ensure extra_returns_per_train are set properly on first hist_preds build

This commit is contained in:
robcaulk 2022-11-26 18:04:47 +01:00
parent 9af62ad117
commit dba30393fb

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@ -629,7 +629,7 @@ class IFreqaiModel(ABC):
hist_preds_df['DI_values'] = 0 hist_preds_df['DI_values'] = 0
for return_str in dk.data['extra_returns_per_train']: for return_str in dk.data['extra_returns_per_train']:
hist_preds_df[return_str] = 0 hist_preds_df[return_str] = dk.data['extra_returns_per_train'][return_str]
hist_preds_df['close_price'] = strat_df['close'] hist_preds_df['close_price'] = strat_df['close']
hist_preds_df['date_pred'] = strat_df['date'] hist_preds_df['date_pred'] = strat_df['date']