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fix inlier metric in backtesting

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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
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8
freqtrade/freqai/freqai_interface.py
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@@ -482,13 +482,16 @@ class IFreqaiModel(ABC):
if self.freqai_info["feature_parameters"].get('noise_standard_deviation', 0):
dk.add_noise_to_training_features()
def data_cleaning_predict(self, dk: FreqaiDataKitchen, dataframe: DataFrame) -> None:
def data_cleaning_predict(self, dk: FreqaiDataKitchen) -> None:
"""
Base data cleaning method for predict.
Functions here are complementary to the functions of data_cleaning_train.
"""
ft_params = self.freqai_info["feature_parameters"]
# ensure user is feeding the correct indicators to the model
self.check_if_feature_list_matches_strategy(dk)
if ft_params.get('inlier_metric_window', 0):
dk.compute_inlier_metric(set_='predict')
@@ -506,9 +509,6 @@ class IFreqaiModel(ABC):
if ft_params.get("use_DBSCAN_to_remove_outliers", False):
dk.use_DBSCAN_to_remove_outliers(predict=True)
# ensure user is feeding the correct indicators to the model
self.check_if_feature_list_matches_strategy(dk)
def model_exists(self, dk: FreqaiDataKitchen) -> bool:
"""
Given a pair and path, check if a model already exists