remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example
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@@ -1311,10 +1311,10 @@ class FreqaiDataKitchen:
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for tf in tfs:
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if tf not in base_dataframes:
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base_dataframes[tf] = pd.DataFrame()
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if not corr_dataframes.keys():
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for p in pairs:
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if p not in corr_dataframes:
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corr_dataframes[p] = {}
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for p in pairs:
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if p not in corr_dataframes:
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corr_dataframes[p] = {}
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if tf not in corr_dataframes[p]:
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corr_dataframes[p][tf] = pd.DataFrame()
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if not prediction_dataframe.empty:
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@@ -272,11 +272,7 @@ class IFreqaiModel(ABC):
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self.pair_it += 1
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train_it = 0
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pair = metadata["pair"]
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populate_indicators = True
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timerange = TimeRange.parse_timerange(self.dk.full_timerange)
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self.dd.load_all_pair_histories(timerange, self.dk)
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corr_df, base_df = self.dd.get_base_and_corr_dataframes(timerange, pair, dk)
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# Loop enforcing the sliding window training/backtesting paradigm
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# tr_train is the training time range e.g. 1 historical month
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@@ -312,6 +308,9 @@ class IFreqaiModel(ABC):
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dk.append_predictions(append_df)
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else:
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if populate_indicators:
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timerange = TimeRange.parse_timerange(self.dk.full_timerange)
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self.dd.load_all_pair_histories(timerange, self.dk)
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corr_df, base_df = self.dd.get_base_and_corr_dataframes(timerange, pair, dk)
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dataframe = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe, pair=metadata["pair"],
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corr_dataframes=corr_df, base_dataframes=base_df
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