allow users to properly reverse train-test data ordering
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@@ -168,9 +168,17 @@ class FreqaiDataKitchen:
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train_labels = labels
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train_weights = weights
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return self.build_data_dictionary(
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train_features, test_features, train_labels, test_labels, train_weights, test_weights
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)
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# Simplest way to reverse the order of training and test data:
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if self.freqai_config['feature_parameters'].get('reverse_train_test_order', False):
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return self.build_data_dictionary(
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test_features, train_features, test_labels,
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train_labels, test_weights, train_weights
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)
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else:
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return self.build_data_dictionary(
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train_features, test_features, train_labels,
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test_labels, train_weights, test_weights
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)
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def filter_features(
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self,
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