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Merge pull request #10711 from freqtrade/fix/pytorch-scaling
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fix: Update BasePyTorchRegressor.py
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Matthias 2024-09-26 18:53:14 +02:00 committed by GitHub
commit 91d9c9b4d5
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2 changed files with 1 additions and 4 deletions
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3
freqtrade/freqai/base_models/BasePyTorchRegressor.py
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@ -86,9 +86,6 @@ class BasePyTorchRegressor(BasePyTorchModel):
dk.feature_pipeline = self.define_data_pipeline(threads=dk.thread_count) dk.feature_pipeline = self.define_data_pipeline(threads=dk.thread_count)
dk.label_pipeline = self.define_label_pipeline(threads=dk.thread_count) dk.label_pipeline = self.define_label_pipeline(threads=dk.thread_count)
dd["train_labels"], _, _ = dk.label_pipeline.fit_transform(dd["train_labels"])
dd["test_labels"], _, _ = dk.label_pipeline.transform(dd["test_labels"])
(dd["train_features"], dd["train_labels"], dd["train_weights"]) = ( (dd["train_features"], dd["train_labels"], dd["train_weights"]) = (
dk.feature_pipeline.fit_transform( dk.feature_pipeline.fit_transform(
dd["train_features"], dd["train_labels"], dd["train_weights"] dd["train_features"], dd["train_labels"], dd["train_weights"]

2
freqtrade/freqai/prediction_models/PyTorchTransformerRegressor.py
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@ -141,7 +141,7 @@ class PyTorchTransformerRegressor(BasePyTorchRegressor):
pred_df = pd.DataFrame(yb.detach().numpy(), columns=dk.label_list) pred_df = pd.DataFrame(yb.detach().numpy(), columns=dk.label_list)
pred_df, _, _ = dk.label_pipeline.inverse_transform(pred_df) pred_df, _, _ = dk.label_pipeline.inverse_transform(pred_df)
if self.freqai_info.get("DI_threshold", 0) > 0: if self.ft_params.get("DI_threshold", 0) > 0:
dk.DI_values = dk.feature_pipeline["di"].di_values dk.DI_values = dk.feature_pipeline["di"].di_values
else: else:
dk.DI_values = np.zeros(outliers.shape[0]) dk.DI_values = np.zeros(outliers.shape[0])