adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

bug fixes and removed fillna from fit_live_predictions

Browse Source
This commit is contained in:
Wagner Costa
2022-11-30 08:28:45 -03:00
parent 4571aedb33
commit 17cf3c7e83
2 changed files with 8 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
freqtrade/freqai/freqai_interface.py
View File

@@ -147,6 +147,9 @@ class IFreqaiModel(ABC):
# the concatenated results for the full backtesting period back to the strategy.
elif not self.follow_mode:
self.dk = FreqaiDataKitchen(self.config, self.live, metadata["pair"])
dataframe = self.dk.use_strategy_to_populate_indicators(
strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
)
if not self.config.get("freqai_backtest_live_models", False):
logger.info(f"Training {len(self.dk.training_timeranges)} timeranges")
dk = self.start_backtesting(dataframe, metadata, self.dk)
@@ -637,7 +640,7 @@ class IFreqaiModel(ABC):
self.dd.historic_predictions[pair] = pred_df
hist_preds_df = self.dd.historic_predictions[pair]
self.set_start_dry_live_date(pred_df)
self.set_start_dry_live_date(strat_df)
for label in hist_preds_df.columns:
if hist_preds_df[label].dtype == object:
@@ -680,7 +683,7 @@ class IFreqaiModel(ABC):
if self.dd.historic_predictions[dk.pair][label].dtype == object:
continue
f = spy.stats.norm.fit(
self.dd.historic_predictions[dk.pair][label].fillna(0).tail(num_candles))
self.dd.historic_predictions[dk.pair][label].tail(num_candles))
dk.data["labels_mean"][label], dk.data["labels_std"][label] = f[0], f[1]
return
@@ -844,6 +847,7 @@ class IFreqaiModel(ABC):
"""
fit_live_predictions_candles = self.freqai_info.get("fit_live_predictions_candles", 0)
if fit_live_predictions_candles:
logger.info("Applying fit_live_predictions in backtesting")
label_columns = [col for col in dk.full_df.columns if (
col.startswith("&") and
not (col.startswith("&") and col.endswith("_mean")) and