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Convert validate_backtest_data to take dataframe directly

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Matthias 2019-06-15 13:31:27 +02:00
parent 01b5ece642
commit cd4cf215e1
1 changed files with 8 additions and 8 deletions
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16
freqtrade/data/history.py
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@ -286,12 +286,13 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
max(timeframe, key=operator.itemgetter(1))[1] max(timeframe, key=operator.itemgetter(1))[1]
def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime, def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
max_date: datetime, ticker_interval_mins: int) -> bool: max_date: datetime, ticker_interval_mins: int) -> bool:
""" """
Validates preprocessed backtesting data for missing values and shows warnings about it that. Validates preprocessed backtesting data for missing values and shows warnings about it that.
:param data: dictionary with preprocessed backtesting data :param data: preprocessed backtesting data (as DataFrame)
:param pair: pair used for log output.
:param min_date: start-date of the data :param min_date: start-date of the data
:param max_date: end-date of the data :param max_date: end-date of the data
:param ticker_interval_mins: ticker interval in minutes :param ticker_interval_mins: ticker interval in minutes
@ -299,10 +300,9 @@ def validate_backtest_data(data: Dict[str, DataFrame], min_date: datetime,
# total difference in minutes / interval-minutes # total difference in minutes / interval-minutes
expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins) expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
found_missing = False found_missing = False
for pair, df in data.items(): dflen = len(data)
dflen = len(df) if dflen < expected_frames:
if dflen < expected_frames: found_missing = True
found_missing = True logger.warning("%s has missing frames: expected %s, got %s, that's %s missing values",
logger.warning("%s has missing frames: expected %s, got %s, that's %s missing values", pair, expected_frames, dflen, expected_frames - dflen)
pair, expected_frames, dflen, expected_frames - dflen)
return found_missing return found_missing