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

freqtrade/freqai/data_kitchen.py

@@ -465,6 +465,11 @@ class FreqaiDataKitchen:
 
         tr_backtesting_list_timerange = []
         pair = self.pair.split("/")[0].split(":")[0]
+        if pair not in self.backtest_live_models_data["pairs_end_dates"]:
+            raise OperationalException(
+                f"Model not available for pair {self.pair}. "
+                "Please, try again after removing this pair from the configuration file."
+            )
         pair_data = self.backtest_live_models_data["pairs_end_dates"][pair]
         model_end_dates = []
         backtesting_timerange = self.backtest_live_models_data["backtesting_timerange"]

freqtrade/freqai/freqai_interface.py

@@ -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"

freqtrade/freqai/freqai_util.py

@@ -2,7 +2,7 @@
 FreqAI generic functions
 """
 import logging
-from datetime import datetime, timezone
+from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from typing import Any, Dict, Tuple
 
@@ -89,7 +89,17 @@ def get_timerange_from_ready_models(models_path: Path) -> Tuple[TimeRange, str,
     all_models_end_dates.sort()
     start = datetime.fromtimestamp(min(all_models_end_dates), tz=timezone.utc)
     stop = datetime.fromtimestamp(max(all_models_end_dates), tz=timezone.utc)
-    backtesting_string_timerange = f"{start.strftime('%Y%m%d')}-{stop.strftime('%Y%m%d')}"
+    end_date_string_timerange = stop
+    if (
+        finish_timestamp < int(datetime.now(tz=timezone.utc).timestamp()) and
+        datetime.now(tz=timezone.utc).strftime('%Y%m%d') != stop.strftime('%Y%m%d')
+    ):
+        # add 1 day to string timerange to ensure BT module will load all dataframe data
+        end_date_string_timerange = stop + timedelta(days=1)
+
+    backtesting_string_timerange = (
+        f"{start.strftime('%Y%m%d')}-{end_date_string_timerange.strftime('%Y%m%d')}"
+    )
     backtesting_timerange = TimeRange(
         'date', 'date', min(all_models_end_dates), max(all_models_end_dates)
     )