Add lightgbm classifier, add classifier check test, fix classifier bug.

This commit is contained in:
robcaulk
2022-08-06 17:51:21 +02:00
parent 47a30047eb
commit eb8bde37c1
8 changed files with 249 additions and 6 deletions

View File

@@ -566,6 +566,8 @@ class IFreqaiModel(ABC):
num_candles = self.freqai_info.get("fit_live_predictions_candles", 100)
dk.data["labels_mean"], dk.data["labels_std"] = {}, {}
for label in dk.label_list:
if self.dd.historic_predictions[dk.pair][label].dtype == object:
continue
f = spy.stats.norm.fit(self.dd.historic_predictions[dk.pair][label].tail(num_candles))
dk.data["labels_mean"][label], dk.data["labels_std"][label] = f[0], f[1]