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

@@ -844,10 +844,12 @@ class FreqaiDataKitchen:
self.remove_beginning_points_from_data_dict(set_, no_prev_pts)
self.data_dictionary[f'{set_}_features'] = pd.concat(
[compute_df, inlier_metric], axis=1)
# self.find_features(self.data_dictionary[f'{set_}_features'])
else:
self.data_dictionary['prediction_features'] = pd.concat(
[compute_df, inlier_metric], axis=1)
self.data_dictionary['prediction_features'].fillna(0, inplace=True)
# self.find_features(self.data_dictionary['prediction_features'])
logger.info('Inlier metric computed and added to features.')