From 263df87313e7cbb87ebadf7e27f0110e8b4513c9 Mon Sep 17 00:00:00 2001 From: longyu Date: Sat, 13 Aug 2022 10:47:16 +0200 Subject: [PATCH] bugfix pca for test features when test split is null --- freqtrade/freqai/data_kitchen.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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)],