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fix multitarget bug

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This commit is contained in:
Robert Caulk 2022-07-24 08:42:50 +02:00
parent 95f5218ceb
commit fff39eff9e
1 changed files with 4 additions and 5 deletions
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9
freqtrade/freqai/data_kitchen.py
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@ -383,7 +383,7 @@ class FreqaiDataKitchen:
continue continue
train_labels_max = data_dictionary["train_labels"][item].max() train_labels_max = data_dictionary["train_labels"][item].max()
train_labels_min = data_dictionary["train_labels"][item].min() train_labels_min = data_dictionary["train_labels"][item].min()
data_dictionary["train_labels"] = ( data_dictionary["train_labels"][item] = (
2 2
* (data_dictionary["train_labels"][item] - train_labels_min) * (data_dictionary["train_labels"][item] - train_labels_min)
/ (train_labels_max - train_labels_min) / (train_labels_max - train_labels_min)
@ -391,14 +391,13 @@ class FreqaiDataKitchen:
) )
data_dictionary["test_labels"][item] = ( data_dictionary["test_labels"][item] = (
2 2
* (data_dictionary["test_labels"] - train_labels_min) * (data_dictionary["test_labels"][item] - train_labels_min)
/ (train_labels_max - train_labels_min) / (train_labels_max - train_labels_min)
- 1 - 1
) )
self.data[f"{item}_max"] = train_labels_max # .to_dict() self.data[f"{item}_max"] = train_labels_max # .to_dict()
self.data[f"{item}_min"] = train_labels_min # .to_dict() self.data[f"{item}_min"] = train_labels_min # .to_dict()
return data_dictionary return data_dictionary
def normalize_data_from_metadata(self, df: DataFrame) -> DataFrame: def normalize_data_from_metadata(self, df: DataFrame) -> DataFrame:
@ -412,8 +411,8 @@ class FreqaiDataKitchen:
for item in df.keys(): for item in df.keys():
df[item] = ( df[item] = (
2 2
* (df[item] - self.data[item + "_min"]) * (df[item] - self.data[f"{item}_min"])
/ (self.data[item + "_max"] - self.data[item + "_min"]) / (self.data[f"{item}_max"] - self.data[f"{item}_min"])
- 1 - 1
) )