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Revrite validate_pairdata to work with pandas

This commit is contained in:
Matthias 2019-12-25 15:13:17 +01:00
parent db520a09ee
commit 873f5dbe6b
1 changed files with 9 additions and 6 deletions
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15
freqtrade/data/datahandlers/idatahandler.py
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@ -8,8 +8,7 @@ from abc import ABC, abstractclassmethod, abstractmethod
from copy import deepcopy
from pathlib import Path
from typing import Dict, List, Optional
import arrow
from datetime import datetime, timezone
from pandas import DataFrame
from freqtrade.configuration import TimeRange
@ -70,8 +69,12 @@ class IDataHandler(ABC):
"""
if timerange.starttype == 'date' and pairdata[0][0] > timerange.startts * 1000:
logger.warning('Missing data at start for pair %s, data starts at %s',
pair, arrow.get(pairdata[0][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
if pairdata.iloc[0]['date'] > start:
logger.warning(f"Missing data at start for pair {pair}, "
f"data starts at {pairdata.iloc[0]['date']}")
if timerange.stoptype == 'date' and pairdata[-1][0] < timerange.stopts * 1000:
logger.warning('Missing data at end for pair %s, data ends at %s',
pair, arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
if pairdata.iloc[-1]['date'] < stop:
logger.warning(f"Missing data at end for pair {pair},"
f"data ends at {pairdata.iloc[-1]['date']}")