连板评分实证校准
limit_up_calibrateCalibrates limit-up scoring factors using real limit-up pool data from recent trading days, computes AUC and group success rates to generate data-driven weights, and saves them for backtesting.
Instructions
拉真实涨停池(最近N交易日)构造「次日连板延续」标签,逐因子算AUC/分组成功率,输出数据驱动权重;结果写 data/score_calibration.json(供 limit_up_scan 自动采用)并落 reports.db(rtype=score_calibration)做回溯。需联网,较重,建议收盘后跑。
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No |