| ============================================================ | |
| 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! | |
| ============================================================ | |