adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

ensure labels are properly defined in backtesting

Browse Source
This commit is contained in:
robcaulk 2023-03-27 15:23:01 +02:00
parent 55781e7f10
commit 3cabcabcbd
2 changed files with 4 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
freqtrade/freqai/freqai_interface.py
View File

@ -334,6 +334,7 @@ class IFreqaiModel(ABC):
dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train) dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest) 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): if not self.model_exists(dk):
dk.find_features(dataframe_train) dk.find_features(dataframe_train)

4
tests/freqai/test_freqai_interface.py
View File

@ -241,7 +241,6 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog)
freqai = strategy.freqai freqai = strategy.freqai
freqai.live = False freqai.live = False
freqai.dk = FreqaiDataKitchen(freqai_conf) freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.live = True
timerange = TimeRange.parse_timerange("20180110-20180130") timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
sub_timerange = TimeRange.parse_timerange("20180110-20180130") 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") sub_timerange = TimeRange.parse_timerange("20180129-20180130")
corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk) 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 = 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.pair = "ADA/BTC"
freqai.dk.full_df = df.fillna(0) freqai.dk.full_df = df.fillna(0)
freqai.dk.full_df freqai.dk.full_df