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feat: allow custom user features to be plotted in backtesting (freqai)

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This commit is contained in:
robcaulk 2024-01-19 17:46:34 +01:00
parent 22a08c7c8d
commit 5bfda534b2
1 changed files with 7 additions and 2 deletions
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9
freqtrade/freqai/data_kitchen.py
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@ -432,8 +432,12 @@ class FreqaiDataKitchen:
if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0: if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0:
append_df["DI_values"] = self.DI_values 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) 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 return merged_df
def append_predictions(self, append_df: DataFrame) -> None: 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 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. 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.return_dataframe = pd.merge(dataframe[to_keep],
self.full_df, how='left', on='date') self.full_df, how='left', on='date')
self.return_dataframe[self.full_df.columns] = ( self.return_dataframe[self.full_df.columns] = (