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Merge pull request #7883 from freqtrade/fix/multioutput-bug

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fix bug in MultiOutput* with conv_width = 1
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Matthias 2022-12-11 15:52:10 +01:00 committed by GitHub
commit 42afdbb0e5
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2 changed files with 8 additions and 0 deletions
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5
freqtrade/freqai/base_models/BaseClassifierModel.py
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@ -95,9 +95,14 @@ class BaseClassifierModel(IFreqaiModel):
self.data_cleaning_predict(dk) self.data_cleaning_predict(dk)
predictions = self.model.predict(dk.data_dictionary["prediction_features"]) predictions = self.model.predict(dk.data_dictionary["prediction_features"])
if self.CONV_WIDTH == 1:
predictions = np.reshape(predictions, (-1, len(dk.label_list)))
pred_df = DataFrame(predictions, columns=dk.label_list) pred_df = DataFrame(predictions, columns=dk.label_list)
predictions_prob = self.model.predict_proba(dk.data_dictionary["prediction_features"]) predictions_prob = self.model.predict_proba(dk.data_dictionary["prediction_features"])
if self.CONV_WIDTH == 1:
predictions_prob = np.reshape(predictions_prob, (-1, len(self.model.classes_)))
pred_df_prob = DataFrame(predictions_prob, columns=self.model.classes_) pred_df_prob = DataFrame(predictions_prob, columns=self.model.classes_)
pred_df = pd.concat([pred_df, pred_df_prob], axis=1) pred_df = pd.concat([pred_df, pred_df_prob], axis=1)

3
freqtrade/freqai/base_models/BaseRegressionModel.py
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@ -95,6 +95,9 @@ class BaseRegressionModel(IFreqaiModel):
self.data_cleaning_predict(dk) self.data_cleaning_predict(dk)
predictions = self.model.predict(dk.data_dictionary["prediction_features"]) predictions = self.model.predict(dk.data_dictionary["prediction_features"])
if self.CONV_WIDTH == 1:
predictions = np.reshape(predictions, (-1, len(dk.label_list)))
pred_df = DataFrame(predictions, columns=dk.label_list) pred_df = DataFrame(predictions, columns=dk.label_list)
pred_df = dk.denormalize_labels_from_metadata(pred_df) pred_df = dk.denormalize_labels_from_metadata(pred_df)