Fully align LightGBM with Catboost

This commit is contained in:
Matthias 2022-07-10 11:06:18 +02:00
parent 58b18770e3
commit 819cc9c0e4

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@ -97,13 +97,11 @@ class LightGBMPredictionModel(IFreqaiModel):
Filter the prediction features data and predict with it.
:param: unfiltered_dataframe: Full dataframe for the current backtest period.
:return:
:predictions: np.array of predictions
:pred_df: dataframe containing the predictions
:do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
data (NaNs) or felt uncertain about data (PCA and DI index)
"""
# logger.info("--------------------Starting prediction--------------------")
dk.find_features(unfiltered_dataframe)
filtered_dataframe, _ = dk.filter_features(
unfiltered_dataframe, dk.training_features_list, training_filter=False