From c8aa7720a2ce5ac7bff3e871121be9b5a6eea0d3 Mon Sep 17 00:00:00 2001 From: Wagner Costa Date: Fri, 30 Dec 2022 11:16:35 -0300 Subject: [PATCH] added again feature check in BT from pred files --- freqtrade/freqai/freqai_interface.py | 13 +++++++++---- 1 file changed, 9 insertions(+), 4 deletions(-) diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py index ea596e798..7d302b9b8 100644 --- a/freqtrade/freqai/freqai_interface.py +++ b/freqtrade/freqai/freqai_interface.py @@ -273,7 +273,7 @@ class IFreqaiModel(ABC): train_it = 0 pair = metadata["pair"] populate_indicators = True - + check_features = True # Loop enforcing the sliding window training/backtesting paradigm # tr_train is the training time range e.g. 1 historical month # tr_backtest is the backtesting time range e.g. the week directly @@ -301,9 +301,14 @@ class IFreqaiModel(ABC): dk.set_new_model_names(pair, timestamp_model_id) if dk.check_if_backtest_prediction_is_valid(len_backtest_df): - # self.dd.load_metadata(dk) - # dk.find_features(dataframe) - # self.check_if_feature_list_matches_strategy(dk) + if check_features: + self.dd.load_metadata(dk) + dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators( + strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"] + ) + dk.find_features(dataframe_dummy_features) + self.check_if_feature_list_matches_strategy(dk) + check_features = False append_df = dk.get_backtesting_prediction() dk.append_predictions(append_df) else: