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.
Read historical bars
XAUUSD H1 · 2,000 bars
Score each signal
Future window 1; |IC| ≥ 0.020
Remove repeats
Correlation below 0.70
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