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minor: add ticker data validation; log backtesting interval

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hroff-1902 2019-05-13 23:56:59 +03:00
parent 6d17cd50fe
commit 5677c4882e
1 changed files with 18 additions and 1 deletions
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19
freqtrade/optimize/hyperopt.py
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@ -24,7 +24,8 @@ from freqtrade import DependencyException
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.data.history import load_data
from freqtrade.optimize import get_timeframe
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.optimize import get_timeframe, validate_backtest_data
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode
from freqtrade.resolvers import HyperOptResolver
@ -282,9 +283,25 @@ class Hyperopt(Backtesting):
timerange=timerange
)
if not data:
logger.critical("No data found. Terminating.")
return
min_date, max_date = get_timeframe(data)
# Validate dataframe for missing values (mainly at start and end, as fillup is called)
validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes(self.ticker_interval))
logger.info(
'Backtesting data from %s up to %s (%s days)..',
min_date.isoformat(),
max_date.isoformat(),
(max_date - min_date).days
)
if self.has_space('buy') or self.has_space('sell'):
self.strategy.advise_indicators = \
self.custom_hyperopt.populate_indicators # type: ignore
dump(self.strategy.tickerdata_to_dataframe(data), TICKERDATA_PICKLE)
# We don't need exchange instance anymore while running hyperopt