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@@ -213,18 +213,21 @@ public class RankStrategy4RegionMergeModelV562 extends RankStrategy4RegionMergeM
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double f3 = ExtractorUtils.calDiv(returns, exp);
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double f4 = ExtractorUtils.calLog(returns);
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double f5 = f3 * f4;
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+ double f6 = ExtractorUtils.calDiv(returns, share);
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String key1 = tuple4.name + "_" + prefix2 + "_" + "STR";
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String key2 = tuple4.name + "_" + prefix2 + "_" + "log(share)";
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String key3 = tuple4.name + "_" + prefix2 + "_" + "ROV";
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String key4 = tuple4.name + "_" + prefix2 + "_" + "log(return)";
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String key5 = tuple4.name + "_" + prefix2 + "_" + "ROV*log(return)";
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+ String key6 = tuple4.name + "_" + prefix2 + "_" + "ROS";
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featureMap.put(key1, f1);
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featureMap.put(key2, f2);
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featureMap.put(key3, f3);
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featureMap.put(key4, f4);
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featureMap.put(key5, f5);
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+ featureMap.put(key6, f6);
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}
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}
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@@ -310,7 +313,6 @@ public class RankStrategy4RegionMergeModelV562 extends RankStrategy4RegionMergeM
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}
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// 3 连续值特征分桶
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- readBucketFile();
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Map<String, String> userFeatureMap = FeatureBucketUtils.bucketFeature("20241209_rov_bucket.txt", userFeatureMapDouble);
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Map<String, String> norUserFeatureMap = FeatureBucketUtils.bucketFeature("20241209_nor_bucket.txt", userFeatureMapDouble);
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for (RankItem item : rankItems) {
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