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BLD: revert hourly freq support reported at issue #227
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@@ -26,7 +26,7 @@ def handle_data(context, data):
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context.asset,
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fields='price',
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bar_count=20,
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frequency='2H'
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frequency='30T'
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)
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last_traded = prices.index[-1]
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log.info('last candle date: {}'.format(last_traded))
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@@ -13,6 +13,7 @@ from catalyst.exchange.exchange_errors import MismatchingBaseCurrencies, \
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PricingDataNotLoadedError, \
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NoDataAvailableOnExchange, NoValueForField, \
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NoCandlesReceivedFromExchange, \
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InvalidHistoryFrequencyAlias, \
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TickerNotFoundError, NotEnoughCashError
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from catalyst.exchange.utils.datetime_utils import get_delta, \
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get_periods_range, \
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@@ -508,6 +509,10 @@ class Exchange:
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frequency, data_frequency, supported_freqs=['T', 'D', 'H']
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)
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if unit == 'H':
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raise InvalidHistoryFrequencyAlias(
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freq=frequency)
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# we want to avoid receiving empty candles
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# so we request more than needed
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# TODO: consider defining a const per asset
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