diff --git a/catalyst/exchange/utils/exchange_utils.py b/catalyst/exchange/utils/exchange_utils.py index fb24f1c8..4f82356c 100644 --- a/catalyst/exchange/utils/exchange_utils.py +++ b/catalyst/exchange/utils/exchange_utils.py @@ -722,12 +722,14 @@ def get_candles_df(candles, field, freq, bar_count, end_dt, values = [candle[field] for candle in candles[asset]] series = pd.Series(values, index=dates) + """ series = series.reindex( periods, method='ffill', fill_value=previous_value, ) series.sort_index(inplace=True) + """ all_series[asset] = series df = pd.DataFrame(all_series)