improve flexibility of user defined prediction dataframe

This commit is contained in:
Robert Caulk
2022-08-06 13:51:19 +02:00
parent fdc82f8302
commit c172ce1011
6 changed files with 42 additions and 31 deletions

View File

@@ -221,7 +221,7 @@ class IFreqaiModel(ABC):
pred_df, do_preds = self.predict(dataframe_backtest, dk)
dk.append_predictions(pred_df, do_preds, len(dataframe_backtest))
dk.append_predictions(pred_df, do_preds)
dk.fill_predictions(dataframe)
@@ -543,15 +543,17 @@ class IFreqaiModel(ABC):
self.dd.historic_predictions[pair] = pred_df
hist_preds_df = self.dd.historic_predictions[pair]
for label in hist_preds_df.columns:
if hist_preds_df[label].dtype == object:
continue
hist_preds_df[f'{label}_mean'] = 0
hist_preds_df[f'{label}_std'] = 0
hist_preds_df['do_predict'] = 0
if self.freqai_info['feature_parameters'].get('DI_threshold', 0) > 0:
hist_preds_df['DI_values'] = 0
for label in dk.data['labels_mean']:
hist_preds_df[f'{label}_mean'] = 0
hist_preds_df[f'{label}_std'] = 0
for return_str in dk.data['extra_returns_per_train']:
hist_preds_df[return_str] = 0