diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py index c73a1b35..da341237 100644 --- a/catalyst/exchange/exchange_utils.py +++ b/catalyst/exchange/exchange_utils.py @@ -553,6 +553,11 @@ def get_frequency(freq, data_frequency): else: raise InvalidHistoryFrequencyError(frequency=freq) + # TODO: some exchanges support H and W frequencies but not bundles + # Find a way to pass-through these parameters to exchanges + # but resample from minute or daily in backtest mode + # see catalyst/exchange/ccxt/ccxt_exchange.py:242 for mapping between + # Pandas offet aliases (used by Catalyst) and the CCXT timeframes if unit.lower() == 'd': alias = '{}D'.format(candle_size)