From 986bc63e54f9c6953a6bb2064e0fa892eff01339 Mon Sep 17 00:00:00 2001
From: robcaulk <rob.caulk@gmail.com>
Date: Tue, 21 Feb 2023 21:23:58 +0100
Subject: [PATCH] raise OperationalException if latest historical data candle
 is older than earliest dataprovider candle

---
 freqtrade/freqai/data_drawer.py | 34 +++++++++++++++++----------------
 1 file changed, 18 insertions(+), 16 deletions(-)

diff --git a/freqtrade/freqai/data_drawer.py b/freqtrade/freqai/data_drawer.py
index 1317ba6d3..883b9d94b 100644
--- a/freqtrade/freqai/data_drawer.py
+++ b/freqtrade/freqai/data_drawer.py
@@ -627,12 +627,12 @@ class FreqaiDataDrawer:
 
             for pair in dk.all_pairs:
                 for tf in feat_params.get("include_timeframes"):
-
+                    hist_df = history_data[pair][tf]
                     # check if newest candle is already appended
                     df_dp = strategy.dp.get_pair_dataframe(pair, tf)
                     if len(df_dp.index) == 0:
                         continue
-                    if str(history_data[pair][tf].iloc[-1]["date"]) == str(
+                    if str(hist_df.iloc[-1]["date"]) == str(
                         df_dp.iloc[-1:]["date"].iloc[-1]
                     ):
                         continue
@@ -640,28 +640,30 @@ class FreqaiDataDrawer:
                     try:
                         index = (
                             df_dp.loc[
-                                df_dp["date"] == history_data[pair][tf].iloc[-1]["date"]
+                                df_dp["date"] == hist_df.iloc[-1]["date"]
                             ].index[0]
                             + 1
                         )
                     except IndexError:
-                        if history_data[pair][tf].iloc[-1]['date'] < df_dp['date'].iloc[0]:
-                            index = 0
+                        if hist_df.iloc[-1]['date'] < df_dp['date'].iloc[0]:
+                            raise OperationalException("In memory historical data is older than "
+                                                       f"oldest DataProvider candle for {pair} on "
+                                                       f"timeframe {tf}")
                         else:
                             index = -1
-                        logger.warning(
-                            f"No common dates in historical data and dataprovider for {pair}. "
-                            f"Appending dataprovider to historical data (full? {not bool(index)})"
-                            "but please be aware that there is likely a gap in the historical "
-                            "data.\n"
-                            f"Historical data ends at {history_data[pair][tf].iloc[-1]['date']} "
-                            f"while dataprovider starts at {df_dp['date'].iloc[0]} and"
-                            f"ends at {df_dp['date'].iloc[0]}."
-                        )
+                            logger.warning(
+                                f"No common dates in historical data and dataprovider for {pair}. "
+                                f"Appending latest dataprovider candle to historical data "
+                                "but please be aware that there is likely a gap in the historical "
+                                "data. \n"
+                                f"Historical data ends at {hist_df.iloc[-1]['date']} "
+                                f"while dataprovider starts at {df_dp['date'].iloc[0]} and"
+                                f"ends at {df_dp['date'].iloc[0]}."
+                            )
 
-                    history_data[pair][tf] = pd.concat(
+                    hist_df = pd.concat(
                         [
-                            history_data[pair][tf],
+                            hist_df,
                             df_dp.iloc[index:],
                         ],
                         ignore_index=True,