adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Improve "Missing data" messages

Browse Source
This commit is contained in:
Matthias 2022-01-01 10:37:58 +01:00
parent 713b884d9b
commit 9becd20f20
2 changed files with 6 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
freqtrade/data/history/idatahandler.py
View File

@ -201,7 +201,7 @@ class IDataHandler(ABC):
enddate = pairdf.iloc[-1]['date'] enddate = pairdf.iloc[-1]['date']
if timerange_startup: if timerange_startup:
self._validate_pairdata(pair, pairdf, timerange_startup) self._validate_pairdata(pair, pairdf, timeframe, timerange_startup)
pairdf = trim_dataframe(pairdf, timerange_startup) pairdf = trim_dataframe(pairdf, timerange_startup)
if self._check_empty_df(pairdf, pair, timeframe, warn_no_data): if self._check_empty_df(pairdf, pair, timeframe, warn_no_data):
return pairdf return pairdf
@ -228,7 +228,7 @@ class IDataHandler(ABC):
return True return True
return False return False
def _validate_pairdata(self, pair, pairdata: DataFrame, timerange: TimeRange): def _validate_pairdata(self, pair, pairdata: DataFrame, timeframe: str, timerange: TimeRange):
""" """
Validates pairdata for missing data at start end end and logs warnings. Validates pairdata for missing data at start end end and logs warnings.
:param pairdata: Dataframe to validate :param pairdata: Dataframe to validate
@ -238,12 +238,12 @@ class IDataHandler(ABC):
if timerange.starttype == 'date': if timerange.starttype == 'date':
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc) start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
if pairdata.iloc[0]['date'] > start: if pairdata.iloc[0]['date'] > start:
logger.warning(f"Missing data at start for pair {pair}, " logger.warning(f"Missing data at start for pair {pair} at {timeframe}, "
f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}") f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}")
if timerange.stoptype == 'date': if timerange.stoptype == 'date':
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc) stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
if pairdata.iloc[-1]['date'] < stop: if pairdata.iloc[-1]['date'] < stop:
logger.warning(f"Missing data at end for pair {pair}, " logger.warning(f"Missing data at end for pair {pair} at {timeframe}, "
f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}") f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}")

4
tests/data/test_history.py
View File

@ -311,7 +311,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
assert td != len(data['UNITTEST/BTC']) assert td != len(data['UNITTEST/BTC'])
start_real = data['UNITTEST/BTC'].iloc[0, 0] start_real = data['UNITTEST/BTC'].iloc[0, 0]
assert log_has(f'Missing data at start for pair ' assert log_has(f'Missing data at start for pair '
f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}', f'UNITTEST/BTC at 5m, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
caplog) caplog)
# Make sure we start fresh - test missing data at end # Make sure we start fresh - test missing data at end
caplog.clear() caplog.clear()
@ -326,7 +326,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
# Shift endtime with +5 - as last candle is dropped (partial candle) # Shift endtime with +5 - as last candle is dropped (partial candle)
end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5) end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
assert log_has(f'Missing data at end for pair ' assert log_has(f'Missing data at end for pair '
f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}', f'UNITTEST/BTC at 5m, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
caplog) caplog)