jinjing-shared-data / artifacts /training_summary.json
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{
"avg_auc": 0.5579,
"avg_top10_win": 0.5767,
"windows": 5,
"features": 66,
"total_valid_rows": 8482938,
"results": [
{
"window": 1,
"train": "2018-01-01_2022-12-31",
"test": "2023-01-01_2024-06-30",
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"top10_win": 0.59,
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"best_iter": 162,
"top5_features": [
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"close_pos_60d",
"vol_ratio_20",
"ret_1d",
"ret_60d"
]
},
{
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"train": "2018-06-01_2023-06-30",
"test": "2023-07-01_2024-12-31",
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]
},
{
"window": 3,
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"test": "2024-01-01_2025-06-30",
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"top5_features": [
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]
},
{
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]
},
{
"window": 5,
"train": "2020-01-01_2024-12-31",
"test": "2025-01-01_2026-04-10",
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]
}
],
"feature_names": [
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"ret_2d",
"ret_3d",
"ret_5d",
"ret_10d",
"ret_20d",
"ret_30d",
"ret_60d",
"ma_5",
"ma_10",
"ma_20",
"ma_30",
"ma_60",
"ma_120",
"ma_200",
"close_above_ma5",
"close_above_ma10",
"close_above_ma20",
"close_above_ma30",
"close_above_ma60",
"close_above_ma120",
"close_above_ma200",
"ema_12",
"ema_26",
"macd",
"macd_signal",
"macd_hist",
"rsi_6",
"rsi_12",
"rsi_24",
"volatility_10d",
"volatility_20d",
"vol_ma5",
"vol_ratio_5",
"vol_ma20",
"vol_ratio_20",
"roc_5",
"roc_10",
"roc_20",
"roc_30",
"bb_upper_10",
"bb_lower_10",
"bb_pos_10",
"bb_upper_20",
"bb_lower_20",
"bb_pos_20",
"atr_14",
"atr_30",
"kdj_k_9",
"kdj_d_9",
"kdj_j_9",
"kdj_k_14",
"kdj_d_14",
"kdj_j_14",
"close_pos_20d",
"close_pos_60d",
"buy1",
"buy2",
"buy3",
"sell1",
"sell2",
"sell3",
"bi_strength",
"zhongshu_amplitude",
"dist_last_buy",
"bi_zhongshu_count"
]
}