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fix bug in backtest target setting

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This commit is contained in:
robcaulk 2023-03-26 13:43:59 +02:00
parent 298f5685ee
commit f1e831a7b8
2 changed files with 9 additions and 6 deletions
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8
freqtrade/freqai/data_kitchen.py
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@ -1291,7 +1291,7 @@ class FreqaiDataKitchen:
return dataframe return dataframe
def use_strategy_to_populate_indicators( def use_strategy_to_populate_indicators( # noqa: C901
self, self,
strategy: IStrategy, strategy: IStrategy,
corr_dataframes: dict = {}, corr_dataframes: dict = {},
@ -1362,12 +1362,12 @@ class FreqaiDataKitchen:
dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy, dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
corr_dataframes, base_dataframes, True) corr_dataframes, base_dataframes, True)
dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata) if self.live:
dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
dataframe = self.remove_special_chars_from_feature_names(dataframe)
self.get_unique_classes_from_labels(dataframe) self.get_unique_classes_from_labels(dataframe)
dataframe = self.remove_special_chars_from_feature_names(dataframe)
if self.config.get('reduce_df_footprint', False): if self.config.get('reduce_df_footprint', False):
dataframe = reduce_dataframe_footprint(dataframe) dataframe = reduce_dataframe_footprint(dataframe)

7
freqtrade/freqai/freqai_interface.py
View File

@ -306,7 +306,7 @@ class IFreqaiModel(ABC):
if check_features: if check_features:
self.dd.load_metadata(dk) self.dd.load_metadata(dk)
dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators( dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"] strategy, prediction_dataframe=dataframe.tail(1), pair=pair
) )
dk.find_features(dataframe_dummy_features) dk.find_features(dataframe_dummy_features)
self.check_if_feature_list_matches_strategy(dk) self.check_if_feature_list_matches_strategy(dk)
@ -316,7 +316,7 @@ class IFreqaiModel(ABC):
else: else:
if populate_indicators: if populate_indicators:
dataframe = self.dk.use_strategy_to_populate_indicators( dataframe = self.dk.use_strategy_to_populate_indicators(
strategy, prediction_dataframe=dataframe, pair=metadata["pair"] strategy, prediction_dataframe=dataframe, pair=pair
) )
populate_indicators = False populate_indicators = False
@ -332,6 +332,9 @@ class IFreqaiModel(ABC):
dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train) dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest) dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)
dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest)
if not self.model_exists(dk): if not self.model_exists(dk):
dk.find_features(dataframe_train) dk.find_features(dataframe_train)
dk.find_labels(dataframe_train) dk.find_labels(dataframe_train)