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debug classifier with predict proba

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This commit is contained in:
robcaulk
2022-08-10 15:16:50 +02:00
parent 23cc21ce59
commit b1b76a2dbe
4 changed files with 21 additions and 24 deletions
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11
freqtrade/freqai/data_kitchen.py
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@@ -91,6 +91,7 @@ class FreqaiDataKitchen:
self.thread_count = self.freqai_config.get("data_kitchen_thread_count", -1)
self.train_dates: DataFrame = pd.DataFrame()
self.unique_classes: Dict[str, list] = {}
self.unique_class_list: list = []
def set_paths(
self,
@@ -338,7 +339,7 @@ class FreqaiDataKitchen:
"""
for label in df.columns:
if df[label].dtype == object:
if df[label].dtype == object or label in self.unique_class_list:
continue
df[label] = (
(df[label] + 1)
@@ -995,6 +996,10 @@ class FreqaiDataKitchen:
f = spy.stats.norm.fit(self.data_dictionary["train_labels"][label])
self.data["labels_mean"][label], self.data["labels_std"][label] = f[0], f[1]
# incase targets are classifications
for label in self.unique_class_list:
self.data["labels_mean"][label], self.data["labels_std"][label] = 0, 0
return
def remove_features_from_df(self, dataframe: DataFrame) -> DataFrame:
@@ -1014,3 +1019,7 @@ class FreqaiDataKitchen:
for key in self.label_list:
if dataframe[key].dtype == object:
self.unique_classes[key] = dataframe[key].dropna().unique()
if self.unique_classes:
for label in self.unique_classes:
self.unique_class_list += list(self.unique_classes[label])