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fix backtesting bug, undo move of label stat calc, fix example strat exit logic

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This commit is contained in:
robcaulk
2022-07-29 17:27:35 +02:00
parent 08d3ac7ef8
commit f22b140782
4 changed files with 12 additions and 15 deletions
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18
freqtrade/freqai/data_kitchen.py
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@@ -635,20 +635,20 @@ class FreqaiDataKitchen:
Append backtest prediction from current backtest period to all previous periods
"""
self.append_df = DataFrame()
append_df = DataFrame()
for label in self.label_list:
self.append_df[label] = predictions[label]
self.append_df[f"{label}_mean"] = self.data["labels_mean"][label]
self.append_df[f"{label}_std"] = self.data["labels_std"][label]
append_df[label] = predictions[label]
append_df[f"{label}_mean"] = self.data["labels_mean"][label]
append_df[f"{label}_std"] = self.data["labels_std"][label]
self.append_df["do_predict"] = do_predict
append_df["do_predict"] = do_predict
if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0:
self.append_df["DI_values"] = self.DI_values
append_df["DI_values"] = self.DI_values
if self.full_df.empty:
self.full_df = self.append_df
self.full_df = append_df
else:
self.full_df = pd.concat([self.full_df, self.append_df], axis=0)
self.full_df = pd.concat([self.full_df, append_df], axis=0)
return
@@ -668,7 +668,7 @@ class FreqaiDataKitchen:
to_keep = [col for col in dataframe.columns if not col.startswith("&")]
self.return_dataframe = pd.concat([dataframe[to_keep], self.full_df], axis=1)
self.append_df = DataFrame()
# self.append_df = DataFrame()
self.full_df = DataFrame()
return