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add close price and date to historic_predictions

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This commit is contained in:
robcaulk
2022-10-02 18:33:39 +02:00
parent e686faf1bc
commit b70f18f4c3
2 changed files with 11 additions and 4 deletions
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6
freqtrade/freqai/data_drawer.py
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@@ -257,7 +257,7 @@ class FreqaiDataDrawer:
def append_model_predictions(self, pair: str, predictions: DataFrame,
do_preds: NDArray[np.int_],
dk: FreqaiDataKitchen, len_df: int) -> None:
dk: FreqaiDataKitchen, strat_df: DataFrame) -> None:
"""
Append model predictions to historic predictions dataframe, then set the
strategy return dataframe to the tail of the historic predictions. The length of
@@ -266,6 +266,7 @@ class FreqaiDataDrawer:
historic predictions.
"""
len_df = len(strat_df)
index = self.historic_predictions[pair].index[-1:]
columns = self.historic_predictions[pair].columns
@@ -293,6 +294,9 @@ class FreqaiDataDrawer:
for return_str in rets:
df[return_str].iloc[-1] = rets[return_str]
df['close_price'].iloc[-1] = strat_df['close'].iloc[-1]
df['date_pred'].iloc[-1] = strat_df['date'].iloc[-1]
self.model_return_values[pair] = df.tail(len_df).reset_index(drop=True)
def attach_return_values_to_return_dataframe(