[data] Add warning message when no files where found on CachedDataSource setup

beat/backend/python/data.py

@@ -413,6 +413,7 @@ class CachedDataSource(DataSource):
         ) = getAllFilenames(filename, start_index, end_index)
 
         if len(self.filenames) == 0:
+            logger.warn("No files found for %s" % filename)
             return False
 
         check_consistency(self.filenames, data_checksum_filenames)