736']
特征组 56: X612 (IC=0.0280) 与 2 个特征聚合
组55 权重: [0.4438802932828818, 0.21444564288770582, 0.34167406382941234], 特征: ['X612', 'X606', 'X609']
特征组 57: X330 (IC=0.0279) 与 1 个特征聚合
组56 权重: [0.557023335721519, 0.442976664278481], 特征: ['X330', 'X324']
特征组 60: X233 (IC=0.0273) 与 1 个特征聚合
组59 权重: [0.5102722806967962, 0.4897277193032038], 特征: ['X233', 'X232']
特征组 61: X727 (IC=0.0273) 与 6 个特征聚合
组60 权重: [0.1825044686766736, 0.11600191139897739, 0.13581194415644826, 0.1520802744668615, 0.15556831289686182, 0.10729485032655597, 0.1507382380776214], 特征: ['X727', 'X719', 'X722', 'X723', 'X726', 'X730', 'X731']
特征组 62: X766 (IC=0.0272) 与 3 个特征聚合
组61 权重: [0.2965447001554264, 0.20324084981895335, 0.2657538383340888, 0.23446061169153148], 特征: ['X766', 'X764', 'X765', 'X767']
特征组 63: X56 (IC=0.0271) 与 1 个特征聚合
组62 权重: [0.527443401647337, 0.47255659835266295], 特征: ['X56', 'X55']
特征组 65: X187 (IC=0.0268) 与 8 个特征聚合
组64 权重: [0.1289522476584035, 0.08358267603566877, 0.11545456814286588, 0.09316205250743022, 0.12784010464936885, 0.09861239328816929, 0.10879822955415756, 0.12625490095771336, 0.11734282720622254], 特征: ['X187', 'X33', 'X34', 'X35', 'X184', 'X185', 'X188', 'X190', 'X191']
特征组 66: X115 (IC=0.0263) 与 1 个特征聚合
组65 权重: [0.5418808408573881, 0.458119159142612], 特征: ['X115', 'X109']
特征组 68: X237 (IC=0.0256) 与 5 个特征聚合
组67 权重: [0.22189921915697058, 0.17455090685515634, 0.15773248055732356, 0.20245382734075573, 0.12632596131529503, 0.11703760477449866], 特征: ['X237', 'X236', 'X243', 'X244', 'X484', 'X491']
特征组 69: X36 (IC=0.0254) 与 1 个特征聚合
组68 权重: [0.5257317230482752, 0.47426827695172474], 特征: ['X36', 'X37']
特征组 70: X123 (IC=0.0247) 与 4 个特征聚合
组69 权重: [0.30564593701391546, 0.20190585049567497, 0.0942086202030626, 0.24389496023504087, 0.15434463205230609], 特征: ['X123', 'X129', 'X135', 'X165', 'X171']
特征组 71: X247 (IC=0.0242) 与 3 个特征聚合
组70 权重: [0.3958081865380002, 0.36170971769115584, 0.1127300983458125, 0.1297519974250314], 特征: ['X247', 'X240', 'X487', 'X494']
特征组 72: X582 (IC=0.0241) 与 7 个特征聚合
组71 权重: [0.18888646318187738, 0.09624602464019312, 0.06382673621216725, 0.1595551713624729, 0.11292731185037995, 0.1110777531615101, 0.13482674740104417, 0.13265379219035506], 特征: ['X582', 'X558', 'X564', 'X570', 'X576', 'X579', 'X588', 'X591']
特征组 73: X216 (IC=0.0240) 与 2 个特征聚合
组72 权重: [0.5077119010551319, 0.23069775932620698, 0.2615903396186612], 特征: ['X216', 'X215', 'X222']
特征组 76: X79 (IC=0.0235) 与 3 个特征聚合
组75 权重: [0.27289293256955754, 0.2331503101345323, 0.26640495597371316, 0.227551801322197], 特征: ['X79', 'X67', 'X73', 'X85']
特征组 77: X479 (IC=0.0234) 与 2 个特征聚合
组76 权重: [0.3604310218524889, 0.30239264788034453, 0.33717633026716676], 特征: ['X479', 'X478', 'X480']
特征组 78: X63 (IC=0.0228) 与 3 个特征聚合
组77 权重: [0.2763240860651091, 0.2206866105809612, 0.2707318312371656, 0.23225747211676406], 特征: ['X63', 'X57', 'X69', 'X75']
特征组 80: X760 (IC=0.0224) 与 2 个特征聚合
组79 权重: [0.349580582457325, 0.3016805477272936, 0.34873886981538144], 特征: ['X760', 'X17', 'X25']
特征组 81: X231 (IC=0.0222) 与 1 个特征聚合
组80 权重: [0.6248710710968146, 0.37512892890318533], 特征: ['X231', 'X230']
特征组 83: X613 (IC=0.0203) 与 2 个特征聚合
组82 权重: [0.3958835932607076, 0.2544981146829091, 0.34961829205638334], 特征: ['X613', 'X607', 'X610']
特征组 84: X10 (IC=0.0203) 与 1 个特征聚合
组83 权重: [0.51312926830877, 0.4868707316912299], 特征: ['X10', 'X11']
特征组 85: X366 (IC=0.0203) 与 3 个特征聚合
组84 权重: [0.3169446125193317, 0.22438595966423439, 0.27917590315864294, 0.1794935246577909], 特征: ['X366', 'X354', 'X360', 'X408']
特征组 87: X318 (IC=0.0198) 与 1 个特征聚合
组86 权重: [0.5225663679001035, 0.4774336320998966], 特征: ['X318', 'X312']
特征组 88: X498 (IC=0.0196) 与 2 个特征聚合
组87 权重: [0.3570675604410649, 0.31782688798107844, 0.32510555157785664], 特征: ['X498', 'X496', 'X497']
特征组 89: X428 (IC=0.0193) 与 4 个特征聚合
组88 权重: [0.27570341905098905, 0.1983541086534023, 0.12775262792713044, 0.15783697005682443, 0.24035287431165367], 特征: ['X428', 'X380', 'X386', 'X416', 'X422']
特征组 90: X684 (IC=0.0193) 与 2 个特征聚合
组89 权重: [0.48880343063631365, 0.14581163210736706, 0.3653849372563193], 特征: ['X684', 'X676', 'X680']
特征组 91: X14 (IC=0.0192) 与 5 个特征聚合
组90 权重: [0.2261332907113662, 0.003365214006315554, 0.1949724671006961, 0.18635697197455842, 0.21210380750701205, 0.17706824870005164], 特征: ['X14', 'X9', 'X12', 'X13', 'X15', 'X16']
特征组 92: X394 (IC=0.0192) 与 3 个特征聚合
组91 权重: [0.2793910101276498, 0.2257686670774975, 0.26811546880977216, 0.22672485398508063], 特征: ['X394', 'X388', 'X400', 'X406']
特征组 93: X662 (IC=0.0189) 与 2 个特征聚合
组92 权重: [0.4278480151362816, 0.26189014732587373, 0.31026183753784464], 特征: ['X662', 'X658', 'X659']
特征组 94: X761 (IC=0.0188) 与 1 个特征聚合
组93 权重: [0.5674155969470451, 0.4325844030529549], 特征: ['X761', 'X578']
特征组 95: X503 (IC=0.0186) 与 3 个特征聚合
组94 权重: [0.2671999843943587, 0.21125001533160093, 0.26389964057935916, 0.2576503596946811], 特征: ['X503', 'X502', 'X504', 'X505']
特征组 97: X352 (IC=0.0178) 与 3 个特征聚合
组96 权重: [0.28188490467752647, 0.26392799162932346, 0.2521425550480855, 0.20204454864506458], 特征: ['X352', 'X346', 'X358', 'X364']
特征组 99: X624 (IC=0.0173) 与 2 个特征聚合
组98 权重: [0.4368834705719893, 0.19248539477006218, 0.3706311346579486], 特征: ['X624', 'X622', 'X623']
特征组 100: X145 (IC=0.0173) 与 1 个特征聚合
组99 权重: [0.5477849231850694, 0.4522150768149304], 特征: ['X145', 'X103']
特征组 101: X362 (IC=0.0172) 与 5 个特征聚合
组100 权重: [0.2161017922404293, 0.20865067974298565, 0.2010173660067646, 0.1329760875490488, 0.12797667209816335, 0.11327740236260823], 特征: ['X362', 'X356', 'X368', 'X398', 'X404', 'X410']
特征组 102: X340 (IC=0.0170) 与 2 个特征聚合
组101 权重: [0.38458842005665944, 0.2603127026887483, 0.3550988772545923], 特征: ['X340', 'X328', 'X334']
特征组 103: X418 (IC=0.0169) 与 2 个特征聚合
组102 权重: [0.34620938930319084, 0.3220219337841134, 0.33176867691269574], 特征: ['X418', 'X412', 'X424']
特征组 104: X470 (IC=0.0167) 与 7 个特征聚合
组103 权重: [0.19550107023739635, 0.1663687459578595, 0.16215137925839904, 0.119394511420321, 0.15129316572731386, 0.08977508044465503, 0.029334873557643838, 0.08618117339641129], 特征: ['X470', 'X442', 'X449', 'X456', 'X463', 'X469', 'X476', 'X477']
特征组 106: X382 (IC=0.0167) 与 2 个特征聚合
组105 权重: [0.36037188300800943, 0.29342789709652534, 0.3462002198954653], 特征: ['X382', 'X370', 'X376']
特征组 108: X768 (IC=0.0166) 与 1 个特征聚合
组107 权重: [0.5568064518668048, 0.4431935481331952], 特征: ['X768', 'X769']
特征组 109: X124 (IC=0.0163) 与 3 个特征聚合
组108 权重: [0.38394503203557345, 0.19234426783767558, 0.18740992813800106, 0.2363007719887499], 特征: ['X124', 'X118', 'X166', 'X172']
特征组 110: X310 (IC=0.0163) 与 3 个特征聚合
组109 权重: [0.2956304021193623, 0.27366042756709263, 0.2504618874399, 0.180247282873645], 特征: ['X310', 'X304', 'X316', 'X322']
特征组 112: X644 (IC=0.0162) 与 2 个特征聚合
组111 权重: [0.6462933794590437, 0.06695170087850402, 0.2867549196624522], 特征: ['X644', 'X636', 'X640']
特征组 113: X718 (IC=0.0161) 与 2 个特征聚合
组112 权重: [0.4174490374535926, 0.2879686574647099, 0.29458230508169747], 特征: ['X718', 'X714', 'X715']
特征组 114: X81 (IC=0.0159) 与 2 个特征聚合
组113 权重: [0.39594041537870805, 0.34214548814124573, 0.2619140964800463], 特征: ['X81', 'X87', 'X93']
特征组 116: X162 (IC=0.0158) 与 3 个特征聚合
组115 权重: [0.25743668119374363, 0.24952365540902605, 0.2531239990030398, 0.23991566439419046], 特征: ['X162', 'X150', 'X156', 'X168']
特征组 118: X2 (IC=0.0158) 与 2 个特征聚合
组117 权重: [0.455729591335173, 0.3549840969076049, 0.18928631175722216], 特征: ['X2', 'X3', 'X4']
特征组 119: X584 (IC=0.0156) 与 3 个特征聚合
组118 权重: [0.2687444080515858, 0.21004492343178838, 0.2614388382352325, 0.2597718302813933], 特征: ['X584', 'X560', 'X572', 'X590']
特征组 120: X545 (IC=0.0156) 与 6 个特征聚合
组119 权重: [0.15575029983817648, 0.12325214138534003, 0.15227459781722488, 0.14307467121912149, 0.14508723309984561, 0.14631352174670728, 0.13424753489358415], 特征: ['X545', 'X521', 'X533', 'X539', 'X551', 'X557', 'X563']
特征组 121: X537 (IC=0.0156) 与 3 个特征聚合
组120 权重: [0.2729896725332362, 0.22434218716234153, 0.25956104740255437, 0.243107092901868], 特征: ['X537', 'X525', 'X543', 'X549']
特征组 122: X679 (IC=0.0154) 与 3 个特征聚合
组121 权重: [0.46051257314742855, 0.22258480554226198, 0.06891906288534881, 0.2479835584249606], 特征: ['X679', 'X678', 'X682', 'X683']
特征组 124: X735 (IC=0.0152) 与 3 个特征聚合
组123 权重: [0.4043029180639413, 0.21819097381673905, 0.07168949156183248, 0.3058166165574871], 特征: ['X735', 'X734', 'X738', 'X739']
特征组 125: X611 (IC=0.0152) 与 2 个特征聚合
组124 权重: [0.33836890033916445, 0.325694855375022, 0.33593624428581353], 特征: ['X611', 'X605', 'X608']
特征组 126: X235 (IC=0.0149) 与 3 个特征聚合
组125 权重: [0.3150436727501022, 0.2847256659820013, 0.20122488078043993, 0.19900578048745662], 特征: ['X235', 'X242', 'X482', 'X489']
特征组 127: X700 (IC=0.0149) 与 2 个特征聚合
组126 权重: [0.5188263640054025, 0.17860970931321493, 0.3025639266813825], 特征: ['X700', 'X692', 'X696']
特征组 129: X546 (IC=0.0148) 与 2 个特征聚合
组128 权重: [0.40252211576844205, 0.38832917342118484, 0.20914871081037315], 特征: ['X546', 'X534', 'X552']
特征组 132: X569 (IC=0.0145) 与 3 个特征聚合
组131 权重: [0.27531298760440404, 0.2552954973659142, 0.23908068882831612, 0.23031082620136564], 特征: ['X569', 'X575', 'X581', 'X587']
特征组 135: X427 (IC=0.0138) 与 2 个特征聚合
组134 权重: [0.42092205975433117, 0.25262335434362426, 0.32645458590204457], 特征: ['X427', 'X415', 'X421']
特征组 138: X60 (IC=0.0133) 与 1 个特征聚合
组137 权重: [0.5939279515532156, 0.40607204844678435], 特征: ['X60', 'X66']
特征组 140: X110 (IC=0.0133) 与 20 个特征聚合
组139 权重: [0.05586939115193407, 0.05352044860743985, 0.05586939115193407, 0.05129446900405865, 0.033926362133437866, 0.05352044860743985, 0.05129446900405865, 0.033926362133437866, 0.05352044860743985, 0.05586939115193407, 0.05129446900405865, 0.033926362133437866, 0.05155418467521937, 0.04782874726390907, 0.03933973049733447, 0.05155418467521937, 0.04782874726390907, 0.03933973049733447, 0.05155418467521937, 0.04782874726390907, 0.03933973049733447], 特征: ['X110', 'X62', 'X68', 'X74', 'X80', 'X104', 'X116', 'X122', 'X146', 'X152', 'X158', 'X164', 'X309', 'X315', 'X321', 'X351', 'X357', 'X363', 'X393', 'X399', 'X405']
特征组 142: X91 (IC=0.0132) 与 1 个特征聚合
组141 权重: [0.7769170149991897, 0.22308298500081022], 特征: ['X91', 'X97']
特征组 143: X262 (IC=0.0132) 与 4 个特征聚合
组142 权重: [0.28780585067596526, 0.016543426855820102, 0.1484418964713039, 0.2780136863138532, 0.26919513968305747], 特征: ['X262', 'X256', 'X260', 'X261', 'X263']
特征组 144: X780 (IC=0.0132) 与 2 个特征聚合
组143 权重: [0.7140651594760367, 0.04123726408329179, 0.24469757644067153], 特征: ['X780', 'X778', 'X779']
特征组 145: X350 (IC=0.0130) 与 1 个特征聚合
组144 权重: [0.6023711029995894, 0.39762889700041054], 特征: ['X350', 'X392']
特征组 147: X664 (IC=0.0126) 与 3 个特征聚合
组146 权重: [0.3058107455708588, 0.26410966988451, 0.27223302860292686, 0.15784655594170427], 特征: ['X664', 'X660', 'X668', 'X672']
特征组 148: X602 (IC=0.0126) 与 2 个特征聚合
组147 权重: [0.4246383785224512, 0.25030169482010417, 0.3250599266574447], 特征: ['X602', 'X596', 'X599']
特征组 149: X483 (IC=0.0123) 与 1 个特征聚合
组148 权重: [0.5142230642679996, 0.4857769357320005], 特征: ['X483', 'X490']
特征组 151: X155 (IC=0.0121) 与 2 个特征聚合
组150 权重: [0.4302768274303227, 0.3416000520228166, 0.22812312054686051], 特征: ['X155', 'X107', 'X149']
特征组 154: X553 (IC=0.0119) 与 6 个特征聚合
组153 权重: [0.21199083103971983, 0.14170899084371205, 0.15840283360384635, 0.1073871632041282, 0.15429220236156616, 0.10397940196723318, 0.12223857697979425], 特征: ['X553', 'X535', 'X547', 'X550', 'X556', 'X559', 'X565']
特征组 155: X527 (IC=0.0117) 与 2 个特征聚合
组154 权重: [0.4493788158944701, 0.28583077629580783, 0.264790407809722], 特征: ['X527', 'X509', 'X515']
特征组 156: X353 (IC=0.0116) 与 7 个特征聚合
组155 权重: [0.17152998078493106, 0.15170935548923015, 0.15711428265518193, 0.1493940133230362, 0.16507725746094054, 0.12094060764986364, 0.04769562980823357, 0.03653887282858299], 特征: ['X353', 'X311', 'X317', 'X347', 'X359', 'X365', 'X395', 'X401']
特征组 158: X102 (IC=0.0116) 与 1 个特征聚合
组157 权重: [0.5582781186859003, 0.4417218813140998], 特征: ['X102', 'X108']
特征组 159: X460 (IC=0.0116) 与 3 个特征聚合
组158 权重: [0.6155775391248005, 0.03698184878293427, 0.31567192724454884, 0.031768684847716486], 特征: ['X460', 'X439', 'X461', 'X467']
特征组 160: X345 (IC=0.0114) 与 14 个特征聚合
组159 权重: [0.11140087523540497, 0.053467683925855894, 0.0993206469498011, 0.053467683925855894, 0.0993206469498011, 0.053467683925855894, 0.0993206469498011, 0.01026863348681578, 0.058875493735455586, 0.01026863348681578, 0.058875493735455586, 0.11140087523540497, 0.01026863348681578, 0.058875493735455586, 0.11140087523540497], 特征: ['X345', 'X92', 'X98', 'X134', 'X140', 'X176', 'X182', 'X333', 'X339', 'X375', 'X381', 'X387', 'X417', 'X423', 'X429']
特征组 161: X90 (IC=0.0114) 与 3 个特征聚合
组160 权重: [0.3839150953791562, 0.03172458588110906, 0.2893472964485198, 0.295013022291215], 特征: ['X90', 'X78', 'X84', 'X96']
特征组 162: X76 (IC=0.0114) 与 4 个特征聚合
组161 权重: [0.25356867154990936, 0.22965681843259003, 0.2308866468433581, 0.13781837847718265, 0.14806948469696002], 特征: ['X76', 'X64', 'X70', 'X112', 'X160']
特征组 163: X555 (IC=0.0113) 与 1 个特征聚合
组162 权重: [0.588017822962959, 0.4119821770370409], 特征: ['X555', 'X567']
特征组 164: X257 (IC=0.0113) 与 1 个特征聚合
组163 权重: [0.6103647280027057, 0.3896352719972943], 特征: ['X257', 'X258']
特征组 165: X493 (IC=0.0113) 与 1 个特征聚合
组164 权重: [0.5040175391851534, 0.4959824608148466], 特征: ['X493', 'X486']
特征组 166: sell_qty (IC=0.0112) 与 2 个特征聚合
组165 权重: [0.4364479039674929, 0.2193353547020975, 0.34421674133040964], 特征: ['sell_qty', 'buy_qty', 'volume']
特征组 168: X566 (IC=0.0111) 与 2 个特征聚合
组167 权重: [0.3861314496900898, 0.32244878669131694, 0.29141976361859334], 特征: ['X566', 'X548', 'X554']
特征组 169: X326 (IC=0.0110) 与 3 个特征聚合
组168 权重: [0.2928695372328253, 0.1958689141100743, 0.25118116864817347, 0.26008038000892686], 特征: ['X326', 'X314', 'X320', 'X332']
特征组 172: X174 (IC=0.0107) 与 1 个特征聚合
组171 权重: [0.6733496211081968, 0.3266503788918032], 特征: ['X174', 'X180']
特征组 174: X639 (IC=0.0106) 与 5 个特征聚合
组173 权重: [0.19411159974249872, 0.1430596468840532, 0.16340378203229525, 0.1739916275104165, 0.1510687271144825, 0.1743646167162539], 特征: ['X639', 'X634', 'X635', 'X638', 'X642', 'X643']
特征组 177: X743 (IC=0.0096) 与 3 个特征聚合
组176 权重: [0.542076639462068, 0.12968953157130142, 0.02366396247535999, 0.30456986649127055], 特征: ['X743', 'X214', 'X620', 'X621']
特征组 179: X616 (IC=0.0095) 与 3 个特征聚合
组178 权重: [0.3936073802082726, 0.3171615217999713, 0.21152310751761866, 0.07770799047413739], 特征: ['X616', 'X617', 'X618', 'X619']
特征组 180: X448 (IC=0.0094) 与 7 个特征聚合
组179 权重: [0.20446969063510295, 0.11602104438788251, 0.18587662469799346, 0.15078234364644016, 0.1140875658087781, 0.1536467860551041, 0.07375167735906653, 0.0013642674096321088], 特征: ['X448', 'X440', 'X441', 'X447', 'X454', 'X455', 'X468', 'X475']
特征组 181: X604 (IC=0.0094) 与 2 个特征聚合
组180 权重: [0.43925584495693043, 0.22205888098822996, 0.33868527405483967], 特征: ['X604', 'X598', 'X601']
特征组 183: X585 (IC=0.0092) 与 2 个特征聚合
组182 权重: [0.4737982568187581, 0.18799239381796456, 0.33820934936327746], 特征: ['X585', 'X561', 'X573']
特征组 186: X344 (IC=0.0091) 与 1 个特征聚合
组185 权重: [0.5357490185181577, 0.4642509814818422], 特征: ['X344', 'X338']
特征组 187: X402 (IC=0.0088) 与 1 个特征聚合
组186 权重: [0.6708133655546411, 0.32918663444535895], 特征: ['X402', 'X396']
特征组 188: X323 (IC=0.0087) 与 1 个特征聚合
组187 权重: [0.9040016428696858, 0.09599835713031431], 特征: ['X323', 'X329']
特征组 189: X248 (IC=0.0086) 与 3 个特征聚合
组188 权重: [0.27424766609462553, 0.2155736084427203, 0.2596011045592931, 0.25057762090336116], 特征: ['X248', 'X253', 'X254', 'X255']
特征组 190: X699 (IC=0.0085) 与 6 个特征聚合
组189 权重: [0.2069482910646637, 0.09384296302502415, 0.1340486446357513, 0.1732429935634228, 0.15817159488576912, 0.11793239487405824, 0.11581311795131076], 特征: ['X699', 'X691', 'X694', 'X695', 'X698', 'X702', 'X703']
特征组 193: X583 (IC=0.0084) 与 3 个特征聚合
组192 权重: [0.4937414664570342, 0.019084539651092743, 0.12342781290366762, 0.3637461809882055], 特征: ['X583', 'X571', 'X577', 'X589']
特征组 194: X192 (IC=0.0083) 与 6 个特征聚合
组193 权重: [0.2048623663541421, 0.07038662628801151, 0.19290256829668145, 0.07299825082387947, 0.19593288840516596, 0.08462404893236239, 0.17829325089975706], 特征: ['X192', 'X193', 'X199', 'X200', 'X206', 'X220', 'X227']
特征组 195: X536 (IC=0.0082) 与 3 个特征聚合
组194 权重: [0.2974293564208926, 0.21797293371448978, 0.20536259406516869, 0.279235115799449], 特征: ['X536', 'X524', 'X530', 'X542']
特征组 197: X716 (IC=0.0080) 与 1 个特征聚合
组196 权重: [0.5544004936900389, 0.4455995063099612], 特征: ['X716', 'X720']
特征组 198: X249 (IC=0.0078) 与 2 个特征聚合
组197 权重: [0.6230810694427154, 0.2229151588553888, 0.15400377170189591], 特征: ['X249', 'X250', 'X251']
特征组 199: X148 (IC=0.0076) 与 3 个特征聚合
组198 权重: [0.3004950748068985, 0.23303708050524333, 0.16732788307534222, 0.299139961612516], 特征: ['X148', 'X106', 'X142', 'X154']
特征组 200: X58 (IC=0.0076) 与 1 个特征聚合
组199 权重: [0.689573857736378, 0.31042614226362203], 特征: ['X58', 'X100']
特征组 203: X650 (IC=0.0073) 与 5 个特征聚合
组202 权重: [0.32013857920690925, 0.15567622826357036, 0.0060518614374187995, 0.10998183604937313, 0.31331365285566665, 0.09483784218706187], 特征: ['X650', 'X646', 'X647', 'X651', 'X654', 'X655']
特征组 207: X594 (IC=0.0066) 与 1 个特征聚合
组206 权重: [0.6642719634607228, 0.33572803653927713], 特征: ['X594', 'X597']
特征组 208: X114 (IC=0.0065) 与 2 个特征聚合
组207 权重: [0.5877822997225091, 0.2439343722882216, 0.1682833279892693], 特征: ['X114', 'X120', 'X126']
特征组 211: order_flow_imbalance (IC=0.0061) 与 1 个特征聚合
组210 权重: [0.5037783657479693, 0.4962216342520307], 特征: ['order_flow_imbalance', 'selling_pressure']
特征组 212: X229 (IC=0.0060) 与 1 个特征聚合
组211 权重: [0.7828955230444801, 0.21710447695551988], 特征: ['X229', 'X228']
特征组 213: X1 (IC=0.0060) 与 4 个特征聚合
组212 权重: [0.41113406669179303, 0.07080069305399102, 0.10590909881546809, 0.17749409388221352, 0.23466204755653425], 特征: ['X1', 'X5', 'X6', 'X7', 'X8']
特征组 214: X538 (IC=0.0060) 与 1 个特征聚合
组213 权重: [0.5973930339605344, 0.4026069660394656], 特征: ['X538', 'X526']
特征组 216: X409 (IC=0.0059) 与 2 个特征聚合
组215 权重: [0.4395296254803265, 0.2829857922809674, 0.27748458223870615], 特征: ['X409', 'X397', 'X403']
特征组 217: X194 (IC=0.0058) 与 4 个特征聚合
组216 权重: [0.2563961253596544, 0.24190482547259168, 0.159175630932918, 0.1907130401609453, 0.15181037807389047], 特征: ['X194', 'X201', 'X207', 'X208', 'X221']
特征组 219: X631 (IC=0.0058) 与 1 个特征聚合
组218 权重: [0.5345842438631435, 0.4654157561368565], 特征: ['X631', 'X630']
特征组 229: X327 (IC=0.0050) 与 5 个特征聚合
组228 权重: [0.32545078029401436, 0.007882553039318991, 0.007882553039318991, 0.007882553039318991, 0.32545078029401436, 0.32545078029401436], 特征: ['X327', 'X86', 'X128', 'X170', 'X369', 'X411']
特征组 230: X724 (IC=0.0049) 与 1 个特征聚合
组229 权重: [0.7500596646112622, 0.24994033538873792], 特征: ['X724', 'X728']
特征组 232: X234 (IC=0.0048) 与 3 个特征聚合
组231 权重: [0.29666161415884484, 0.2519118176074208, 0.2371467824432413, 0.21427978579049298], 特征: ['X234', 'X241', 'X481', 'X488']
特征组 235: X517 (IC=0.0044) 与 1 个特征聚合
组234 权重: [0.5231958676810936, 0.47680413231890656], 特征: ['X517', 'X511']
特征组 236: X603 (IC=0.0044) 与 1 个特征聚合
组235 权重: [0.7063558308583426, 0.2936441691416573], 特征: ['X603', 'X600']
特征组 238: X413 (IC=0.0040) 与 5 个特征聚合
组237 权重: [0.3855955845641673, 0.02499830945455209, 0.1614011929360654, 0.0026995761299511345, 0.2097819984337859, 0.2155233384814781], 特征: ['X413', 'X371', 'X377', 'X407', 'X419', 'X425']
特征组 240: X520 (IC=0.0038) 与 1 个特征聚合
组239 权重: [0.5201831979568122, 0.4798168020431878], 特征: ['X520', 'X514']
特征组 243: X706 (IC=0.0033) 与 3 个特征聚合
组242 权重: [0.5101950717146675, 0.37301156563733845, 0.06201158881701415, 0.05478177383098005], 特征: ['X706', 'X707', 'X710', 'X711']
特征组 245: X138 (IC=0.0032) 与 1 个特征聚合
组244 权重: [0.8298979245471475, 0.17010207545285255], 特征: ['X138', 'X132']
特征组 247: X446 (IC=0.0031) 与 2 个特征聚合
组246 权重: [0.45707342100297016, 0.3203102649389658, 0.222616314058064], 特征: ['X446', 'X453', 'X474']
特征组 248: X690 (IC=0.0030) 与 2 个特征聚合
组247 权重: [0.7331630990077221, 0.12140647221260364, 0.14543042877967416], 特征: ['X690', 'X686', 'X687']
特征组 250: X512 (IC=0.0028) 与 1 个特征聚合
组249 权重: [0.5422187629325081, 0.45778123706749174], 特征: ['X512', 'X518']
特征组 253: X775 (IC=0.0025) 与 3 个特征聚合
组252 权重: [0.3714745467110024, 0.33361904395992176, 0.2419055152218852, 0.053000894107190694], 特征: ['X775', 'X774', 'X776', 'X777']
特征组 258: X773 (IC=0.0019) 与 1 个特征聚合
组257 权重: [0.5031219920519289, 0.496878007948071], 特征: ['X773', 'X772']
特征组 265: X335 (IC=0.0010) 与 2 个特征聚合
组264 权重: [0.4517304955579358, 0.2306675861608457, 0.3176019182812186], 特征: ['X335', 'X341', 'X383']
特征组 267: X562 (IC=0.0009) 与 1 个特征聚合
组266 权重: [0.8474493287756732, 0.15255067122432667], 特征: ['X562', 'X568']
4. 基本统计信息:
相关系数矩阵形状: (793, 793)
平均IC值: 0.0178
最大IC值: 0.0906
最小IC值: 0.0000
IC值标准差: 0.0143
5. 特征聚合结果:
特征组数量: 269
单独特征组: 101
聚合特征组: 168
6. 创建聚合特征...
组0 features: ['X752']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_0_X752 (包含 1 个原始特征)
组1 features: ['X21', 'X19', 'X20', 'X22']
最大化IC权重: [0.3780246273703874, 0.17871056802262464, -0.3623155871237082, -0.08094921748327986]
IC加权权重: [0.270004350265147, 0.24235029033169997, 0.26325885332676785, 0.2243865060763851]
创建聚合特征: agg_group_1_X21 (包含 4 个原始特征)
组2 features: ['X28', 'X27', 'X29']
最大化IC权重: [-0.3469927731102998, 0.32581815955863763, 0.32718906733106246]
IC加权权重: [0.3396839386776569, 0.32992613611494354, 0.3303899252073997]
创建聚合特征: agg_group_2_X28 (包含 3 个原始特征)
组3 features: ['X759']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_3_X759 (包含 1 个原始特征)
组4 features: ['X754']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_4_X754 (包含 1 个原始特征)
组5 features: ['X219', 'X217', 'X218', 'X225', 'X226']
最大化IC权重: [0.36424778760162285, 0.011825046756110432, -0.22103965757609376, 0.1591270266663239, -0.24376048139984902]
IC加权权重: [0.22991147091654224, 0.18705979134045514, 0.21768826911019884, 0.18238630113960932, 0.18295416749319446]
创建聚合特征: agg_group_5_X219 (包含 5 个原始特征)
组6 features: ['X756']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_6_X756 (包含 1 个原始特征)
组7 features: ['X287', 'X264', 'X280', 'X281', 'X282', 'X283', 'X284', 'X285', 'X286', 'X288', 'X289', 'X290', 'X291', 'X292', 'X293', 'X294', 'X295', 'X296', 'X297', 'X432', 'X435', 'X438', 'X762']
最大化IC权重: [0.0614843177581515, -0.0028104384380235486, -0.07328499242464474, 0.0014432913675909032, -0.03265311952414952, -0.020290121366808803, 0.06304515208448919, 0.01720621143073723, 0.1583161027101538, 0.060025257106812654, -0.02454193372362471, -0.2084732625228879, -0.034047783734738726, 0.0599142065786431, 0.006273921662361261, 0.03209075107717665, -0.025162316128900825, -0.07673175380330939, 0.022491804939004115, -0.0027559126268123057, 0.006559831389334741, -0.00557916880788075, 0.004818348793763637]
IC加权权重: [0.05173202830632814, 0.027456465017722816, 0.03658448651362367, 0.04430183619250493, 0.03822012596295752, 0.0461277297878746, 0.0405050985521518, 0.0489299778689433, 0.04503891905235899, 0.04525171201872018, 0.05173120718372401, 0.045240577602296723, 0.051308340199230626, 0.04767443303811266, 0.05117514490554886, 0.047486186357656036, 0.05056993381925854, 0.04694855506585232, 0.04931668172888957, 0.0345581156561381, 0.03419136044511726, 0.03067447181666978, 0.034976612908319445]
创建聚合特征: agg_group_7_X287 (包含 23 个原始特征)
组8 features: ['X753']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_8_X753 (包含 1 个原始特征)
组9 features: ['X614']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_9_X614 (包含 1 个原始特征)
组10 features: ['X751']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_10_X751 (包含 1 个原始特征)
组11 features: ['X298', 'X272', 'X299', 'X300', 'X301', 'X302', 'X303']
最大化IC权重: [-0.2658794228358779, 0.001936556195499181, 0.23080959181564498, 0.2693898384149668, -0.19490330983710044, -0.007394904483049935, -0.029686376417860597]
IC加权权重: [0.15012842576126886, 0.12025130682729376, 0.1480427067693477, 0.14879307299153735, 0.14549511413786229, 0.1462622855431558, 0.14102708796953417]
创建聚合特征: agg_group_11_X298 (包含 7 个原始特征)
组12 features: ['X26']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_12_X26 (包含 1 个原始特征)
组13 features: ['X30', 'X31', 'X32']
最大化IC权重: [0.42770260360886264, -0.43093091072058454, 0.14136648567055263]
IC加权权重: [0.40401527987458985, 0.33264887948824684, 0.26333584063716337]
创建聚合特征: agg_group_13_X30 (包含 3 个原始特征)
组14 features: ['X465', 'X444', 'X464', 'X466', 'X471', 'X472', 'X473']
最大化IC权重: [0.2993712958297433, 0.0035613010563197312, -0.1554982651016236, -0.12945465555586452, 0.10253822114853617, -0.21105138076347216, 0.09852488054444059]
IC加权权重: [0.16615505772771752, 0.13224151830397823, 0.13539037395346226, 0.1650558481838448, 0.12420702068302837, 0.14226685618949117, 0.13468332495847757]
创建聚合特征: agg_group_14_X465 (包含 7 个原始特征)
组15 features: ['X18']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_15_X18 (包含 1 个原始特征)
组16 features: ['X181', 'X95', 'X131', 'X137', 'X139', 'X169', 'X173', 'X175', 'X179']
最大化IC权重: [0.18060003902721666, 0.0979865830009907, -0.11541058679911655, 0.18882297580346905, -0.1384749782062943, 0.025971402084081916, 0.02130002547728852, 0.04212885791580649, -0.1893045516857358]
IC加权权重: [0.13732910215067154, 0.11996677134812397, 0.11335786872018319, 0.12371465395477492, 0.08534072458887156, 0.10747442625698171, 0.08876050651198522, 0.12797462830640127, 0.09608131816200655]
创建聚合特征: agg_group_16_X181 (包含 9 个原始特征)
组17 features: ['X757']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_17_X757 (包含 1 个原始特征)
组18 features: ['X23', 'X24']
最大化IC权重: [0.5699309787047995, -0.4300690212952006]
IC加权权重: [0.5708057005672189, 0.42919429943278115]
创建聚合特征: agg_group_18_X23 (包含 2 个原始特征)
组19 features: ['X508', 'X506', 'X507']
最大化IC权重: [0.5691387290858809, 0.030453651752263125, -0.400407619161856]
IC加权权重: [0.4172402171771747, 0.24516730359464464, 0.3375924792281807]
创建聚合特征: agg_group_19_X508 (包含 3 个原始特征)
组20 features: ['X198', 'X196', 'X197', 'X204', 'X205', 'X211', 'X212']
最大化IC权重: [0.22203655221288127, 0.009568660286973554, -0.16732531405762613, 0.20827608307881829, -0.25460914425449743, -0.06876245337917082, 0.06942179273003245]
IC加权权重: [0.17301834551430031, 0.13946002027999413, 0.16240020524468082, 0.1434298298221337, 0.14858411521596585, 0.1163256466631977, 0.11678183725972752]
创建聚合特征: agg_group_20_X198 (包含 7 个原始特征)
组21 features: ['X277', 'X276', 'X278', 'X279']
最大化IC权重: [0.3304923189060574, -0.07915300131978398, -0.40087532611112664, 0.18947935366303187]
IC加权权重: [0.27083965651242486, 0.2121783870562479, 0.26021604676372595, 0.25676590966760127]
创建聚合特征: agg_group_21_X277 (包含 4 个原始特征)
组22 features: ['X224', 'X223']
最大化IC权重: [0.6958278198865576, -0.30417218011344244]
IC加权权重: [0.6293330564288654, 0.3706669435711348]
创建聚合特征: agg_group_22_X224 (包含 2 个原始特征)
组23 features: ['X656', 'X648', 'X652']
最大化IC权重: [-0.15570713738992925, -0.2847838676553303, 0.5595089949547404]
IC加权权重: [0.354315737426044, 0.2934218674972178, 0.3522623950767382]
创建聚合特征: agg_group_23_X656 (包含 3 个原始特征)
组24 features: ['X758']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_24_X758 (包含 1 个原始特征)
组25 features: ['X89', 'X83', 'X125', 'X167', 'X336', 'X626']
最大化IC权重: [0.43630720158637437, -0.09739993952878687, 0.14341872802384617, -0.15614193510093205, 0.021871729742434603, -0.1448604660176259]
IC加权权重: [0.21461885926807248, 0.18924557580704984, 0.17324593647804903, 0.13546236389443558, 0.16446787382409048, 0.12295939072830264]
创建聚合特征: agg_group_25_X89 (包含 6 个原始特征)
组26 features: ['X269', 'X268', 'X270', 'X271']
最大化IC权重: [0.31470241417800965, -0.060505826621677215, -0.4126127504275852, 0.21217900877272797]
IC加权权重: [0.2628289317208992, 0.22478868383494408, 0.25706404005556605, 0.2553183443885907]
创建聚合特征: agg_group_26_X269 (包含 4 个原始特征)
组27 features: ['X629', 'X625', 'X627', 'X628']
最大化IC权重: [0.5442929304146765, -0.010171547305383184, -0.07084047739312552, -0.3746950448868149]
IC加权权重: [0.3091179094068957, 0.21176719598033006, 0.27101749146889376, 0.20809740314388053]
创建聚合特征: agg_group_27_X629 (包含 4 个原始特征)
组28 features: ['X445', 'X443', 'X450', 'X451', 'X452', 'X457', 'X458', 'X459']
最大化IC权重: [0.03365957810667475, -0.030779930271066906, -0.062267886120319076, 0.26571409138020124, -0.19129701317639716, 0.062204191544139385, -0.2140518250667171, 0.14002548433448433]
IC加权权重: [0.15819173431899577, 0.12997844625839572, 0.11780213654662523, 0.1452394697282214, 0.14065888305192864, 0.08946484301135145, 0.11122735921475262, 0.1074371278697292]
创建聚合特征: agg_group_28_X445 (包含 8 个原始特征)
组29 features: ['X744']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_29_X744 (包含 1 个原始特征)
组30 features: ['X373', 'X367', 'X379', 'X385']
最大化IC权重: [0.1552418019518843, 0.10406475683322827, -0.4024136377172115, 0.3382798034976759]
IC加权权重: [0.25109290908791504, 0.24824906121497262, 0.24983503256971656, 0.25082299712739575]
创建聚合特征: agg_group_30_X373 (包含 4 个原始特征)
组31 features: ['X750']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_31_X750 (包含 1 个原始特征)
组32 features: ['X186', 'X183', 'X189']
最大化IC权重: [0.6397310755816216, -0.3437853243973145, -0.01648360002106405]
IC加权权重: [0.358877815754119, 0.3050278859662021, 0.3360942982796788]
创建聚合特征: agg_group_32_X186 (包含 3 个原始特征)
组33 features: ['X361', 'X355']
最大化IC权重: [0.8686589934262533, 0.13134100657374675]
IC加权权重: [0.5089892530042722, 0.49101074699572783]
创建聚合特征: agg_group_33_X361 (包含 2 个原始特征)
组34 features: ['X331', 'X325', 'X337', 'X343']
最大化IC权重: [0.37359919280959125, -0.07752122749090219, -0.39871846917679454, 0.15016111052271203]
IC加权权重: [0.2785522278994143, 0.2625358718053431, 0.24555918472472002, 0.2133527155705225]
创建聚合特征: agg_group_34_X331 (包含 4 个原始特征)
组35 features: ['X712', 'X704', 'X708']
最大化IC权重: [0.07337279484067136, -0.3491456484079728, 0.5774815567513557]
IC加权权重: [0.369305961527093, 0.2832099754665898, 0.34748406300631707]
创建聚合特征: agg_group_35_X712 (包含 3 个原始特征)
组36 features: ['X266', 'X265', 'X267']
最大化IC权重: [0.005836513001918849, 0.3804841274063781, 0.6136793595917032]
IC加权权重: [0.3477621886898638, 0.3143067218116837, 0.33793108949845246]
创建聚合特征: agg_group_36_X266 (包含 3 个原始特征)
组37 features: ['X44', 'X38', 'X39', 'X40', 'X41', 'X42', 'X43', 'X45', 'X46', 'X47', 'X48', 'X49', 'X50', 'X51', 'X52', 'X53', 'X54']
最大化IC权重: [-0.041253549335965936, 0.006217026734424229, -0.12119981146149311, 0.1335337899848286, 0.08160938871744246, -0.11419129729860031, 0.059424317437054, -0.012409578727410097, 0.047037467398892946, 0.024583800039555435, -0.09525124832716753, -0.05262652341272732, 0.08256734088096339, -0.011925983053299734, 0.050619991654260656, 0.016931053286931043, -0.048617832248983375]
IC加权权重: [0.06606974108222123, 0.05582030057762204, 0.05544721251346478, 0.06481174826066316, 0.05680701520555982, 0.06545821325122052, 0.05861675234505543, 0.05627690233526373, 0.06570354810774957, 0.05628295803574894, 0.06528720813882703, 0.055939329107846957, 0.06425870153596669, 0.05037655026528891, 0.057122689048128096, 0.04970014825391222, 0.05602098193546089]
创建聚合特征: agg_group_37_X44 (包含 17 个原始特征)
组38 features: ['X111', 'X105', 'X117', 'X153']
最大化IC权重: [0.5025410705995927, -0.13041304360075806, -0.0753639394236048, 0.2916819463760444]
IC加权权重: [0.257620181534276, 0.23781302537155577, 0.24770229285778245, 0.2568645002363858]
创建聚合特征: agg_group_38_X111 (包含 4 个原始特征)
组39 features: ['X77', 'X65', 'X71', 'X113', 'X119', 'X161']
最大化IC权重: [-0.09558259568593606, -0.03576976739503969, 0.2776304489439756, -0.2837499553663516, 0.2507415029905543, -0.05652572961814271]
IC加权权重: [0.2302643955634049, 0.17628637247534365, 0.21285183030456356, 0.11043445569101322, 0.15165633370482048, 0.11850661226085404]
创建聚合特征: agg_group_39_X77 (包含 6 个原始特征)
组40 features: ['X238', 'X239', 'X245', 'X246', 'X485', 'X492']
最大化IC权重: [0.3132233333552838, -0.20147889506810462, -0.23728216289619916, 0.1949891077208947, -0.05124168590355364, 0.0017848150559641731]
IC加权权重: [0.2104720031160403, 0.1962904901244477, 0.20526243039247866, 0.20135690269592355, 0.09355095385535023, 0.09306721981575959]
创建聚合特征: agg_group_40_X238 (包含 6 个原始特征)
组41 features: ['X671', 'X663', 'X666', 'X667', 'X670', 'X674', 'X675']
最大化IC权重: [-0.0233869820135468, 0.05188129806633907, -0.22253429390624466, 0.013039795479371799, 0.31519340477037966, -0.23680516801425988, 0.1371590577498582]
IC加权权重: [0.1856241009131408, 0.13146339723278538, 0.13635326275323478, 0.16769583950388917, 0.14902126992893217, 0.09194359635393445, 0.13789853331408325]
创建聚合特征: agg_group_41_X671 (包含 7 个原始特征)
组42 features: ['X384', 'X342', 'X372', 'X378', 'X420', 'X426']
最大化IC权重: [-0.16685484537721207, 0.0210696906807674, -0.03389142791569446, 0.271655978320791, -0.2643740554626781, 0.24215400224285694]
IC加权权重: [0.19389277306568478, 0.1803595275472001, 0.15089188054693126, 0.1810269462886076, 0.13296216831319319, 0.16086670423838306]
创建聚合特征: agg_group_42_X384 (包含 6 个原始特征)
组43 features: ['X319', 'X313']
最大化IC权重: [0.9377555259518242, 0.06224447404817589]
IC加权权重: [0.5098452828016656, 0.4901547171983342]
创建聚合特征: agg_group_43_X319 (包含 2 个原始特征)
组44 features: ['X203', 'X195', 'X202', 'X209', 'X210']
最大化IC权重: [0.31972370288649626, 0.02662296941088064, -0.2526120679516609, 0.17180447751955427, -0.22923678223140778]
IC加权权重: [0.29238325243939495, 0.16852512625798122, 0.15936574919563806, 0.1362294575344367, 0.2434964145725489]
创建聚合特征: agg_group_44_X203 (包含 5 个原始特征)
组45 features: ['X147', 'X141', 'X159']
最大化IC权重: [0.6633996298637788, -0.25011052439309484, 0.08648984574312636]
IC加权权重: [0.3740876729165881, 0.2736908851953464, 0.3522214418880654]
创建聚合特征: agg_group_45_X147 (包含 3 个原始特征)
组46 features: ['X94', 'X82', 'X88', 'X130', 'X136', 'X178']
最大化IC权重: [0.3652301529097289, 0.07336819372646383, -0.28187821039873273, 0.09156504901124916, -0.07530065502547559, -0.11265773892834985]
IC加权权重: [0.23639704542765327, 0.154519642043336, 0.1985596596339828, 0.1451586138120412, 0.16840423166891938, 0.09696080741406726]
创建聚合特征: agg_group_46_X94 (包含 6 个原始特征)
组47 features: ['X133', 'X127']
最大化IC权重: [0.8894598348334614, -0.1105401651665386]
IC加权权重: [0.5187568992030941, 0.48124310079690596]
创建聚合特征: agg_group_47_X133 (包含 2 个原始特征)
组48 features: ['X274', 'X273', 'X275']
最大化IC权重: [-0.3536387498423691, 0.28026717624983677, 0.366094073907794]
IC加权权重: [0.33824743835003074, 0.33070707676939204, 0.3310454848805773]
创建聚合特征: agg_group_48_X274 (包含 3 个原始特征)
组49 features: ['X163', 'X121', 'X151', 'X157']
最大化IC权重: [0.34224065661532777, 0.0708623646044727, 0.15936802418049842, -0.4275289545997011]
IC加权权重: [0.2800613743560217, 0.2590783378263614, 0.2135597940050234, 0.2473004938125936]
创建聚合特征: agg_group_49_X163 (包含 4 个原始特征)
组50 features: ['X431', 'X430', 'X433', 'X434', 'X436', 'X437']
最大化IC权重: [0.14780772841518316, -0.26467809652335383, 0.2728064411927369, 0.10601602746809467, -0.028237328005618314, -0.1804543783950132]
IC加权权重: [0.19970548629662493, 0.1453915027826535, 0.1620150100376943, 0.18440636851528747, 0.15390802950194288, 0.15457360286579677]
创建聚合特征: agg_group_50_X431 (包含 6 个原始特征)
组51 features: ['X586', 'X574', 'X580', 'X592']
最大化IC权重: [0.37719600795906133, -0.3488804185955463, 0.1417382445796803, -0.13218532886571208]
IC加权权重: [0.35525382038462955, 0.1615272396401957, 0.14364865433433477, 0.3395702856408401]
创建聚合特征: agg_group_51_X586 (包含 4 个原始特征)
组52 features: ['X349']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_52_X349 (包含 1 个原始特征)
组53 features: ['X501', 'X499', 'X500']
最大化IC权重: [0.5501754976830471, 0.14034615648663173, -0.3094783458303212]
IC加权权重: [0.35904612636455613, 0.3011445897556169, 0.339809283879827]
创建聚合特征: agg_group_53_X501 (包含 3 个原始特征)
组54 features: ['X740', 'X732', 'X736']
最大化IC权重: [-0.11406183832499765, -0.366663767533895, 0.5192743941411073]
IC加权权重: [0.45062074906251653, 0.18629438141081275, 0.36308486952667074]
创建聚合特征: agg_group_54_X740 (包含 3 个原始特征)
组55 features: ['X612', 'X606', 'X609']
最大化IC权重: [0.6258974174300002, -0.18145193602430512, -0.19265064654569472]
IC加权权重: [0.44388029328288026, 0.2144456428877068, 0.34167406382941284]
创建聚合特征: agg_group_55_X612 (包含 3 个原始特征)
组56 features: ['X330', 'X324']
最大化IC权重: [0.7973064942251725, -0.20269350577482761]
IC加权权重: [0.5570233357215189, 0.4429766642784811]
创建聚合特征: agg_group_56_X330 (包含 2 个原始特征)
组57 features: ['X748']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_57_X748 (包含 1 个原始特征)
组58 features: ['X657']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_58_X657 (包含 1 个原始特征)
组59 features: ['X233', 'X232']
最大化IC权重: [0.7216743336942852, 0.27832566630571476]
IC加权权重: [0.510272280696796, 0.4897277193032039]
创建聚合特征: agg_group_59_X233 (包含 2 个原始特征)
组60 features: ['X727', 'X719', 'X722', 'X723', 'X726', 'X730', 'X731']
最大化IC权重: [0.17141083787824735, 0.08473248760582354, 0.016123241486514856, -0.26543118715035496, 0.08998706119620527, -0.22242249887736204, 0.14989268580549187]
IC加权权重: [0.1825044686766736, 0.11600191139897724, 0.13581194415644804, 0.15208027446686198, 0.15556831289686227, 0.10729485032655575, 0.15073823807762096]
创建聚合特征: agg_group_60_X727 (包含 7 个原始特征)
组61 features: ['X766', 'X764', 'X765', 'X767']
最大化IC权重: [0.5563065144873716, -0.21951034045445136, -0.00626879881829236, -0.2179143462398848]
IC加权权重: [0.2965447001554265, 0.20324084981895368, 0.26575383833408867, 0.23446061169153123]
创建聚合特征: agg_group_61_X766 (包含 4 个原始特征)
组62 features: ['X56', 'X55']
最大化IC权重: [0.5849922624811534, -0.4150077375188466]
IC加权权重: [0.5274434016473374, 0.47255659835266256]
创建聚合特征: agg_group_62_X56 (包含 2 个原始特征)
组63 features: ['X307']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_63_X307 (包含 1 个原始特征)
组64 features: ['X187', 'X33', 'X34', 'X35', 'X184', 'X185', 'X188', 'X190', 'X191']
最大化IC权重: [-0.031020903787551887, -0.30694561734010556, 0.09092926414051833, 0.18651806737025353, 0.04061959731365686, -0.13553577982439685, -0.008613925934036929, 0.05389466615005035, 0.14592217813942973]
IC加权权重: [0.1289522476584035, 0.08358267603566866, 0.11545456814286588, 0.09316205250743015, 0.12784010464936896, 0.09861239328816915, 0.1087982295541577, 0.1262549009577134, 0.1173428272062227]
创建聚合特征: agg_group_64_X187 (包含 9 个原始特征)
组65 features: ['X115', 'X109']
最大化IC权重: [0.655050018628997, -0.3449499813710029]
IC加权权重: [0.5418808408573887, 0.45811915914261137]
创建聚合特征: agg_group_65_X115 (包含 2 个原始特征)
组66 features: ['X709']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_66_X709 (包含 1 个原始特征)
组67 features: ['X237', 'X236', 'X243', 'X244', 'X484', 'X491']
最大化IC权重: [0.46944981619447407, -0.05556686021038017, 0.04342971097198036, -0.3806427877084054, 0.003674164728177583, -0.04723666018658249]
IC加权权重: [0.2218992191569702, 0.17455090685515676, 0.15773248055732378, 0.20245382734075545, 0.12632596131529514, 0.11703760477449865]
创建聚合特征: agg_group_67_X237 (包含 6 个原始特征)
组68 features: ['X36', 'X37']
最大化IC权重: [0.8243769442376434, -0.17562305576235662]
IC加权权重: [0.5257317230482756, 0.47426827695172435]
创建聚合特征: agg_group_68_X36 (包含 2 个原始特征)
组69 features: ['X123', 'X129', 'X135', 'X165', 'X171']
最大化IC权重: [0.40888232934966556, -0.23655711191699563, -0.09925522135302474, -0.12483917896095023, 0.13046615841936401]
IC加权权重: [0.30564593701391635, 0.2019058504956749, 0.09420862020306277, 0.24389496023504012, 0.1543446320523059]
创建聚合特征: agg_group_69_X123 (包含 5 个原始特征)
组70 features: ['X247', 'X240', 'X487', 'X494']
最大化IC权重: [0.5203254673983879, -0.3616730307013828, -0.05044626034171446, -0.06755524155851496]
IC加权权重: [0.395808186538, 0.3617097176911558, 0.11273009834581259, 0.12975199742503163]
创建聚合特征: agg_group_70_X247 (包含 4 个原始特征)
组71 features: ['X582', 'X558', 'X564', 'X570', 'X576', 'X579', 'X588', 'X591']
最大化IC权重: [0.408302481710048, -0.08291340435611178, -0.00952009011082596, -0.07709825611397383, 0.1066049536860636, -0.007101207713777474, -0.2769847339571948, -0.031474872352004565]
IC加权权重: [0.18888646318187716, 0.09624602464019326, 0.06382673621216733, 0.15955517136247277, 0.11292731185038002, 0.1110777531615102, 0.13482674740104408, 0.132653792190355]
创建聚合特征: agg_group_71_X582 (包含 8 个原始特征)
组72 features: ['X216', 'X215', 'X222']
最大化IC权重: [0.5363401096474065, -0.43668823743395, -0.026971652918643448]
IC加权权重: [0.5077119010551313, 0.2306977593262075, 0.2615903396186612]
创建聚合特征: agg_group_72_X216 (包含 3 个原始特征)
组73 features: ['X713']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_73_X713 (包含 1 个原始特征)
组74 features: ['X653']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_74_X653 (包含 1 个原始特征)
组75 features: ['X79', 'X67', 'X73', 'X85']
最大化IC权重: [0.3850379327264334, -0.12092841578286005, 0.4618551735782301, 0.03217847791247641]
IC加权权重: [0.2728929325695577, 0.23315031013453208, 0.266404955973713, 0.22755180132219718]
创建聚合特征: agg_group_75_X79 (包含 4 个原始特征)
组76 features: ['X479', 'X478', 'X480']
最大化IC权重: [0.5294633965734381, -0.2566903067998105, -0.2138462966267515]
IC加权权重: [0.360431021852489, 0.3023926478803444, 0.3371763302671667]
创建聚合特征: agg_group_76_X479 (包含 3 个原始特征)
组77 features: ['X63', 'X57', 'X69', 'X75']
最大化IC权重: [0.10484012667045997, -0.06124180242781664, 0.5365011225714187, -0.2974169483303047]
IC加权权重: [0.2763240860651094, 0.22068661058096092, 0.27073183123716565, 0.23225747211676415]
创建聚合特征: agg_group_77_X63 (包含 4 个原始特征)
组78 features: ['X99']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_78_X99 (包含 1 个原始特征)
组79 features: ['X760', 'X17', 'X25']
最大化IC权重: [0.5916860669722137, -0.2866333292041444, 0.12168060382364201]
IC加权权重: [0.3495805824573254, 0.30168054772729314, 0.34873886981538155]
创建聚合特征: agg_group_79_X760 (包含 3 个原始特征)
组80 features: ['X231', 'X230']
最大化IC权重: [0.6593810953463867, -0.3406189046536132]
IC加权权重: [0.6248710710968152, 0.3751289289031849]
创建聚合特征: agg_group_80_X231 (包含 2 个原始特征)
组81 features: ['X729']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_81_X729 (包含 1 个原始特征)
组82 features: ['X613', 'X607', 'X610']
最大化IC权重: [0.09311022783929647, -0.3913676990162181, 0.5155220731444855]
IC加权权重: [0.39588359326070777, 0.254498114682909, 0.34961829205638323]
创建聚合特征: agg_group_82_X613 (包含 3 个原始特征)
组83 features: ['X10', 'X11']
最大化IC权重: [0.7468173153888183, 0.25318268461118165]
IC加权权重: [0.5131292683087705, 0.4868707316912296]
创建聚合特征: agg_group_83_X10 (包含 2 个原始特征)
组84 features: ['X366', 'X354', 'X360', 'X408']
最大化IC权重: [0.5861748558070287, 0.023394200277477257, -0.20570649202944796, -0.1847244518860462]
IC加权权重: [0.3169446125193318, 0.22438595966423436, 0.2791759031586428, 0.17949352465779111]
创建聚合特征: agg_group_84_X366 (包含 4 个原始特征)
组85 features: ['X755']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_85_X755 (包含 1 个原始特征)
组86 features: ['X318', 'X312']
最大化IC权重: [0.7949612459300964, -0.20503875406990357]
IC加权权重: [0.522566367900103, 0.47743363209989703]
创建聚合特征: agg_group_86_X318 (包含 2 个原始特征)
组87 features: ['X498', 'X496', 'X497']
最大化IC权重: [0.2930633512813107, 0.2511965829068841, -0.4557400658118051]
IC加权权重: [0.3570675604410652, 0.3178268879810783, 0.32510555157785664]
创建聚合特征: agg_group_87_X498 (包含 3 个原始特征)
组88 features: ['X428', 'X380', 'X386', 'X416', 'X422']
最大化IC权重: [0.234427884239981, 0.26843149743569517, -0.28699010199914743, -0.07684241960695366, -0.13330809671822275]
IC加权权重: [0.2757034190509884, 0.198354108653402, 0.1277526279271304, 0.15783697005682448, 0.24035287431165464]
创建聚合特征: agg_group_88_X428 (包含 5 个原始特征)
组89 features: ['X684', 'X676', 'X680']
最大化IC权重: [-0.09865876103524773, -0.3862874632814031, 0.5150537756833491]
IC加权权重: [0.4888034306363134, 0.14581163210736628, 0.3653849372563203]
创建聚合特征: agg_group_89_X684 (包含 3 个原始特征)
组90 features: ['X14', 'X9', 'X12', 'X13', 'X15', 'X16']
最大化IC权重: [0.24949487391944483, 0.055983933424059475, 0.0703870948826795, -0.1519714087477852, -0.2900829613270887, 0.18207972769894223]
IC加权权重: [0.22613329071136604, 0.003365214006315584, 0.1949724671006961, 0.18635697197455856, 0.2121038075070122, 0.17706824870005147]
创建聚合特征: agg_group_90_X14 (包含 6 个原始特征)
组91 features: ['X394', 'X388', 'X400', 'X406']
最大化IC权重: [0.6762077221807496, -0.18234217414386555, 0.04137967733403691, -0.10007042634134772]
IC加权权重: [0.27939101012764944, 0.22576866707749765, 0.2681154688097725, 0.2267248539850803]
创建聚合特征: agg_group_91_X394 (包含 4 个原始特征)
组92 features: ['X662', 'X658', 'X659']
最大化IC权重: [0.2947949866891625, -0.42657393943387617, 0.2786310738769613]
IC加权权重: [0.4278480151362817, 0.26189014732587446, 0.3102618375378438]
创建聚合特征: agg_group_92_X662 (包含 3 个原始特征)
组93 features: ['X761', 'X578']
最大化IC权重: [0.9104502109861587, -0.08954978901384122]
IC加权权重: [0.5674155969470449, 0.4325844030529552]
创建聚合特征: agg_group_93_X761 (包含 2 个原始特征)
组94 features: ['X503', 'X502', 'X504', 'X505']
最大化IC权重: [0.33532923072226356, -0.07813352916725627, -0.3924553588811973, 0.19408188122928288]
IC加权权重: [0.267199984394359, 0.21125001533160104, 0.2638996405793594, 0.25765035969468053]
创建聚合特征: agg_group_94_X503 (包含 4 个原始特征)
组95 features: ['X705']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_95_X705 (包含 1 个原始特征)
组96 features: ['X352', 'X346', 'X358', 'X364']
最大化IC权重: [0.637889624410523, 0.08568741643299016, 0.0883378302932083, -0.1880851288632786]
IC加权权重: [0.2818849046775264, 0.2639279916293237, 0.25214255504808536, 0.20204454864506471]
创建聚合特征: agg_group_96_X352 (包含 4 个原始特征)
组97 features: ['X725']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_97_X725 (包含 1 个原始特征)
组98 features: ['X624', 'X622', 'X623']
最大化IC权重: [0.11942161459628672, -0.4762413111806608, 0.4043370742230525]
IC加权权重: [0.4368834705719901, 0.1924853947700616, 0.37063113465794834]
创建聚合特征: agg_group_98_X624 (包含 3 个原始特征)
组99 features: ['X145', 'X103']
最大化IC权重: [0.9735348176460875, 0.026465182353912473]
IC加权权重: [0.5477849231850694, 0.45221507681493056]
创建聚合特征: agg_group_99_X145 (包含 2 个原始特征)
组100 features: ['X362', 'X356', 'X368', 'X398', 'X404', 'X410']
最大化IC权重: [0.34180381788624215, -0.13168617344759562, -0.06868575465599333, 0.10573661178923432, -0.27126653251640254, 0.08082110970453206]
IC加权权重: [0.2161017922404291, 0.2086506797429858, 0.20101736600676473, 0.13297608754904833, 0.12797667209816393, 0.11327740236260798]
创建聚合特征: agg_group_100_X362 (包含 6 个原始特征)
组101 features: ['X340', 'X328', 'X334']
最大化IC权重: [-0.13642910229753138, -0.3292666348089164, 0.5343042628935524]
IC加权权重: [0.3845884200566598, 0.2603127026887479, 0.35509887725459227]
创建聚合特征: agg_group_101_X340 (包含 3 个原始特征)
组102 features: ['X418', 'X412', 'X424']
最大化IC权重: [0.8828720838856349, -0.10176733882708938, 0.015360577287275622]
IC加权权重: [0.3462093893031901, 0.32202193378411376, 0.3317686769126961]
创建聚合特征: agg_group_102_X418 (包含 3 个原始特征)
组103 features: ['X470', 'X442', 'X449', 'X456', 'X463', 'X469', 'X476', 'X477']
最大化IC权重: [0.3043513788212786, 0.03607475175962252, 0.05322219253074236, -0.060362533381554465, -0.045262823071261823, -0.22732949560424598, 0.10994724760397881, -0.1634495772273154]
IC加权权重: [0.1955010702373961, 0.16636874595785947, 0.16215137925839918, 0.11939451142032122, 0.15129316572731397, 0.0897750804446549, 0.029334873557643838, 0.0861811733964113]
创建聚合特征: agg_group_103_X470 (包含 8 个原始特征)
组104 features: ['X495']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_104_X495 (包含 1 个原始特征)
组105 features: ['X382', 'X370', 'X376']
最大化IC权重: [0.18963057728799415, -0.27597019951443413, 0.5343992231975716]
IC加权权重: [0.36037188300800943, 0.29342789709652517, 0.3462002198954654]
创建聚合特征: agg_group_105_X382 (包含 3 个原始特征)
组106 features: ['X770']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_106_X770 (包含 1 个原始特征)
组107 features: ['X768', 'X769']
最大化IC权重: [0.6174993132770572, -0.38250068672294285]
IC加权权重: [0.5568064518668047, 0.4431935481331954]
创建聚合特征: agg_group_107_X768 (包含 2 个原始特征)
组108 features: ['X124', 'X118', 'X166', 'X172']
最大化IC权重: [0.5345092202135046, -0.19144107391927145, -0.234684790978972, -0.039364914888252146]
IC加权权重: [0.38394503203557195, 0.1923442678376772, 0.18740992813800172, 0.23630077198874924]
创建聚合特征: agg_group_108_X124 (包含 4 个原始特征)
组109 features: ['X310', 'X304', 'X316', 'X322']
最大化IC权重: [0.6385980674358627, -0.09847806531686251, 0.0008734269285100234, -0.26205044031876457]
IC加权权重: [0.2956304021193622, 0.27366042756709275, 0.25046188743990005, 0.180247282873645]
创建聚合特征: agg_group_109_X310 (包含 4 个原始特征)
组110 features: ['X615']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_110_X615 (包含 1 个原始特征)
组111 features: ['X644', 'X636', 'X640']
最大化IC权重: [0.3578942960878767, 0.16591971402901515, -0.4761859898831082]
IC加权权重: [0.6462933794590447, 0.06695170087850338, 0.2867549196624518]
创建聚合特征: agg_group_111_X644 (包含 3 个原始特征)
组112 features: ['X718', 'X714', 'X715']
最大化IC权重: [0.41294560176812534, -0.38210189744511197, 0.20495250078676264]
IC加权权重: [0.4174490374535925, 0.28796865746470934, 0.29458230508169814]
创建聚合特征: agg_group_112_X718 (包含 3 个原始特征)
组113 features: ['X81', 'X87', 'X93']
最大化IC权重: [0.181302499255702, 0.41241031115088056, -0.40628718959341753]
IC加权权重: [0.39594041537870805, 0.3421454881412459, 0.26191409648004593]
创建聚合特征: agg_group_113_X81 (包含 3 个原始特征)
组114 features: ['X414']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_114_X414 (包含 1 个原始特征)
组115 features: ['X162', 'X150', 'X156', 'X168']
最大化IC权重: [0.3126912551136476, 0.23784073016132168, -0.4205204474490861, -0.02894756727594455]
IC加权权重: [0.2574366811937432, 0.24952365540902646, 0.2531239990030396, 0.23991566439419082]
创建聚合特征: agg_group_115_X162 (包含 4 个原始特征)
组116 features: ['ask_qty']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_116_ask_qty (包含 1 个原始特征)
组117 features: ['X2', 'X3', 'X4']
最大化IC权重: [-0.08373830974020924, 0.5099991240876354, -0.4062625661721554]
IC加权权重: [0.4557295913351731, 0.3549840969076051, 0.1892863117572219]
创建聚合特征: agg_group_117_X2 (包含 3 个原始特征)
组118 features: ['X584', 'X560', 'X572', 'X590']
最大化IC权重: [0.4759303206981644, -0.010211921203785551, 0.026450149510863805, -0.4874076085871864]
IC加权权重: [0.268744408051586, 0.21004492343178802, 0.26143883823523195, 0.2597718302813939]
创建聚合特征: agg_group_118_X584 (包含 4 个原始特征)
组119 features: ['X545', 'X521', 'X533', 'X539', 'X551', 'X557', 'X563']
最大化IC权重: [0.05103453165039764, -0.016051325954871385, 0.05188593515369652, -0.01601937222805968, -0.06862343612555565, 0.3995472247137334, -0.3968381741736857]
IC加权权重: [0.1557502998381769, 0.12325214138533992, 0.1522745978172248, 0.1430746712191214, 0.14508723309984567, 0.1463135217467069, 0.1342475348935844]
创建聚合特征: agg_group_119_X545 (包含 7 个原始特征)
组120 features: ['X537', 'X525', 'X543', 'X549']
最大化IC权重: [0.5276705569948553, -0.23646214208783434, 0.04119868077262106, -0.1946686201446893]
IC加权权重: [0.272989672533236, 0.22434218716234128, 0.2595610474025549, 0.24310709290186786]
创建聚合特征: agg_group_120_X537 (包含 4 个原始特征)
组121 features: ['X679', 'X678', 'X682', 'X683']
最大化IC权重: [0.36661046596844693, -0.25457737213796416, 0.14049911568450543, -0.23831304620908356]
IC加权权重: [0.46051257314742916, 0.2225848055422618, 0.06891906288534826, 0.24798355842496078]
创建聚合特征: agg_group_121_X679 (包含 4 个原始特征)
组122 features: ['X59']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_122_X59 (包含 1 个原始特征)
组123 features: ['X735', 'X734', 'X738', 'X739']
最大化IC权重: [-0.08808973484783976, 0.16659794688664817, -0.4030017281705793, 0.34231059009493275]
IC加权权重: [0.4043029180639412, 0.21819097381673935, 0.07168949156183198, 0.3058166165574875]
创建聚合特征: agg_group_123_X735 (包含 4 个原始特征)
组124 features: ['X611', 'X605', 'X608']
最大化IC权重: [0.3207843084739625, 0.2704653482098563, -0.40875034331618126]
IC加权权重: [0.33836890033916317, 0.32569485537502263, 0.3359362442858142]
创建聚合特征: agg_group_124_X611 (包含 3 个原始特征)
组125 features: ['X235', 'X242', 'X482', 'X489']
最大化IC权重: [0.3220386777006548, -0.2958880285812663, -0.19604183894009192, 0.18603145477798708]
IC加权权重: [0.31504367275010303, 0.2847256659820013, 0.20122488078043946, 0.19900578048745624]
创建聚合特征: agg_group_125_X235 (包含 4 个原始特征)
组126 features: ['X700', 'X692', 'X696']
最大化IC权重: [0.3425027981984656, 0.18601257935215743, -0.47148462244937694]
IC加权权重: [0.5188263640054035, 0.178609709313215, 0.3025639266813816]
创建聚合特征: agg_group_126_X700 (包含 3 个原始特征)
组127 features: ['X733']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_127_X733 (包含 1 个原始特征)
组128 features: ['X546', 'X534', 'X552']
最大化IC权重: [0.6006927044937183, -0.014570839030785002, -0.38473645647549676]
IC加权权重: [0.4025221157684422, 0.38832917342118495, 0.2091487108103728]
创建聚合特征: agg_group_128_X546 (包含 3 个原始特征)
组129 features: ['X669']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_129_X669 (包含 1 个原始特征)
组130 features: ['X742']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_130_X742 (包含 1 个原始特征)
组131 features: ['X569', 'X575', 'X581', 'X587']
最大化IC权重: [0.3943283902736611, -0.3873989209821765, -0.11155544423625327, 0.10671724450790908]
IC加权权重: [0.2753129876044038, 0.2552954973659139, 0.2390806888283163, 0.23031082620136598]
创建聚合特征: agg_group_131_X569 (包含 4 个原始特征)
组132 features: ['X374']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_132_X374 (包含 1 个原始特征)
组133 features: ['X306']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_133_X306 (包含 1 个原始特征)
组134 features: ['X427', 'X415', 'X421']
最大化IC权重: [0.3785122612433099, 0.1609936020553574, -0.46049413670133266]
IC加权权重: [0.4209220597543308, 0.25262335434362454, 0.32645458590204457]
创建聚合特征: agg_group_134_X427 (包含 3 个原始特征)
组135 features: ['X721']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_135_X721 (包含 1 个原始特征)
组136 features: ['X144']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_136_X144 (包含 1 个原始特征)
组137 features: ['X60', 'X66']
最大化IC权重: [0.6727724143861618, -0.3272275856138382]
IC加权权重: [0.5939279515532155, 0.40607204844678446]
创建聚合特征: agg_group_137_X60 (包含 2 个原始特征)
组138 features: ['X673']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_138_X673 (包含 1 个原始特征)
组139 features: ['X110', 'X62', 'X68', 'X74', 'X80', 'X104', 'X116', 'X122', 'X146', 'X152', 'X158', 'X164', 'X309', 'X315', 'X321', 'X351', 'X357', 'X363', 'X393', 'X399', 'X405']
最大化IC权重: [-0.08045844272763773, 0.009799910998856616, -0.08045844273409955, 0.11993044889679796, -0.033947316131921396, 0.009799911003837071, 0.119930448893479, -0.03394731612437207, 0.009799911020260397, -0.08045844273983102, 0.11993044889884921, -0.03394731610536492, 0.0044033288864803516, 0.034599993042780004, -0.05019389260396268, 0.004403328885491199, 0.03459999305077893, -0.05019389265772569, 0.00440332886542771, 0.03459999302468663, -0.050193892707359765]
IC加权权重: [0.055869391151934115, 0.05352044860744002, 0.055869391151934115, 0.05129446900405852, 0.03392636213343785, 0.05352044860744002, 0.05129446900405852, 0.03392636213343785, 0.05352044860744002, 0.055869391151934115, 0.05129446900405852, 0.03392636213343785, 0.05155418467522003, 0.04782874726390847, 0.03933973049733433, 0.05155418467522003, 0.04782874726390847, 0.03933973049733433, 0.05155418467522003, 0.04782874726390847, 0.03933973049733433]
创建聚合特征: agg_group_139_X110 (包含 21 个原始特征)
组140 features: ['bid_qty']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_140_bid_qty (包含 1 个原始特征)
组141 features: ['X91', 'X97']
最大化IC权重: [0.526178802760519, -0.473821197239481]
IC加权权重: [0.7769170149991897, 0.22308298500081025]
创建聚合特征: agg_group_141_X91 (包含 2 个原始特征)
组142 features: ['X262', 'X256', 'X260', 'X261', 'X263']
最大化IC权重: [-0.35611870582435856, -0.0723773728632768, -0.0710540554918977, 0.2499682885934108, 0.25048157722705605]
IC加权权重: [0.2878058506759648, 0.016543426855820487, 0.14844189647130374, 0.2780136863138533, 0.2691951396830577]
创建聚合特征: agg_group_142_X262 (包含 5 个原始特征)
组143 features: ['X780', 'X778', 'X779']
最大化IC权重: [0.26461645996900596, 0.24857899971615627, -0.4868045403148378]
IC加权权重: [0.7140651594760367, 0.04123726408329224, 0.24469757644067122]
创建聚合特征: agg_group_143_X780 (包含 3 个原始特征)
组144 features: ['X350', 'X392']
最大化IC权重: [0.723212887404257, -0.2767871125957429]
IC加权权重: [0.6023711029995903, 0.3976288970004097]
创建聚合特征: agg_group_144_X350 (包含 2 个原始特征)
组145 features: ['X665']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_145_X665 (包含 1 个原始特征)
组146 features: ['X664', 'X660', 'X668', 'X672']
最大化IC权重: [-0.24339025106195894, 0.05476768106555809, 0.45637424334292925, -0.24546782452955368]
IC加权权重: [0.30581074557085963, 0.2641096698845092, 0.27223302860292736, 0.1578465559417037]
创建聚合特征: agg_group_146_X664 (包含 4 个原始特征)
组147 features: ['X602', 'X596', 'X599']
最大化IC权重: [0.358284861257869, 0.18073256396171408, -0.4609825747804168]
IC加权权重: [0.4246383785224488, 0.2503016948201056, 0.32505992665744554]
创建聚合特征: agg_group_147_X602 (包含 3 个原始特征)
组148 features: ['X483', 'X490']
最大化IC权重: [0.5208455564012485, -0.4791544435987515]
IC加权权重: [0.514223064268, 0.4857769357319999]
创建聚合特征: agg_group_148_X483 (包含 2 个原始特征)
组149 features: ['X61']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_149_X61 (包含 1 个原始特征)
组150 features: ['X155', 'X107', 'X149']
最大化IC权重: [0.47022573771319265, 0.07378970706784474, -0.45598455521896264]
IC加权权重: [0.4302768274303228, 0.341600052022816, 0.22812312054686126]
创建聚合特征: agg_group_150_X155 (包含 3 个原始特征)
组151 features: ['X531']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_151_X531 (包含 1 个原始特征)
组152 features: ['X737']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_152_X737 (包含 1 个原始特征)
组153 features: ['X553', 'X535', 'X547', 'X550', 'X556', 'X559', 'X565']
最大化IC权重: [0.33374207623014424, -0.03340945629431556, -0.23394355602510053, 0.1050252429337952, -0.13033276355002768, 0.07321477739714764, -0.09033212756946897]
IC加权权重: [0.2119908310397197, 0.14170899084371205, 0.15840283360384622, 0.10738716320412828, 0.15429220236156654, 0.10397940196723326, 0.12223857697979405]
创建聚合特征: agg_group_153_X553 (包含 7 个原始特征)
组154 features: ['X527', 'X509', 'X515']
最大化IC权重: [0.07875328170943162, 0.43812147735168633, -0.4831252409388821]
IC加权权重: [0.44937881589446976, 0.2858307762958082, 0.264790407809722]
创建聚合特征: agg_group_154_X527 (包含 3 个原始特征)
组155 features: ['X353', 'X311', 'X317', 'X347', 'X359', 'X365', 'X395', 'X401']
最大化IC权重: [-0.1446938789342339, -0.08542920276829451, 0.111944542199683, 0.05483169146318459, 0.33471916158115644, -0.17048026298300062, 0.00768394570032869, -0.09021731437011822]
IC加权权重: [0.17152998078493056, 0.15170935548923015, 0.15711428265518218, 0.1493940133230366, 0.16507725746093982, 0.12094060764986413, 0.047695629808233615, 0.036538872828582876]
创建聚合特征: agg_group_155_X353 (包含 8 个原始特征)
组156 features: ['X661']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_156_X661 (包含 1 个原始特征)
组157 features: ['X102', 'X108']
最大化IC权重: [0.7581759595488317, -0.2418240404511682]
IC加权权重: [0.5582781186858999, 0.44172188131410006]
创建聚合特征: agg_group_157_X102 (包含 2 个原始特征)
组158 features: ['X460', 'X439', 'X461', 'X467']
最大化IC权重: [0.5148580958330342, 0.1895932333884188, -0.165046403363793, 0.13050226741475396]
IC加权权重: [0.6155775391248007, 0.036981848782934236, 0.3156719272445492, 0.03176868484771599]
创建聚合特征: agg_group_158_X460 (包含 4 个原始特征)
组159 features: ['X345', 'X92', 'X98', 'X134', 'X140', 'X176', 'X182', 'X333', 'X339', 'X375', 'X381', 'X387', 'X417', 'X423', 'X429']
最大化IC权重: [0.11298769251012554, 0.057419530879041066, -0.0695280643969108, 0.05741953086234128, -0.06952806438692682, 0.05741953087854738, -0.06952806438693335, -0.00048381244528035417, -0.09291423309472586, -0.0004838125767565232, -0.09291423309474432, 0.1129876924003885, -0.0004838124404727476, -0.09291423314176589, 0.11298769250503955]
IC加权权重: [0.11140087523540483, 0.053467683925855936, 0.09932064694980115, 0.053467683925855936, 0.09932064694980115, 0.053467683925855936, 0.09932064694980115, 0.010268633486815924, 0.058875493735455496, 0.010268633486815924, 0.058875493735455496, 0.11140087523540483, 0.010268633486815924, 0.058875493735455496, 0.11140087523540483]
创建聚合特征: agg_group_159_X345 (包含 15 个原始特征)
组160 features: ['X90', 'X78', 'X84', 'X96']
最大化IC权重: [0.49744647974031014, 0.06745837317657372, -0.16961914891057192, -0.26547599817254425]
IC加权权重: [0.38391509537915697, 0.03172458588110869, 0.28934729644851986, 0.2950130222912144]
创建聚合特征: agg_group_160_X90 (包含 4 个原始特征)
组161 features: ['X76', 'X64', 'X70', 'X112', 'X160']
最大化IC权重: [0.29110573441699544, 0.24758643675314163, -0.3938378597685311, -0.05118145642635363, -0.016288512634978422]
IC加权权重: [0.25356867154990914, 0.22965681843259042, 0.23088664684335805, 0.13781837847718262, 0.14806948469695974]
创建聚合特征: agg_group_161_X76 (包含 5 个原始特征)
组162 features: ['X555', 'X567']
最大化IC权重: [0.7050162106796348, -0.2949837893203653]
IC加权权重: [0.5880178229629591, 0.4119821770370409]
创建聚合特征: agg_group_162_X555 (包含 2 个原始特征)
组163 features: ['X257', 'X258']
最大化IC权重: [0.6246535259783814, -0.37534647402161864]
IC加权权重: [0.6103647280027059, 0.3896352719972941]
创建聚合特征: agg_group_163_X257 (包含 2 个原始特征)
组164 features: ['X493', 'X486']
最大化IC权重: [0.6127392702148792, -0.3872607297851209]
IC加权权重: [0.5040175391851539, 0.495982460814846]
创建聚合特征: agg_group_164_X493 (包含 2 个原始特征)
组165 features: ['sell_qty', 'buy_qty', 'volume']
最大化IC权重: [0.5403836079443053, -0.3665212738840083, 0.09309511817168654]
IC加权权重: [0.436447903967494, 0.21933535470209659, 0.34421674133040936]
创建聚合特征: agg_group_165_sell_qty (包含 3 个原始特征)
组166 features: ['X747']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_166_X747 (包含 1 个原始特征)
组167 features: ['X566', 'X548', 'X554']
最大化IC权重: [0.006751612937685871, 0.49663522074828936, -0.49661316631402475]
IC加权权重: [0.3861314496900901, 0.3224487866913171, 0.2914197636185928]
创建聚合特征: agg_group_167_X566 (包含 3 个原始特征)
组168 features: ['X326', 'X314', 'X320', 'X332']
最大化IC权重: [0.43489526155992614, 0.09483778800646975, -0.3607828589317681, -0.109484091501836]
IC加权权重: [0.2928695372328253, 0.19586891411007445, 0.25118116864817336, 0.2600803800089268]
创建聚合特征: agg_group_168_X326 (包含 4 个原始特征)
组169 features: ['bid_ask_imbalance']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_169_bid_ask_imbalance (包含 1 个原始特征)
组170 features: ['X522']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_170_X522 (包含 1 个原始特征)
组171 features: ['X174', 'X180']
最大化IC权重: [0.5243004010379831, -0.47569959896201697]
IC加权权重: [0.6733496211081966, 0.3266503788918033]
创建聚合特征: agg_group_171_X174 (包含 2 个原始特征)
组172 features: ['X763']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_172_X763 (包含 1 个原始特征)
组173 features: ['X639', 'X634', 'X635', 'X638', 'X642', 'X643']
最大化IC权重: [-0.1906024249511317, -0.14782756653540785, 0.11027558276966137, 0.2685597793400675, -0.15884742460250967, 0.12388722180122201]
IC加权权重: [0.19411159974249842, 0.14305964688405312, 0.16340378203229583, 0.17399162751041705, 0.15106872711448205, 0.17436461671625358]
创建聚合特征: agg_group_173_X639 (包含 6 个原始特征)
组174 features: ['X771']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_174_X771 (包含 1 个原始特征)
组175 features: ['X745']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_175_X745 (包含 1 个原始特征)
组176 features: ['X743', 'X214', 'X620', 'X621']
最大化IC权重: [0.10583729044982772, -0.08001023483173458, -0.41567689147310466, 0.39847558324533305]
IC加权权重: [0.5420766394620661, 0.12968953157130295, 0.023663962475360012, 0.30456986649127094]
创建聚合特征: agg_group_176_X743 (包含 4 个原始特征)
组177 features: ['X746']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_177_X746 (包含 1 个原始特征)
组178 features: ['X616', 'X617', 'X618', 'X619']
最大化IC权重: [-0.15718074707202942, 0.20910181183698565, 0.298413314308305, -0.33530412678267996]
IC加权权重: [0.39360738020827307, 0.3171615217999713, 0.2115231075176184, 0.07770799047413729]
创建聚合特征: agg_group_178_X616 (包含 4 个原始特征)
组179 features: ['X448', 'X440', 'X441', 'X447', 'X454', 'X455', 'X468', 'X475']
最大化IC权重: [-0.13982279725538954, -0.2410980364552619, 0.1528870463768856, 0.3098084582514587, -0.08269044761491744, 0.02552916777676726, 0.011990630445309175, 0.036173415824010284]
IC加权权重: [0.20446969063510284, 0.11602104438788247, 0.18587662469799365, 0.1507823436464402, 0.114087565808778, 0.15364678605510396, 0.07375167735906678, 0.0013642674096320936]
创建聚合特征: agg_group_179_X448 (包含 8 个原始特征)
组180 features: ['X604', 'X598', 'X601']
最大化IC权重: [0.6147855411986032, -0.03371626446767547, -0.35149819433372137]
IC加权权重: [0.4392558449569306, 0.2220588809882301, 0.3386852740548392]
创建聚合特征: agg_group_180_X604 (包含 3 个原始特征)
组181 features: ['X305']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_181_X305 (包含 1 个原始特征)
组182 features: ['X585', 'X561', 'X573']
最大化IC权重: [0.5951740657786442, -0.2577197803365724, -0.1471061538847834]
IC加权权重: [0.47379825681875787, 0.1879923938179641, 0.33820934936327796]
创建聚合特征: agg_group_182_X585 (包含 3 个原始特征)
组183 features: ['log_volume']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_183_log_volume (包含 1 个原始特征)
组184 features: ['X717']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_184_X717 (包含 1 个原始特征)
组185 features: ['X344', 'X338']
最大化IC权重: [0.6689096053076341, -0.3310903946923658]
IC加权权重: [0.535749018518159, 0.464250981481841]
创建聚合特征: agg_group_185_X344 (包含 2 个原始特征)
组186 features: ['X402', 'X396']
最大化IC权重: [0.5395790921986003, -0.4604209078013997]
IC加权权重: [0.6708133655546419, 0.3291866344453581]
创建聚合特征: agg_group_186_X402 (包含 2 个原始特征)
组187 features: ['X323', 'X329']
最大化IC权重: [0.5371668359139309, -0.46283316408606917]
IC加权权重: [0.9040016428696859, 0.09599835713031414]
创建聚合特征: agg_group_187_X323 (包含 2 个原始特征)
组188 features: ['X248', 'X253', 'X254', 'X255']
最大化IC权重: [0.042892603452955, -0.19976281113673983, 0.4599370389245038, -0.29740754648580137]
IC加权权重: [0.27424766609462514, 0.2155736084427204, 0.259601104559293, 0.2505776209033615]
创建聚合特征: agg_group_188_X248 (包含 4 个原始特征)
组189 features: ['X699', 'X691', 'X694', 'X695', 'X698', 'X702', 'X703']
最大化IC权重: [0.2537626215966594, -0.0030969920491258273, 0.13565688910207932, -0.13958628454098357, -0.2397946143551013, 0.1109723587013925, -0.11713023965465809]
IC加权权重: [0.2069482910646636, 0.09384296302502415, 0.134048644635751, 0.1732429935634227, 0.15817159488576935, 0.1179323948740583, 0.11581311795131087]
创建聚合特征: agg_group_189_X699 (包含 7 个原始特征)
组190 features: ['X540']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_190_X540 (包含 1 个原始特征)
组191 features: ['X541']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_191_X541 (包含 1 个原始特征)
组192 features: ['X583', 'X571', 'X577', 'X589']
最大化IC权重: [0.44418532552584944, 0.3548570722207973, -0.06053238155696756, -0.1404252206963856]
IC加权权重: [0.49374146645703554, 0.019084539651093243, 0.12342781290366701, 0.36374618098820416]
创建聚合特征: agg_group_192_X583 (包含 4 个原始特征)
组193 features: ['X192', 'X193', 'X199', 'X200', 'X206', 'X220', 'X227']
最大化IC权重: [0.17593866172565814, -0.030732063099797764, 0.12022072336143828, 0.00782233516548196, -0.24988310715998882, -0.21864757828290804, 0.19675553120472702]
IC加权权重: [0.2048623663541426, 0.07038662628801115, 0.19290256829668134, 0.07299825082387947, 0.1959328884051664, 0.08462404893236213, 0.17829325089975698]
创建聚合特征: agg_group_193_X192 (包含 7 个原始特征)
组194 features: ['X536', 'X524', 'X530', 'X542']
最大化IC权重: [0.4006428423894344, -0.11528657014699825, 0.10295244364860857, -0.3811181438149588]
IC加权权重: [0.29742935642089297, 0.21797293371448925, 0.20536259406516957, 0.2792351157994482]
创建聚合特征: agg_group_194_X536 (包含 4 个原始特征)
组195 features: ['X513']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_195_X513 (包含 1 个原始特征)
组196 features: ['X716', 'X720']
最大化IC权重: [0.8285174197132462, -0.17148258028675384]
IC加权权重: [0.5544004936900373, 0.4455995063099627]
创建聚合特征: agg_group_196_X716 (包含 2 个原始特征)
组197 features: ['X249', 'X250', 'X251']
最大化IC权重: [-0.0006817895874373499, 0.5013285592681663, 0.4979896511443963]
IC加权权重: [0.6230810694427152, 0.22291515885538862, 0.15400377170189603]
创建聚合特征: agg_group_197_X249 (包含 3 个原始特征)
组198 features: ['X148', 'X106', 'X142', 'X154']
最大化IC权重: [0.5313036173799514, -0.06915084367897119, -0.21998129346577075, -0.1795642454753066]
IC加权权重: [0.30049507480689897, 0.23303708050524355, 0.1673278830753416, 0.2991399616125159]
创建聚合特征: agg_group_198_X148 (包含 4 个原始特征)
组199 features: ['X58', 'X100']
最大化IC权重: [0.6008350380972269, -0.3991649619027732]
IC加权权重: [0.6895738577363774, 0.3104261422636227]
创建聚合特征: agg_group_199_X58 (包含 2 个原始特征)
组200 features: ['X749']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_200_X749 (包含 1 个原始特征)
组201 features: ['X348']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_201_X348 (包含 1 个原始特征)
组202 features: ['X650', 'X646', 'X647', 'X651', 'X654', 'X655']
最大化IC权重: [0.3349382407393365, -0.17917583208195303, -0.12737536115168147, -0.24061302930613027, -0.08105758626554714, 0.0368399504553516]
IC加权权重: [0.3201385792069088, 0.15567622826357033, 0.0060518614374185575, 0.10998183604937399, 0.31331365285566615, 0.09483784218706222]
创建聚合特征: agg_group_202_X650 (包含 6 个原始特征)
组203 features: ['X649']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_203_X649 (包含 1 个原始特征)
组204 features: ['X177']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_204_X177 (包含 1 个原始特征)
组205 features: ['X510']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_205_X510 (包含 1 个原始特征)
组206 features: ['X594', 'X597']
最大化IC权重: [0.6024456483786174, -0.39755435162138264]
IC加权权重: [0.6642719634607218, 0.3357280365392782]
创建聚合特征: agg_group_206_X594 (包含 2 个原始特征)
组207 features: ['X114', 'X120', 'X126']
最大化IC权重: [0.5217273508011298, -0.42219878408292044, 0.05607386511594976]
IC加权权重: [0.5877822997225056, 0.24393437228822554, 0.1682833279892689]
创建聚合特征: agg_group_207_X114 (包含 3 个原始特征)
组208 features: ['X633']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_208_X633 (包含 1 个原始特征)
组209 features: ['X637']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_209_X637 (包含 1 个原始特征)
组210 features: ['order_flow_imbalance', 'selling_pressure']
最大化IC权重: [0.5057580483299995, -0.4942419516700004]
IC加权权重: [0.5037783657479699, 0.4962216342520301]
创建聚合特征: agg_group_210_order_flow_imbalance (包含 2 个原始特征)
组211 features: ['X229', 'X228']
最大化IC权重: [0.5183515935207544, 0.4816484064792456]
IC加权权重: [0.7828955230444794, 0.21710447695552057]
创建聚合特征: agg_group_211_X229 (包含 2 个原始特征)
组212 features: ['X1', 'X5', 'X6', 'X7', 'X8']
最大化IC权重: [0.27159459533599023, 0.1380664853236391, 0.23209319896822841, -0.04228805113435061, -0.31595766923779167]
IC加权权重: [0.41113406669179225, 0.07080069305399105, 0.10590909881546837, 0.17749409388221438, 0.234662047556534]
创建聚合特征: agg_group_212_X1 (包含 5 个原始特征)
组213 features: ['X538', 'X526']
最大化IC权重: [0.7380051960783119, -0.26199480392168817]
IC加权权重: [0.5973930339605347, 0.4026069660394652]
创建聚合特征: agg_group_213_X538 (包含 2 个原始特征)
组214 features: ['X519']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_214_X519 (包含 1 个原始特征)
组215 features: ['X409', 'X397', 'X403']
最大化IC权重: [0.285221598158877, 0.2331647350551956, -0.4816136667859274]
IC加权权重: [0.4395296254803272, 0.282985792280966, 0.2774845822387068]
创建聚合特征: agg_group_215_X409 (包含 3 个原始特征)
组216 features: ['X194', 'X201', 'X207', 'X208', 'X221']
最大化IC权重: [-0.051128075224270014, 0.291538599344878, 0.43996890619470147, 0.2104830694575834, -0.006881349778567218]
IC加权权重: [0.25639612535965406, 0.24190482547259176, 0.15917563093291812, 0.1907130401609455, 0.1518103780738904]
创建聚合特征: agg_group_216_X194 (包含 5 个原始特征)
组217 features: ['X213']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_217_X213 (包含 1 个原始特征)
组218 features: ['X631', 'X630']
最大化IC权重: [0.5778562016684808, -0.4221437983315192]
IC加权权重: [0.534584243863145, 0.4654157561368551]
创建聚合特征: agg_group_218_X631 (包含 2 个原始特征)
组219 features: ['X528']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_219_X528 (包含 1 个原始特征)
组220 features: ['X259']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_220_X259 (包含 1 个原始特征)
组221 features: ['X308']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_221_X308 (包含 1 个原始特征)
组222 features: ['X544']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_222_X544 (包含 1 个原始特征)
组223 features: ['X523']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_223_X523 (包含 1 个原始特征)
组224 features: ['X641']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_224_X641 (包含 1 个原始特征)
组225 features: ['X252']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_225_X252 (包含 1 个原始特征)
组226 features: ['liquidity_ratio']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_226_liquidity_ratio (包含 1 个原始特征)
组227 features: ['X72']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_227_X72 (包含 1 个原始特征)
组228 features: ['X327', 'X86', 'X128', 'X170', 'X369', 'X411']
最大化IC权重: [0.18191920449393822, -0.1514141288034187, -0.15141412879695146, -0.15141412880764873, 0.1819192045390535, 0.18191920455898933]
IC加权权重: [0.325450780294016, 0.007882553039317388, 0.007882553039317388, 0.007882553039317388, 0.325450780294016, 0.325450780294016]
创建聚合特征: agg_group_228_X327 (包含 6 个原始特征)
组229 features: ['X724', 'X728']
最大化IC权重: [0.5286895223338478, -0.47131047766615225]
IC加权权重: [0.7500596646112625, 0.24994033538873753]
创建聚合特征: agg_group_229_X724 (包含 2 个原始特征)
组230 features: ['X391']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_230_X391 (包含 1 个原始特征)
组231 features: ['X234', 'X241', 'X481', 'X488']
最大化IC权重: [0.38297033230489075, -0.36129663556544483, 0.12800010956602756, -0.12773292256363697]
IC加权权重: [0.2966616141588451, 0.25191181760742104, 0.23714678244324117, 0.21427978579049264]
创建聚合特征: agg_group_231_X234 (包含 4 个原始特征)
组232 features: ['X516']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_232_X516 (包含 1 个原始特征)
组233 features: ['X677']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_233_X677 (包含 1 个原始特征)
组234 features: ['X517', 'X511']
最大化IC权重: [0.7668546982644832, -0.2331453017355168]
IC加权权重: [0.5231958676810933, 0.47680413231890684]
创建聚合特征: agg_group_234_X517 (包含 2 个原始特征)
组235 features: ['X603', 'X600']
最大化IC权重: [0.5345409497539204, -0.4654590502460797]
IC加权权重: [0.7063558308583439, 0.2936441691416561]
创建聚合特征: agg_group_235_X603 (包含 2 个原始特征)
组236 features: ['X593']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_236_X593 (包含 1 个原始特征)
组237 features: ['X413', 'X371', 'X377', 'X407', 'X419', 'X425']
最大化IC权重: [0.25519001712500183, -0.23487268947453194, 0.23863098152915818, 0.05106471494725252, -0.1167947320644284, 0.10344686485962716]
IC加权权重: [0.38559558456416804, 0.02499830945455009, 0.16140119293606706, 0.002699576129951782, 0.2097819984337869, 0.21552333848147612]
创建聚合特征: agg_group_237_X413 (包含 6 个原始特征)
组238 features: ['buy_sell_ratio']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_238_buy_sell_ratio (包含 1 个原始特征)
组239 features: ['X520', 'X514']
最大化IC权重: [0.7041202097314893, -0.2958797902685108]
IC加权权重: [0.520183197956812, 0.47981680204318805]
创建聚合特征: agg_group_239_X520 (包含 2 个原始特征)
组240 features: ['X741']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_240_X741 (包含 1 个原始特征)
组241 features: ['X595']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_241_X595 (包含 1 个原始特征)
组242 features: ['X706', 'X707', 'X710', 'X711']
最大化IC权重: [0.2879638148148501, -0.24779310988975953, -0.25063806366259217, 0.21360501163279802]
IC加权权重: [0.5101950717146664, 0.37301156563733856, 0.06201158881701569, 0.054781773830979444]
创建聚合特征: agg_group_242_X706 (包含 4 个原始特征)
组243 features: ['X389']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_243_X389 (包含 1 个原始特征)
组244 features: ['X138', 'X132']
最大化IC权重: [0.5054936838453925, 0.49450631615460744]
IC加权权重: [0.8298979245471437, 0.17010207545285622]
创建聚合特征: agg_group_244_X138 (包含 2 个原始特征)
组245 features: ['X632']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_245_X632 (包含 1 个原始特征)
组246 features: ['X446', 'X453', 'X474']
最大化IC权重: [0.35960218331772803, 0.1464922301293176, 0.4939055865529544]
IC加权权重: [0.45707342100297005, 0.32031026493896614, 0.2226163140580638]
创建聚合特征: agg_group_246_X446 (包含 3 个原始特征)
组247 features: ['X690', 'X686', 'X687']
最大化IC权重: [0.41250627560981357, -0.46137730133297195, 0.12611642305721452]
IC加权权重: [0.7331630990077237, 0.12140647221260409, 0.14543042877967227]
创建聚合特征: agg_group_247_X690 (包含 3 个原始特征)
组248 features: ['X645']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_248_X645 (包含 1 个原始特征)
组249 features: ['X512', 'X518']
最大化IC权重: [0.5095950756558708, -0.49040492434412924]
IC加权权重: [0.5422187629325096, 0.4577812370674904]
创建聚合特征: agg_group_249_X512 (包含 2 个原始特征)
组250 features: ['effective_spread_proxy']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_250_effective_spread_proxy (包含 1 个原始特征)
组251 features: ['X701']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_251_X701 (包含 1 个原始特征)
组252 features: ['X775', 'X774', 'X776', 'X777']
最大化IC权重: [0.47508261061784546, -0.18403020137205822, -0.315657297415526, 0.025229890594570252]
IC加权权重: [0.3714745467110048, 0.3336190439599248, 0.24190551522188228, 0.05300089410718805]
创建聚合特征: agg_group_252_X775 (包含 4 个原始特征)
组253 features: ['X390']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_253_X390 (包含 1 个原始特征)
组254 features: ['X532']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_254_X532 (包含 1 个原始特征)
组255 features: ['X529']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_255_X529 (包含 1 个原始特征)
组256 features: ['X143']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_256_X143 (包含 1 个原始特征)
组257 features: ['X773', 'X772']
最大化IC权重: [0.6875594235586503, 0.3124405764413496]
IC加权权重: [0.5031219920519281, 0.496878007948072]
创建聚合特征: agg_group_257_X773 (包含 2 个原始特征)
组258 features: ['X685']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_258_X685 (包含 1 个原始特征)
组259 features: ['X697']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_259_X697 (包含 1 个原始特征)
组260 features: ['X689']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_260_X689 (包含 1 个原始特征)
组261 features: ['X101']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_261_X101 (包含 1 个原始特征)
组262 features: ['X681']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_262_X681 (包含 1 个原始特征)
组263 features: ['X688']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_263_X688 (包含 1 个原始特征)
组264 features: ['X335', 'X341', 'X383']
最大化IC权重: [0.5017344998927091, 0.4585728712342906, 0.03969262887300013]
IC加权权重: [0.45173049555793215, 0.23066758616084693, 0.317601918281221]
创建聚合特征: agg_group_264_X335 (包含 3 个原始特征)
组265 features: ['volume_weighted_sell']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_265_volume_weighted_sell (包含 1 个原始特征)
组266 features: ['X562', 'X568']
最大化IC权重: [0.5038803270722317, 0.49611967292776826]
IC加权权重: [0.8474493287756842, 0.15255067122431581]
创建聚合特征: agg_group_266_X562 (包含 2 个原始特征)
组267 features: ['X462']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_267_X462 (包含 1 个原始特征)
组268 features: ['X693']
最大化IC权重: [1.0]
IC加权权重: [1.0]
创建聚合特征: agg_group_268_X693 (包含 1 个原始特征)
删除了 793 个原始特征: ['X751', 'X554', 'X316', 'X347', 'X454', 'X654', 'X662', 'X753', 'X247', 'X179', 'X262', 'X105', 'X289', 'X318', 'X674', 'X534', 'X591', 'X653', 'X345', 'X96', 'X23', 'X521', 'X184', 'X200', 'X12', 'X658', 'X242', 'X205', 'X148', 'X431', 'X211', 'X257', 'X408', 'X659', 'X244', 'X443', 'X212', 'X35', 'X80', 'X11', 'X379', 'X119', 'X693', 'X7', 'X233', 'X704', 'X632', 'X52', 'X488', 'X677', 'X140', 'X572', 'X224', 'X158', 'X139', 'X414', 'X77', 'X363', 'X539', 'X116', 'X583', 'X490', 'X640', 'X48', 'X250', 'X171', 'X381', 'X562', 'X447', 'X502', 'X775', 'X657', 'X190', 'X735', 'X683', 'X628', 'X535', 'X487', 'X356', 'X725', 'X400', 'X551', 'X382', 'X549', 'X556', 'X359', 'X634', 'X198', 'X678', 'X589', 'X194', 'X299', 'X258', 'X453', 'X445', 'X123', 'X386', 'X419', 'X734', 'X217', 'X315', 'X552', 'X566', 'X213', 'X590', 'X124', 'X385', 'X468', 'X75', 'X541', 'X764', 'X1', 'X293', 'X6', 'X398', 'X109', 'X464', 'X125', 'X41', 'X508', 'X455', 'X310', 'X203', 'X276', 'X150', 'X380', 'X482', 'X295', 'X277', 'X746', 'X114', 'X191', 'X104', 'X763', 'X570', 'X466', 'X529', 'X89', 'bid_qty', 'X231', 'X401', 'X47', 'X300', 'X199', 'X731', 'X113', 'X716', 'X429', 'X585', 'X422', 'X273', 'X475', 'X702', 'X70', 'X25', 'X369', 'X501', 'X227', 'X175', 'X697', 'X557', 'X680', 'X2', 'X362', 'X5', 'X691', 'X462', 'X333', 'X563', 'X94', 'X314', 'X715', 'X442', 'X594', 'X344', 'X193', 'X55', 'X404', 'X342', 'X197', 'X153', 'X173', 'X72', 'X131', 'X38', 'X469', 'X56', 'X122', 'X486', 'X650', 'X10', 'X663', 'log_volume', 'X209', 'X343', 'X225', 'X151', 'X111', 'X546', 'X98', 'X351', 'X692', 'X331', 'X320', 'X497', 'X162', 'X377', 'X405', 'X667', 'X260', 'X483', 'X684', 'X553', 'X759', 'X57', 'X601', 'X33', 'X265', 'X627', 'X721', 'X144', 'X22', 'X305', 'X733', 'X255', 'X252', 'X280', 'X518', 'X204', 'X760', 'X136', 'X201', 'X100', 'X390', 'X297', 'X64', 'X532', 'X290', 'X409', 'X338', 'X306', 'X216', 'X711', 'X745', 'X421', 'X29', 'X15', 'X229', 'sell_qty', 'X626', 'X329', 'X189', 'X615', 'X761', 'X758', 'X384', 'X157', 'X701', 'X417', 'X472', 'X777', 'X434', 'X616', 'X595', 'X325', 'X548', 'X234', 'X477', 'X245', 'X703', 'X220', 'selling_pressure', 'X506', 'X275', 'X622', 'X40', 'X221', 'X676', 'X272', 'X664', 'X736', 'X13', 'X571', 'X66', 'X773', 'X59', 'X353', 'X45', 'X412', 'X444', 'X304', 'X755', 'X349', 'X69', 'X639', 'X608', 'X21', 'X31', 'X266', 'X187', 'X737', 'X708', 'X367', 'X427', 'X660', 'X137', 'X83', 'X87', 'X180', 'X754', 'X152', 'X74', 'X461', 'order_flow_imbalance', 'X263', 'X451', 'X558', 'X374', 'X130', 'X296', 'X710', 'X188', 'X719', 'X292', 'X281', 'X498', 'X147', 'X673', 'X18', 'X118', 'X505', 'X617', 'X770', 'X649', 'X236', 'X531', 'X371', 'X407', 'X607', 'X182', 'X17', 'X3', 'X61', 'X256', 'X641', 'X132', 'X738', 'X495', 'X51', 'X525', 'X465', 'X564', 'X321', 'X713', 'X415', 'X515', 'X473', 'X425', 'X58', 'X618', 'X394', 'X743', 'X593', 'X79', 'X652', 'X682', 'X206', 'X85', 'X230', 'X623', 'X762', 'X49', 'X492', 'X771', 'X700', 'X436', 'X577', 'X326', 'X264', 'X9', 'X603', 'X159', 'X547', 'X573', 'X323', 'X406', 'X698', 'X177', 'X286', 'X586', 'X311', 'X675', 'X186', 'X613', 'liquidity_ratio', 'X391', 'X81', 'X65', 'X699', 'X516', 'X496', 'X232', 'X582', 'X648', 'X418', 'X522', 'X267', 'X178', 'X504', 'X101', 'X720', 'X154', 'X270', 'X526', 'X742', 'X53', 'X375', 'X523', 'X32', 'X690', 'X330', 'X612', 'X403', 'X718', 'X166', 'X167', 'X688', 'X121', 'X598', 'X20', 'X517', 'X766', 'X448', 'X672', 'X336', 'X610', 'X235', 'X467', 'X706', 'X84', 'X642', 'X393', 'X383', 'X313', 'volume', 'X138', 'X279', 'X378', 'X480', 'X426', 'X569', 'X246', 'X340', 'X757', 'X694', 'X223', 'X133', 'X127', 'X748', 'X528', 'X458', 'X485', 'X542', 'X537', 'X103', 'X37', 'X259', 'X671', 'X28', 'X774', 'X39', 'X376', 'X620', 'effective_spread_proxy', 'X729', 'X574', 'X82', 'X494', 'X364', 'X527', 'X411', 'X44', 'X452', 'X484', 'X491', 'X752', 'X588', 'X441', 'X27', 'X739', 'X146', 'X63', 'X722', 'X437', 'X576', 'X67', 'X261', 'X568', 'X478', 'X625', 'X185', 'X550', 'X687', 'X348', 'X226', 'X86', 'X596', 'X228', 'X307', 'ask_qty', 'X646', 'X712', 'bid_ask_imbalance', 'X578', 'X666', 'X337', 'X435', 'X503', 'X778', 'X647', 'X165', 'X519', 'X399', 'X97', 'X397', 'X155', 'X740', 'X779', 'X251', 'X170', 'X126', 'X479', 'X636', 'X208', 'X587', 'X8', 'X339', 'X92', 'X335', 'X756', 'X507', 'X324', 'X237', 'X269', 'X395', 'X520', 'X543', 'X355', 'X651', 'X142', 'X392', 'X128', 'X637', 'X34', 'X291', 'X278', 'X580', 'X686', 'X215', 'X538', 'X643', 'X95', 'X633', 'volume_weighted_sell', 'X456', 'X214', 'X769', 'X196', 'X511', 'X370', 'X446', 'X471', 'X744', 'X705', 'X73', 'X322', 'X241', 'X361', 'X555', 'X30', 'X88', 'X181', 'X317', 'X308', 'X274', 'X210', 'X328', 'X750', 'X222', 'X372', 'X366', 'X624', 'X373', 'X219', 'X665', 'X602', 'X709', 'X540', 'X635', 'X389', 'X36', 'X172', 'X597', 'X609', 'X163', 'X341', 'X283', 'X19', 'X459', 'X115', 'X533', 'X668', 'X309', 'X438', 'X433', 'X723', 'X545', 'X780', 'X327', 'X287', 'X207', 'X530', 'X90', 'X161', 'X354', 'X360', 'X388', 'X352', 'X500', 'X726', 'X606', 'X195', 'X62', 'X332', 'X365', 'X730', 'X129', 'X301', 'X319', 'X346', 'X714', 'X312', 'X413', 'X565', 'X741', 'X218', 'X514', 'X160', 'X605', 'X604', 'X143', 'X747', 'X76', 'X46', 'X253', 'X141', 'X440', 'X599', 'X78', 'X135', 'X611', 'X26', 'X493', 'X357', 'X768', 'X149', 'X581', 'X302', 'X749', 'X679', 'X368', 'X334', 'X282', 'X567', 'X717', 'X50', 'X579', 'X449', 'X303', 'X765', 'X685', 'X560', 'X776', 'X470', 'X156', 'X68', 'X164', 'X134', 'X457', 'X420', 'X117', 'X93', 'X169', 'X424', 'X619', 'X110', 'X513', 'X294', 'X271', 'buy_sell_ratio', 'X689', 'X102', 'X192', 'X24', 'X60', 'X510', 'X695', 'X432', 'X410', 'X350', 'X176', 'X681', 'X561', 'X450', 'X727', 'X42', 'X767', 'X174', 'X481', 'X512', 'X655', 'X106', 'X724', 'X71', 'X592', 'X732', 'X387', 'X240', 'X644', 'X120', 'X16', 'X629', 'X430', 'X638', 'X439', 'X285', 'X645', 'X202', 'X524', 'X575', 'X99', 'X54', 'X288', 'X489', 'X14', 'X239', 'X544', 'X707', 'X460', 'X43', 'X4', 'X559', 'X112', 'X298', 'X254', 'X499', 'X621', 'X631', 'X474', 'X402', 'X428', 'X509', 'X243', 'X423', 'X600', 'X728', 'X249', 'X669', 'X91', 'X630', 'X358', 'X614', 'X396', 'X284', 'X463', 'X168', 'X536', 'X107', 'X476', 'X656', 'X772', 'X248', 'X238', 'X670', 'X108', 'X145', 'X661', 'X183', 'X584', 'buy_qty', 'X696', 'X268', 'X416']
组0 features: ['X752']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_0_X752 (包含 1 个原始特征)
组1 features: ['X21', 'X19', 'X20', 'X22']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_1_X21 (包含 4 个原始特征)
组2 features: ['X28', 'X27', 'X29']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_2_X28 (包含 3 个原始特征)
组3 features: ['X759']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_3_X759 (包含 1 个原始特征)
组4 features: ['X754']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_4_X754 (包含 1 个原始特征)
组5 features: ['X219', 'X217', 'X218', 'X225', 'X226']
最大化IC权重: [0.2, 0.2, 0.2, 0.2, 0.2]
IC加权权重: [nan, nan, nan, nan, nan]
创建聚合特征: agg_group_5_X219 (包含 5 个原始特征)
组6 features: ['X756']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_6_X756 (包含 1 个原始特征)
组7 features: ['X287', 'X264', 'X280', 'X281', 'X282', 'X283', 'X284', 'X285', 'X286', 'X288', 'X289', 'X290', 'X291', 'X292', 'X293', 'X294', 'X295', 'X296', 'X297', 'X432', 'X435', 'X438', 'X762']
最大化IC权重: [0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216, 0.043478260869565216]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_7_X287 (包含 23 个原始特征)
组8 features: ['X753']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_8_X753 (包含 1 个原始特征)
组9 features: ['X614']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_9_X614 (包含 1 个原始特征)
组10 features: ['X751']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_10_X751 (包含 1 个原始特征)
组11 features: ['X298', 'X272', 'X299', 'X300', 'X301', 'X302', 'X303']
最大化IC权重: [0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_11_X298 (包含 7 个原始特征)
组12 features: ['X26']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_12_X26 (包含 1 个原始特征)
组13 features: ['X30', 'X31', 'X32']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_13_X30 (包含 3 个原始特征)
组14 features: ['X465', 'X444', 'X464', 'X466', 'X471', 'X472', 'X473']
最大化IC权重: [0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_14_X465 (包含 7 个原始特征)
组15 features: ['X18']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_15_X18 (包含 1 个原始特征)
组16 features: ['X181', 'X95', 'X131', 'X137', 'X139', 'X169', 'X173', 'X175', 'X179']
最大化IC权重: [0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_16_X181 (包含 9 个原始特征)
组17 features: ['X757']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_17_X757 (包含 1 个原始特征)
组18 features: ['X23', 'X24']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_18_X23 (包含 2 个原始特征)
组19 features: ['X508', 'X506', 'X507']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_19_X508 (包含 3 个原始特征)
组20 features: ['X198', 'X196', 'X197', 'X204', 'X205', 'X211', 'X212']
最大化IC权重: [0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_20_X198 (包含 7 个原始特征)
组21 features: ['X277', 'X276', 'X278', 'X279']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_21_X277 (包含 4 个原始特征)
组22 features: ['X224', 'X223']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_22_X224 (包含 2 个原始特征)
组23 features: ['X656', 'X648', 'X652']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_23_X656 (包含 3 个原始特征)
组24 features: ['X758']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_24_X758 (包含 1 个原始特征)
组25 features: ['X89', 'X83', 'X125', 'X167', 'X336', 'X626']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_25_X89 (包含 6 个原始特征)
组26 features: ['X269', 'X268', 'X270', 'X271']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_26_X269 (包含 4 个原始特征)
组27 features: ['X629', 'X625', 'X627', 'X628']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_27_X629 (包含 4 个原始特征)
组28 features: ['X445', 'X443', 'X450', 'X451', 'X452', 'X457', 'X458', 'X459']
最大化IC权重: [0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_28_X445 (包含 8 个原始特征)
组29 features: ['X744']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_29_X744 (包含 1 个原始特征)
组30 features: ['X373', 'X367', 'X379', 'X385']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_30_X373 (包含 4 个原始特征)
组31 features: ['X750']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_31_X750 (包含 1 个原始特征)
组32 features: ['X186', 'X183', 'X189']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_32_X186 (包含 3 个原始特征)
组33 features: ['X361', 'X355']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_33_X361 (包含 2 个原始特征)
组34 features: ['X331', 'X325', 'X337', 'X343']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_34_X331 (包含 4 个原始特征)
组35 features: ['X712', 'X704', 'X708']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_35_X712 (包含 3 个原始特征)
组36 features: ['X266', 'X265', 'X267']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_36_X266 (包含 3 个原始特征)
组37 features: ['X44', 'X38', 'X39', 'X40', 'X41', 'X42', 'X43', 'X45', 'X46', 'X47', 'X48', 'X49', 'X50', 'X51', 'X52', 'X53', 'X54']
最大化IC权重: [0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705, 0.058823529411764705]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_37_X44 (包含 17 个原始特征)
组38 features: ['X111', 'X105', 'X117', 'X153']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_38_X111 (包含 4 个原始特征)
组39 features: ['X77', 'X65', 'X71', 'X113', 'X119', 'X161']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_39_X77 (包含 6 个原始特征)
组40 features: ['X238', 'X239', 'X245', 'X246', 'X485', 'X492']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_40_X238 (包含 6 个原始特征)
组41 features: ['X671', 'X663', 'X666', 'X667', 'X670', 'X674', 'X675']
最大化IC权重: [0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_41_X671 (包含 7 个原始特征)
组42 features: ['X384', 'X342', 'X372', 'X378', 'X420', 'X426']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_42_X384 (包含 6 个原始特征)
组43 features: ['X319', 'X313']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_43_X319 (包含 2 个原始特征)
组44 features: ['X203', 'X195', 'X202', 'X209', 'X210']
最大化IC权重: [0.2, 0.2, 0.2, 0.2, 0.2]
IC加权权重: [nan, nan, nan, nan, nan]
创建聚合特征: agg_group_44_X203 (包含 5 个原始特征)
组45 features: ['X147', 'X141', 'X159']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_45_X147 (包含 3 个原始特征)
组46 features: ['X94', 'X82', 'X88', 'X130', 'X136', 'X178']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_46_X94 (包含 6 个原始特征)
组47 features: ['X133', 'X127']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_47_X133 (包含 2 个原始特征)
组48 features: ['X274', 'X273', 'X275']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_48_X274 (包含 3 个原始特征)
组49 features: ['X163', 'X121', 'X151', 'X157']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_49_X163 (包含 4 个原始特征)
组50 features: ['X431', 'X430', 'X433', 'X434', 'X436', 'X437']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_50_X431 (包含 6 个原始特征)
组51 features: ['X586', 'X574', 'X580', 'X592']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_51_X586 (包含 4 个原始特征)
组52 features: ['X349']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_52_X349 (包含 1 个原始特征)
组53 features: ['X501', 'X499', 'X500']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_53_X501 (包含 3 个原始特征)
组54 features: ['X740', 'X732', 'X736']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_54_X740 (包含 3 个原始特征)
组55 features: ['X612', 'X606', 'X609']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_55_X612 (包含 3 个原始特征)
组56 features: ['X330', 'X324']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_56_X330 (包含 2 个原始特征)
组57 features: ['X748']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_57_X748 (包含 1 个原始特征)
组58 features: ['X657']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_58_X657 (包含 1 个原始特征)
组59 features: ['X233', 'X232']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_59_X233 (包含 2 个原始特征)
组60 features: ['X727', 'X719', 'X722', 'X723', 'X726', 'X730', 'X731']
最大化IC权重: [0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_60_X727 (包含 7 个原始特征)
组61 features: ['X766', 'X764', 'X765', 'X767']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_61_X766 (包含 4 个原始特征)
组62 features: ['X56', 'X55']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_62_X56 (包含 2 个原始特征)
组63 features: ['X307']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_63_X307 (包含 1 个原始特征)
组64 features: ['X187', 'X33', 'X34', 'X35', 'X184', 'X185', 'X188', 'X190', 'X191']
最大化IC权重: [0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111, 0.1111111111111111]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_64_X187 (包含 9 个原始特征)
组65 features: ['X115', 'X109']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_65_X115 (包含 2 个原始特征)
组66 features: ['X709']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_66_X709 (包含 1 个原始特征)
组67 features: ['X237', 'X236', 'X243', 'X244', 'X484', 'X491']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_67_X237 (包含 6 个原始特征)
组68 features: ['X36', 'X37']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_68_X36 (包含 2 个原始特征)
组69 features: ['X123', 'X129', 'X135', 'X165', 'X171']
最大化IC权重: [0.2, 0.2, 0.2, 0.2, 0.2]
IC加权权重: [nan, nan, nan, nan, nan]
创建聚合特征: agg_group_69_X123 (包含 5 个原始特征)
组70 features: ['X247', 'X240', 'X487', 'X494']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_70_X247 (包含 4 个原始特征)
组71 features: ['X582', 'X558', 'X564', 'X570', 'X576', 'X579', 'X588', 'X591']
最大化IC权重: [0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_71_X582 (包含 8 个原始特征)
组72 features: ['X216', 'X215', 'X222']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_72_X216 (包含 3 个原始特征)
组73 features: ['X713']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_73_X713 (包含 1 个原始特征)
组74 features: ['X653']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_74_X653 (包含 1 个原始特征)
组75 features: ['X79', 'X67', 'X73', 'X85']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_75_X79 (包含 4 个原始特征)
组76 features: ['X479', 'X478', 'X480']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_76_X479 (包含 3 个原始特征)
组77 features: ['X63', 'X57', 'X69', 'X75']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_77_X63 (包含 4 个原始特征)
组78 features: ['X99']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_78_X99 (包含 1 个原始特征)
组79 features: ['X760', 'X17', 'X25']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_79_X760 (包含 3 个原始特征)
组80 features: ['X231', 'X230']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_80_X231 (包含 2 个原始特征)
组81 features: ['X729']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_81_X729 (包含 1 个原始特征)
组82 features: ['X613', 'X607', 'X610']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_82_X613 (包含 3 个原始特征)
组83 features: ['X10', 'X11']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_83_X10 (包含 2 个原始特征)
组84 features: ['X366', 'X354', 'X360', 'X408']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_84_X366 (包含 4 个原始特征)
组85 features: ['X755']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_85_X755 (包含 1 个原始特征)
组86 features: ['X318', 'X312']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_86_X318 (包含 2 个原始特征)
组87 features: ['X498', 'X496', 'X497']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_87_X498 (包含 3 个原始特征)
组88 features: ['X428', 'X380', 'X386', 'X416', 'X422']
最大化IC权重: [0.2, 0.2, 0.2, 0.2, 0.2]
IC加权权重: [nan, nan, nan, nan, nan]
创建聚合特征: agg_group_88_X428 (包含 5 个原始特征)
组89 features: ['X684', 'X676', 'X680']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_89_X684 (包含 3 个原始特征)
组90 features: ['X14', 'X9', 'X12', 'X13', 'X15', 'X16']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_90_X14 (包含 6 个原始特征)
组91 features: ['X394', 'X388', 'X400', 'X406']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_91_X394 (包含 4 个原始特征)
组92 features: ['X662', 'X658', 'X659']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_92_X662 (包含 3 个原始特征)
组93 features: ['X761', 'X578']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_93_X761 (包含 2 个原始特征)
组94 features: ['X503', 'X502', 'X504', 'X505']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_94_X503 (包含 4 个原始特征)
组95 features: ['X705']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_95_X705 (包含 1 个原始特征)
组96 features: ['X352', 'X346', 'X358', 'X364']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_96_X352 (包含 4 个原始特征)
组97 features: ['X725']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_97_X725 (包含 1 个原始特征)
组98 features: ['X624', 'X622', 'X623']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_98_X624 (包含 3 个原始特征)
组99 features: ['X145', 'X103']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_99_X145 (包含 2 个原始特征)
组100 features: ['X362', 'X356', 'X368', 'X398', 'X404', 'X410']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_100_X362 (包含 6 个原始特征)
组101 features: ['X340', 'X328', 'X334']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_101_X340 (包含 3 个原始特征)
组102 features: ['X418', 'X412', 'X424']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_102_X418 (包含 3 个原始特征)
组103 features: ['X470', 'X442', 'X449', 'X456', 'X463', 'X469', 'X476', 'X477']
最大化IC权重: [0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_103_X470 (包含 8 个原始特征)
组104 features: ['X495']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_104_X495 (包含 1 个原始特征)
组105 features: ['X382', 'X370', 'X376']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_105_X382 (包含 3 个原始特征)
组106 features: ['X770']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_106_X770 (包含 1 个原始特征)
组107 features: ['X768', 'X769']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_107_X768 (包含 2 个原始特征)
组108 features: ['X124', 'X118', 'X166', 'X172']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_108_X124 (包含 4 个原始特征)
组109 features: ['X310', 'X304', 'X316', 'X322']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_109_X310 (包含 4 个原始特征)
组110 features: ['X615']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_110_X615 (包含 1 个原始特征)
组111 features: ['X644', 'X636', 'X640']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_111_X644 (包含 3 个原始特征)
组112 features: ['X718', 'X714', 'X715']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_112_X718 (包含 3 个原始特征)
组113 features: ['X81', 'X87', 'X93']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_113_X81 (包含 3 个原始特征)
组114 features: ['X414']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_114_X414 (包含 1 个原始特征)
组115 features: ['X162', 'X150', 'X156', 'X168']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_115_X162 (包含 4 个原始特征)
组116 features: ['ask_qty']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_116_ask_qty (包含 1 个原始特征)
组117 features: ['X2', 'X3', 'X4']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_117_X2 (包含 3 个原始特征)
组118 features: ['X584', 'X560', 'X572', 'X590']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_118_X584 (包含 4 个原始特征)
组119 features: ['X545', 'X521', 'X533', 'X539', 'X551', 'X557', 'X563']
最大化IC权重: [0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_119_X545 (包含 7 个原始特征)
组120 features: ['X537', 'X525', 'X543', 'X549']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_120_X537 (包含 4 个原始特征)
组121 features: ['X679', 'X678', 'X682', 'X683']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_121_X679 (包含 4 个原始特征)
组122 features: ['X59']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_122_X59 (包含 1 个原始特征)
组123 features: ['X735', 'X734', 'X738', 'X739']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_123_X735 (包含 4 个原始特征)
组124 features: ['X611', 'X605', 'X608']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_124_X611 (包含 3 个原始特征)
组125 features: ['X235', 'X242', 'X482', 'X489']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_125_X235 (包含 4 个原始特征)
组126 features: ['X700', 'X692', 'X696']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_126_X700 (包含 3 个原始特征)
组127 features: ['X733']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_127_X733 (包含 1 个原始特征)
组128 features: ['X546', 'X534', 'X552']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_128_X546 (包含 3 个原始特征)
组129 features: ['X669']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_129_X669 (包含 1 个原始特征)
组130 features: ['X742']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_130_X742 (包含 1 个原始特征)
组131 features: ['X569', 'X575', 'X581', 'X587']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_131_X569 (包含 4 个原始特征)
组132 features: ['X374']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_132_X374 (包含 1 个原始特征)
组133 features: ['X306']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_133_X306 (包含 1 个原始特征)
组134 features: ['X427', 'X415', 'X421']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_134_X427 (包含 3 个原始特征)
组135 features: ['X721']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_135_X721 (包含 1 个原始特征)
组136 features: ['X144']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_136_X144 (包含 1 个原始特征)
组137 features: ['X60', 'X66']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_137_X60 (包含 2 个原始特征)
组138 features: ['X673']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_138_X673 (包含 1 个原始特征)
组139 features: ['X110', 'X62', 'X68', 'X74', 'X80', 'X104', 'X116', 'X122', 'X146', 'X152', 'X158', 'X164', 'X309', 'X315', 'X321', 'X351', 'X357', 'X363', 'X393', 'X399', 'X405']
最大化IC权重: [0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616, 0.047619047619047616]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_139_X110 (包含 21 个原始特征)
组140 features: ['bid_qty']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_140_bid_qty (包含 1 个原始特征)
组141 features: ['X91', 'X97']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_141_X91 (包含 2 个原始特征)
组142 features: ['X262', 'X256', 'X260', 'X261', 'X263']
最大化IC权重: [0.2, 0.2, 0.2, 0.2, 0.2]
IC加权权重: [nan, nan, nan, nan, nan]
创建聚合特征: agg_group_142_X262 (包含 5 个原始特征)
组143 features: ['X780', 'X778', 'X779']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_143_X780 (包含 3 个原始特征)
组144 features: ['X350', 'X392']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_144_X350 (包含 2 个原始特征)
组145 features: ['X665']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_145_X665 (包含 1 个原始特征)
组146 features: ['X664', 'X660', 'X668', 'X672']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_146_X664 (包含 4 个原始特征)
组147 features: ['X602', 'X596', 'X599']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_147_X602 (包含 3 个原始特征)
组148 features: ['X483', 'X490']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_148_X483 (包含 2 个原始特征)
组149 features: ['X61']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_149_X61 (包含 1 个原始特征)
组150 features: ['X155', 'X107', 'X149']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_150_X155 (包含 3 个原始特征)
组151 features: ['X531']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_151_X531 (包含 1 个原始特征)
组152 features: ['X737']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_152_X737 (包含 1 个原始特征)
组153 features: ['X553', 'X535', 'X547', 'X550', 'X556', 'X559', 'X565']
最大化IC权重: [0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_153_X553 (包含 7 个原始特征)
组154 features: ['X527', 'X509', 'X515']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_154_X527 (包含 3 个原始特征)
组155 features: ['X353', 'X311', 'X317', 'X347', 'X359', 'X365', 'X395', 'X401']
最大化IC权重: [0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_155_X353 (包含 8 个原始特征)
组156 features: ['X661']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_156_X661 (包含 1 个原始特征)
组157 features: ['X102', 'X108']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_157_X102 (包含 2 个原始特征)
组158 features: ['X460', 'X439', 'X461', 'X467']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_158_X460 (包含 4 个原始特征)
组159 features: ['X345', 'X92', 'X98', 'X134', 'X140', 'X176', 'X182', 'X333', 'X339', 'X375', 'X381', 'X387', 'X417', 'X423', 'X429']
最大化IC权重: [0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667, 0.06666666666666667]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_159_X345 (包含 15 个原始特征)
组160 features: ['X90', 'X78', 'X84', 'X96']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_160_X90 (包含 4 个原始特征)
组161 features: ['X76', 'X64', 'X70', 'X112', 'X160']
最大化IC权重: [0.2, 0.2, 0.2, 0.2, 0.2]
IC加权权重: [nan, nan, nan, nan, nan]
创建聚合特征: agg_group_161_X76 (包含 5 个原始特征)
组162 features: ['X555', 'X567']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_162_X555 (包含 2 个原始特征)
组163 features: ['X257', 'X258']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_163_X257 (包含 2 个原始特征)
组164 features: ['X493', 'X486']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_164_X493 (包含 2 个原始特征)
组165 features: ['sell_qty', 'buy_qty', 'volume']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_165_sell_qty (包含 3 个原始特征)
组166 features: ['X747']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_166_X747 (包含 1 个原始特征)
组167 features: ['X566', 'X548', 'X554']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_167_X566 (包含 3 个原始特征)
组168 features: ['X326', 'X314', 'X320', 'X332']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_168_X326 (包含 4 个原始特征)
组169 features: ['bid_ask_imbalance']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_169_bid_ask_imbalance (包含 1 个原始特征)
组170 features: ['X522']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_170_X522 (包含 1 个原始特征)
组171 features: ['X174', 'X180']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_171_X174 (包含 2 个原始特征)
组172 features: ['X763']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_172_X763 (包含 1 个原始特征)
组173 features: ['X639', 'X634', 'X635', 'X638', 'X642', 'X643']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_173_X639 (包含 6 个原始特征)
组174 features: ['X771']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_174_X771 (包含 1 个原始特征)
组175 features: ['X745']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_175_X745 (包含 1 个原始特征)
组176 features: ['X743', 'X214', 'X620', 'X621']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_176_X743 (包含 4 个原始特征)
组177 features: ['X746']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_177_X746 (包含 1 个原始特征)
组178 features: ['X616', 'X617', 'X618', 'X619']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_178_X616 (包含 4 个原始特征)
组179 features: ['X448', 'X440', 'X441', 'X447', 'X454', 'X455', 'X468', 'X475']
最大化IC权重: [0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125, 0.125]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_179_X448 (包含 8 个原始特征)
组180 features: ['X604', 'X598', 'X601']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_180_X604 (包含 3 个原始特征)
组181 features: ['X305']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_181_X305 (包含 1 个原始特征)
组182 features: ['X585', 'X561', 'X573']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_182_X585 (包含 3 个原始特征)
组183 features: ['log_volume']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_183_log_volume (包含 1 个原始特征)
组184 features: ['X717']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_184_X717 (包含 1 个原始特征)
组185 features: ['X344', 'X338']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_185_X344 (包含 2 个原始特征)
组186 features: ['X402', 'X396']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_186_X402 (包含 2 个原始特征)
组187 features: ['X323', 'X329']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_187_X323 (包含 2 个原始特征)
组188 features: ['X248', 'X253', 'X254', 'X255']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_188_X248 (包含 4 个原始特征)
组189 features: ['X699', 'X691', 'X694', 'X695', 'X698', 'X702', 'X703']
最大化IC权重: [0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_189_X699 (包含 7 个原始特征)
组190 features: ['X540']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_190_X540 (包含 1 个原始特征)
组191 features: ['X541']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_191_X541 (包含 1 个原始特征)
组192 features: ['X583', 'X571', 'X577', 'X589']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_192_X583 (包含 4 个原始特征)
组193 features: ['X192', 'X193', 'X199', 'X200', 'X206', 'X220', 'X227']
最大化IC权重: [0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285, 0.14285714285714285]
IC加权权重: [nan, nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_193_X192 (包含 7 个原始特征)
组194 features: ['X536', 'X524', 'X530', 'X542']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_194_X536 (包含 4 个原始特征)
组195 features: ['X513']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_195_X513 (包含 1 个原始特征)
组196 features: ['X716', 'X720']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_196_X716 (包含 2 个原始特征)
组197 features: ['X249', 'X250', 'X251']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_197_X249 (包含 3 个原始特征)
组198 features: ['X148', 'X106', 'X142', 'X154']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_198_X148 (包含 4 个原始特征)
组199 features: ['X58', 'X100']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_199_X58 (包含 2 个原始特征)
组200 features: ['X749']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_200_X749 (包含 1 个原始特征)
组201 features: ['X348']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_201_X348 (包含 1 个原始特征)
组202 features: ['X650', 'X646', 'X647', 'X651', 'X654', 'X655']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_202_X650 (包含 6 个原始特征)
组203 features: ['X649']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_203_X649 (包含 1 个原始特征)
组204 features: ['X177']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_204_X177 (包含 1 个原始特征)
组205 features: ['X510']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_205_X510 (包含 1 个原始特征)
组206 features: ['X594', 'X597']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_206_X594 (包含 2 个原始特征)
组207 features: ['X114', 'X120', 'X126']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_207_X114 (包含 3 个原始特征)
组208 features: ['X633']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_208_X633 (包含 1 个原始特征)
组209 features: ['X637']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_209_X637 (包含 1 个原始特征)
组210 features: ['order_flow_imbalance', 'selling_pressure']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_210_order_flow_imbalance (包含 2 个原始特征)
组211 features: ['X229', 'X228']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_211_X229 (包含 2 个原始特征)
组212 features: ['X1', 'X5', 'X6', 'X7', 'X8']
最大化IC权重: [0.2, 0.2, 0.2, 0.2, 0.2]
IC加权权重: [nan, nan, nan, nan, nan]
创建聚合特征: agg_group_212_X1 (包含 5 个原始特征)
组213 features: ['X538', 'X526']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_213_X538 (包含 2 个原始特征)
组214 features: ['X519']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_214_X519 (包含 1 个原始特征)
组215 features: ['X409', 'X397', 'X403']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_215_X409 (包含 3 个原始特征)
组216 features: ['X194', 'X201', 'X207', 'X208', 'X221']
最大化IC权重: [0.2, 0.2, 0.2, 0.2, 0.2]
IC加权权重: [nan, nan, nan, nan, nan]
创建聚合特征: agg_group_216_X194 (包含 5 个原始特征)
组217 features: ['X213']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_217_X213 (包含 1 个原始特征)
组218 features: ['X631', 'X630']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_218_X631 (包含 2 个原始特征)
组219 features: ['X528']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_219_X528 (包含 1 个原始特征)
组220 features: ['X259']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_220_X259 (包含 1 个原始特征)
组221 features: ['X308']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_221_X308 (包含 1 个原始特征)
组222 features: ['X544']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_222_X544 (包含 1 个原始特征)
组223 features: ['X523']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_223_X523 (包含 1 个原始特征)
组224 features: ['X641']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_224_X641 (包含 1 个原始特征)
组225 features: ['X252']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_225_X252 (包含 1 个原始特征)
组226 features: ['liquidity_ratio']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_226_liquidity_ratio (包含 1 个原始特征)
组227 features: ['X72']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_227_X72 (包含 1 个原始特征)
组228 features: ['X327', 'X86', 'X128', 'X170', 'X369', 'X411']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_228_X327 (包含 6 个原始特征)
组229 features: ['X724', 'X728']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_229_X724 (包含 2 个原始特征)
组230 features: ['X391']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_230_X391 (包含 1 个原始特征)
组231 features: ['X234', 'X241', 'X481', 'X488']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_231_X234 (包含 4 个原始特征)
组232 features: ['X516']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_232_X516 (包含 1 个原始特征)
组233 features: ['X677']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_233_X677 (包含 1 个原始特征)
组234 features: ['X517', 'X511']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_234_X517 (包含 2 个原始特征)
组235 features: ['X603', 'X600']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_235_X603 (包含 2 个原始特征)
组236 features: ['X593']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_236_X593 (包含 1 个原始特征)
组237 features: ['X413', 'X371', 'X377', 'X407', 'X419', 'X425']
最大化IC权重: [0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666, 0.16666666666666666]
IC加权权重: [nan, nan, nan, nan, nan, nan]
创建聚合特征: agg_group_237_X413 (包含 6 个原始特征)
组238 features: ['buy_sell_ratio']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_238_buy_sell_ratio (包含 1 个原始特征)
组239 features: ['X520', 'X514']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_239_X520 (包含 2 个原始特征)
组240 features: ['X741']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_240_X741 (包含 1 个原始特征)
组241 features: ['X595']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_241_X595 (包含 1 个原始特征)
组242 features: ['X706', 'X707', 'X710', 'X711']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_242_X706 (包含 4 个原始特征)
组243 features: ['X389']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_243_X389 (包含 1 个原始特征)
组244 features: ['X138', 'X132']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_244_X138 (包含 2 个原始特征)
组245 features: ['X632']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_245_X632 (包含 1 个原始特征)
组246 features: ['X446', 'X453', 'X474']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_246_X446 (包含 3 个原始特征)
组247 features: ['X690', 'X686', 'X687']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_247_X690 (包含 3 个原始特征)
组248 features: ['X645']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_248_X645 (包含 1 个原始特征)
组249 features: ['X512', 'X518']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_249_X512 (包含 2 个原始特征)
组250 features: ['effective_spread_proxy']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_250_effective_spread_proxy (包含 1 个原始特征)
组251 features: ['X701']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_251_X701 (包含 1 个原始特征)
组252 features: ['X775', 'X774', 'X776', 'X777']
最大化IC权重: [0.25, 0.25, 0.25, 0.25]
IC加权权重: [nan, nan, nan, nan]
创建聚合特征: agg_group_252_X775 (包含 4 个原始特征)
组253 features: ['X390']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_253_X390 (包含 1 个原始特征)
组254 features: ['X532']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_254_X532 (包含 1 个原始特征)
组255 features: ['X529']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_255_X529 (包含 1 个原始特征)
组256 features: ['X143']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_256_X143 (包含 1 个原始特征)
组257 features: ['X773', 'X772']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_257_X773 (包含 2 个原始特征)
组258 features: ['X685']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_258_X685 (包含 1 个原始特征)
组259 features: ['X697']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_259_X697 (包含 1 个原始特征)
组260 features: ['X689']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_260_X689 (包含 1 个原始特征)
组261 features: ['X101']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_261_X101 (包含 1 个原始特征)
组262 features: ['X681']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_262_X681 (包含 1 个原始特征)
组263 features: ['X688']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_263_X688 (包含 1 个原始特征)
组264 features: ['X335', 'X341', 'X383']
最大化IC权重: [0.3333333333333333, 0.3333333333333333, 0.3333333333333333]
IC加权权重: [nan, nan, nan]
创建聚合特征: agg_group_264_X335 (包含 3 个原始特征)
组265 features: ['volume_weighted_sell']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_265_volume_weighted_sell (包含 1 个原始特征)
组266 features: ['X562', 'X568']
最大化IC权重: [0.5, 0.5]
IC加权权重: [nan, nan]
创建聚合特征: agg_group_266_X562 (包含 2 个原始特征)
组267 features: ['X462']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_267_X462 (包含 1 个原始特征)
组268 features: ['X693']
最大化IC权重: [1.0]
IC加权权重: [nan]
创建聚合特征: agg_group_268_X693 (包含 1 个原始特征)
删除了 793 个原始特征: ['X751', 'X554', 'X316', 'X347', 'X454', 'X654', 'X662', 'X753', 'X247', 'X179', 'X262', 'X105', 'X289', 'X318', 'X674', 'X534', 'X591', 'X653', 'X345', 'X96', 'X23', 'X521', 'X184', 'X200', 'X12', 'X658', 'X242', 'X205', 'X148', 'X431', 'X211', 'X257', 'X408', 'X659', 'X244', 'X443', 'X212', 'X35', 'X80', 'X11', 'X379', 'X119', 'X693', 'X7', 'X233', 'X704', 'X632', 'X52', 'X488', 'X677', 'X140', 'X572', 'X224', 'X158', 'X139', 'X414', 'X77', 'X363', 'X539', 'X116', 'X583', 'X490', 'X640', 'X48', 'X250', 'X171', 'X381', 'X562', 'X447', 'X502', 'X775', 'X657', 'X190', 'X735', 'X683', 'X628', 'X535', 'X487', 'X356', 'X725', 'X400', 'X551', 'X382', 'X549', 'X556', 'X359', 'X634', 'X198', 'X678', 'X589', 'X194', 'X299', 'X258', 'X453', 'X445', 'X123', 'X386', 'X419', 'X734', 'X217', 'X315', 'X552', 'X566', 'X213', 'X590', 'X124', 'X385', 'X468', 'X75', 'X541', 'X764', 'X1', 'X293', 'X6', 'X398', 'X109', 'X464', 'X125', 'X41', 'X508', 'X455', 'X310', 'X203', 'X276', 'X150', 'X380', 'X482', 'X295', 'X277', 'X746', 'X114', 'X191', 'X104', 'X763', 'X570', 'X466', 'X529', 'X89', 'bid_qty', 'X231', 'X401', 'X47', 'X300', 'X199', 'X731', 'X113', 'X716', 'X429', 'X585', 'X422', 'X273', 'X475', 'X702', 'X70', 'X25', 'X369', 'X501', 'X227', 'X175', 'X697', 'X557', 'X680', 'X2', 'X362', 'X5', 'X691', 'X462', 'X333', 'X563', 'X94', 'X314', 'X715', 'X442', 'X594', 'X344', 'X193', 'X55', 'X404', 'X342', 'X197', 'X153', 'X173', 'X72', 'X131', 'X38', 'X469', 'X56', 'X122', 'X486', 'X650', 'X10', 'X663', 'log_volume', 'X209', 'X343', 'X225', 'X151', 'X111', 'X546', 'X98', 'X351', 'X692', 'X331', 'X320', 'X497', 'X162', 'X377', 'X405', 'X667', 'X260', 'X483', 'X684', 'X553', 'X759', 'X57', 'X601', 'X33', 'X265', 'X627', 'X721', 'X144', 'X22', 'X305', 'X733', 'X255', 'X252', 'X280', 'X518', 'X204', 'X760', 'X136', 'X201', 'X100', 'X390', 'X297', 'X64', 'X532', 'X290', 'X409', 'X338', 'X306', 'X216', 'X711', 'X745', 'X421', 'X29', 'X15', 'X229', 'sell_qty', 'X626', 'X329', 'X189', 'X615', 'X761', 'X758', 'X384', 'X157', 'X701', 'X417', 'X472', 'X777', 'X434', 'X616', 'X595', 'X325', 'X548', 'X234', 'X477', 'X245', 'X703', 'X220', 'selling_pressure', 'X506', 'X275', 'X622', 'X40', 'X221', 'X676', 'X272', 'X664', 'X736', 'X13', 'X571', 'X66', 'X773', 'X59', 'X353', 'X45', 'X412', 'X444', 'X304', 'X755', 'X349', 'X69', 'X639', 'X608', 'X21', 'X31', 'X266', 'X187', 'X737', 'X708', 'X367', 'X427', 'X660', 'X137', 'X83', 'X87', 'X180', 'X754', 'X152', 'X74', 'X461', 'order_flow_imbalance', 'X263', 'X451', 'X558', 'X374', 'X130', 'X296', 'X710', 'X188', 'X719', 'X292', 'X281', 'X498', 'X147', 'X673', 'X18', 'X118', 'X505', 'X617', 'X770', 'X649', 'X236', 'X531', 'X371', 'X407', 'X607', 'X182', 'X17', 'X3', 'X61', 'X256', 'X641', 'X132', 'X738', 'X495', 'X51', 'X525', 'X465', 'X564', 'X321', 'X713', 'X415', 'X515', 'X473', 'X425', 'X58', 'X618', 'X394', 'X743', 'X593', 'X79', 'X652', 'X682', 'X206', 'X85', 'X230', 'X623', 'X762', 'X49', 'X492', 'X771', 'X700', 'X436', 'X577', 'X326', 'X264', 'X9', 'X603', 'X159', 'X547', 'X573', 'X323', 'X406', 'X698', 'X177', 'X286', 'X586', 'X311', 'X675', 'X186', 'X613', 'liquidity_ratio', 'X391', 'X81', 'X65', 'X699', 'X516', 'X496', 'X232', 'X582', 'X648', 'X418', 'X522', 'X267', 'X178', 'X504', 'X101', 'X720', 'X154', 'X270', 'X526', 'X742', 'X53', 'X375', 'X523', 'X32', 'X690', 'X330', 'X612', 'X403', 'X718', 'X166', 'X167', 'X688', 'X121', 'X598', 'X20', 'X517', 'X766', 'X448', 'X672', 'X336', 'X610', 'X235', 'X467', 'X706', 'X84', 'X642', 'X393', 'X383', 'X313', 'volume', 'X138', 'X279', 'X378', 'X480', 'X426', 'X569', 'X246', 'X340', 'X757', 'X694', 'X223', 'X133', 'X127', 'X748', 'X528', 'X458', 'X485', 'X542', 'X537', 'X103', 'X37', 'X259', 'X671', 'X28', 'X774', 'X39', 'X376', 'X620', 'effective_spread_proxy', 'X729', 'X574', 'X82', 'X494', 'X364', 'X527', 'X411', 'X44', 'X452', 'X484', 'X491', 'X752', 'X588', 'X441', 'X27', 'X739', 'X146', 'X63', 'X722', 'X437', 'X576', 'X67', 'X261', 'X568', 'X478', 'X625', 'X185', 'X550', 'X687', 'X348', 'X226', 'X86', 'X596', 'X228', 'X307', 'ask_qty', 'X646', 'X712', 'bid_ask_imbalance', 'X578', 'X666', 'X337', 'X435', 'X503', 'X778', 'X647', 'X165', 'X519', 'X399', 'X97', 'X397', 'X155', 'X740', 'X779', 'X251', 'X170', 'X126', 'X479', 'X636', 'X208', 'X587', 'X8', 'X339', 'X92', 'X335', 'X756', 'X507', 'X324', 'X237', 'X269', 'X395', 'X520', 'X543', 'X355', 'X651', 'X142', 'X392', 'X128', 'X637', 'X34', 'X291', 'X278', 'X580', 'X686', 'X215', 'X538', 'X643', 'X95', 'X633', 'volume_weighted_sell', 'X456', 'X214', 'X769', 'X196', 'X511', 'X370', 'X446', 'X471', 'X744', 'X705', 'X73', 'X322', 'X241', 'X361', 'X555', 'X30', 'X88', 'X181', 'X317', 'X308', 'X274', 'X210', 'X328', 'X750', 'X222', 'X372', 'X366', 'X624', 'X373', 'X219', 'X665', 'X602', 'X709', 'X540', 'X635', 'X389', 'X36', 'X172', 'X597', 'X609', 'X163', 'X341', 'X283', 'X19', 'X459', 'X115', 'X533', 'X668', 'X309', 'X438', 'X433', 'X723', 'X545', 'X780', 'X327', 'X287', 'X207', 'X530', 'X90', 'X161', 'X354', 'X360', 'X388', 'X352', 'X500', 'X726', 'X606', 'X195', 'X62', 'X332', 'X365', 'X730', 'X129', 'X301', 'X319', 'X346', 'X714', 'X312', 'X413', 'X565', 'X741', 'X218', 'X514', 'X160', 'X605', 'X604', 'X143', 'X747', 'X76', 'X46', 'X253', 'X141', 'X440', 'X599', 'X78', 'X135', 'X611', 'X26', 'X493', 'X357', 'X768', 'X149', 'X581', 'X302', 'X749', 'X679', 'X368', 'X334', 'X282', 'X567', 'X717', 'X50', 'X579', 'X449', 'X303', 'X765', 'X685', 'X560', 'X776', 'X470', 'X156', 'X68', 'X164', 'X134', 'X457', 'X420', 'X117', 'X93', 'X169', 'X424', 'X619', 'X110', 'X513', 'X294', 'X271', 'buy_sell_ratio', 'X689', 'X102', 'X192', 'X24', 'X60', 'X510', 'X695', 'X432', 'X410', 'X350', 'X176', 'X681', 'X561', 'X450', 'X727', 'X42', 'X767', 'X174', 'X481', 'X512', 'X655', 'X106', 'X724', 'X71', 'X592', 'X732', 'X387', 'X240', 'X644', 'X120', 'X16', 'X629', 'X430', 'X638', 'X439', 'X285', 'X645', 'X202', 'X524', 'X575', 'X99', 'X54', 'X288', 'X489', 'X14', 'X239', 'X544', 'X707', 'X460', 'X43', 'X4', 'X559', 'X112', 'X298', 'X254', 'X499', 'X621', 'X631', 'X474', 'X402', 'X428', 'X509', 'X243', 'X423', 'X600', 'X728', 'X249', 'X669', 'X91', 'X630', 'X358', 'X614', 'X396', 'X284', 'X463', 'X168', 'X536', 'X107', 'X476', 'X656', 'X772', 'X248', 'X238', 'X670', 'X108', 'X145', 'X661', 'X183', 'X584', 'buy_qty', 'X696', 'X268', 'X416']
聚合前训练特征数量: 793
聚合后训练特征数量: 269
聚合后测试特征数量: 270
7. 保存结果...
相关系数矩阵已保存: correlation_matrix.csv
特征IC值已保存: ic_values.csv
聚合后训练数据已保存: train_aggregated.parquet
聚合后测试数据已保存: test_aggregated.parquet
8. Top 10 highest IC features:
X752 0.090561
X21 0.069401
X20 0.067667
X28 0.064092
X759 0.064057
X29 0.062339
X19 0.062293
X27 0.062251
X22 0.057676
X754 0.057320
dtype: float64
9. Highly correlated feature pairs (|correlation| > 0.8):
X309 <-> X351: 1.0000
X309 <-> X393: 1.0000
X351 <-> X393: 1.0000
X68 <-> X110: 0.9999
X68 <-> X152: 0.9999
X110 <-> X152: 0.9999
X62 <-> X104: 0.9999
X62 <-> X146: 0.9999
X104 <-> X146: 0.9999
X315 <-> X357: 0.9999
10. Generate visualization...
Saved feature analysis image: feature_analysis.png
11. Generate feature analysis report...
============================================================
Feature Analysis Report
============================================================
1. Basic Statistical Information:
Total Feature Count: 793
Average IC Value: 0.0178
IC Value Standard Deviation: 0.0143
Maximum IC Value: 0.0906
Minimum IC Value: 0.0000
Positive IC Value Feature Count: 793
Negative IC Value Feature Count: 0
2. High Correlation Analysis (|Correlation| > 0.8):
High Correlation Feature Pair Count: 2269
Correlation Matrix Density: 0.0072
3. Feature Aggregation Results:
Feature Group Count: 269
Single Feature Group Count: 101
Aggregated Feature Group Count: 168
Average Aggregated Group Size: 4.12
4. Top 10 Highest IC Value Features:
1. X752 |IC|=0.0906 (IC=0.0906)
2. X21 |IC|=0.0694 (IC=0.0694)
3. X20 |IC|=0.0677 (IC=0.0677)
4. X28 |IC|=0.0641 (IC=0.0641)
5. X759 |IC|=0.0641 (IC=0.0641)
6. X29 |IC|=0.0623 (IC=0.0623)
7. X19 |IC|=0.0623 (IC=0.0623)
8. X27 |IC|=0.0623 (IC=0.0623)
9. X22 |IC|=0.0577 (IC=0.0577)
10. X754 |IC|=0.0573 (IC=0.0573)
5. Feature Aggregation Details:
Group 1: X21 (IC=0.0643)
Contains Features: X21, X19, X20, X22
Weights: ['0.270', '0.242', '0.263', '0.224']
Group 2: X28 (IC=0.0629)
Contains Features: X28, X27, X29
Weights: ['0.340', '0.330', '0.330']
Group 3: X219 (IC=0.0494)
Contains Features: X219, X217, X218, X225, X226
Weights: ['0.230', '0.187', '0.218', '0.182', '0.183']
Group 4: X287 (IC=0.0470)
Contains Features: X287, X264, X280, X281, X282, X283, X284, X285, X286, X288, X289, X290, X291, X292, X293, X294, X295, X296, X297, X432, X435, X438, X762
Weights: ['0.052', '0.027', '0.037', '0.044', '0.038', '0.046', '0.041', '0.049', '0.045', '0.045', '0.052', '0.045', '0.051', '0.048', '0.051', '0.047', '0.051', '0.047', '0.049', '0.035', '0.034', '0.031', '0.035']
Group 5: X298 (IC=0.0505)
Contains Features: X298, X272, X299, X300, X301, X302, X303
Weights: ['0.150', '0.120', '0.148', '0.149', '0.145', '0.146', '0.141']
Group 6: X30 (IC=0.0409)
Contains Features: X30, X31, X32
Weights: ['0.404', '0.333', '0.263']
Group 7: X465 (IC=0.0426)
Contains Features: X465, X444, X464, X466, X471, X472, X473
Weights: ['0.166', '0.132', '0.135', '0.165', '0.124', '0.142', '0.135']
Group 8: X181 (IC=0.0398)
Contains Features: X181, X95, X131, X137, X139, X169, X173, X175, X179
Weights: ['0.137', '0.120', '0.113', '0.124', '0.085', '0.107', '0.089', '0.128', '0.096']
Group 9: X23 (IC=0.0394)
Contains Features: X23, X24
Weights: ['0.571', '0.429']
Group 10: X508 (IC=0.0356)
Contains Features: X508, X506, X507
Weights: ['0.417', '0.245', '0.338']
Group 11: X198 (IC=0.0354)
Contains Features: X198, X196, X197, X204, X205, X211, X212
Weights: ['0.173', '0.139', '0.162', '0.143', '0.149', '0.116', '0.117']
Group 12: X277 (IC=0.0389)
Contains Features: X277, X276, X278, X279
Weights: ['0.271', '0.212', '0.260', '0.257']
Group 13: X224 (IC=0.0331)
Contains Features: X224, X223
Weights: ['0.629', '0.371']
Group 14: X656 (IC=0.0392)
Contains Features: X656, X648, X652
Weights: ['0.354', '0.293', '0.352']
Group 15: X89 (IC=0.0315)
Contains Features: X89, X83, X125, X167, X336, X626
Weights: ['0.215', '0.189', '0.173', '0.135', '0.164', '0.123']
Group 16: X269 (IC=0.0377)
Contains Features: X269, X268, X270, X271
Weights: ['0.263', '0.225', '0.257', '0.255']
Group 17: X629 (IC=0.0318)
Contains Features: X629, X625, X627, X628
Weights: ['0.309', '0.212', '0.271', '0.208']
Group 18: X445 (IC=0.0304)
Contains Features: X445, X443, X450, X451, X452, X457, X458, X459
Weights: ['0.158', '0.130', '0.118', '0.145', '0.141', '0.089', '0.111', '0.107']
Group 19: X373 (IC=0.0380)
Contains Features: X373, X367, X379, X385
Weights: ['0.251', '0.248', '0.250', '0.251']
Group 20: X186 (IC=0.0347)
Contains Features: X186, X183, X189
Weights: ['0.359', '0.305', '0.336']
Group 21: X361 (IC=0.0365)
Contains Features: X361, X355
Weights: ['0.509', '0.491']
Group 22: X331 (IC=0.0326)
Contains Features: X331, X325, X337, X343
Weights: ['0.279', '0.263', '0.246', '0.213']
Group 23: X712 (IC=0.0321)
Contains Features: X712, X704, X708
Weights: ['0.369', '0.283', '0.347']
Group 24: X266 (IC=0.0327)
Contains Features: X266, X265, X267
Weights: ['0.348', '0.314', '0.338']
Group 25: X44 (IC=0.0295)
Contains Features: X44, X38, X39, X40, X41, X42, X43, X45, X46, X47, X48, X49, X50, X51, X52, X53, X54
Weights: ['0.066', '0.056', '0.055', '0.065', '0.057', '0.065', '0.059', '0.056', '0.066', '0.056', '0.065', '0.056', '0.064', '0.050', '0.057', '0.050', '0.056']
Group 26: X111 (IC=0.0321)
Contains Features: X111, X105, X117, X153
Weights: ['0.258', '0.238', '0.248', '0.257']
Group 27: X77 (IC=0.0239)
Contains Features: X77, X65, X71, X113, X119, X161
Weights: ['0.230', '0.176', '0.213', '0.110', '0.152', '0.119']
Group 28: X238 (IC=0.0260)
Contains Features: X238, X239, X245, X246, X485, X492
Weights: ['0.210', '0.196', '0.205', '0.201', '0.094', '0.093']
Group 29: X671 (IC=0.0250)
Contains Features: X671, X663, X666, X667, X670, X674, X675
Weights: ['0.186', '0.131', '0.136', '0.168', '0.149', '0.092', '0.138']
Group 30: X384 (IC=0.0276)
Contains Features: X384, X342, X372, X378, X420, X426
Weights: ['0.194', '0.180', '0.151', '0.181', '0.133', '0.161']
Group 31: X319 (IC=0.0314)
Contains Features: X319, X313
Weights: ['0.510', '0.490']
Group 32: X203 (IC=0.0216)
Contains Features: X203, X195, X202, X209, X210
Weights: ['0.292', '0.169', '0.159', '0.136', '0.243']
Group 33: X147 (IC=0.0281)
Contains Features: X147, X141, X159
Weights: ['0.374', '0.274', '0.352']
Group 34: X94 (IC=0.0221)
Contains Features: X94, X82, X88, X130, X136, X178
Weights: ['0.236', '0.155', '0.199', '0.145', '0.168', '0.097']
Group 35: X133 (IC=0.0297)
Contains Features: X133, X127
Weights: ['0.519', '0.481']
Group 36: X274 (IC=0.0300)
Contains Features: X274, X273, X275
Weights: ['0.338', '0.331', '0.331']
Group 37: X163 (IC=0.0270)
Contains Features: X163, X121, X151, X157
Weights: ['0.280', '0.259', '0.214', '0.247']
Group 38: X431 (IC=0.0251)
Contains Features: X431, X430, X433, X434, X436, X437
Weights: ['0.200', '0.145', '0.162', '0.184', '0.154', '0.155']
Group 39: X586 (IC=0.0210)
Contains Features: X586, X574, X580, X592
Weights: ['0.355', '0.162', '0.144', '0.340']
Group 40: X501 (IC=0.0268)
Contains Features: X501, X499, X500
Weights: ['0.359', '0.301', '0.340']
Group 41: X740 (IC=0.0211)
Contains Features: X740, X732, X736
Weights: ['0.451', '0.186', '0.363']
Group 42: X612 (IC=0.0210)
Contains Features: X612, X606, X609
Weights: ['0.444', '0.214', '0.342']
Group 43: X330 (IC=0.0250)
Contains Features: X330, X324
Weights: ['0.557', '0.443']
Group 44: X233 (IC=0.0268)
Contains Features: X233, X232
Weights: ['0.510', '0.490']
Group 45: X727 (IC=0.0214)
Contains Features: X727, X719, X722, X723, X726, X730, X731
Weights: ['0.183', '0.116', '0.136', '0.152', '0.156', '0.107', '0.151']
Group 46: X766 (IC=0.0230)
Contains Features: X766, X764, X765, X767
Weights: ['0.297', '0.203', '0.266', '0.234']
Group 47: X56 (IC=0.0257)
Contains Features: X56, X55
Weights: ['0.527', '0.473']
Group 48: X187 (IC=0.0231)
Contains Features: X187, X33, X34, X35, X184, X185, X188, X190, X191
Weights: ['0.129', '0.084', '0.115', '0.093', '0.128', '0.099', '0.109', '0.126', '0.117']
Group 49: X115 (IC=0.0242)
Contains Features: X115, X109
Weights: ['0.542', '0.458']
Group 50: X237 (IC=0.0193)
Contains Features: X237, X236, X243, X244, X484, X491
Weights: ['0.222', '0.175', '0.158', '0.202', '0.126', '0.117']
Group 51: X36 (IC=0.0242)
Contains Features: X36, X37
Weights: ['0.526', '0.474']
Group 52: X123 (IC=0.0162)
Contains Features: X123, X129, X135, X165, X171
Weights: ['0.306', '0.202', '0.094', '0.244', '0.154']
Group 53: X247 (IC=0.0153)
Contains Features: X247, X240, X487, X494
Weights: ['0.396', '0.362', '0.113', '0.130']
Group 54: X582 (IC=0.0159)
Contains Features: X582, X558, X564, X570, X576, X579, X588, X591
Weights: ['0.189', '0.096', '0.064', '0.160', '0.113', '0.111', '0.135', '0.133']
Group 55: X216 (IC=0.0157)
Contains Features: X216, X215, X222
Weights: ['0.508', '0.231', '0.262']
Group 56: X79 (IC=0.0215)
Contains Features: X79, X67, X73, X85
Weights: ['0.273', '0.233', '0.266', '0.228']
Group 57: X479 (IC=0.0217)
Contains Features: X479, X478, X480
Weights: ['0.360', '0.302', '0.337']
Group 58: X63 (IC=0.0206)
Contains Features: X63, X57, X69, X75
Weights: ['0.276', '0.221', '0.271', '0.232']
Group 59: X760 (IC=0.0213)
Contains Features: X760, X17, X25
Weights: ['0.350', '0.302', '0.349']
Group 60: X231 (IC=0.0178)
Contains Features: X231, X230
Weights: ['0.625', '0.375']
Group 61: X613 (IC=0.0171)
Contains Features: X613, X607, X610
Weights: ['0.396', '0.254', '0.350']
Group 62: X10 (IC=0.0198)
Contains Features: X10, X11
Weights: ['0.513', '0.487']
Group 63: X366 (IC=0.0160)
Contains Features: X366, X354, X360, X408
Weights: ['0.317', '0.224', '0.279', '0.179']
Group 64: X318 (IC=0.0189)
Contains Features: X318, X312
Weights: ['0.523', '0.477']
Group 65: X498 (IC=0.0183)
Contains Features: X498, X496, X497
Weights: ['0.357', '0.318', '0.325']
Group 66: X428 (IC=0.0140)
Contains Features: X428, X380, X386, X416, X422
Weights: ['0.276', '0.198', '0.128', '0.158', '0.240']
Group 67: X684 (IC=0.0131)
Contains Features: X684, X676, X680
Weights: ['0.489', '0.146', '0.365']
Group 68: X14 (IC=0.0142)
Contains Features: X14, X9, X12, X13, X15, X16
Weights: ['0.226', '0.003', '0.195', '0.186', '0.212', '0.177']
Group 69: X394 (IC=0.0172)
Contains Features: X394, X388, X400, X406
Weights: ['0.279', '0.226', '0.268', '0.227']
Group 70: X662 (IC=0.0147)
Contains Features: X662, X658, X659
Weights: ['0.428', '0.262', '0.310']
Group 71: X761 (IC=0.0165)
Contains Features: X761, X578
Weights: ['0.567', '0.433']
Group 72: X503 (IC=0.0174)
Contains Features: X503, X502, X504, X505
Weights: ['0.267', '0.211', '0.264', '0.258']
Group 73: X352 (IC=0.0157)
Contains Features: X352, X346, X358, X364
Weights: ['0.282', '0.264', '0.252', '0.202']
Group 74: X624 (IC=0.0132)
Contains Features: X624, X622, X623
Weights: ['0.437', '0.192', '0.371']
Group 75: X145 (IC=0.0158)
Contains Features: X145, X103
Weights: ['0.548', '0.452']
Group 76: X362 (IC=0.0132)
Contains Features: X362, X356, X368, X398, X404, X410
Weights: ['0.216', '0.209', '0.201', '0.133', '0.128', '0.113']
Group 77: X340 (IC=0.0147)
Contains Features: X340, X328, X334
Weights: ['0.385', '0.260', '0.355']
Group 78: X418 (IC=0.0163)
Contains Features: X418, X412, X424
Weights: ['0.346', '0.322', '0.332']
Group 79: X470 (IC=0.0107)
Contains Features: X470, X442, X449, X456, X463, X469, X476, X477
Weights: ['0.196', '0.166', '0.162', '0.119', '0.151', '0.090', '0.029', '0.086']
Group 80: X382 (IC=0.0154)
Contains Features: X382, X370, X376
Weights: ['0.360', '0.293', '0.346']
Group 81: X768 (IC=0.0149)
Contains Features: X768, X769
Weights: ['0.557', '0.443']
Group 82: X124 (IC=0.0106)
Contains Features: X124, X118, X166, X172
Weights: ['0.384', '0.192', '0.187', '0.236']
Group 83: X310 (IC=0.0138)
Contains Features: X310, X304, X316, X322
Weights: ['0.296', '0.274', '0.250', '0.180']
Group 84: X644 (IC=0.0083)
Contains Features: X644, X636, X640
Weights: ['0.646', '0.067', '0.287']
Group 85: X718 (IC=0.0129)
Contains Features: X718, X714, X715
Weights: ['0.417', '0.288', '0.295']
Group 86: X81 (IC=0.0134)
Contains Features: X81, X87, X93
Weights: ['0.396', '0.342', '0.262']
Group 87: X162 (IC=0.0154)
Contains Features: X162, X150, X156, X168
Weights: ['0.257', '0.250', '0.253', '0.240']
Group 88: X2 (IC=0.0115)
Contains Features: X2, X3, X4
Weights: ['0.456', '0.355', '0.189']
Group 89: X584 (IC=0.0145)
Contains Features: X584, X560, X572, X590
Weights: ['0.269', '0.210', '0.261', '0.260']
Group 90: X545 (IC=0.0143)
Contains Features: X545, X521, X533, X539, X551, X557, X563
Weights: ['0.156', '0.123', '0.152', '0.143', '0.145', '0.146', '0.134']
Group 91: X537 (IC=0.0143)
Contains Features: X537, X525, X543, X549
Weights: ['0.273', '0.224', '0.260', '0.243']
Group 92: X679 (IC=0.0083)
Contains Features: X679, X678, X682, X683
Weights: ['0.461', '0.223', '0.069', '0.248']
Group 93: X735 (IC=0.0094)
Contains Features: X735, X734, X738, X739
Weights: ['0.404', '0.218', '0.072', '0.306']
Group 94: X611 (IC=0.0149)
Contains Features: X611, X605, X608
Weights: ['0.338', '0.326', '0.336']
Group 95: X235 (IC=0.0118)
Contains Features: X235, X242, X482, X489
Weights: ['0.315', '0.285', '0.201', '0.199']
Group 96: X700 (IC=0.0096)
Contains Features: X700, X692, X696
Weights: ['0.519', '0.179', '0.303']
Group 97: X546 (IC=0.0123)
Contains Features: X546, X534, X552
Weights: ['0.403', '0.388', '0.209']
Group 98: X569 (IC=0.0131)
Contains Features: X569, X575, X581, X587
Weights: ['0.275', '0.255', '0.239', '0.230']
Group 99: X427 (IC=0.0109)
Contains Features: X427, X415, X421
Weights: ['0.421', '0.253', '0.326']
Group 100: X60 (IC=0.0112)
Contains Features: X60, X66
Weights: ['0.594', '0.406']
Group 101: X110 (IC=0.0113)
Contains Features: X110, X62, X68, X74, X80, X104, X116, X122, X146, X152, X158, X164, X309, X315, X321, X351, X357, X363, X393, X399, X405
Weights: ['0.056', '0.054', '0.056', '0.051', '0.034', '0.054', '0.051', '0.034', '0.054', '0.056', '0.051', '0.034', '0.052', '0.048', '0.039', '0.052', '0.048', '0.039', '0.052', '0.048', '0.039']
Group 102: X91 (IC=0.0085)
Contains Features: X91, X97
Weights: ['0.777', '0.223']
Group 103: X262 (IC=0.0092)
Contains Features: X262, X256, X260, X261, X263
Weights: ['0.288', '0.017', '0.148', '0.278', '0.269']
Group 104: X780 (IC=0.0061)
Contains Features: X780, X778, X779
Weights: ['0.714', '0.041', '0.245']
Group 105: X350 (IC=0.0108)
Contains Features: X350, X392
Weights: ['0.602', '0.398']
Group 106: X664 (IC=0.0103)
Contains Features: X664, X660, X668, X672
Weights: ['0.306', '0.264', '0.272', '0.158']
Group 107: X602 (IC=0.0099)
Contains Features: X602, X596, X599
Weights: ['0.425', '0.250', '0.325']
Group 108: X483 (IC=0.0120)
Contains Features: X483, X490
Weights: ['0.514', '0.486']
Group 109: X155 (IC=0.0094)
Contains Features: X155, X107, X149
Weights: ['0.430', '0.342', '0.228']
Group 110: X553 (IC=0.0080)
Contains Features: X553, X535, X547, X550, X556, X559, X565
Weights: ['0.212', '0.142', '0.158', '0.107', '0.154', '0.104', '0.122']
Group 111: X527 (IC=0.0087)
Contains Features: X527, X509, X515
Weights: ['0.449', '0.286', '0.265']
Group 112: X353 (IC=0.0085)
Contains Features: X353, X311, X317, X347, X359, X365, X395, X401
Weights: ['0.172', '0.152', '0.157', '0.149', '0.165', '0.121', '0.048', '0.037']
Group 113: X102 (IC=0.0104)
Contains Features: X102, X108
Weights: ['0.558', '0.442']
Group 114: X460 (IC=0.0047)
Contains Features: X460, X439, X461, X467
Weights: ['0.616', '0.037', '0.316', '0.032']
Group 115: X345 (IC=0.0068)
Contains Features: X345, X92, X98, X134, X140, X176, X182, X333, X339, X375, X381, X387, X417, X423, X429
Weights: ['0.111', '0.053', '0.099', '0.053', '0.099', '0.053', '0.099', '0.010', '0.059', '0.010', '0.059', '0.111', '0.010', '0.059', '0.111']
Group 116: X90 (IC=0.0074)
Contains Features: X90, X78, X84, X96
Weights: ['0.384', '0.032', '0.289', '0.295']
Group 117: X76 (IC=0.0090)
Contains Features: X76, X64, X70, X112, X160
Weights: ['0.254', '0.230', '0.231', '0.138', '0.148']
Group 118: X555 (IC=0.0096)
Contains Features: X555, X567
Weights: ['0.588', '0.412']
Group 119: X257 (IC=0.0092)
Contains Features: X257, X258
Weights: ['0.610', '0.390']
Group 120: X493 (IC=0.0112)
Contains Features: X493, X486
Weights: ['0.504', '0.496']
Group 121: sell_qty (IC=0.0085)
Contains Features: sell_qty, buy_qty, volume
Weights: ['0.436', '0.219', '0.344']
Group 122: X566 (IC=0.0096)
Contains Features: X566, X548, X554
Weights: ['0.386', '0.322', '0.291']
Group 123: X326 (IC=0.0094)
Contains Features: X326, X314, X320, X332
Weights: ['0.293', '0.196', '0.251', '0.260']
Group 124: X174 (IC=0.0079)
Contains Features: X174, X180
Weights: ['0.673', '0.327']
Group 125: X639 (IC=0.0091)
Contains Features: X639, X634, X635, X638, X642, X643
Weights: ['0.194', '0.143', '0.163', '0.174', '0.151', '0.174']
Group 126: X743 (IC=0.0044)
Contains Features: X743, X214, X620, X621
Weights: ['0.542', '0.130', '0.024', '0.305']
Group 127: X616 (IC=0.0060)
Contains Features: X616, X617, X618, X619
Weights: ['0.394', '0.317', '0.212', '0.078']
Group 128: X448 (IC=0.0057)
Contains Features: X448, X440, X441, X447, X454, X455, X468, X475
Weights: ['0.204', '0.116', '0.186', '0.151', '0.114', '0.154', '0.074', '0.001']
Group 129: X604 (IC=0.0071)
Contains Features: X604, X598, X601
Weights: ['0.439', '0.222', '0.339']
Group 130: X585 (IC=0.0065)
Contains Features: X585, X561, X573
Weights: ['0.474', '0.188', '0.338']
Group 131: X344 (IC=0.0085)
Contains Features: X344, X338
Weights: ['0.536', '0.464']
Group 132: X402 (IC=0.0066)
Contains Features: X402, X396
Weights: ['0.671', '0.329']
Group 133: X323 (IC=0.0048)
Contains Features: X323, X329
Weights: ['0.904', '0.096']
Group 134: X248 (IC=0.0079)
Contains Features: X248, X253, X254, X255
Weights: ['0.274', '0.216', '0.260', '0.251']
Group 135: X699 (IC=0.0059)
Contains Features: X699, X691, X694, X695, X698, X702, X703
Weights: ['0.207', '0.094', '0.134', '0.173', '0.158', '0.118', '0.116']
Group 136: X583 (IC=0.0042)
Contains Features: X583, X571, X577, X589
Weights: ['0.494', '0.019', '0.123', '0.364']
Group 137: X192 (IC=0.0058)
Contains Features: X192, X193, X199, X200, X206, X220, X227
Weights: ['0.205', '0.070', '0.193', '0.073', '0.196', '0.085', '0.178']
Group 138: X536 (IC=0.0069)
Contains Features: X536, X524, X530, X542
Weights: ['0.297', '0.218', '0.205', '0.279']
Group 139: X716 (IC=0.0072)
Contains Features: X716, X720
Weights: ['0.554', '0.446']
Group 140: X249 (IC=0.0042)
Contains Features: X249, X250, X251
Weights: ['0.623', '0.223', '0.154']
Group 141: X148 (IC=0.0063)
Contains Features: X148, X106, X142, X154
Weights: ['0.300', '0.233', '0.167', '0.299']
Group 142: X58 (IC=0.0055)
Contains Features: X58, X100
Weights: ['0.690', '0.310']
Group 143: X650 (IC=0.0038)
Contains Features: X650, X646, X647, X651, X654, X655
Weights: ['0.320', '0.156', '0.006', '0.110', '0.313', '0.095']
Group 144: X594 (IC=0.0049)
Contains Features: X594, X597
Weights: ['0.664', '0.336']
Group 145: X114 (IC=0.0037)
Contains Features: X114, X120, X126
Weights: ['0.588', '0.244', '0.168']
Group 146: order_flow_imbalance (IC=0.0060)
Contains Features: order_flow_imbalance, selling_pressure
Weights: ['0.504', '0.496']
Group 147: X229 (IC=0.0038)
Contains Features: X229, X228
Weights: ['0.783', '0.217']
Group 148: X1 (IC=0.0029)
Contains Features: X1, X5, X6, X7, X8
Weights: ['0.411', '0.071', '0.106', '0.177', '0.235']
Group 149: X538 (IC=0.0050)
Contains Features: X538, X526
Weights: ['0.597', '0.403']
Group 150: X409 (IC=0.0045)
Contains Features: X409, X397, X403
Weights: ['0.440', '0.283', '0.277']
Group 151: X194 (IC=0.0045)
Contains Features: X194, X201, X207, X208, X221
Weights: ['0.256', '0.242', '0.159', '0.191', '0.152']
Group 152: X631 (IC=0.0054)
Contains Features: X631, X630
Weights: ['0.535', '0.465']
Group 153: X327 (IC=0.0025)
Contains Features: X327, X86, X128, X170, X369, X411
Weights: ['0.325', '0.008', '0.008', '0.008', '0.325', '0.325']
Group 154: X724 (IC=0.0033)
Contains Features: X724, X728
Weights: ['0.750', '0.250']
Group 155: X234 (IC=0.0040)
Contains Features: X234, X241, X481, X488
Weights: ['0.297', '0.252', '0.237', '0.214']
Group 156: X517 (IC=0.0042)
Contains Features: X517, X511
Weights: ['0.523', '0.477']
Group 157: X603 (IC=0.0031)
Contains Features: X603, X600
Weights: ['0.706', '0.294']
Group 158: X413 (IC=0.0017)
Contains Features: X413, X371, X377, X407, X419, X425
Weights: ['0.386', '0.025', '0.161', '0.003', '0.210', '0.216']
Group 159: X520 (IC=0.0037)
Contains Features: X520, X514
Weights: ['0.520', '0.480']
Group 160: X706 (IC=0.0016)
Contains Features: X706, X707, X710, X711
Weights: ['0.510', '0.373', '0.062', '0.055']
Group 161: X138 (IC=0.0019)
Contains Features: X138, X132
Weights: ['0.830', '0.170']
Group 162: X446 (IC=0.0022)
Contains Features: X446, X453, X474
Weights: ['0.457', '0.320', '0.223']
Group 163: X690 (IC=0.0014)
Contains Features: X690, X686, X687
Weights: ['0.733', '0.121', '0.145']
Group 164: X512 (IC=0.0026)
Contains Features: X512, X518
Weights: ['0.542', '0.458']
Group 165: X775 (IC=0.0017)
Contains Features: X775, X774, X776, X777
Weights: ['0.371', '0.334', '0.242', '0.053']
Group 166: X773 (IC=0.0019)
Contains Features: X773, X772
Weights: ['0.503', '0.497']
Group 167: X335 (IC=0.0007)
Contains Features: X335, X341, X383
Weights: ['0.452', '0.231', '0.318']
Group 168: X562 (IC=0.0005)
Contains Features: X562, X568
Weights: ['0.847', '0.153']
Report Saved to: feature_analysis_report.txt
============================================================
Feature correlation analysis and factor aggregation completed!
============================================================
|