fix inlier metric in backtesting

This commit is contained in:
robcaulk
2022-10-01 14:18:46 +02:00
parent f2b875483f
commit cd514cf15d
5 changed files with 9 additions and 7 deletions

View File

@@ -92,7 +92,7 @@ class BaseClassifierModel(IFreqaiModel):
filtered_df = dk.normalize_data_from_metadata(filtered_df)
dk.data_dictionary["prediction_features"] = filtered_df
self.data_cleaning_predict(dk, filtered_df)
self.data_cleaning_predict(dk)
predictions = self.model.predict(dk.data_dictionary["prediction_features"])
pred_df = DataFrame(predictions, columns=dk.label_list)

View File

@@ -92,7 +92,7 @@ class BaseRegressionModel(IFreqaiModel):
dk.data_dictionary["prediction_features"] = filtered_df
# optional additional data cleaning/analysis
self.data_cleaning_predict(dk, filtered_df)
self.data_cleaning_predict(dk)
predictions = self.model.predict(dk.data_dictionary["prediction_features"])
pred_df = DataFrame(predictions, columns=dk.label_list)