added again feature check in BT from pred files
This commit is contained in:
parent
b39fc6b924
commit
c8aa7720a2
@ -273,7 +273,7 @@ class IFreqaiModel(ABC):
|
||||
train_it = 0
|
||||
pair = metadata["pair"]
|
||||
populate_indicators = True
|
||||
|
||||
check_features = True
|
||||
# Loop enforcing the sliding window training/backtesting paradigm
|
||||
# tr_train is the training time range e.g. 1 historical month
|
||||
# tr_backtest is the backtesting time range e.g. the week directly
|
||||
@ -301,9 +301,14 @@ class IFreqaiModel(ABC):
|
||||
dk.set_new_model_names(pair, timestamp_model_id)
|
||||
|
||||
if dk.check_if_backtest_prediction_is_valid(len_backtest_df):
|
||||
# self.dd.load_metadata(dk)
|
||||
# dk.find_features(dataframe)
|
||||
# self.check_if_feature_list_matches_strategy(dk)
|
||||
if check_features:
|
||||
self.dd.load_metadata(dk)
|
||||
dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
|
||||
strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"]
|
||||
)
|
||||
dk.find_features(dataframe_dummy_features)
|
||||
self.check_if_feature_list_matches_strategy(dk)
|
||||
check_features = False
|
||||
append_df = dk.get_backtesting_prediction()
|
||||
dk.append_predictions(append_df)
|
||||
else:
|
||||
|
Loading…
Reference in New Issue
Block a user