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