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

Merge pull request #7375 from freqtrade/combine-metrics 

ensure inlier metric can be combined with other cleaning methods
This commit is contained in:
Matthias 2022-09-08 06:43:02 +02:00 committed by GitHub
parent f8e7ed5d7d e51d352777
commit 20bf44a856
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 6 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
freqtrade/freqai/freqai_interface.py
View File

@ -427,6 +427,11 @@ class IFreqaiModel(ABC):
ft_params = self.freqai_info["feature_parameters"]
if ft_params.get('inlier_metric_window', 0):
dk.compute_inlier_metric(set_='train')
if self.freqai_info["data_split_parameters"]["test_size"] > 0:
dk.compute_inlier_metric(set_='test')
if ft_params.get(
"principal_component_analysis", False
):
@ -446,11 +451,6 @@ class IFreqaiModel(ABC):
dk.use_DBSCAN_to_remove_outliers(predict=False, eps=eps)
self.dd.old_DBSCAN_eps[dk.pair] = dk.data['DBSCAN_eps']
if ft_params.get('inlier_metric_window', 0):
dk.compute_inlier_metric(set_='train')
if self.freqai_info["data_split_parameters"]["test_size"] > 0:
dk.compute_inlier_metric(set_='test')
if self.freqai_info["feature_parameters"].get('noise_standard_deviation', 0):
dk.add_noise_to_training_features()
@ -467,7 +467,7 @@ class IFreqaiModel(ABC):
if ft_params.get(
"principal_component_analysis", False
):
dk.pca_transform(dataframe)
dk.pca_transform(self.dk.data_dictionary['prediction_features'])
if ft_params.get("use_SVM_to_remove_outliers", False):
dk.use_SVM_to_remove_outliers(predict=True)