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bugfix pca for test features when test split is null

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This commit is contained in:
longyu 2022-08-13 10:47:16 +02:00
parent 9036d1177b
commit 263df87313
1 changed files with 1 additions and 1 deletions
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freqtrade/freqai/data_kitchen.py
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@ -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)],