refactor: move dataframe assertion to it's own class

Author: xmatthias

freqtrade/strategy/interface.py

@@ -38,6 +38,7 @@
     _create_and_merge_informative_pair,
     _format_pair_name,
 )
+from freqtrade.strategy.strategy_validation import StrategyResultValidator
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.util import dt_now
 from freqtrade.wallets import Wallets
@@ -1213,13 +1214,13 @@ def analyze_pair(self, pair: str) -> None:
             return
 
         try:
-            df_len, df_close, df_date = self.preserve_df(dataframe)
+            validator = StrategyResultValidator(dataframe, self.disable_dataframe_checks)
 
             dataframe = strategy_safe_wrapper(self._analyze_ticker_internal, message="")(
                 dataframe, {"pair": pair}
             )
 
-            self.assert_df(dataframe, df_len, df_close, df_date)
+            validator.assert_df(dataframe)
         except StrategyError as error:
             logger.warning(f"Unable to analyze candle (OHLCV) data for pair {pair}: {error}")
             return
@@ -1236,31 +1237,6 @@ def analyze(self, pairs: list[str]) -> None:
         for pair in pairs:
             self.analyze_pair(pair)
 
-    @staticmethod
-    def preserve_df(dataframe: DataFrame) -> tuple[int, float, datetime]:
-        """keep some data for dataframes"""
-        return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]
-
-    def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
-        """
-        Ensure dataframe (length, last candle) was not modified, and has all elements we need.
-        """
-        message_template = "Dataframe returned from strategy has mismatching {}."
-        message = ""
-        if dataframe is None:
-            message = "No dataframe returned (return statement missing?)."
-        elif df_len != len(dataframe):
-            message = message_template.format("length")
-        elif df_close != dataframe["close"].iloc[-1]:
-            message = message_template.format("last close price")
-        elif df_date != dataframe["date"].iloc[-1]:
-            message = message_template.format("last date")
-        if message:
-            if self.disable_dataframe_checks:
-                logger.warning(message)
-            else:
-                raise StrategyError(message)
-
     def get_latest_candle(
         self,
         pair: str,

freqtrade/strategy/strategy_validation.py

@@ -0,0 +1,42 @@
+import logging
+from datetime import datetime
+
+from pandas import DataFrame
+
+from freqtrade.exceptions import StrategyError
+
+
+logger = logging.getLogger(__name__)
+
+
+class StrategyResultValidator:
+    def __init__(self, dataframe: DataFrame, warn_only: bool = False):
+        self._warn_only = warn_only
+        self._length: int = len(dataframe)
+        self._close: float = dataframe["close"].iloc[-1]
+        self._date: datetime = dataframe["date"].iloc[-1]
+
+    def assert_df(self, dataframe: DataFrame):
+        """
+        Ensure dataframe (length, last candle) was not modified, and has all elements we need.
+        Raises a StrategyError if the dataframe does not match the expected values.
+        If warn_only is set, it will log a warning instead of raising an error.
+        :param dataframe: DataFrame to validate
+        :raises StrategyError: If the dataframe does not match the expected values.
+        :logs Warning: If warn_only is set and the dataframe does not match the expected values.
+        """
+        message_template = "Dataframe returned from strategy has mismatching {}."
+        message = ""
+        if dataframe is None:
+            message = "No dataframe returned (return statement missing?)."
+        elif self._length != len(dataframe):
+            self.message = message_template.format("length")
+        elif self._close != dataframe["close"].iloc[-1]:
+            message = message_template.format("last close price")
+        elif self._date != dataframe["date"].iloc[-1]:
+            message = message_template.format("last date")
+        if message:
+            if self._warn_only:
+                logger.warning(message)
+            else:
+                raise StrategyError(message)