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Fix freqai backtesting time range issue

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This commit is contained in:
Wagner Costa Santos 2022-09-07 18:52:58 -03:00
parent f8e7ed5d7d
commit f4f2884a66
1 changed files with 15 additions and 0 deletions
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15
freqtrade/freqai/data_kitchen.py
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@ -461,6 +461,20 @@ class FreqaiDataKitchen:
return df
def remove_training_from_backtesting(
self
) -> DataFrame:
"""
Function which takes the backtesting time range and
remove training data from dataframe
"""
tr = self.config["timerange"]
backtesting_timerange = TimeRange.parse_timerange(tr)
start = datetime.fromtimestamp(backtesting_timerange.startts, tz=timezone.utc)
df = self.return_dataframe
df = df.loc[df["date"] >= start, :]
return df
def principal_component_analysis(self) -> None:
"""
Performs Principal Component Analysis on the data for dimensionality reduction
@ -954,6 +968,7 @@ 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.return_dataframe = self.remove_training_from_backtesting()
self.full_df = DataFrame()
return