From 7f05b44376bd62afd019e124b5931568ddcd5190 Mon Sep 17 00:00:00 2001 From: Emre Date: Thu, 13 Oct 2022 23:01:09 +0300 Subject: [PATCH] Add eval set to CatboostClassifier --- .../freqai/prediction_models/CatboostClassifier.py | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqai/prediction_models/CatboostClassifier.py b/freqtrade/freqai/prediction_models/CatboostClassifier.py index 2aebc3ebf..063c76d1b 100644 --- a/freqtrade/freqai/prediction_models/CatboostClassifier.py +++ b/freqtrade/freqai/prediction_models/CatboostClassifier.py @@ -30,6 +30,14 @@ class CatboostClassifier(BaseClassifierModel): label=data_dictionary["train_labels"], weight=data_dictionary["train_weights"], ) + if self.freqai_info.get("data_split_parameters", {}).get("test_size", 0.1) == 0: + test_data = None + else: + test_data = Pool( + data=data_dictionary["test_features"], + label=data_dictionary["test_labels"], + weight=data_dictionary["test_weights"], + ) cbr = CatBoostClassifier( allow_writing_files=True, @@ -40,6 +48,6 @@ class CatboostClassifier(BaseClassifierModel): init_model = self.get_init_model(dk.pair) - cbr.fit(train_data, init_model=init_model) + cbr.fit(X=train_data, eval_set=test_data, init_model=init_model) return cbr