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let user avoid normalizing labels

This commit is contained in:
robcaulk 2022-07-23 16:14:13 +02:00
parent 50d630a155
commit c91e23dc50
1 changed files with 19 additions and 18 deletions
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37
freqtrade/freqai/data_kitchen.py
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@ -356,7 +356,7 @@ class FreqaiDataKitchen:
return self.data_dictionary
def normalize_data(self, data_dictionary: Dict) -> Dict[Any, Any]:
def normalize_data(self, data_dictionary: Dict, do_labels: bool = True) -> Dict[Any, Any]:
"""
Normalize all data in the data_dictionary according to the training dataset
:params:
@ -374,27 +374,28 @@ class FreqaiDataKitchen:
2 * (data_dictionary["test_features"] - train_min) / (train_max - train_min) - 1
)
train_labels_max = data_dictionary["train_labels"].max()
train_labels_min = data_dictionary["train_labels"].min()
data_dictionary["train_labels"] = (
2
* (data_dictionary["train_labels"] - train_labels_min)
/ (train_labels_max - train_labels_min)
- 1
)
data_dictionary["test_labels"] = (
2
* (data_dictionary["test_labels"] - train_labels_min)
/ (train_labels_max - train_labels_min)
- 1
)
for item in train_max.keys():
self.data[item + "_max"] = train_max[item]
self.data[item + "_min"] = train_min[item]
self.data["labels_max"] = train_labels_max.to_dict()
self.data["labels_min"] = train_labels_min.to_dict()
if do_labels:
train_labels_max = data_dictionary["train_labels"].max()
train_labels_min = data_dictionary["train_labels"].min()
data_dictionary["train_labels"] = (
2
* (data_dictionary["train_labels"] - train_labels_min)
/ (train_labels_max - train_labels_min)
- 1
)
data_dictionary["test_labels"] = (
2
* (data_dictionary["test_labels"] - train_labels_min)
/ (train_labels_max - train_labels_min)
- 1
)
self.data["labels_max"] = train_labels_max.to_dict()
self.data["labels_min"] = train_labels_min.to_dict()
return data_dictionary