Files
NexQuant/test
TPTBusiness d12430427d feat: Add P5 ML Training Pipeline with LightGBM and 46 tests
- MLTrainer class with feature matrix builder from top factors by IC
- LightGBM training with time-series split (80/20) and early stopping
- Feature importance analysis (gain-based) with ranking
- Model persistence: model.txt + metadata.json + feature_importance.json + CSV
- Feedback generation for factor generation loop
- Model loading from disk
- Full pipeline: load factors -> train -> save -> generate feedback
- 46 unit tests covering all features
- lightgbm and scipy added to requirements.txt
2026-04-09 09:46:56 +02:00
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