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ensure cached corr-pairs works with new framework

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robcaulk
2023-01-09 20:04:36 +01:00
parent 8b456441a9
commit a61274ae18
2 changed files with 5 additions and 5 deletions
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8
freqtrade/freqai/data_kitchen.py
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@@ -1147,9 +1147,9 @@ class FreqaiDataKitchen:
for pair in pairs:
pair = pair.replace(':', '') # lightgbm doesnt like colons
valid_strs = [f"%-{pair}", f"%{pair}", f"%_{pair}"]
pair_cols = [col for col in dataframe.columns if
any(substr in col for substr in valid_strs)]
pair_cols = [col for col in dataframe.columns if col.startswith("%")
and f"{pair}_" in col]
if pair_cols:
pair_cols.insert(0, 'date')
corr_dataframes[pair] = dataframe.filter(pair_cols, axis=1)
@@ -1327,6 +1327,7 @@ class FreqaiDataKitchen:
dataframe = self.populate_features(dataframe.copy(), pair, strategy,
corr_dataframes, base_dataframes)
dataframe = strategy.feature_engineering_standard(dataframe.copy())
# ensure corr pairs are always last
for corr_pair in corr_pairs:
if pair == corr_pair:
@@ -1335,7 +1336,6 @@ class FreqaiDataKitchen:
dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
corr_dataframes, base_dataframes, True)
dataframe = strategy.feature_engineering_standard(dataframe.copy())
dataframe = strategy.set_freqai_targets(dataframe.copy())
self.get_unique_classes_from_labels(dataframe)