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fix mypy error and add test for principal component analysis

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This commit is contained in:
Robert Caulk
2022-07-25 11:46:59 +02:00
parent 4abc26b582
commit 7b105532d1
3 changed files with 33 additions and 6 deletions
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5
freqtrade/freqai/freqai_interface.py
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@@ -65,7 +65,6 @@ class IFreqaiModel(ABC):
self.data_split_parameters = config.get("freqai", {}).get("data_split_parameters")
self.model_training_parameters = config.get("freqai", {}).get("model_training_parameters")
self.feature_parameters = config.get("freqai", {}).get("feature_parameters")
self.model = None
self.retrain = False
self.first = True
self.set_full_path()
@@ -372,8 +371,8 @@ class IFreqaiModel(ABC):
"""
Base data cleaning method for train
Any function inside this method should drop training data points from the filtered_dataframe
based on user decided logic. See FreqaiDataKitchen::remove_outliers() for an example
of how outlier data points are dropped from the dataframe used for training.
based on user decided logic. See FreqaiDataKitchen::use_SVM_to_remove_outliers() for an
example of how outlier data points are dropped from the dataframe used for training.
"""
if self.freqai_info.get("feature_parameters", {}).get(