diff --git a/catalyst/exchange/bitfinex/bitfinex.py b/catalyst/exchange/bitfinex/bitfinex.py index 38785c5f..a4179a82 100644 --- a/catalyst/exchange/bitfinex/bitfinex.py +++ b/catalyst/exchange/bitfinex/bitfinex.py @@ -50,7 +50,7 @@ class Bitfinex(Exchange): self._portfolio = portfolio self.minute_writer = None self.minute_reader = None - self.num_candles_limit = 1000 + self.num_candles_limit = 10000 # Max is 90 but playing it safe # https://www.bitfinex.com/posts/188 diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py index d89e980c..3f03be8a 100644 --- a/catalyst/exchange/exchange.py +++ b/catalyst/exchange/exchange.py @@ -418,7 +418,8 @@ class Exchange: return value - def get_history(self, assets, end_dt, bar_count, data_frequency): + def get_history(self, assets, end_dt, bar_count, data_frequency, + fallback_exchange=True): """ Retrieve OHLCV bars from the Catalyst and/or exchange API. @@ -443,11 +444,13 @@ class Exchange: asset=asset, end=end_dt, bar_count=bar_count, - data_frequency=data_frequency + data_frequency=data_frequency, + fallback_exchange=fallback_exchange ) return candles - def get_asset_history(self, asset, end, bar_count, data_frequency): + def get_asset_history(self, asset, end, bar_count, data_frequency, + fallback_exchange=True): """ Retrieve the OHLVC bars of a single asset. @@ -495,7 +498,7 @@ class Exchange: ) data += candles - if exchange_start is not None: + if exchange_start is not None and fallback_exchange: candles = self.get_candles( data_frequency=data_frequency, assets=[asset], diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py index dbd4a9ae..134657bc 100644 --- a/catalyst/exchange/exchange_bundle.py +++ b/catalyst/exchange/exchange_bundle.py @@ -227,7 +227,8 @@ class ExchangeBundle: assets=[asset], end_dt=end_dt, bar_count=bar_count, - data_frequency=data_frequency + data_frequency=data_frequency, + fallback_exchange=False ) num_candles = 0