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Fix the truncation of values by merge_ordered in the merge_informative_pair helper.

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Mihail
2025-09-02 15:35:20 +03:00
parent bd10afc796
commit a53c4a3ed1
1 changed files with 10 additions and 0 deletions
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10
freqtrade/strategy/strategy_helper.py
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@@ -92,6 +92,16 @@ def merge_informative_pair(
right_on=date_merge,
how="left",
)
# 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 not matching_informative_raws.empty:
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"