Enhance Bollinger Bands validation and add DatetimeIndex handling in strategies

- Added validation to ensure the specified price column exists in the DataFrame for Bollinger Bands calculations.
- Introduced a new method to ensure the DataFrame has a proper DatetimeIndex, improving time-series operations in strategy processing.
- Updated strategy run method to call the new DatetimeIndex validation method before processing data.
- Improved logging for better traceability of data transformations and potential issues.

cycles/Analysis/boillinger_band.py

@@ -37,12 +37,13 @@ class BollingerBands:
                           'UpperBand',
                           'LowerBand'.
         """
-        if price_column not in data_df.columns:
-            raise ValueError(f"Price column '{price_column}' not found in DataFrame.")
 
         # Work on a copy to avoid modifying the original DataFrame passed to the function
         data_df = data_df.copy()
 
+        if price_column not in data_df.columns:
+            raise ValueError(f"Price column '{price_column}' not found in DataFrame.")
+
         if not squeeze:
             period = self.config['bb_period']
             bb_width_threshold = self.config['bb_width']

cycles/Analysis/strategies.py

@@ -14,7 +14,56 @@ class Strategy:
         self.config = config
         self.logging = logging
 
+    def _ensure_datetime_index(self, data):
+        """
+        Ensure the DataFrame has a DatetimeIndex for proper time-series operations.
+        If the DataFrame has a 'timestamp' column but not a DatetimeIndex, convert it.
+        
+        Args:
+            data (DataFrame): Input DataFrame
+            
+        Returns:
+            DataFrame: DataFrame with proper DatetimeIndex
+        """
+        if data.empty:
+            return data
+            
+        # Check if we have a DatetimeIndex already
+        if isinstance(data.index, pd.DatetimeIndex):
+            return data
+            
+        # Check if we have a 'timestamp' column that we can use as index
+        if 'timestamp' in data.columns:
+            data_copy = data.copy()
+            # Convert timestamp column to datetime if it's not already
+            if not pd.api.types.is_datetime64_any_dtype(data_copy['timestamp']):
+                data_copy['timestamp'] = pd.to_datetime(data_copy['timestamp'])
+            # Set timestamp as index and drop the column
+            data_copy = data_copy.set_index('timestamp')
+            if self.logging:
+                self.logging.info("Converted 'timestamp' column to DatetimeIndex for strategy processing.")
+            return data_copy
+            
+        # If we have a regular index but it might be datetime strings, try to convert
+        try:
+            if data.index.dtype == 'object':
+                data_copy = data.copy()
+                data_copy.index = pd.to_datetime(data_copy.index)
+                if self.logging:
+                    self.logging.info("Converted index to DatetimeIndex for strategy processing.")
+                return data_copy
+        except:
+            pass
+            
+        # If we can't create a proper DatetimeIndex, warn and return as-is
+        if self.logging:
+            self.logging.warning("Could not create DatetimeIndex for strategy processing. Time-based operations may fail.")
+        return data
+
     def run(self, data, strategy_name):
+        # Ensure proper DatetimeIndex before processing
+        data = self._ensure_datetime_index(data)
+        
         if strategy_name == "MarketRegimeStrategy":
             result = self.MarketRegimeStrategy(data)
             return self.standardize_output(result, strategy_name)
@@ -126,8 +175,8 @@ class Strategy:
             DataFrame: A unified DataFrame containing original data, BB, RSI, and signals.
         """
 
-        # data = aggregate_to_hourly(data, 4)
-        data = aggregate_to_daily(data)
+        data = aggregate_to_hourly(data, 1)
+        # data = aggregate_to_daily(data)
         
         # Calculate Bollinger Bands
         bb_calculator = BollingerBands(config=self.config)
@@ -263,6 +312,8 @@ class Strategy:
             if self.logging:
                 self.logging.warning("CryptoTradingStrategy: Input data is empty or missing 'close'/'volume' columns.")
             return pd.DataFrame() # Return empty DataFrame if essential data is missing
+        
+        print(f"data: {data.head()}")
 
         # Aggregate data
         data_15m = aggregate_to_minutes(data.copy(), 15)