From 1b3bfb2e7fcb21914857cc103d4873377e3dd7d2 Mon Sep 17 00:00:00 2001 From: Kamontat Chantrachirathumrong Date: Thu, 20 May 2021 11:50:15 +0700 Subject: [PATCH] found root cause. --- freqtrade/optimize/hyperopt.py | 16 +++++++++++----- 1 file changed, 11 insertions(+), 5 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 326ae144c..0250935b9 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -349,19 +349,25 @@ class Hyperopt: def prepare_hyperopt_data(self) -> None: data, timerange = self.backtesting.load_bt_data() logger.info("Dataload complete. Calculating indicators") - preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data) + processed: Dict[str, DataFrame] = {} + preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data) # Trim startup period from analyzed dataframe for pair, df in preprocessed.items(): - preprocessed[pair] = trim_dataframe(df, timerange, - startup_candles=self.backtesting.required_startup) - self.min_date, self.max_date = get_timerange(preprocessed) + trimed_df = trim_dataframe(df, timerange, + startup_candles=self.backtesting.required_startup) + if not trimed_df.empty: + processed[pair] = trimed_df + else: + logger.warn(f'Pair {pair} got removed because triming dataframe left nothing') + + self.min_date, self.max_date = get_timerange(processed) logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} ' f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} ' f'({(self.max_date - self.min_date).days} days)..') - dump(preprocessed, self.data_pickle_file) + dump(processed, self.data_pickle_file) def start(self) -> None: self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))