From 5cfb4154ebce933997cd45b0e1d3c57876271e5f Mon Sep 17 00:00:00 2001 From: robcaulk Date: Sat, 3 Sep 2022 19:48:30 +0200 Subject: [PATCH] revert all changes in normalize_data() --- freqtrade/freqai/data_kitchen.py | 13 ++++++------- 1 file changed, 6 insertions(+), 7 deletions(-) diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index ff8f72490..3335503d3 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -288,12 +288,11 @@ class FreqaiDataKitchen: :data_dictionary: updated dictionary with standardized values. """ - df = data_dictionary["train_features"] # standardize the data by training stats - train_max = df.max() - train_min = df.min() - df = ( - 2 * (df - train_min) / (train_max - train_min) - 1 + train_max = data_dictionary["train_features"].max() + train_min = data_dictionary["train_features"].min() + data_dictionary["train_features"] = ( + 2 * (data_dictionary["train_features"] - train_min) / (train_max - train_min) - 1 ) data_dictionary["test_features"] = ( 2 * (data_dictionary["test_features"] - train_min) / (train_max - train_min) - 1 @@ -322,8 +321,8 @@ class FreqaiDataKitchen: - 1 ) - self.data[f"{item}_max"] = train_labels_max - self.data[f"{item}_min"] = train_labels_min + self.data[f"{item}_max"] = train_labels_max + self.data[f"{item}_min"] = train_labels_min return data_dictionary def normalize_single_dataframe(self, df: DataFrame) -> DataFrame: