diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py index e830b90a..5af13e22 100644 --- a/catalyst/exchange/exchange.py +++ b/catalyst/exchange/exchange.py @@ -509,6 +509,8 @@ class Exchange: # we want to avoid receiving empty candles # so we request more than needed + # TODO: consider defining a const per asset + # and/or some retry mechanism (in each iteration request more data) requested_bar_count = bar_count + 30 # The get_history method supports multiple asset candles = self.get_candles(