Fix feature list match for pca

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Emre 2022-09-30 15:22:05 -07:00
parent d462f40299
commit cdc01a0781
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2 changed files with 9 additions and 0 deletions

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@ -1,5 +1,6 @@
import copy import copy
import logging import logging
import re
import shutil import shutil
from datetime import datetime, timezone from datetime import datetime, timezone
from math import cos, sin from math import cos, sin
@ -881,6 +882,10 @@ class FreqaiDataKitchen:
""" """
column_names = dataframe.columns column_names = dataframe.columns
features = [c for c in column_names if "%" in c] features = [c for c in column_names if "%" in c]
pca_features = [c for c in column_names if re.search(r"^PC\d+$", c)]
if not features and pca_features:
features = pca_features
if not features: if not features:
raise OperationalException("Could not find any features!") raise OperationalException("Could not find any features!")

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@ -434,6 +434,10 @@ class IFreqaiModel(ABC):
feature_list = dk.data["training_features_list_raw"] feature_list = dk.data["training_features_list_raw"]
else: else:
feature_list = dk.data['training_features_list'] feature_list = dk.data['training_features_list']
if self.ft_params.get('principal_component_analysis', False):
feature_list = dk.data['training_features_list']
if dk.training_features_list != feature_list: if dk.training_features_list != feature_list:
raise OperationalException( raise OperationalException(
"Trying to access pretrained model with `identifier` " "Trying to access pretrained model with `identifier` "