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prevent index out of range in trim_tickerlist

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There is a bug in trim_tickerlist, it will throw an index out of range exception and crash the programe if passed a start / stop date outside the range of those records in the cached json pair file.

This change calls a function that sanitizes the dates prior to calling trim_tickerlist.
This commit is contained in:
creslinux 2018-06-01 18:21:45 +03:00
parent 13662d4e11
commit 36e2314266
1 changed files with 66 additions and 13 deletions
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79
freqtrade/optimize/__init__.py
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@ -15,6 +15,63 @@ from user_data.hyperopt_conf import hyperopt_optimize_conf
logger = logging.getLogger(__name__)
def sanitize_start_stop_date(tickerlist: List[Dict], timerange, pair):
"""
This function is called when either timerange start or stop are type date
-
Prevent index out or range error in trim_tickerlist, which occurs when trying
to process a stop or start range outside that in the cached data
returns (start, stop, nothing_to_trim)
nothing_to_trim > 0 is a flag to later not send the pair data to trim_tickerlist
-
Function Logic:
- if cache records begin after timerange start - reset start to first record
- if cache records end before timerange stop - reset stop to last record
- if start or stop are fully after or before cache records - return, nothing_to_trim.
- if only 1 of stop or start are set in timerange use the first or last
record appropriately from the cache as the unset value
"""
# Do nothing if timerange does not contain a type date.
stype, start, stop = timerange
nothing_to_trim = 0
if stype[0] != 'date' or stype[1] != 'date':
sanitized_dates = [start, stop, nothing_to_trim]
return sanitized_dates
# If no arg for stop or start then set to the first or last record in the cache
stop = stop if stype[1] == 'date' else int(((tickerlist[(len(tickerlist) - 1)][0]) / 1000))
start = start if stype[0] == 'date' else int(((tickerlist[0][0]) / 1000))
# If requested range start is after cache records end - no data to be trimmed
# If requested start range is before start of cache, move it to first nearest record
if stype[0] == 'date':
if (tickerlist[0][0]) > (stop * 1000):
logger.warn('No data for %s timerange in cache, update cache ', pair)
nothing_to_trim = nothing_to_trim + 1
elif (tickerlist[0][0]) > (start * 1000):
start = (tickerlist[0][0] / 1000)
logger.warn('Requested start timerange for %s not in cache, update cache ', pair)
# If requested range stop is before cache records begin - no data to be trimmed
# If requested stop range is after end of cache, move it to last nearest record
if stype[1] == 'date':
if (tickerlist[(len(tickerlist) - 1)][0]) < (start * 1000):
logger.warn('No data for %s timerange in cache, update cache ', pair)
nothing_to_trim = nothing_to_trim + 2
elif (tickerlist[(len(tickerlist) - 1)][0]) < (stop * 1000):
stop = (tickerlist[(len(tickerlist) - 1)][0] / 1000)
logger.warn('Requested stop timerange for %s not in cache, update cache ', pair)
# Impossible range, nothing to trim.
if start > stop:
nothing_to_trim = nothing_to_trim + 4
logger.warn('Check timerange for %s', pair)
sanitized_dates = [start, stop, nothing_to_trim]
return sanitized_dates
def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -> List[Dict]:
if not tickerlist:
return tickerlist
@ -23,7 +80,6 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -
start_index = 0
stop_index = len(tickerlist)
if stype[0] == 'line':
stop_index = start
if stype[0] == 'index':
@ -74,22 +130,19 @@ def load_tickerdata_file(
pairdata = json.load(tickerdata)
else:
return None
"""
Check if timerange is fully within the pairdata loaded
Do not call trim_tickerlist if not, as will fail with -index out of range- error.
Log to user to run with --refresh-pairs-cached.
Call to function to catch if a start or stop date from timerange is outside
range of records in the cached ticker list.
This prevents "index out of range" error.
"""
if timerange:
stype, start, stop = timerange
if stype[0] == 'date':
if ((pairdata[0][0]) > (start * 1000)):
logger.warn('Start timerange for %s not in cache, to update cache use', pair)
logger.info('--refresh-pairs-cached. *NB The coin may be newer to the exchange')
return pairdata
if stype[1] == 'date':
if (pairdata[(len(pairdata) - 1)][0]) < (stop * 1000):
logger.warn('End timerange for %s not in cache, to update cache use', pair)
logger.info('--refresh-pairs-cached. *NB The coin may no longer be on the exchange')
if stype[0] == 'date' or stype[1] == 'date':
sanitized_dates = sanitize_start_stop_date(pairdata, timerange, pair)
timerange = (('date', 'date'), int(sanitized_dates[0]), int(sanitized_dates[1]))
# If no overlap of timerange to cache data return pairdata, do not call trim_tickerlist
if sanitized_dates[2] > 0:
return pairdata
if timerange: