Add build_ohlcv wrapper

freqtrade/exchange/exchange.py

@@ -839,6 +839,23 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def build_ohlcv(self, trades: List[Dict], timeframe: str, since: int = None,
+                    limit: int = None) -> str:
+        # TODO: fix return value
+        """
+        Build ohlcv data from trade list.
+        trade-list has to be in the ccxt format, which is a list of dicts containing at least:
+            * timestamp
+            * price
+            * amount
+        :param trades: List of Dicts
+        :param timeframe: timeframe to convert to (e.g. "5m")
+        :param since: start at a specific data, as oposed to the trades-list start date
+        :param limit: Limit amount of candles
+        :return: ohlcv data (as returned by ccxt.fetch_ohlcv)
+        """
+        return self._api.build_ohlcv(trades, timeframe, since, limit)
+
 
 def is_exchange_bad(exchange_name: str) -> bool:
     return exchange_name in BAD_EXCHANGES