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Merge pull request #7611 from markdregan/backtest_extra_returns

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Make extra_returns_per_train data available during backtest
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Robert Caulk 2022-10-21 17:13:22 +02:00 committed by GitHub
commit a85826bf24
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freqtrade/freqai/data_kitchen.py
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@ -957,6 +957,9 @@ class FreqaiDataKitchen:
append_df[f"{label}_mean"] = self.data["labels_mean"][label]
append_df[f"{label}_std"] = self.data["labels_std"][label]
for extra_col in self.data["extra_returns_per_train"]:
append_df["{extra_col}"] = self.data["extra_returns_per_train"][extra_col]
append_df["do_predict"] = do_predict
if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0:
append_df["DI_values"] = self.DI_values