fix(ml): handle missing volume data and skip volume-dependent indicators

- Fill volume with 0 when column is absent from candle data
- Skip MFI/OBV/AD/ADOSC indicators when no real volume data available
- Fix pandas FutureWarning for inplace fillna in candle_features
- Remove temporary debug NaN logging
This commit is contained in:
Marko Djordjevic 2026-02-15 21:56:14 +01:00
parent b6b37160a7
commit 317f925c43
2 changed files with 18 additions and 3 deletions

View file

@ -88,7 +88,7 @@ def compute_candle_features(df: pd.DataFrame) -> pd.DataFrame:
# Gap (open - previous close)
# For the first candle, gap is 0
result_df['gap'] = result_df['open'] - result_df['close'].shift(1)
result_df['gap'].fillna(0.0, inplace=True)
result_df['gap'] = result_df['gap'].fillna(0.0)
logger.info("Computed 8 candle features: body_size, body_direction, upper_wick, "
"lower_wick, wick_ratio, body_to_range, gap, range")