Check if timeframe is available before calling exchange

closes #6517

tests/conftest.py

@@ -107,6 +107,8 @@ def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> No
         mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     else:
         mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock())
+        mocker.patch('freqtrade.exchange.Exchange.timeframes', PropertyMock(
+                return_value=['5m', '15m', '1h', '1d']))
 
 
 def get_patched_exchange(mocker, config, api_mock=None, id='binance',

tests/exchange/test_exchange.py

@@ -1692,6 +1692,13 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
                                         cache=False)
     assert len(res) == 3
     assert exchange._api_async.fetch_ohlcv.call_count == 3
+    exchange._api_async.fetch_ohlcv.reset_mock()
+    caplog.clear()
+    # Call with invalid timeframe
+    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '3m')],cache=False)
+    assert not res
+    assert len(res) == 0
+    assert log_has_re(r'Cannot download \(IOTA\/ETH, 3m\).*', caplog)
 
 
 @pytest.mark.asyncio