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BUG: fixed issue #227 by allowing H frequency

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This commit is contained in:
Frederic Fortier
2018-02-13 00:11:20 -05:00
parent 67400f048b
commit f45d673d94
1 changed files with 5 additions and 9 deletions
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catalyst/exchange/utils/datetime_utils.py
+5 -9
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@@ -302,16 +302,12 @@ def get_frequency(freq, data_frequency=None):
elif unit.lower() == 'm' or unit == 'T': elif unit.lower() == 'm' or unit == 'T':
unit = 'T' unit = 'T'
alias = '{}T'.format(candle_size) alias = '{}T'.format(candle_size)
data_frequency = 'minute'
if data_frequency == 'daily': elif unit.lower() == 'h':
data_frequency = 'minute' candle_size = candle_size * 60
alias = '{}T'.format(candle_size)
# elif unit.lower() == 'h': data_frequency = 'minute'
# candle_size = candle_size * 60
#
# alias = '{}T'.format(candle_size)
# if data_frequency == 'daily':
# data_frequency = 'minute'
else: else:
raise InvalidHistoryFrequencyAlias(freq=freq) raise InvalidHistoryFrequencyAlias(freq=freq)