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save_live_data_backtest - added docs and tests

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Wagner Costa Santos
2022-11-17 15:20:07 -03:00
parent 99bff9cbfa
commit 3903b04d3f
6 changed files with 114 additions and 11 deletions
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10
freqtrade/freqai/freqai_interface.py
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@@ -694,7 +694,8 @@ class IFreqaiModel(ABC):
for label in full_labels:
if self.dd.historic_predictions[dk.pair][label].dtype == object:
continue
f = spy.stats.norm.fit(self.dd.historic_predictions[dk.pair][label].tail(num_candles))
f = spy.stats.norm.fit(
self.dd.historic_predictions[dk.pair][label].fillna(0).tail(num_candles))
dk.data["labels_mean"][label], dk.data["labels_std"][label] = f[0], f[1]
return
@@ -882,11 +883,7 @@ class IFreqaiModel(ABC):
if index >= fit_live_predictions_candles:
self.dd.historic_predictions[self.dk.pair] = (
dk.full_df.iloc[index - fit_live_predictions_candles:index])
else:
self.dd.historic_predictions[self.dk.pair] = dk.full_df.iloc[:index]
self.fit_live_predictions(self.dk, self.dk.pair)
if index >= fit_live_predictions_candles:
self.fit_live_predictions(self.dk, self.dk.pair)
for label in label_columns:
if dk.full_df[label].dtype == object:
continue
@@ -899,6 +896,7 @@ class IFreqaiModel(ABC):
for extra_col in self.dk.data["extra_returns_per_train"]:
dk.full_df.at[index, f"{extra_col}"] = (
self.dk.data["extra_returns_per_train"][extra_col])
return
# Following methods which are overridden by user made prediction models.