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Print missing value count too

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This commit is contained in:
Matthias 2018-10-18 20:05:57 +02:00
parent bc356c4d65
commit 3c6d10f03e
2 changed files with 7 additions and 6 deletions
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7
freqtrade/optimize/__init__.py
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@ -91,10 +91,11 @@ def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime,
expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins) expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
found_missing = False found_missing = False
for pair, df in data.items(): for pair, df in data.items():
if len(df) < expected_frames: dflen = len(df)
if dflen < expected_frames:
found_missing = True found_missing = True
logger.warning('%s has missing frames: expected %s, got %s', logger.warning("%s has missing frames: expected %s, got %s, that's %s missing values",
pair, expected_frames, len(df)) pair, expected_frames, dflen, expected_frames - dflen)
return found_missing return found_missing

6
freqtrade/tests/optimize/test_optimize.py
View File

@ -468,8 +468,9 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
assert optimize.validate_backtest_data(data, min_date, max_date, assert optimize.validate_backtest_data(data, min_date, max_date,
constants.TICKER_INTERVAL_MINUTES["1m"]) constants.TICKER_INTERVAL_MINUTES["1m"])
assert len(caplog.record_tuples) == 1 assert len(caplog.record_tuples) == 1
assert log_has('UNITTEST/BTC has missing frames: expected 14396, got 13680', assert log_has(
caplog.record_tuples) "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
caplog.record_tuples)
def test_validate_backtest_data(default_conf, mocker, caplog) -> None: def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
@ -491,4 +492,3 @@ def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
assert not optimize.validate_backtest_data(data, min_date, max_date, assert not optimize.validate_backtest_data(data, min_date, max_date,
constants.TICKER_INTERVAL_MINUTES["5m"]) constants.TICKER_INTERVAL_MINUTES["5m"])
assert len(caplog.record_tuples) == 0 assert len(caplog.record_tuples) == 0