throw user error if user tries to load models but feeds the wrong features (while using PCA)
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@@ -477,6 +477,11 @@ class FreqaiDataKitchen:
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index=self.data_dictionary["train_features"].index,
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)
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# keeping a copy of the non-transformed features so we can check for errors during
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# model load from disk
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self.data['training_features_list_raw'] = copy.deepcopy(self.training_features_list)
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self.training_features_list = self.data_dictionary["train_features"].columns
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self.data_dictionary["test_features"] = pd.DataFrame(
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data=test_components,
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columns=["PC" + str(i) for i in range(0, n_keep_components)],
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@@ -563,7 +568,8 @@ class FreqaiDataKitchen:
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def find_features(self, dataframe: DataFrame) -> list:
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column_names = dataframe.columns
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features = [c for c in column_names if '%' in c]
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assert features, ("Could not find any features!")
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if not features:
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raise OperationalException("Could not find any features!")
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return features
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def check_if_pred_in_training_spaces(self) -> None:
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