BLD: revert hourly freq support reported at issue #227

This commit is contained in:
lenak25
2018-03-13 18:42:28 +02:00
parent 127d779eb1
commit 69731b653d
2 changed files with 6 additions and 1 deletions
+1 -1
View File
@@ -26,7 +26,7 @@ def handle_data(context, data):
context.asset,
fields='price',
bar_count=20,
frequency='2H'
frequency='30T'
)
last_traded = prices.index[-1]
log.info('last candle date: {}'.format(last_traded))
+5
View File
@@ -13,6 +13,7 @@ from catalyst.exchange.exchange_errors import MismatchingBaseCurrencies, \
PricingDataNotLoadedError, \
NoDataAvailableOnExchange, NoValueForField, \
NoCandlesReceivedFromExchange, \
InvalidHistoryFrequencyAlias, \
TickerNotFoundError, NotEnoughCashError
from catalyst.exchange.utils.datetime_utils import get_delta, \
get_periods_range, \
@@ -508,6 +509,10 @@ class Exchange:
frequency, data_frequency, supported_freqs=['T', 'D', 'H']
)
if unit == 'H':
raise InvalidHistoryFrequencyAlias(
freq=frequency)
# we want to avoid receiving empty candles
# so we request more than needed
# TODO: consider defining a const per asset