adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

ensure inlier metric can be combined with other cleaning methods

Browse Source
This commit is contained in:
robcaulk 2022-09-07 18:45:16 +02:00
parent 322f00e3e8
commit ea7bdac9ed
1 changed files with 5 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/freqai/freqai_interface.py
View File

@ -427,6 +427,11 @@ class IFreqaiModel(ABC):
ft_params = self.freqai_info["feature_parameters"]
if ft_params.get('inlier_metric_window', 0):
dk.compute_inlier_metric(set_='train')
if self.freqai_info["data_split_parameters"]["test_size"] > 0:
dk.compute_inlier_metric(set_='test')
if ft_params.get(
"principal_component_analysis", False
):
@ -446,11 +451,6 @@ class IFreqaiModel(ABC):
dk.use_DBSCAN_to_remove_outliers(predict=False, eps=eps)
self.dd.old_DBSCAN_eps[dk.pair] = dk.data['DBSCAN_eps']
if ft_params.get('inlier_metric_window', 0):
dk.compute_inlier_metric(set_='train')
if self.freqai_info["data_split_parameters"]["test_size"] > 0:
dk.compute_inlier_metric(set_='test')
if self.freqai_info["feature_parameters"].get('noise_standard_deviation', 0):
dk.add_noise_to_training_features()