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6 Commits
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b36af1df6a
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b36af1df6a | ||
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5b3f348bbb | ||
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aa81c75bef | ||
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6b889814ad | ||
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1ade11f00b |
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@ -47,19 +47,20 @@ class BaseEnvironment(gym.Env):
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def __init__(
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def __init__(
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self,
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self,
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df: DataFrame = DataFrame(),
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*,
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prices: DataFrame = DataFrame(),
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df: DataFrame,
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reward_kwargs: dict = {},
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prices: DataFrame,
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reward_kwargs: dict,
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window_size=10,
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window_size=10,
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starting_point=True,
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starting_point=True,
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id: str = "baseenv-1", # noqa: A002
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id: str = "baseenv-1", # noqa: A002
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seed: int = 1,
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seed: int = 1,
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config: dict = {},
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config: dict,
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live: bool = False,
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live: bool = False,
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fee: float = 0.0015,
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fee: float = 0.0015,
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can_short: bool = False,
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can_short: bool = False,
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pair: str = "",
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pair: str = "",
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df_raw: DataFrame = DataFrame(),
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df_raw: DataFrame,
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):
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):
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"""
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"""
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Initializes the training/eval environment.
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Initializes the training/eval environment.
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@ -488,7 +488,7 @@ def make_env(
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seed: int,
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seed: int,
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train_df: DataFrame,
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train_df: DataFrame,
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price: DataFrame,
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price: DataFrame,
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env_info: Dict[str, Any] = {},
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env_info: Dict[str, Any],
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) -> Callable:
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) -> Callable:
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"""
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"""
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Utility function for multiprocessed env.
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Utility function for multiprocessed env.
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@ -214,7 +214,7 @@ class FreqaiDataKitchen:
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self,
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self,
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unfiltered_df: DataFrame,
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unfiltered_df: DataFrame,
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training_feature_list: List,
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training_feature_list: List,
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label_list: List = list(),
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label_list: Optional[List] = None,
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training_filter: bool = True,
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training_filter: bool = True,
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) -> Tuple[DataFrame, DataFrame]:
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) -> Tuple[DataFrame, DataFrame]:
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"""
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"""
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@ -244,7 +244,7 @@ class FreqaiDataKitchen:
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# we don't care about total row number (total no. datapoints) in training, we only care
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# we don't care about total row number (total no. datapoints) in training, we only care
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# about removing any row with NaNs
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# about removing any row with NaNs
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# if labels has multiple columns (user wants to train multiple modelEs), we detect here
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# if labels has multiple columns (user wants to train multiple modelEs), we detect here
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labels = unfiltered_df.filter(label_list, axis=1)
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labels = unfiltered_df.filter(label_list or [], axis=1)
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drop_index_labels = pd.isnull(labels).any(axis=1)
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drop_index_labels = pd.isnull(labels).any(axis=1)
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drop_index_labels = (
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drop_index_labels = (
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drop_index_labels.replace(True, 1).replace(False, 0).infer_objects(copy=False)
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drop_index_labels.replace(True, 1).replace(False, 0).infer_objects(copy=False)
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@ -654,8 +654,8 @@ class FreqaiDataKitchen:
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pair: str,
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pair: str,
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tf: str,
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tf: str,
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strategy: IStrategy,
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strategy: IStrategy,
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corr_dataframes: dict = {},
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corr_dataframes: dict,
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base_dataframes: dict = {},
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base_dataframes: dict,
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is_corr_pairs: bool = False,
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is_corr_pairs: bool = False,
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) -> DataFrame:
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) -> DataFrame:
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"""
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"""
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@ -776,7 +776,7 @@ class FreqaiDataKitchen:
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corr_dataframes: dict = {},
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corr_dataframes: dict = {},
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base_dataframes: dict = {},
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base_dataframes: dict = {},
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pair: str = "",
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pair: str = "",
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prediction_dataframe: DataFrame = pd.DataFrame(),
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prediction_dataframe: Optional[DataFrame] = None,
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do_corr_pairs: bool = True,
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do_corr_pairs: bool = True,
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) -> DataFrame:
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) -> DataFrame:
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"""
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"""
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@ -822,7 +822,7 @@ class FreqaiDataKitchen:
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if tf not in corr_dataframes[p]:
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if tf not in corr_dataframes[p]:
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corr_dataframes[p][tf] = pd.DataFrame()
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corr_dataframes[p][tf] = pd.DataFrame()
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if not prediction_dataframe.empty:
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if prediction_dataframe is not None and not prediction_dataframe.empty:
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dataframe = prediction_dataframe.copy()
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dataframe = prediction_dataframe.copy()
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base_dataframes[self.config["timeframe"]] = dataframe.copy()
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base_dataframes[self.config["timeframe"]] = dataframe.copy()
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else:
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else:
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@ -25,7 +25,7 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
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criterion: nn.Module,
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criterion: nn.Module,
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device: str,
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device: str,
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data_convertor: PyTorchDataConvertor,
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data_convertor: PyTorchDataConvertor,
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model_meta_data: Dict[str, Any] = {},
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model_meta_data: Optional[Dict[str, Any]] = None,
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window_size: int = 1,
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window_size: int = 1,
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tb_logger: Any = None,
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tb_logger: Any = None,
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**kwargs,
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**kwargs,
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@ -45,6 +45,8 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
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:param n_epochs: The maximum number batches to use for evaluation.
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:param n_epochs: The maximum number batches to use for evaluation.
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:param batch_size: The size of the batches to use during training.
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:param batch_size: The size of the batches to use during training.
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"""
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"""
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if model_meta_data is None:
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model_meta_data = {}
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self.model = model
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self.model = model
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self.optimizer = optimizer
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self.optimizer = optimizer
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self.criterion = criterion
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self.criterion = criterion
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@ -168,8 +168,6 @@ max-complexity = 12
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[tool.ruff.lint.per-file-ignores]
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[tool.ruff.lint.per-file-ignores]
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"freqtrade/freqai/**/*.py" = [
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"freqtrade/freqai/**/*.py" = [
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"S311", # Standard pseudo-random generators are not suitable for cryptographic purposes
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"S311", # Standard pseudo-random generators are not suitable for cryptographic purposes
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"B006", # Bugbear - mutable default argument
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"B008", # bugbear - Do not perform function calls in argument defaults
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]
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]
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"tests/**/*.py" = [
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"tests/**/*.py" = [
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"S101", # allow assert in tests
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"S101", # allow assert in tests
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@ -151,7 +151,9 @@ def test_get_pair_data_for_features_with_prealoaded_data(mocker, freqai_conf):
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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_, base_df = freqai.dd.get_base_and_corr_dataframes(timerange, "LTC/BTC", freqai.dk)
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_, base_df = freqai.dd.get_base_and_corr_dataframes(timerange, "LTC/BTC", freqai.dk)
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df = freqai.dk.get_pair_data_for_features("LTC/BTC", "5m", strategy, base_dataframes=base_df)
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df = freqai.dk.get_pair_data_for_features(
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"LTC/BTC", "5m", strategy, {}, base_dataframes=base_df
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)
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assert df is base_df["5m"]
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assert df is base_df["5m"]
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assert not df.empty
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assert not df.empty
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@ -171,7 +173,9 @@ def test_get_pair_data_for_features_without_preloaded_data(mocker, freqai_conf):
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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base_df = {"5m": pd.DataFrame()}
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base_df = {"5m": pd.DataFrame()}
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df = freqai.dk.get_pair_data_for_features("LTC/BTC", "5m", strategy, base_dataframes=base_df)
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df = freqai.dk.get_pair_data_for_features(
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"LTC/BTC", "5m", strategy, {}, base_dataframes=base_df
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)
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assert df is not base_df["5m"]
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assert df is not base_df["5m"]
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assert not df.empty
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assert not df.empty
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