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fix bug with lightgbm and colons

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This commit is contained in:
robcaulk 2022-11-03 21:03:48 +01:00
parent d721b50230
commit db942321ad
1 changed files with 2 additions and 1 deletions
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3
freqtrade/freqai/data_kitchen.py
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@ -1153,12 +1153,13 @@ class FreqaiDataKitchen:
pairs = self.freqai_config["feature_parameters"].get("include_corr_pairlist", [])
for pair in pairs:
pair = pair.replace(':', '') # lightgbm doesnt like colons
valid_strs = [f"%-{pair}", f"%{pair}", f"%_{pair}"]
pair_cols = [col for col in dataframe.columns if
any(substr in col for substr in valid_strs)]
if pair_cols:
pair_cols.insert(0, 'date')
corr_dataframes[pair] = dataframe.filter(pair_cols, axis=1)
corr_dataframes[pair] = dataframe.filter(pair_cols, axis=1)
return corr_dataframes