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Merge pull request #12953 from Briarion/fix/data-kitchen-fragmentation

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fix: avoid DataFrame fragmentation in get_predictions_to_append
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Matthias
2026-03-19 07:24:45 +01:00
committed by GitHub
parent 3242be2e29 9560ba2144
commit 168962f847
1 changed files with 16 additions and 10 deletions
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freqtrade/freqai/data_kitchen.py
+16 -10
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@@ -428,22 +428,28 @@ class FreqaiDataKitchen:
Get backtest prediction from current backtest period
"""
append_df = DataFrame()
# Build dict first and construct DataFrame once to avoid
# column-by-column assignment which causes DataFrame fragmentation
# and PerformanceWarning on large prediction sets.
append_dict: dict[str, Any] = {}
for label in predictions.columns:
append_df[label] = predictions[label]
if append_df[label].dtype == object:
append_dict[label] = predictions[label]
if predictions[label].dtype == object:
continue
if "labels_mean" in self.data:
append_df[f"{label}_mean"] = self.data["labels_mean"][label]
if "labels_std" in self.data:
append_df[f"{label}_std"] = self.data["labels_std"][label]
if "labels_mean" in self.data and label in self.data["labels_mean"]:
append_dict[f"{label}_mean"] = self.data["labels_mean"][label]
if "labels_std" in self.data and label in self.data["labels_std"]:
append_dict[f"{label}_std"] = self.data["labels_std"][label]
for extra_col in self.data["extra_returns_per_train"]:
append_df[f"{extra_col}"] = self.data["extra_returns_per_train"][extra_col]
append_dict[f"{extra_col}"] = self.data["extra_returns_per_train"][extra_col]
append_df["do_predict"] = do_predict
append_dict["do_predict"] = do_predict
if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0:
append_df["DI_values"] = self.DI_values
append_dict["DI_values"] = self.DI_values
append_df = DataFrame(append_dict)
user_cols = [col for col in dataframe_backtest.columns if col.startswith("%%")]
cols = ["date"]