adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

enforce date column in backtesting freqai predictions files

This commit is contained in:
Wagner Costa Santos 2022-11-08 11:06:23 -03:00
parent 9c5ba0732a
commit 8d9988a942
1 changed files with 5 additions and 13 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
freqtrade/freqai/data_kitchen.py
View File

@ -1021,20 +1021,11 @@ class FreqaiDataKitchen:
Back fill values to before the backtesting range so that the dataframe matches size
when it goes back to the strategy. These rows are not included in the backtest.
"""
# len_filler = len(dataframe) - len(self.full_df.index) # startup_candle_count
# filler_df = pd.DataFrame(
# np.zeros((len_filler, len(self.full_df.columns))), columns=self.full_df.columns
# )
# self.full_df = pd.concat([filler_df, self.full_df], axis=0, ignore_index=True)
to_keep = [col for col in dataframe.columns if not col.startswith("&")]
# self.return_dataframe = pd.concat([dataframe[to_keep], self.full_df], axis=1)
# self.full_df = DataFrame()
self.return_dataframe = pd.merge(dataframe[to_keep],
self.full_df, how='left', on='date')
self.return_dataframe[self.full_df.columns] = (
self.return_dataframe[self.full_df.columns].fillna(value=0))
self.full_df = DataFrame()
return
@ -1368,12 +1359,13 @@ class FreqaiDataKitchen:
if file_exists:
append_df = self.get_backtesting_prediction()
if len(append_df) == len_backtest_df:
if len(append_df) == len_backtest_df and 'date' in append_df:
logger.info(f"Found backtesting prediction file at {path_to_predictionfile}")
return True
else:
logger.info("A new backtesting prediction file is required. "
"(Number of predictions is different from dataframe length).")
"(Number of predictions is different from dataframe length or "
"old prediction file version).")
return False
else:
logger.info(