Fill up missing as part of loading data

freqtrade/data/converter.py

@@ -10,10 +10,13 @@ from freqtrade.constants import TICKER_INTERVAL_MINUTES
 logger = logging.getLogger(__name__)
 
 
-def parse_ticker_dataframe(ticker: list) -> DataFrame:
+def parse_ticker_dataframe(ticker: list, ticker_interval: str,
+                           fill_missing: bool = False) -> DataFrame:
     """
     Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
     :param ticker: ticker list, as returned by exchange.async_get_candle_history
+    :param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
+    :param fill_missing: boolean
     :return: DataFrame
     """
     logger.debug("Parsing tickerlist to dataframe")
@@ -35,7 +38,11 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame:
     })
     frame.drop(frame.tail(1).index, inplace=True)     # eliminate partial candle
     logger.debug('Dropping last candle')
-    return frame
+
+    if fill_missing:
+        return ohlcv_fill_up_missing_data(frame, ticker_interval)
+    else:
+        return frame
 
 
 def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str) -> DataFrame:

freqtrade/data/history.py

@@ -82,6 +82,7 @@ def load_pair_history(pair: str,
                       timerange: TimeRange = TimeRange(None, None, 0, 0),
                       refresh_pairs: bool = False,
                       exchange: Optional[Exchange] = None,
+                      fill_up_missing: bool = True
                       ) -> DataFrame:
     """
     Loads cached ticker history for the given pair.
@@ -110,7 +111,7 @@ def load_pair_history(pair: str,
             logger.warning('Missing data at end for pair %s, data ends at %s',
                            pair,
                            arrow.get(pairdata[-1][0] // 1000).strftime('%Y-%m-%d %H:%M:%S'))
-        return parse_ticker_dataframe(pairdata)
+        return parse_ticker_dataframe(pairdata, ticker_interval, fill_up_missing)
     else:
         logger.warning('No data for pair: "%s", Interval: %s. '
                        'Use --refresh-pairs-cached to download the data',
@@ -123,7 +124,8 @@ def load_data(datadir: Optional[Path],
               pairs: List[str],
               refresh_pairs: bool = False,
               exchange: Optional[Exchange] = None,
-              timerange: TimeRange = TimeRange(None, None, 0, 0)) -> Dict[str, DataFrame]:
+              timerange: TimeRange = TimeRange(None, None, 0, 0),
+              fill_up_missing: bool = True) -> Dict[str, DataFrame]:
     """
     Loads ticker history data for a list of pairs the given parameters
     :return: dict(<pair>:<tickerlist>)
@@ -134,7 +136,8 @@ def load_data(datadir: Optional[Path],
         hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
                                  datadir=datadir, timerange=timerange,
                                  refresh_pairs=refresh_pairs,
-                                 exchange=exchange)
+                                 exchange=exchange,
+                                 fill_up_missing=fill_up_missing)
         if hist is not None:
             result[pair] = hist
     return result