diff --git a/docs/freqai-configuration.md b/docs/freqai-configuration.md
index 090fa8415..dd0dde5d4 100644
--- a/docs/freqai-configuration.md
+++ b/docs/freqai-configuration.md
@@ -162,7 +162,8 @@ Below are the values you can expect to include/use inside a typical strategy dat
| `df['&*_std/mean']` | Standard deviation and mean values of the defined labels during training (or live tracking with `fit_live_predictions_candles`). Commonly used to understand the rarity of a prediction (use the z-score as shown in `templates/FreqaiExampleStrategy.py` and explained [here](#creating-a-dynamic-target-threshold) to evaluate how often a particular prediction was observed during training or historically with `fit_live_predictions_candles`).
**Datatype:** Float.
| `df['do_predict']` | Indication of an outlier data point. The return value is integer between -2 and 2, which lets you know if the prediction is trustworthy or not. `do_predict==1` means that the prediction is trustworthy. If the Dissimilarity Index (DI, see details [here](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di)) of the input data point is above the threshold defined in the config, FreqAI will subtract 1 from `do_predict`, resulting in `do_predict==0`. If `use_SVM_to_remove_outliers` is active, the Support Vector Machine (SVM, see details [here](freqai-feature-engineering.md#identifying-outliers-using-a-support-vector-machine-svm)) may also detect outliers in training and prediction data. In this case, the SVM will also subtract 1 from `do_predict`. If the input data point was considered an outlier by the SVM but not by the DI, or vice versa, the result will be `do_predict==0`. If both the DI and the SVM considers the input data point to be an outlier, the result will be `do_predict==-1`. As with the SVM, if `use_DBSCAN_to_remove_outliers` is active, DBSCAN (see details [here](freqai-feature-engineering.md#identifying-outliers-with-dbscan)) may also detect outliers and subtract 1 from `do_predict`. Hence, if both the SVM and DBSCAN are active and identify a datapoint that was above the DI threshold as an outlier, the result will be `do_predict==-2`. A particular case is when `do_predict == 2`, which means that the model has expired due to exceeding `expired_hours`.
**Datatype:** Integer between -2 and 2.
| `df['DI_values']` | Dissimilarity Index (DI) values are proxies for the level of confidence FreqAI has in the prediction. A lower DI means the prediction is close to the training data, i.e., higher prediction confidence. See details about the DI [here](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di).
**Datatype:** Float.
-| `df['%*']` | Any dataframe column prepended with `%` in `feature_engineering_*()` is treated as a training feature. For example, you can include the RSI in the training feature set (similar to in `templates/FreqaiExampleStrategy.py`) by setting `df['%-rsi']`. See more details on how this is done [here](freqai-feature-engineering.md).
**Note:** Since the number of features prepended with `%` can multiply very quickly (10s of thousands of features are easily engineered using the multiplictative functionality of, e.g., `include_shifted_candles` and `include_timeframes` as described in the [parameter table](freqai-parameter-table.md)), these features are removed from the dataframe that is returned from FreqAI to the strategy. To keep a particular type of feature for plotting purposes, you would prepend it with `%%`.
**Datatype:** Depends on the output of the model.
+| `df['%*']` | Any dataframe column prepended with `%` in `feature_engineering_*()` is treated as a training feature. For example, you can include the RSI in the training feature set (similar to in `templates/FreqaiExampleStrategy.py`) by setting `df['%-rsi']`. See more details on how this is done [here](freqai-feature-engineering.md).
**Note:** Since the number of features prepended with `%` can multiply very quickly (10s of thousands of features are easily engineered using the multiplictative functionality of, e.g., `include_shifted_candles` and `include_timeframes` as described in the [parameter table](freqai-parameter-table.md)), these features are removed from the dataframe that is returned from FreqAI to the strategy. To keep a particular type of feature for plotting purposes, you would prepend it with `%%` (see details below).
**Datatype:** Depends on the feature created by the user.
+| `df['%%*']` | Any dataframe column prepended with `%%` in `feature_engineering_*()` is treated as a training feature, just the same as the above `%` prepend. However, in this case, the features are returned back to the strategy for FreqUI/plot-dataframe plotting and monitoring in Dry/Live/Backtesting
**Datatype:** Depends on the feature created by the user. Please note that features created in `feature_engineering_expand()` will have automatic FreqAI naming schemas depending on the expansions that you configured (i.e. `include_timeframes`, `include_corr_pairlist`, `indicators_periods_candles`, `include_shifted_candles`). So if you want to plot `%%-rsi` from `feature_engineering_expand_all()`, the final naming scheme for your plotting config would be: `%%-rsi-period_10_ETH/USDT:USDT_1h` for the `rsi` feature with `period=10`, `timeframe=1h`, and `pair=ETH/USDT:USDT` (the `:USDT` is added if you are using futures pairs). It is useful to simply add `print(dataframe.columns)` in your `populate_indicators()` after `self.freqai.start()` to see the full list of available features that are returned to the strategy for plotting purposes.
## Setting the `startup_candle_count`
diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index 6d4d6c8dc..56d09ca61 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -432,8 +432,12 @@ class FreqaiDataKitchen:
if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0:
append_df["DI_values"] = self.DI_values
+ user_cols = [col for col in dataframe_backtest.columns if col.startswith("%%")]
+ cols = ["date"]
+ cols.extend(user_cols)
+
dataframe_backtest.reset_index(drop=True, inplace=True)
- merged_df = pd.concat([dataframe_backtest["date"], append_df], axis=1)
+ merged_df = pd.concat([dataframe_backtest[cols], append_df], axis=1)
return merged_df
def append_predictions(self, append_df: DataFrame) -> None:
@@ -451,7 +455,8 @@ class FreqaiDataKitchen:
Back fill values to before the backtesting range so that the dataframe matches size
when it goes back to the strategy. These rows are not included in the backtest.
"""
- to_keep = [col for col in dataframe.columns if not col.startswith("&")]
+ to_keep = [col for col in dataframe.columns if
+ not col.startswith("&") and not col.startswith("%%")]
self.return_dataframe = pd.merge(dataframe[to_keep],
self.full_df, how='left', on='date')
self.return_dataframe[self.full_df.columns] = (