Data Validation¶

DataValidator¶

Validates OHLCV DataFrames for quality issues.

from replaybt import DataValidator

validator = DataValidator(df, symbol="ETH", timeframe="1m")
issues = validator.validate()
print(validator.report())

Constructor¶

DataValidator(
    df: pd.DataFrame,
    symbol: str = "",
    timeframe: str = "1m",
)

Methods¶

Method	Returns	Description
`validate()`	`List[DataIssue]`	Run all checks
`report()`	`str`	Formatted report

Checks¶

Check	Severity	Description
Missing columns	ERROR	OHLCV columns not present
Duplicate timestamps	ERROR	Same timestamp twice
Time gaps	WARNING	Missing bars
OHLC violations	WARNING	High < Low, etc.
Negative values	ERROR	Negative prices/volume
Zero values	WARNING	Zero prices

DataIssue¶

A single data quality issue.

Field	Type	Description
`severity`	`str`	`"ERROR"`, `"WARNING"`, `"INFO"`
`check`	`str`	Issue type identifier
`message`	`str`	Human-readable description
`row_index`	`Optional[int]`	Row where issue occurs
`timestamp`	`Optional[datetime]`	Timestamp of the row

ValidatedProvider¶

Wraps a provider and validates bars on the fly.

from replaybt import ValidatedProvider

data = ValidatedProvider(
    inner=CSVProvider("ETH_1m.csv", symbol_name="ETH"),
    stop_on_error=False,
)

Parameter	Type	Default	Description
`inner`	`DataProvider`	required	Provider to validate
`symbol`	`str`	`""`	Symbol name
`timeframe`	`str`	`"1m"`	Expected timeframe
`stop_on_error`	`bool`	`False`	Raise on first ERROR

Convenience Functions¶

from replaybt import validate_dataframe, validate_provider

# Validate DataFrame
issues = validate_dataframe(df, symbol="ETH", timeframe="1m")

# Validate provider
issues = validate_provider(my_provider, symbol="ETH")