fix bug for target_mean/std array merging in backtesting

This commit is contained in:
robcaulk
2022-05-26 21:07:50 +02:00
parent ff531c416f
commit 6193205012
6 changed files with 186 additions and 110 deletions

View File

@@ -178,8 +178,8 @@ class FreqaiExampleStrategy(IStrategy):
dataframe["target_std"],
) = self.model.bridge.start(dataframe, metadata, self)
dataframe["target_roi"] = dataframe["target_mean"] + dataframe["target_std"] * 1.5
dataframe["sell_roi"] = dataframe["target_mean"] - dataframe["target_std"] * 1
dataframe["target_roi"] = dataframe["target_mean"] + dataframe["target_std"]
dataframe["sell_roi"] = dataframe["target_mean"] - dataframe["target_std"]
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: