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fix PCA bug

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This commit is contained in:
robcaulk 2022-05-31 00:40:45 +02:00
parent 606f18e5c1
commit 29d2f59f12
1 changed files with 6 additions and 2 deletions
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8
freqtrade/freqai/data_kitchen.py
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@ -119,6 +119,10 @@ class FreqaiDataKitchen:
save_path / str(self.model_filename + "_trained_df.pkl") save_path / str(self.model_filename + "_trained_df.pkl")
) )
if self.freqai_config.get('feature_parameters', {}).get('principal_component_analysis'):
pk.dump(self.pca, open(self.data_path /
str(self.model_filename + "_pca_object.pkl"), "wb"))
# if self.live: # if self.live:
self.data_drawer.model_dictionary[self.model_filename] = model self.data_drawer.model_dictionary[self.model_filename] = model
self.data_drawer.pair_dict[coin]['model_filename'] = self.model_filename self.data_drawer.pair_dict[coin]['model_filename'] = self.model_filename
@ -185,7 +189,8 @@ class FreqaiDataKitchen:
"_svm_model.joblib")).resolve().exists(): "_svm_model.joblib")).resolve().exists():
self.svm_model = load(self.data_path / str(self.model_filename + "_svm_model.joblib")) self.svm_model = load(self.data_path / str(self.model_filename + "_svm_model.joblib"))
assert model, ( if not model:
raise OperationalException(
f"Unable to load model, ensure model exists at " f"Unable to load model, ensure model exists at "
f"{self.data_path} " f"{self.data_path} "
) )
@ -499,7 +504,6 @@ class FreqaiDataKitchen:
if not self.data_path.is_dir(): if not self.data_path.is_dir():
self.data_path.mkdir(parents=True, exist_ok=True) self.data_path.mkdir(parents=True, exist_ok=True)
pk.dump(pca2, open(self.data_path / str(self.model_filename + "_pca_object.pkl"), "wb"))
return None return None