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Merge pull request #8835 from freqtrade/fix/pca-components

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make sure default PCA behavior reduces parameter space size
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Matthias 2023-06-26 19:14:44 +02:00 committed by GitHub
commit a90b7c0bf5
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freqtrade/freqai/freqai_interface.py
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@ -515,7 +515,7 @@ class IFreqaiModel(ABC):
]
if ft_params.get("principal_component_analysis", False):
pipe_steps.append(('pca', ds.PCA()))
pipe_steps.append(('pca', ds.PCA(n_components=0.999)))
pipe_steps.append(('post-pca-scaler',
SKLearnWrapper(MinMaxScaler(feature_range=(-1, 1)))))