Qionk/a-share-quant

1-- 涨跌分类预测历史库2-- 用法: mysql -h <host> -u <user> -p <database> < create_clf_tables_mysql.sql3 4CREATE TABLE IF NOT EXISTS clf_training_sessions (5    id INT AUTO_INCREMENT PRIMARY KEY,6    stock_code VARCHAR(20) NOT NULL,7    stock_name VARCHAR(100),8    trained_at DATETIME NOT NULL,9    forecast_days INT DEFAULT 1,10    threshold FLOAT DEFAULT 0.5,11    look_back INT DEFAULT 20,12    n_splits INT DEFAULT 5,13    selected_models JSON,14    params_json JSON,15    data_start_date DATE,16    data_end_date DATE,17    oos_start_date DATE,18    oos_end_date DATE,19    total_samples INT,20    ensemble_metrics JSON,21    model_metrics JSON,22    latest_date DATE,23    latest_proba FLOAT,24    latest_signal TINYINT,25    created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,26    INDEX idx_clf_stock_code (stock_code),27    INDEX idx_clf_trained_at (trained_at)28) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;29 30CREATE TABLE IF NOT EXISTS clf_prediction_details (31    id INT AUTO_INCREMENT PRIMARY KEY,32    session_id INT NOT NULL,33    trade_date DATE NOT NULL,34    next_day_proba FLOAT,35    fused_signal TINYINT,36    xgb_proba FLOAT,37    en_proba FLOAT,38    future_ret FLOAT,39    future_ret_valid TINYINT DEFAULT 1,40    next_day_ret FLOAT,41    INDEX idx_clf_session (session_id),42    INDEX idx_clf_trade_date (trade_date),43    FOREIGN KEY (session_id) REFERENCES clf_training_sessions(id) ON DELETE CASCADE44) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;45 46CREATE TABLE IF NOT EXISTS clf_feature_elimination_log (47    id INT AUTO_INCREMENT PRIMARY KEY,48    stock_code VARCHAR(20) NOT NULL,49    feature_name VARCHAR(100) NOT NULL,50    importance DOUBLE,51    rank_in_total INT,52    total_features INT,53    kept_features INT,54    eliminated_at DATETIME NOT NULL,55    INDEX idx_fe_stock (stock_code),56    INDEX idx_fe_feature (feature_name)57) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;