adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

added again feature check in BT from pred files

Browse Source
This commit is contained in:
Wagner Costa 2022-12-30 11:16:35 -03:00
parent b39fc6b924
commit c8aa7720a2
1 changed files with 9 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

13
freqtrade/freqai/freqai_interface.py
View File

@ -273,7 +273,7 @@ class IFreqaiModel(ABC):
train_it = 0 train_it = 0
pair = metadata["pair"] pair = metadata["pair"]
populate_indicators = True populate_indicators = True
check_features = True
# Loop enforcing the sliding window training/backtesting paradigm # Loop enforcing the sliding window training/backtesting paradigm
# tr_train is the training time range e.g. 1 historical month # tr_train is the training time range e.g. 1 historical month
# tr_backtest is the backtesting time range e.g. the week directly # 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) dk.set_new_model_names(pair, timestamp_model_id)
if dk.check_if_backtest_prediction_is_valid(len_backtest_df): if dk.check_if_backtest_prediction_is_valid(len_backtest_df):
# self.dd.load_metadata(dk) if check_features:
# dk.find_features(dataframe) self.dd.load_metadata(dk)
# self.check_if_feature_list_matches_strategy(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() append_df = dk.get_backtesting_prediction()
dk.append_predictions(append_df) dk.append_predictions(append_df)
else: else: