From 6b201d525ea8c4b2ddfd1edae1fb991bdf33e270 Mon Sep 17 00:00:00 2001 From: robcaulk Date: Mon, 26 Jun 2023 14:42:59 +0200 Subject: [PATCH] make sure default PCA behavior reduces parameter space size --- freqtrade/freqai/freqai_interface.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py index 9fe8bd194..36c94130c 100644 --- a/freqtrade/freqai/freqai_interface.py +++ b/freqtrade/freqai/freqai_interface.py @@ -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)))))