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Implement better strategy checks

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part of #2696
This commit is contained in:
Matthias
2021-06-19 19:32:29 +02:00
parent 39b876e37a
commit 96fbb226c5
2 changed files with 27 additions and 6 deletions
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19
freqtrade/strategy/interface.py
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@@ -453,18 +453,25 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
Ensure dataframe (length, last candle) was not modified, and has all elements we need.
"""
message_template = "Dataframe returned from strategy has mismatching {}."
message = ""
if df_len != len(dataframe):
message = "length"
if dataframe is None:
message = "No dataframe returned (return statement missing?)."
elif 'buy' not in dataframe:
message = "Buy column not set."
elif 'sell' not in dataframe:
message = "Sell column not set."
elif df_len != len(dataframe):
message = message_template.format("length")
elif df_close != dataframe["close"].iloc[-1]:
message = "last close price"
message = message_template.format("last close price")
elif df_date != dataframe["date"].iloc[-1]:
message = "last date"
message = message_template.format("last date")
if message:
if self.disable_dataframe_checks:
logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
logger.warning(message)
else:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
raise StrategyError(message)
def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
"""