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Merge branch 'develop' into backtest_live_models

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This commit is contained in:
Wagner Costa Santos
2022-11-07 15:14:10 -03:00
parent 8bdc99a3d6 8bc71f2025
commit 6559384286
18 changed files with 102 additions and 27 deletions
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24
freqtrade/freqai/data_kitchen.py
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@@ -1177,11 +1177,13 @@ class FreqaiDataKitchen:
pairs = self.freqai_config["feature_parameters"].get("include_corr_pairlist", [])
for pair in pairs:
pair = pair.replace(':', '') # lightgbm doesnt like colons
valid_strs = [f"%-{pair}", f"%{pair}", f"%_{pair}"]
pair_cols = [col for col in dataframe.columns if
any(substr in col for substr in valid_strs)]
pair_cols.insert(0, 'date')
corr_dataframes[pair] = dataframe.filter(pair_cols, axis=1)
if pair_cols:
pair_cols.insert(0, 'date')
corr_dataframes[pair] = dataframe.filter(pair_cols, axis=1)
return corr_dataframes
@@ -1199,8 +1201,9 @@ class FreqaiDataKitchen:
ready for training
"""
pairs = self.freqai_config["feature_parameters"].get("include_corr_pairlist", [])
current_pair = current_pair.replace(':', '')
for pair in pairs:
pair = pair.replace(':', '') # lightgbm doesnt work with colons
if current_pair != pair:
dataframe = dataframe.merge(corr_dataframes[pair], how='left', on='date')
@@ -1270,6 +1273,8 @@ class FreqaiDataKitchen:
self.get_unique_classes_from_labels(dataframe)
dataframe = self.remove_special_chars_from_feature_names(dataframe)
return dataframe
def fit_labels(self) -> None:
@@ -1471,3 +1476,16 @@ class FreqaiDataKitchen:
assets_end_dates[asset].append(model_end_date)
return assets_end_dates
def remove_special_chars_from_feature_names(self, dataframe: pd.DataFrame) -> pd.DataFrame:
"""
Remove all special characters from feature strings (:)
:param dataframe: the dataframe that just finished indicator population. (unfiltered)
:return: dataframe with cleaned featrue names
"""
spec_chars = [':']
for c in spec_chars:
dataframe.columns = dataframe.columns.str.replace(c, "")
return dataframe