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Raise exception if no data is left

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This commit is contained in:
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
View File

@ -9,7 +9,7 @@ from copy import deepcopy
from datetime import datetime, timedelta, timezone from datetime import datetime, timedelta, timezone
from typing import Any, Dict, List, Optional, Tuple 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.configuration import TimeRange, remove_credentials, validate_config_consistency
from freqtrade.constants import DATETIME_PRINT_FORMAT 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)} ' logger.info(f'Loading data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {max_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 # Adjust startts forward if not enough data is available
timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe), timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
@ -449,10 +449,12 @@ class Backtesting:
preprocessed[pair] = trim_dataframe(df, timerange, preprocessed[pair] = trim_dataframe(df, timerange,
startup_candles=self.required_startup) startup_candles=self.required_startup)
min_date, max_date = history.get_timerange(preprocessed) 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)} ' logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {max_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 # Execute backtest and store results
results = self.backtest( results = self.backtest(
processed=preprocessed, processed=preprocessed,

14
tests/optimize/test_backtesting.py
View File

@ -366,7 +366,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
# check the logs, that will contain the backtest result # check the logs, that will contain the backtest result
exists = [ exists = [
'Backtesting with data from 2017-11-14 21:17:00 ' 'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:59:00 (0 days)..' 'up to 2017-11-14 22:59:00 (0 days).'
] ]
for line in exists: for line in exists:
assert log_has(line, caplog) assert log_has(line, caplog)
@ -791,9 +791,9 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
'Parameter --timerange detected: 1510694220-1510700340 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 ' 'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days)..', 'up to 2017-11-14 22:58:00 (0 days).',
'Backtesting with data from 2017-11-14 21:17:00 ' 'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days)..', 'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...' 'Parameter --enable-position-stacking detected ...'
] ]
@ -864,9 +864,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'Parameter --timerange detected: 1510694220-1510700340 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 ' 'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days)..', 'up to 2017-11-14 22:58:00 (0 days).',
'Backtesting with data from 2017-11-14 21:17:00 ' 'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days)..', 'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...', 'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy', 'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategyLegacy', 'Running backtesting for Strategy TestStrategyLegacy',
@ -960,9 +960,9 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'Parameter --timerange detected: 1510694220-1510700340 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 ' 'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days)..', 'up to 2017-11-14 22:58:00 (0 days).',
'Backtesting with data from 2017-11-14 21:17:00 ' 'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days)..', 'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...', 'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy', 'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategyLegacy', 'Running backtesting for Strategy TestStrategyLegacy',