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enforce date column in backtesting freqai predictions files

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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
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18
freqtrade/freqai/data_kitchen.py
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@ -1021,20 +1021,11 @@ class FreqaiDataKitchen:
Back fill values to before the backtesting range so that the dataframe matches size 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. 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("&")] 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.return_dataframe = pd.merge(dataframe[to_keep],
self.full_df, how='left', on='date') 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() self.full_df = DataFrame()
return return
@ -1368,12 +1359,13 @@ class FreqaiDataKitchen:
if file_exists: if file_exists:
append_df = self.get_backtesting_prediction() 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}") logger.info(f"Found backtesting prediction file at {path_to_predictionfile}")
return True return True
else: else:
logger.info("A new backtesting prediction file is required. " 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 return False
else: else:
logger.info( logger.info(