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. Filter the prediction features data and predict with it.
:param: unfiltered_dataframe: Full dataframe for the current backtest period. :param: unfiltered_dataframe: Full dataframe for the current backtest period.
:return: :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 :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) data (NaNs) or felt uncertain about data (PCA and DI index)
""" """
# logger.info("--------------------Starting prediction--------------------")
dk.find_features(unfiltered_dataframe) dk.find_features(unfiltered_dataframe)
filtered_dataframe, _ = dk.filter_features( filtered_dataframe, _ = dk.filter_features(
unfiltered_dataframe, dk.training_features_list, training_filter=False unfiltered_dataframe, dk.training_features_list, training_filter=False