From 3cabcabcbd5230de3a9c8cb45759d9e540ea4c4f Mon Sep 17 00:00:00 2001 From: robcaulk Date: Mon, 27 Mar 2023 15:23:01 +0200 Subject: [PATCH] ensure labels are properly defined in backtesting --- freqtrade/freqai/freqai_interface.py | 1 + tests/freqai/test_freqai_interface.py | 4 +++- 2 files changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py index fe62adea9..7444bf404 100644 --- a/freqtrade/freqai/freqai_interface.py +++ b/freqtrade/freqai/freqai_interface.py @@ -334,6 +334,7 @@ class IFreqaiModel(ABC): dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train) dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest) + dk.get_unique_classes_from_labels(dataframe_train) if not self.model_exists(dk): dk.find_features(dataframe_train) diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py index e149ca517..5f8071446 100644 --- a/tests/freqai/test_freqai_interface.py +++ b/tests/freqai/test_freqai_interface.py @@ -241,7 +241,6 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog) freqai = strategy.freqai freqai.live = False freqai.dk = FreqaiDataKitchen(freqai_conf) - freqai.dk.live = True timerange = TimeRange.parse_timerange("20180110-20180130") freqai.dd.load_all_pair_histories(timerange, freqai.dk) sub_timerange = TimeRange.parse_timerange("20180110-20180130") @@ -375,6 +374,9 @@ def test_backtesting_fit_live_predictions(mocker, freqai_conf, caplog): sub_timerange = TimeRange.parse_timerange("20180129-20180130") corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk) df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC") + df = strategy.set_freqai_targets(df.copy(), metadata={"pair": "LTC/BTC"}) + df = freqai.dk.remove_special_chars_from_feature_names(df) + freqai.dk.get_unique_classes_from_labels(df) freqai.dk.pair = "ADA/BTC" freqai.dk.full_df = df.fillna(0) freqai.dk.full_df