diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 71a7e35a4..c1462e351 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -64,6 +64,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str) -> Da 'low': df['close'], }) df.reset_index(inplace=True) + logger.debug(f"Missing data fillup: before: {len(dataframe)} - after: {len(df)}") return df diff --git a/freqtrade/tests/data/test_converter.py b/freqtrade/tests/data/test_converter.py index 54f32b341..8c60acbeb 100644 --- a/freqtrade/tests/data/test_converter.py +++ b/freqtrade/tests/data/test_converter.py @@ -1,7 +1,8 @@ # pragma pylint: disable=missing-docstring, C0103 import logging -from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.converter import parse_ticker_dataframe, ohlcv_fill_up_missing_data +from freqtrade.data.history import load_pair_history from freqtrade.tests.conftest import log_has @@ -11,8 +12,7 @@ def test_dataframe_correct_length(result): def test_dataframe_correct_columns(result): - assert result.columns.tolist() == \ - ['date', 'open', 'high', 'low', 'close', 'volume'] + assert result.columns.tolist() == ['date', 'open', 'high', 'low', 'close', 'volume'] def test_parse_ticker_dataframe(ticker_history, caplog): @@ -23,3 +23,18 @@ def test_parse_ticker_dataframe(ticker_history, caplog): dataframe = parse_ticker_dataframe(ticker_history) assert dataframe.columns.tolist() == columns assert log_has('Parsing tickerlist to dataframe', caplog.record_tuples) + + +def test_ohlcv_fill_up_missing_data(caplog): + data = load_pair_history(datadir=None, + ticker_interval='1m', + refresh_pairs=False, + pair='UNITTEST/BTC') + caplog.set_level(logging.DEBUG) + data2 = ohlcv_fill_up_missing_data(data, '1m') + assert len(data2) > len(data) + # Column names should not change + assert (data.columns == data2.columns).all() + + assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}", + caplog.record_tuples)