reindex and merge

This commit is contained in:
Ubuntu 2025-08-31 18:48:43 +08:00
parent 94fc93c7ee
commit aed02ad8e9

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@ -195,7 +195,17 @@ class FreqaiPrimer(IStrategy):
# 将 1h 数据重新索引到主时间框架 (3m)
df_1h = df_1h.set_index('date').reindex(dataframe['date']).reset_index()
df_1h = df_1h.rename(columns={'index': 'date'})
df_1h = df_1h[['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h', 'bb_lower_1h', 'bb_upper_1h', 'stochrsi_k_1h', 'stochrsi_d_1h']].fillna(method='ffill')
# Include macd_1h and macd_signal_1h in the column selection
df_1h = df_1h[['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h', 'bb_lower_1h', 'bb_upper_1h', 'stochrsi_k_1h', 'stochrsi_d_1h', 'macd_1h', 'macd_signal_1h']].ffill()
# Validate that all required columns are present
required_columns = ['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h',
'bb_lower_1h', 'bb_upper_1h', 'stochrsi_k_1h', 'stochrsi_d_1h',
'macd_1h', 'macd_signal_1h']
missing_columns = [col for col in required_columns if col not in df_1h.columns]
if missing_columns:
logger.error(f"[{metadata['pair']}] 缺少以下列: {missing_columns}")
raise KeyError(f"缺少以下列: {missing_columns}")
# 确保所有需要的列都被合并
required_columns = ['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h',