BLD: fetching trades recursively

catalyst/exchange/exchange.py

@@ -257,10 +257,10 @@ class Exchange:
             elif data_frequency is not None:
                 applies = (
                     (
-                        data_frequency == 'minute' and
-                        a.end_minute is not None)
-                    or (
-                        data_frequency == 'daily' and a.end_daily is not None)
+                        data_frequency == 'minute' and a.end_minute is not None
+                    ) or (
+                        data_frequency == 'daily' and a.end_daily is not None
+                    )
                 )
 
             else:
@@ -606,7 +606,7 @@ class Exchange:
                 start_dt = get_start_dt(end_dt, adj_bar_count, data_frequency)
                 trailing_dt = \
                     series[asset].index[-1] + get_delta(1, data_frequency) \
-                    if asset in series else start_dt
+                        if asset in series else start_dt
 
                 # The get_history method supports multiple asset
                 # Use the original frequency to let each api optimize

catalyst/exchange/utils/factory.py

@@ -17,6 +17,9 @@ def get_exchange(exchange_name, base_currency=None, must_authenticate=False,
                  skip_init=False, auth_alias=None, config=None):
     key = (exchange_name, base_currency)
     if key in exchange_cache:
+        if not skip_init:
+            exchange_cache[key].init()
+
         return exchange_cache[key]
 
     exchange_auth = get_exchange_auth(exchange_name, alias=auth_alias)