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Price-jump detection should only run once

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This commit is contained in:
Matthias 2022-10-22 08:43:37 +02:00
parent 0ff7a0771d
commit 547fd28811
2 changed files with 10 additions and 9 deletions
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13
freqtrade/data/history/idatahandler.py
View File

@ -303,7 +303,7 @@ class IDataHandler(ABC):
timerange=timerange_startup,
candle_type=candle_type
)
if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data):
if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data, True):
return pairdf
else:
enddate = pairdf.iloc[-1]['date']
@ -323,8 +323,9 @@ class IDataHandler(ABC):
self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data)
return pairdf
def _check_empty_df(self, pairdf: DataFrame, pair: str, timeframe: str,
candle_type: CandleType, warn_no_data: bool):
def _check_empty_df(
self, pairdf: DataFrame, pair: str, timeframe: str, candle_type: CandleType,
warn_no_data: bool, warn_price: bool = False) -> bool:
"""
Warn on empty dataframe
"""
@ -335,7 +336,7 @@ class IDataHandler(ABC):
"Use `freqtrade download-data` to download the data"
)
return True
else:
elif warn_price:
candle_price_gap = 0
if (candle_type in (CandleType.SPOT, CandleType.FUTURES) and
not pairdf.empty
@ -346,8 +347,8 @@ class IDataHandler(ABC):
if len(gaps):
candle_price_gap = max(abs(gaps))
if candle_price_gap > 0.1:
logger.info(f"Price jump in {pair} between two candles of "
f"{candle_price_gap:.2%} detected.")
logger.info(f"Price jump in {pair}, {timeframe}, {candle_type} between two candles "
f"of {candle_price_gap:.2%} detected.")
return False

6
tests/data/test_datahandler.py
View File

@ -156,7 +156,7 @@ def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
def test_datahandler__check_empty_df(testdatadir, caplog):
dh = JsonDataHandler(testdatadir)
expected_text = r"Price jump in UNITTEST/USDT between"
expected_text = r"Price jump in UNITTEST/USDT, 1h, spot between"
df = DataFrame([
[
1511686200000, # 8:50:00
@ -192,7 +192,7 @@ def test_datahandler__check_empty_df(testdatadir, caplog):
]
], columns=['date', 'open', 'high', 'low', 'close', 'volume'])
dh._check_empty_df(df, 'UNITTEST/USDT', '1h', CandleType.SPOT, True)
dh._check_empty_df(df, 'UNITTEST/USDT', '1h', CandleType.SPOT, True, True)
assert not log_has_re(expected_text, caplog)
df = DataFrame([
[
@ -229,7 +229,7 @@ def test_datahandler__check_empty_df(testdatadir, caplog):
]
], columns=['date', 'open', 'high', 'low', 'close', 'volume'])
dh._check_empty_df(df, 'UNITTEST/USDT', '1h', CandleType.SPOT, True)
dh._check_empty_df(df, 'UNITTEST/USDT', '1h', CandleType.SPOT, True, True)
assert log_has_re(expected_text, caplog)