diff --git a/catalyst/exchange/utils/exchange_utils.py b/catalyst/exchange/utils/exchange_utils.py index 49d347b1..9bbc2e19 100644 --- a/catalyst/exchange/utils/exchange_utils.py +++ b/catalyst/exchange/utils/exchange_utils.py @@ -671,6 +671,7 @@ def get_candles_df(candles, field, freq, bar_count, end_dt, all_series[asset] = series df = pd.DataFrame(all_series) + df.dropna(inplace=True) return df