diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index f16e169b9..9f07c9e70 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -440,7 +440,6 @@ class FreqaiDataKitchen:
         logger.info("reduced feature dimension by %s", n_components - n_keep_components)
         logger.info("explained variance %f", np.sum(pca2.explained_variance_ratio_))
         train_components = pca2.transform(self.data_dictionary["train_features"])
-        test_components = pca2.transform(self.data_dictionary["test_features"])
 
         self.data_dictionary["train_features"] = pd.DataFrame(
             data=train_components,
@@ -454,6 +453,7 @@ class FreqaiDataKitchen:
         self.training_features_list = self.data_dictionary["train_features"].columns
 
         if self.freqai_config.get('data_split_parameters', {}).get('test_size', 0.1) != 0:
+            test_components = pca2.transform(self.data_dictionary["test_features"])
             self.data_dictionary["test_features"] = pd.DataFrame(
                 data=test_components,
                 columns=["PC" + str(i) for i in range(0, n_keep_components)],