diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index 9662f4f3a..1c54a6375 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -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