ensure extra_returns_per_train are set properly on first hist_preds build
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@ -629,7 +629,7 @@ class IFreqaiModel(ABC):
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hist_preds_df['DI_values'] = 0
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hist_preds_df['DI_values'] = 0
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for return_str in dk.data['extra_returns_per_train']:
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for return_str in dk.data['extra_returns_per_train']:
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hist_preds_df[return_str] = 0
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hist_preds_df[return_str] = dk.data['extra_returns_per_train'][return_str]
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hist_preds_df['close_price'] = strat_df['close']
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hist_preds_df['close_price'] = strat_df['close']
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hist_preds_df['date_pred'] = strat_df['date']
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hist_preds_df['date_pred'] = strat_df['date']
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