Change storage loc and fix test fail
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@@ -71,7 +71,6 @@ class FreqaiDataKitchen:
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self.data_path = Path()
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self.label_list: List = []
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self.training_features_list: List = []
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self.constant_features_list: List = []
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self.model_filename: str = ""
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self.backtesting_results_path = Path()
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self.backtest_predictions_folder: str = "backtesting_predictions"
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@@ -211,10 +210,10 @@ class FreqaiDataKitchen:
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const_cols = list((filtered_df.nunique() == 1).loc[lambda x: x].index)
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if const_cols:
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filtered_df = filtered_df.filter(filtered_df.columns.difference(const_cols))
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self.constant_features_list = const_cols
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self.data['constant_features_list'] = const_cols
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logger.warning(f"Removed features {const_cols} with constant values.")
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else:
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self.constant_features_list = []
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self.data['constant_features_list'] = []
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# we don't care about total row number (total no. datapoints) in training, we only care
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# about removing any row with NaNs
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# if labels has multiple columns (user wants to train multiple modelEs), we detect here
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@@ -245,7 +244,7 @@ class FreqaiDataKitchen:
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self.data["filter_drop_index_training"] = drop_index
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else:
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if len(self.constant_features_list):
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if len(self.data['constant_features_list']):
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filtered_df = self.check_pred_labels(filtered_df)
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# we are backtesting so we need to preserve row number to send back to strategy,
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# so now we use do_predict to avoid any prediction based on a NaN
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@@ -472,7 +471,7 @@ class FreqaiDataKitchen:
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:params:
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:df_predictions: incoming predictions
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"""
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constant_labels = self.constant_features_list
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constant_labels = self.data['constant_features_list']
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df_predictions = df_predictions.filter(
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df_predictions.columns.difference(constant_labels)
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)
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