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update backtesting to handle new output framework

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This commit is contained in:
robcaulk
2022-07-03 17:34:44 +02:00
parent 8ac8d53c32
commit bd3a6ba2fe
2 changed files with 56 additions and 28 deletions
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9
freqtrade/freqai/freqai_interface.py
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@@ -201,6 +201,7 @@ class IFreqaiModel(ABC):
if not self.model_exists(
metadata["pair"], dk, trained_timestamp=trained_timestamp.stopts
):
dk.find_features(dataframe_train)
self.model = self.train(dataframe_train, metadata["pair"], dk)
self.dd.pair_dict[metadata["pair"]]["trained_timestamp"] = trained_timestamp.stopts
dk.set_new_model_names(metadata["pair"], trained_timestamp)
@@ -210,12 +211,12 @@ class IFreqaiModel(ABC):
self.check_if_feature_list_matches_strategy(dataframe_train, dk)
preds, do_preds = self.predict(dataframe_backtest, dk)
pred_df, do_preds = self.predict(dataframe_backtest, dk)
dk.append_predictions(preds, do_preds, len(dataframe_backtest))
print("predictions", len(dk.full_predictions), "do_predict", len(dk.full_do_predict))
dk.append_predictions(pred_df, do_preds, len(dataframe_backtest))
# print("predictions", len(dk.full_predictions), "do_predict", len(dk.full_do_predict))
dk.fill_predictions(len(dataframe))
dk.fill_predictions(dataframe)
return dk