Feature Engineering

特征工程

从 OHLCV 生成因果技术因子池,Spearman IC 筛选 + 相关去重。入选特征可登录后保存为特征集。

Turn many indicators into a readable shortlist

IC measures a historical relationship; correlation removes near-duplicates. Neither is a return promise.

Set the rules, then screen
  1. Read historical bars

    XAUUSD H1 · 2,000 bars

  2. Score each signal

    Future window 1; |IC| ≥ 0.020

  3. Remove repeats

    Correlation below 0.70

  4. Keep a compact set

    Up to 15 features

筛选参数

入选特征

配置参数后运行筛选

已保存特征集

登录后可管理特征集