Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
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@@ -466,27 +466,6 @@ class FreqaiDataKitchen:
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return df
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def remove_training_from_backtesting(
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self
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) -> DataFrame:
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"""
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Function which takes the backtesting time range and
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remove training data from dataframe, keeping only the
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startup_candle_count candles
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"""
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startup_candle_count = self.config.get('startup_candle_count', 0)
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tf = self.config['timeframe']
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tr = self.config["timerange"]
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backtesting_timerange = TimeRange.parse_timerange(tr)
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if startup_candle_count > 0 and backtesting_timerange:
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backtesting_timerange.subtract_start(timeframe_to_seconds(tf) * startup_candle_count)
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start = datetime.fromtimestamp(backtesting_timerange.startts, tz=timezone.utc)
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df = self.return_dataframe
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df = df.loc[df["date"] >= start, :]
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return df
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def principal_component_analysis(self) -> None:
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"""
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Performs Principal Component Analysis on the data for dimensionality reduction
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@@ -994,8 +973,6 @@ class FreqaiDataKitchen:
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to_keep = [col for col in dataframe.columns if not col.startswith("&")]
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self.return_dataframe = pd.concat([dataframe[to_keep], self.full_df], axis=1)
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self.return_dataframe = self.remove_training_from_backtesting()
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self.full_df = DataFrame()
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return
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