Correct indexing
This commit is contained in:
parent
047ded1baa
commit
cdc72bf8ca
@ -209,7 +209,7 @@ class FreqaiDataKitchen:
|
|||||||
filtered_df = unfiltered_df.filter(training_feature_list, axis=1)
|
filtered_df = unfiltered_df.filter(training_feature_list, axis=1)
|
||||||
filtered_df = filtered_df.replace([np.inf, -np.inf], np.nan)
|
filtered_df = filtered_df.replace([np.inf, -np.inf], np.nan)
|
||||||
|
|
||||||
const_cols = filtered_df[:, filtered_df.nunique(axis=0) == len(filtered_df.index)].columns
|
const_cols = list((filtered_df.nunique() == 1).loc[lambda x: x].index)
|
||||||
if const_cols:
|
if const_cols:
|
||||||
filtered_df = filtered_df.filter(filtered_df.columns.difference(const_cols))
|
filtered_df = filtered_df.filter(filtered_df.columns.difference(const_cols))
|
||||||
logger.warning(f"Removed features {const_cols} with constant values.")
|
logger.warning(f"Removed features {const_cols} with constant values.")
|
||||||
@ -1205,7 +1205,6 @@ class FreqaiDataKitchen:
|
|||||||
def save_backtesting_prediction(
|
def save_backtesting_prediction(
|
||||||
self, append_df: DataFrame
|
self, append_df: DataFrame
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
"""
|
"""
|
||||||
Save prediction dataframe from backtesting to h5 file format
|
Save prediction dataframe from backtesting to h5 file format
|
||||||
:param append_df: dataframe for backtesting period
|
:param append_df: dataframe for backtesting period
|
||||||
@ -1219,7 +1218,6 @@ class FreqaiDataKitchen:
|
|||||||
def get_backtesting_prediction(
|
def get_backtesting_prediction(
|
||||||
self
|
self
|
||||||
) -> DataFrame:
|
) -> DataFrame:
|
||||||
|
|
||||||
"""
|
"""
|
||||||
Get prediction dataframe from h5 file format
|
Get prediction dataframe from h5 file format
|
||||||
"""
|
"""
|
||||||
|
Loading…
Reference in New Issue
Block a user