Add pair as parameter, and warn when fillup was necessary

freqtrade/data/converter.py

@@ -10,7 +10,7 @@ from pandas import DataFrame, to_datetime
 logger = logging.getLogger(__name__)
 
 
-def parse_ticker_dataframe(ticker: list, ticker_interval: str, *,
+def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
                            fill_missing: bool = True,
                            drop_incomplete: bool = True) -> DataFrame:
     """
@@ -51,12 +51,12 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, *,
         logger.debug('Dropping last candle')
 
     if fill_missing:
-        return ohlcv_fill_up_missing_data(frame, ticker_interval)
+        return ohlcv_fill_up_missing_data(frame, ticker_interval, pair)
     else:
         return frame
 
 
-def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str) -> DataFrame:
+def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair: str) -> DataFrame:
     """
     Fills up missing data with 0 volume rows,
     using the previous close as price for "open", "high" "low" and "close", volume is set to 0
@@ -87,7 +87,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str) -> Da
     len_before = len(dataframe)
     len_after = len(df)
     if len_before != len_after:
-        logger.info(f"Missing data fillup: before: {len_before} - after: {len_after}")
+        logger.info(f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}")
     return df
 
 

freqtrade/data/history.py

@@ -116,7 +116,7 @@ def load_pair_history(pair: str,
             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'))
-        return parse_ticker_dataframe(pairdata, ticker_interval,
+        return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair,
                                       fill_missing=fill_up_missing,
                                       drop_incomplete=drop_incomplete)
     else:

freqtrade/exchange/exchange.py

@@ -581,7 +581,7 @@ class Exchange(object):
                 self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000
             # keeping parsed dataframe in cache
             self._klines[(pair, ticker_interval)] = parse_ticker_dataframe(
-                ticks, ticker_interval, fill_missing=True,
+                ticks, ticker_interval, pair=pair, fill_missing=True,
                 drop_incomplete=self._ohlcv_partial_candle)
         return tickers
 

freqtrade/optimize/hyperopt.py

@@ -19,8 +19,7 @@ from skopt import Optimizer
 from skopt.space import Dimension
 
 from freqtrade.arguments import Arguments
-from freqtrade.data.history import load_data, get_timeframe, validate_backtest_data
-from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.data.history import load_data, get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 
@@ -281,9 +280,7 @@ class Hyperopt(Backtesting):
             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(
             'Hyperopting with data from %s up to %s (%s days)..',
             min_date.isoformat(),