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Raise exception if no data is left

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Matthias
2021-05-06 20:49:48 +02:00
parent 4f529fe424
commit 554f5f14b6
2 changed files with 13 additions and 11 deletions
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10
freqtrade/optimize/backtesting.py
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@@ -9,7 +9,7 @@ from copy import deepcopy
from datetime import datetime, timedelta, timezone
from typing import Any, Dict, List, Optional, Tuple
from pandas import DataFrame
from pandas import DataFrame, NaT
from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
from freqtrade.constants import DATETIME_PRINT_FORMAT
@@ -159,7 +159,7 @@ class Backtesting:
logger.info(f'Loading data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
f'({(max_date - min_date).days} days)..')
f'({(max_date - min_date).days} days).')
# Adjust startts forward if not enough data is available
timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
@@ -449,10 +449,12 @@ class Backtesting:
preprocessed[pair] = trim_dataframe(df, timerange,
startup_candles=self.required_startup)
min_date, max_date = history.get_timerange(preprocessed)
if min_date is NaT or max_date is NaT:
raise OperationalException(
"No data left after adjusting for startup candles. ")
logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
f'({(max_date - min_date).days} days)..')
f'({(max_date - min_date).days} days).')
# Execute backtest and store results
results = self.backtest(
processed=preprocessed,