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backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)

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This commit is contained in:
Wagner Costa Santos
2022-09-27 00:14:12 -03:00
parent 14b96aaa38
commit 72aa47fc51
3 changed files with 33 additions and 2 deletions
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16
freqtrade/freqai/freqai_interface.py
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@@ -257,6 +257,21 @@ class IFreqaiModel(ABC):
dataframe_train = dk.slice_dataframe(tr_train, dataframe)
dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe)
if dk.backtest_live_models and len(dataframe_backtest) == 0:
tr_backtest_startts_str = datetime.fromtimestamp(
tr_backtest.startts,
tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
tr_backtest_stopts_str = datetime.fromtimestamp(
tr_backtest.stopts,
tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
logger.info(
f"No data found for pair {pair} "
f" from {tr_backtest_startts_str} "
f"to {tr_backtest_stopts_str}. "
"Probably more than one training within the same candle period."
)
continue
trained_timestamp = tr_train
tr_train_startts_str = datetime.fromtimestamp(
tr_train.startts,
@@ -264,6 +279,7 @@ class IFreqaiModel(ABC):
tr_train_stopts_str = datetime.fromtimestamp(
tr_train.stopts,
tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
if not dk.backtest_live_models:
logger.info(
f"Training {pair}, {self.pair_it}/{self.total_pairs} pairs"