ensure colon replaced for cached attach

This commit is contained in:
robcaulk 2022-11-03 21:17:48 +01:00
parent 6938ed6584
commit 05b309caf2

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@ -1179,6 +1179,7 @@ class FreqaiDataKitchen:
pairs = self.freqai_config["feature_parameters"].get("include_corr_pairlist", []) pairs = self.freqai_config["feature_parameters"].get("include_corr_pairlist", [])
for pair in pairs: for pair in pairs:
pair = pair.replace(':', '') # lightgbm doesnt work with colons
if current_pair != pair: if current_pair != pair:
dataframe = dataframe.merge(corr_dataframes[pair], how='left', on='date') dataframe = dataframe.merge(corr_dataframes[pair], how='left', on='date')