LightGBM 指数期货方向预测教学项目 本项目是一个用于学习 LightGBM 在量化方向预测中如何落地的完整示例。 项目使用中证1000指数 日频数据构建特征，训练 LightGBM 二分类模型预测下一交易日方向，并将预测信号映射到 IM 股指期货当月连续合约的多空持仓回测中。
☆21Oct 23, 2026Updated this week
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