add explicit metadata argument to example strat, include it with backtesting

This commit is contained in:
robcaulk
2023-02-04 16:53:17 +01:00
parent 5da60b718d
commit e569f6f6df
4 changed files with 15 additions and 15 deletions

View File

@@ -1253,13 +1253,11 @@ class FreqaiDataKitchen:
informative_copy = informative_df.copy()
for t in self.freqai_config["feature_parameters"]["indicator_periods_candles"]:
metadata["period"] = t
df_features = strategy.feature_engineering_expand_all(
informative_copy.copy(), t, metadata=metadata)
suffix = f"{t}"
informative_df = self.merge_features(informative_df, df_features, tf, tf, suffix)
metadata.pop("period")
generic_df = strategy.feature_engineering_expand_basic(
informative_copy.copy(), metadata=metadata)
suffix = "gen"