logged dates for filtered dataframe instead of unfiltered dataframe
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@ -39,11 +39,7 @@ class BaseRegressionModel(IFreqaiModel):
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:model: Trained model which can be used to inference (self.predict)
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:model: Trained model which can be used to inference (self.predict)
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"""
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"""
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start_date = unfiltered_dataframe["date"].iloc[0]
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end_date = unfiltered_dataframe["date"].iloc[-1]
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logger.info("-------------------- Starting training " f"{pair} --------------------")
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logger.info("-------------------- Starting training " f"{pair} --------------------")
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logger.info("-------------------- Using data "
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f"from {start_date} to {end_date}--------------------")
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# filter the features requested by user in the configuration file and elegantly handle NaNs
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# filter the features requested by user in the configuration file and elegantly handle NaNs
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features_filtered, labels_filtered = dk.filter_features(
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features_filtered, labels_filtered = dk.filter_features(
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@ -53,6 +49,10 @@ class BaseRegressionModel(IFreqaiModel):
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training_filter=True,
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training_filter=True,
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)
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)
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start_date = unfiltered_dataframe["date"].iloc[0].strftime("%Y-%m-%d")
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end_date = unfiltered_dataframe["date"].iloc[-1].strftime("%Y-%m-%d")
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logger.info(f"-------------------- Training on data from {start_date} to "
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f"{end_date}--------------------")
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# split data into train/test data.
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# split data into train/test data.
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data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered)
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data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered)
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if not self.freqai_info.get('fit_live_predictions', 0):
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if not self.freqai_info.get('fit_live_predictions', 0):
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