|
|
|
|
@ -214,7 +214,7 @@ class FreqaiDataKitchen:
|
|
|
|
|
self,
|
|
|
|
|
unfiltered_df: DataFrame,
|
|
|
|
|
training_feature_list: List,
|
|
|
|
|
label_list: List = list(),
|
|
|
|
|
label_list: Optional[List] = None,
|
|
|
|
|
training_filter: bool = True,
|
|
|
|
|
) -> Tuple[DataFrame, DataFrame]:
|
|
|
|
|
"""
|
|
|
|
|
@ -244,7 +244,7 @@ class FreqaiDataKitchen:
|
|
|
|
|
# we don't care about total row number (total no. datapoints) in training, we only care
|
|
|
|
|
# about removing any row with NaNs
|
|
|
|
|
# if labels has multiple columns (user wants to train multiple modelEs), we detect here
|
|
|
|
|
labels = unfiltered_df.filter(label_list, axis=1)
|
|
|
|
|
labels = unfiltered_df.filter(label_list or [], axis=1)
|
|
|
|
|
drop_index_labels = pd.isnull(labels).any(axis=1)
|
|
|
|
|
drop_index_labels = (
|
|
|
|
|
drop_index_labels.replace(True, 1).replace(False, 0).infer_objects(copy=False)
|
|
|
|
|
@ -654,8 +654,8 @@ class FreqaiDataKitchen:
|
|
|
|
|
pair: str,
|
|
|
|
|
tf: str,
|
|
|
|
|
strategy: IStrategy,
|
|
|
|
|
corr_dataframes: dict = {},
|
|
|
|
|
base_dataframes: dict = {},
|
|
|
|
|
corr_dataframes: dict,
|
|
|
|
|
base_dataframes: dict,
|
|
|
|
|
is_corr_pairs: bool = False,
|
|
|
|
|
) -> DataFrame:
|
|
|
|
|
"""
|
|
|
|
|
|