def test_ohlcv_fill_up_missing_data(testdatadir, caplog): data = load_pair_history(datadir=testdatadir, timeframe='1m', pair='UNITTEST/BTC', fill_up_missing=False) caplog.set_level(logging.DEBUG) data2 = ohlcv_fill_up_missing_data(data, '1m', 'UNITTEST/BTC') assert len(data2) > len(data) # Column names should not change assert (data.columns == data2.columns).all() assert log_has(f"Missing data fillup for UNITTEST/BTC: before: " f"{len(data)} - after: {len(data2)}", caplog) # Test fillup actually fixes invalid backtest data min_date, max_date = get_timerange({'UNITTEST/BTC': data}) assert validate_backtest_data(data, 'UNITTEST/BTC', min_date, max_date, 1) assert not validate_backtest_data(data2, 'UNITTEST/BTC', min_date, max_date, 1)
def test_validate_backtest_data(default_conf, mocker, caplog) -> None: patch_exchange(mocker) strategy = DefaultStrategy(default_conf) timerange = TimeRange('index', 'index', 200, 250) data = strategy.tickerdata_to_dataframe( history.load_data(datadir=None, ticker_interval='5m', pairs=['UNITTEST/BTC'], timerange=timerange)) min_date, max_date = history.get_timeframe(data) caplog.clear() assert not history.validate_backtest_data( data['UNITTEST/BTC'], 'UNITTEST/BTC', min_date, max_date, timeframe_to_minutes('5m')) assert len(caplog.record_tuples) == 0
def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None: patch_exchange(mocker) strategy = DefaultStrategy(default_conf) data = strategy.tickerdata_to_dataframe( history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'], fill_up_missing=False)) min_date, max_date = history.get_timeframe(data) caplog.clear() assert history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC', min_date, max_date, timeframe_to_minutes('1m')) assert len(caplog.record_tuples) == 1 assert log_has( "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values", caplog.record_tuples)