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make sure default PCA behavior reduces parameter space size

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robcaulk
2023-06-26 14:42:59 +02:00
parent 4a886e1b97
commit 6b201d525e
1 changed files with 1 additions and 1 deletions
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freqtrade/freqai/freqai_interface.py
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@@ -515,7 +515,7 @@ class IFreqaiModel(ABC):
] ]
if ft_params.get("principal_component_analysis", False): 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', pipe_steps.append(('post-pca-scaler',
SKLearnWrapper(MinMaxScaler(feature_range=(-1, 1))))) SKLearnWrapper(MinMaxScaler(feature_range=(-1, 1)))))