fix bug in backtest target setting
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298f5685ee
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@ -1291,7 +1291,7 @@ class FreqaiDataKitchen:
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return dataframe
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def use_strategy_to_populate_indicators(
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def use_strategy_to_populate_indicators( # noqa: C901
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self,
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strategy: IStrategy,
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corr_dataframes: dict = {},
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@ -1362,12 +1362,12 @@ class FreqaiDataKitchen:
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dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
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corr_dataframes, base_dataframes, True)
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dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
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if self.live:
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dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
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dataframe = self.remove_special_chars_from_feature_names(dataframe)
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self.get_unique_classes_from_labels(dataframe)
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dataframe = self.remove_special_chars_from_feature_names(dataframe)
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if self.config.get('reduce_df_footprint', False):
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dataframe = reduce_dataframe_footprint(dataframe)
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@ -306,7 +306,7 @@ class IFreqaiModel(ABC):
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if check_features:
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self.dd.load_metadata(dk)
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dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"]
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strategy, prediction_dataframe=dataframe.tail(1), pair=pair
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)
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dk.find_features(dataframe_dummy_features)
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self.check_if_feature_list_matches_strategy(dk)
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@ -316,7 +316,7 @@ class IFreqaiModel(ABC):
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else:
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if populate_indicators:
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dataframe = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
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strategy, prediction_dataframe=dataframe, pair=pair
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)
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populate_indicators = False
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@ -332,6 +332,9 @@ class IFreqaiModel(ABC):
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dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
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dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)
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dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
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dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest)
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if not self.model_exists(dk):
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dk.find_features(dataframe_train)
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dk.find_labels(dataframe_train)
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