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Add pair as parameter, and warn when fillup was necessary

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Matthias
2019-06-15 13:46:19 +02:00
parent 55079831a1
commit 89ff614e1d
4 changed files with 8 additions and 11 deletions
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8
freqtrade/data/converter.py
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@@ -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

2
freqtrade/data/history.py
View File

@@ -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: