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bug fixes and removed fillna from fit_live_predictions

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Wagner Costa 2022-11-30 08:28:45 -03:00
parent 4571aedb33
commit 17cf3c7e83
2 changed files with 8 additions and 3 deletions
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8
freqtrade/freqai/freqai_interface.py
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@ -147,6 +147,9 @@ class IFreqaiModel(ABC):
# the concatenated results for the full backtesting period back to the strategy. # the concatenated results for the full backtesting period back to the strategy.
elif not self.follow_mode: elif not self.follow_mode:
self.dk = FreqaiDataKitchen(self.config, self.live, metadata["pair"]) 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): if not self.config.get("freqai_backtest_live_models", False):
logger.info(f"Training {len(self.dk.training_timeranges)} timeranges") logger.info(f"Training {len(self.dk.training_timeranges)} timeranges")
dk = self.start_backtesting(dataframe, metadata, self.dk) dk = self.start_backtesting(dataframe, metadata, self.dk)
@ -637,7 +640,7 @@ class IFreqaiModel(ABC):
self.dd.historic_predictions[pair] = pred_df self.dd.historic_predictions[pair] = pred_df
hist_preds_df = self.dd.historic_predictions[pair] 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: for label in hist_preds_df.columns:
if hist_preds_df[label].dtype == object: if hist_preds_df[label].dtype == object:
@ -680,7 +683,7 @@ class IFreqaiModel(ABC):
if self.dd.historic_predictions[dk.pair][label].dtype == object: if self.dd.historic_predictions[dk.pair][label].dtype == object:
continue continue
f = spy.stats.norm.fit( 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] dk.data["labels_mean"][label], dk.data["labels_std"][label] = f[0], f[1]
return return
@ -844,6 +847,7 @@ class IFreqaiModel(ABC):
""" """
fit_live_predictions_candles = self.freqai_info.get("fit_live_predictions_candles", 0) fit_live_predictions_candles = self.freqai_info.get("fit_live_predictions_candles", 0)
if fit_live_predictions_candles: if fit_live_predictions_candles:
logger.info("Applying fit_live_predictions in backtesting")
label_columns = [col for col in dk.full_df.columns if ( label_columns = [col for col in dk.full_df.columns if (
col.startswith("&") and col.startswith("&") and
not (col.startswith("&") and col.endswith("_mean")) and not (col.startswith("&") and col.endswith("_mean")) and

3
tests/freqai/test_freqai_interface.py
View File

@ -363,7 +363,8 @@ def test_backtesting_fit_live_predictions(mocker, freqai_conf, caplog):
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk) corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC") df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
freqai.dk.pair = "ADA/BTC" freqai.dk.pair = "ADA/BTC"
freqai.dk.full_df = df freqai.dk.full_df = df.fillna(0)
freqai.dk.full_df
assert "&-s_close_mean" not in freqai.dk.full_df.columns assert "&-s_close_mean" not in freqai.dk.full_df.columns
assert "&-s_close_std" not in freqai.dk.full_df.columns assert "&-s_close_std" not in freqai.dk.full_df.columns
freqai.backtesting_fit_live_predictions(freqai.dk) freqai.backtesting_fit_live_predictions(freqai.dk)