add tests for outlier detection and removal functions

2022-08-28 12:56:39 +02:00
parent 1e41c773a0
commit dd628eb525
4 changed files with 78 additions and 5 deletions
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -657,7 +657,7 @@ class FreqaiDataKitchen:
                return (x, y)

            MinPts = int(len(self.data_dictionary['train_features'].index) * 0.25)
-            # measure pairwise distances to train_features.shape[1]*2 nearest neighbours
+            # measure pairwise distances to nearest neighbours
            neighbors = NearestNeighbors(
                n_neighbors=MinPts, n_jobs=self.thread_count)
            neighbors_fit = neighbors.fit(self.data_dictionary['train_features'])