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Make extra_returns_per_train values available during backtest

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Mark Regan 2022-10-20 12:05:37 +01:00
parent 7192ed7be6
commit 295ba21389
1 changed files with 3 additions and 0 deletions
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freqtrade/freqai/data_kitchen.py
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@ -957,6 +957,9 @@ class FreqaiDataKitchen:
append_df[f"{label}_mean"] = self.data["labels_mean"][label] append_df[f"{label}_mean"] = self.data["labels_mean"][label]
append_df[f"{label}_std"] = self.data["labels_std"][label] append_df[f"{label}_std"] = self.data["labels_std"][label]
for extra_col in self.data["extra_returns_per_train"]:
append_df[f"{extra_col}"] = self.data["extra_returns_per_train"][extra_col]
append_df["do_predict"] = do_predict append_df["do_predict"] = do_predict
if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0: if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0:
append_df["DI_values"] = self.DI_values append_df["DI_values"] = self.DI_values