From 020ec502587bd75fd895bdb6713b24aa4d36f402 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Fri, 12 Jan 2018 17:39:49 -0500
Subject: [PATCH] BUG: for issue #159, improved frequency validation in live
 mode

---
 catalyst/exchange/ccxt/ccxt_exchange.py   | 11 ++++++++++-
 catalyst/exchange/exchange_data_portal.py |  1 +
 catalyst/exchange/exchange_errors.py      |  7 +++++++
 3 files changed, 18 insertions(+), 1 deletion(-)

diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 959daa27..26edbd26 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -18,7 +18,8 @@ from catalyst.exchange.exchange import Exchange
 from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
     ExchangeSymbolsNotFound, ExchangeRequestError, InvalidOrderStyle, \
-    ExchangeNotFoundError, CreateOrderError, InvalidHistoryTimeframeError
+    ExchangeNotFoundError, CreateOrderError, InvalidHistoryTimeframeError, \
+    UnsupportedHistoryFrequencyError
 from catalyst.exchange.exchange_execution import ExchangeLimitOrder
 from catalyst.exchange.utils.exchange_utils import mixin_market_params, \
     from_ms_timestamp, get_epoch, get_exchange_folder, get_catalyst_symbol, \
@@ -378,6 +379,14 @@ class CCXT(Exchange):
         symbols = self.get_symbols(assets)
         timeframe = CCXT.get_timeframe(freq)
 
+        if timeframe not in self.api.timeframes:
+            freqs = [CCXT.get_frequency(t) for t in self.api.timeframes]
+            raise UnsupportedHistoryFrequencyError(
+                exchange=self.name,
+                freq=freq,
+                freqs=freqs,
+            )
+
         ms = None
         if start_dt is not None:
             delta = start_dt - get_epoch()
diff --git a/catalyst/exchange/exchange_data_portal.py b/catalyst/exchange/exchange_data_portal.py
index 6f57b7e7..4f73079e 100644
--- a/catalyst/exchange/exchange_data_portal.py
+++ b/catalyst/exchange/exchange_data_portal.py
@@ -291,6 +291,7 @@ class DataPortalExchangeBacktest(DataPortalExchangeBase):
         DataFrame
 
         """
+        # TODO: verify that the exchange supports the timeframe
         bundle = self.exchange_bundles[exchange_name]  # type: ExchangeBundle
 
         freq, candle_size, unit, adj_data_frequency = get_frequency(
diff --git a/catalyst/exchange/exchange_errors.py b/catalyst/exchange/exchange_errors.py
index 0e22868f..d5af87c4 100644
--- a/catalyst/exchange/exchange_errors.py
+++ b/catalyst/exchange/exchange_errors.py
@@ -100,6 +100,13 @@ class InvalidHistoryFrequencyError(ZiplineError):
     ).strip()
 
 
+class UnsupportedHistoryFrequencyError(ZiplineError):
+    msg = (
+        '{exchange} does not support candle frequency {freq}, please choose '
+        'from: {freqs}.'
+    ).strip()
+
+
 class InvalidHistoryTimeframeError(ZiplineError):
     msg = (
         'CCXT timeframe {timeframe} not supported by the exchange.'