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add suffix parameter

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This commit is contained in:
Timothy Pogue 2022-09-07 09:35:37 -06:00
parent c08c82bc40
commit 2c9b765953
1 changed files with 12 additions and 2 deletions
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14
freqtrade/strategy/strategy_helper.py
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@ -1,3 +1,5 @@
from typing import Optional
import pandas as pd import pandas as pd
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes
@ -6,7 +8,8 @@ from freqtrade.exchange import timeframe_to_minutes
def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame, def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
timeframe: str, timeframe_inf: str, ffill: bool = True, timeframe: str, timeframe_inf: str, ffill: bool = True,
append_timeframe: bool = True, append_timeframe: bool = True,
date_column: str = 'date') -> pd.DataFrame: date_column: str = 'date',
suffix: Optional[str] = None) -> pd.DataFrame:
""" """
Correctly merge informative samples to the original dataframe, avoiding lookahead bias. Correctly merge informative samples to the original dataframe, avoiding lookahead bias.
@ -50,10 +53,17 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
# Rename columns to be unique # Rename columns to be unique
date_merge = 'date_merge' date_merge = 'date_merge'
if append_timeframe: if append_timeframe and not suffix:
date_merge = f'date_merge_{timeframe_inf}' date_merge = f'date_merge_{timeframe_inf}'
informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns] informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
elif suffix:
date_merge = f'date_merge_{suffix}'
informative.columns = [f"{col}_{suffix}" for col in informative.columns]
elif suffix and append_timeframe:
raise ValueError("You can not specify `append_timeframe` as True and a `suffix`.")
# Combine the 2 dataframes # Combine the 2 dataframes
# all indicators on the informative sample MUST be calculated before this point # all indicators on the informative sample MUST be calculated before this point
if ffill: if ffill: