diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py index 62e9a68f6..c32338bbe 100644 --- a/freqtrade/data/converter.py +++ b/freqtrade/data/converter.py @@ -29,6 +29,12 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, utc=True, infer_datetime_format=True) + # Some exchanges return int values for volume and even for ohlc. + # Convert them since TA-LIB indicators used in the strategy assume floats + # and fail with exception... + frame = frame.astype(dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float', + 'volume': 'float'}) + # group by index and aggregate results to eliminate duplicate ticks frame = frame.groupby(by='date', as_index=False, sort=True).agg({ 'open': 'first',