Fix pandas ohlcv data index for completeness check

Author: MDUYN

investing_algorithm_framework/app/app.py

@@ -833,6 +833,7 @@ def check_data_completeness(
                         end_date=backtest_date_range.end_date,
                         pandas=True,
                         add_pandas_index=False,
+                        add_datetime_column=True,
                         time_frame=data_source.time_frame
                     )
                     df = df.copy()

investing_algorithm_framework/domain/utils/polars.py

@@ -6,6 +6,7 @@ def convert_polars_to_pandas(
     data: PolarsDataFrame,
     remove_duplicates=True,
     add_index=True,
+    add_datetime_column=True,
     datetime_column_name="Datetime"
 ):
     """
@@ -21,6 +22,8 @@ def convert_polars_to_pandas(
         dates will be removed from the dataframe
         add_index: Boolean - If set to true, an index will
             be added to the dataframe
+        add_datetime_column: Boolean - If set to true, a datetime
+            column will be added to the dataframe
         datetime_column_name: String - the column name that has the
             datetime object. By default this is set to column name Datetime
             This is only used if add_index is set to True
@@ -35,6 +38,9 @@ def convert_polars_to_pandas(
 
     df = data.to_pandas().copy()
 
+    if add_datetime_column and datetime_column_name not in df.columns:
+        df[datetime_column_name] = pd.to_datetime(df.index)
+
     # Ensure datetime column is datetime type
     df[datetime_column_name] = pd.to_datetime(df[datetime_column_name])
 

investing_algorithm_framework/services/data_providers/data_provider_service.py

@@ -494,6 +494,7 @@ def get_ohlcv_data(
         window_size: Optional[int] = None,
         pandas: bool = False,
         add_pandas_index: bool = True,
+        add_datetime_column: bool = False,
     ):
         """
         Function to get OHLCV data from the data provider.
@@ -507,6 +508,10 @@ def get_ohlcv_data(
             end_date (datetime): The end date for the OHLCV data.
             window_size (int): The window size for the OHLCV data.
             pandas (bool): Whether to return the data as a pandas DataFrame.
+            add_pandas_index (bool): Whether to add a pandas index to
+                the DataFrame if pandas is True.
+            add_datetime_column (bool): Whether to add a datetime column
+                to the DataFrame if pandas is True.
 
         Returns:
             DataFrame: The OHLCV data for the given symbol and market.
@@ -544,7 +549,9 @@ def get_ohlcv_data(
         if pandas:
             if isinstance(data, pl.DataFrame):
                 return convert_polars_to_pandas(
-                    data, add_index=add_pandas_index
+                    data,
+                    add_index=add_pandas_index,
+                    add_datetime_column=add_datetime_column
                 )
             else:
                 return data