Add validate_backtest_data function

This commit is contained in:
Matthias
2018-10-18 19:42:54 +02:00
parent d7459bbbf3
commit fb52d32296
3 changed files with 65 additions and 2 deletions

View File

@@ -356,8 +356,10 @@ class Backtesting(object):
# need to reprocess data every time to populate signals
preprocessed = self.strategy.tickerdata_to_dataframe(data)
# Print timeframe
min_date, max_date = optimize.get_timeframe(preprocessed)
# Validate dataframe for missing values
optimize.validate_backtest_data(preprocessed, min_date, max_date,
constants.TICKER_INTERVAL_MINUTES[self.ticker_interval])
logger.info(
'Measuring data from %s up to %s (%s days)..',
min_date.isoformat(),