remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count

This commit is contained in:
Wagner Costa Santos
2022-09-22 12:13:51 -03:00
parent 91dc5e7aa6
commit b1dbc3a65f
3 changed files with 16 additions and 28 deletions

View File

@@ -466,27 +466,6 @@ class FreqaiDataKitchen:
return df
def remove_training_from_backtesting(
self
) -> DataFrame:
"""
Function which takes the backtesting time range and
remove training data from dataframe, keeping only the
startup_candle_count candles
"""
startup_candle_count = self.config.get('startup_candle_count', 0)
tf = self.config['timeframe']
tr = self.config["timerange"]
backtesting_timerange = TimeRange.parse_timerange(tr)
if startup_candle_count > 0 and backtesting_timerange:
backtesting_timerange.subtract_start(timeframe_to_seconds(tf) * startup_candle_count)
start = datetime.fromtimestamp(backtesting_timerange.startts, tz=timezone.utc)
df = self.return_dataframe
df = df.loc[df["date"] >= start, :]
return df
def principal_component_analysis(self) -> None:
"""
Performs Principal Component Analysis on the data for dimensionality reduction
@@ -979,8 +958,6 @@ class FreqaiDataKitchen:
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.return_dataframe = self.remove_training_from_backtesting()
self.full_df = DataFrame()
return