From f45d673d94d0c19ed583998a0a80415978ec950b Mon Sep 17 00:00:00 2001 From: Frederic Fortier Date: Tue, 13 Feb 2018 00:11:20 -0500 Subject: [PATCH] BUG: fixed issue #227 by allowing H frequency --- catalyst/exchange/utils/datetime_utils.py | 14 +++++--------- 1 file changed, 5 insertions(+), 9 deletions(-) diff --git a/catalyst/exchange/utils/datetime_utils.py b/catalyst/exchange/utils/datetime_utils.py index 2a8cb886..5f3a2e04 100644 --- a/catalyst/exchange/utils/datetime_utils.py +++ b/catalyst/exchange/utils/datetime_utils.py @@ -302,16 +302,12 @@ def get_frequency(freq, data_frequency=None): elif unit.lower() == 'm' or unit == 'T': unit = 'T' alias = '{}T'.format(candle_size) + data_frequency = 'minute' - if data_frequency == 'daily': - data_frequency = 'minute' - - # elif unit.lower() == 'h': - # candle_size = candle_size * 60 - # - # alias = '{}T'.format(candle_size) - # if data_frequency == 'daily': - # data_frequency = 'minute' + elif unit.lower() == 'h': + candle_size = candle_size * 60 + alias = '{}T'.format(candle_size) + data_frequency = 'minute' else: raise InvalidHistoryFrequencyAlias(freq=freq)