Return true/false for validation function

This commit is contained in:
Matthias
2018-10-18 19:48:54 +02:00
parent 518dcf5209
commit bc356c4d65
2 changed files with 8 additions and 5 deletions

View File

@@ -78,7 +78,7 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime,
max_date: datetime, ticker_interval_mins: int) -> None:
max_date: datetime, ticker_interval_mins: int) -> bool:
"""
Validates preprocessed backtesting data for missing values and shows warnings about it that.
@@ -89,10 +89,13 @@ def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime,
"""
# total difference in minutes / interval-minutes
expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
found_missing = False
for pair, df in data.items():
if len(df) < expected_frames:
found_missing = True
logger.warning('%s has missing frames: expected %s, got %s',
pair, expected_frames, len(df))
return found_missing
def load_tickerdata_file(