From f5219ba5e66510e3dccf4260191c83b291295690 Mon Sep 17 00:00:00 2001 From: th0rntwig Date: Sat, 17 Sep 2022 18:12:54 +0200 Subject: [PATCH] Normalise distances before Weibull --- freqtrade/freqai/data_kitchen.py | 4 ++++ 1 file changed, 4 insertions(+) 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)