Merge remote-tracking branch 'origin/develop' into dev-merge-rl
This commit is contained in:
@@ -264,7 +264,7 @@ class FreqaiDataDrawer:
|
||||
|
||||
def append_model_predictions(self, pair: str, predictions: DataFrame,
|
||||
do_preds: NDArray[np.int_],
|
||||
dk: FreqaiDataKitchen, len_df: int) -> None:
|
||||
dk: FreqaiDataKitchen, strat_df: DataFrame) -> None:
|
||||
"""
|
||||
Append model predictions to historic predictions dataframe, then set the
|
||||
strategy return dataframe to the tail of the historic predictions. The length of
|
||||
@@ -273,6 +273,7 @@ class FreqaiDataDrawer:
|
||||
historic predictions.
|
||||
"""
|
||||
|
||||
len_df = len(strat_df)
|
||||
index = self.historic_predictions[pair].index[-1:]
|
||||
columns = self.historic_predictions[pair].columns
|
||||
|
||||
@@ -300,6 +301,15 @@ class FreqaiDataDrawer:
|
||||
for return_str in rets:
|
||||
df[return_str].iloc[-1] = rets[return_str]
|
||||
|
||||
# this logic carries users between version without needing to
|
||||
# change their identifier
|
||||
if 'close_price' not in df.columns:
|
||||
df['close_price'] = np.nan
|
||||
df['date_pred'] = np.nan
|
||||
|
||||
df['close_price'].iloc[-1] = strat_df['close'].iloc[-1]
|
||||
df['date_pred'].iloc[-1] = strat_df['date'].iloc[-1]
|
||||
|
||||
self.model_return_values[pair] = df.tail(len_df).reset_index(drop=True)
|
||||
|
||||
def attach_return_values_to_return_dataframe(
|
||||
|
||||
Reference in New Issue
Block a user