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Fix for merge_informative_pair fix.

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Mihail
2025-09-02 18:33:23 +00:00
parent a53c4a3ed1
commit 3fe721a772
1 changed files with 9 additions and 6 deletions
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15
freqtrade/strategy/strategy_helper.py
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@@ -95,13 +95,16 @@ def merge_informative_pair(
# If date_merge of the informative dataframe candle that is above of first date of dataframe, then first raws of
# dataframe are filled with Nans. The code below is to fix it and fulfill first raws with an appropriate values.
if len(dataframe) > 1 and pd.isnull(dataframe.iloc[0]["date_merge"]):
first_valid_idx = dataframe["date_merge"].first_valid_index()
first_valid_date_merge = dataframe.loc[first_valid_idx, "date_merge"]
matching_informative_raws = informative[informative["date_merge"] < first_valid_date_merge]
if len(dataframe) > 1 and len(informative) > 0 and pd.isnull(dataframe.iloc[0][date_merge]):
first_valid_idx = dataframe[date_merge].first_valid_index()
first_valid_date_merge = dataframe.loc[first_valid_idx, date_merge]
matching_informative_raws = informative[
informative[date_merge] < first_valid_date_merge
]
if not matching_informative_raws.empty:
dataframe.loc[:first_valid_idx - 1] = dataframe.loc[:first_valid_idx - 1].fillna(
matching_informative_raws.iloc[-1])
dataframe.loc[: first_valid_idx - 1] = dataframe.loc[: first_valid_idx - 1].fillna(
matching_informative_raws.iloc[-1]
)
else:
dataframe = pd.merge(
dataframe, informative, left_on="date", right_on=date_merge, how="left"