diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index e96a945eb..9fe63ee20 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -780,6 +780,9 @@ class FreqaiDataKitchen: into previous timepoints. """ + def normalise(dataframe: DataFrame) -> DataFrame: + return (dataframe - dataframe.min()) / (dataframe.max() - dataframe.min()) + no_prev_pts = self.freqai_config["feature_parameters"]["inlier_metric_window"] if set_ == 'train': @@ -824,6 +827,7 @@ class FreqaiDataKitchen: inliers = pd.DataFrame(index=distances.index) for key in distances.keys(): current_distances = distances[key].dropna() + current_distances = normalise(current_distances) fit_params = stats.weibull_min.fit(current_distances) quantiles = stats.weibull_min.cdf(current_distances, *fit_params)