{"repo":"yupoet/aurumq-rl","free":true,"listed":false,"github":"https://github.com/yupoet/aurumq-rl","clone":"git clone https://github.com/yupoet/aurumq-rl.git","description":"RL stock selection for China A-share — bundled polars-native factor library (105 Alpha101 + 191 GTJA Alpha191 = 296 factors), board-aware price limits, GPU train + ONNX CPU infer, MIT-licensed.","language":"Python","stars":39,"topics":["a-share","algorithmic-trading","alpha101","china-stock-market","factor-investing","gymnasium","onnx","ppo","pytorch","quantitative-finance"],"license":null,"category":"trading","readme_excerpt":"AurumQ-RL · A股量化强化学习选股开源项目 AurumQ-RL · An Open-Source Reinforcement Learning Stock-Selection Framework for the China A-Share Market 中文：一份面向 A 股的因子工程 + 强化学习选股参考实现，附完整的迭代史、消融实验、生产化决策与教训。 English: A factor-engineering + reinforcement-learning stock-picking reference implementation for China A-shares, shipped with the full iteration history, ablations, productionization decisions, and lessons learned. 📊 China A-share · 🤖 PPO/A2C/SAC · 🚀 GPU Train + CPU Infer · 📈 Alpha101 + GTJA Alpha191 + Main-Force + Hot-Money + Northbound · 🧪 26 Phases of Open Experiments --- 摘要 / Abstract 中文. AurumQ-RL 是一个针对 A 股市场特有微观结构（T+1、±10% 涨跌停、主板/科创/创业/北交分层、ST 风险警示、申万一级行业、龙虎榜、北向、游资席位、筹码分布）做工程化封装的强化学习选股开源项目。仓库内含：(1) 一个 polars-native 的因子计算引擎，覆盖 105 个 WorldQuant Alpha101 + 191 个国泰君安 Alpha191（合计 296 个量价因子）外加 11 个 A 股私有因子族（mf , mfp , hm , hk , inst , mg , cyq , senti , sh , fund , ind , mkt , gtja , tech , cmf , zt ）；(2) Stable-Baselines3 PPO 训练栈，针对 RTX 4070 12 GB 做了 GPU 化重构（per-stock 编码器 + CUDA-resident rollout buffer + 索引化观测）；(3) 完整的 14-phase 训练栈演化史，从最初 11% GPU 利用率到 1M-step 隔夜训练；(4) 26-phase 模型实验史，覆盖奖励重设计、长 panel 消融、rank-z 假设检验、SHAP 剪枝、事件衰减编码等关键转折；(5) ONNX 导出 + CPU 推理生产管线。 核心实证发现 ：(a) rank-z 跨截面归一化会在长 panel 训练中销毁 5-6 bps 的跨年因子幅度信号；(b) 5 年训练窗口已是 plateau，2018-2019 数据零边际贡献；(c) Strategy D（top-K 仓位按分数加权）能与任何基模型叠加 +7-10 bps 的 mean y；(d) 二值事件标志直接进 LayerNorm 是 −33% 准确率回归的元凶，必须用 exp-decay τ=10d 编码；(e) cyq 筹码因子的回填 vs 实采分布漂移导致 1.5× T-1 hit 回归，根因是 z-score 不抹平时序 regime 跳变。 当前生产状态（2026-05-11） ：10 个 model version 同时在","default_branch":null,"files":null,"tree":[],"storefront":"/r/yupoet","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/yupoet/aurumq-rl/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}