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improve DBSCAN performance for subsequent trainings

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This commit is contained in:
Robert Caulk
2022-08-04 17:41:58 +02:00
parent fe1b8515a8
commit 51a6b4289f
3 changed files with 17 additions and 10 deletions
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7
freqtrade/freqai/freqai_interface.py
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@@ -385,7 +385,12 @@ class IFreqaiModel(ABC):
dk.data["avg_mean_dist"] = dk.compute_distances()
if self.freqai_info["feature_parameters"].get("DBSCAN_outlier_pct", 0):
dk.use_DBSCAN_to_remove_outliers(predict=False)
if dk.pair in self.dd.old_DBSCAN_eps:
eps = self.dd.old_DBSCAN_eps[dk.pair]
else:
eps = None
dk.use_DBSCAN_to_remove_outliers(predict=False, eps=eps)
self.dd.old_DBSCAN_eps[dk.pair] = dk.data['DBSCAN_eps']
def data_cleaning_predict(self, dk: FreqaiDataKitchen, dataframe: DataFrame) -> None:
"""