Change get_ticker_history format to ccxt format

freqtrade/exchange/__init__.py

@@ -235,25 +235,11 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
 def get_ticker_history(pair: str, tick_interval: str) -> List[Dict]:
     if 'fetchOHLCV' not in _API.has or not _API.has['fetchOHLCV']:
         raise OperationalException(
-            'Exhange {} does not support fetching historical candlestick data.'.format(_API.name)
+            'Exchange {} does not support fetching historical candlestick data.'.format(_API.name)
         )
 
     try:
-        history = _API.fetch_ohlcv(pair, timeframe=tick_interval)
+        return _API.fetch_ohlcv(pair, timeframe=tick_interval)
-        history_json = []
-        for candlestick in history:
-            history_json.append({
-                'T': arrow.get(candlestick[0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S.%f'),
-                'O': candlestick[1],
-                'H': candlestick[2],
-                'L': candlestick[3],
-                'C': candlestick[4],
-                'V': candlestick[5],
-            })
-        return history_json
-    except IndexError as e:
-        logger.warning('Empty ticker history. Msg %s', str(e))
-        return []
     except ccxt.NetworkError as e:
         raise NetworkException(
             'Could not load ticker history due to networking error. Message: {}'.format(e)

freqtrade/tests/exchange/test_exchange.py

@@ -307,24 +307,23 @@ def test_get_ticker_history(default_conf, mocker):
             5,  # volume (in quote currency)
         ]
     ]
-    has = PropertyMock(return_value={'fetchOHLCV': True})
+    type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
-    type(api_mock).has = has
     api_mock.fetch_ohlcv = MagicMock(return_value=tick)
     mocker.patch('freqtrade.exchange._API', api_mock)
-    mocker.patch('freqtrade.exchange._API.has', {'fetchOHLCV': True})
+
-    mocker.patch('freqtrade.exchange._API.fetch_ohlcv', return_value=tick)
     # retrieve original ticker
     ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
-    assert ticks[0]['O'] == 1
+    assert ticks[0][0] == 1511686200000
-    assert ticks[0]['H'] == 2
+    assert ticks[0][1] == 1
-    assert ticks[0]['L'] == 3
+    assert ticks[0][2] == 2
-    assert ticks[0]['C'] == 4
+    assert ticks[0][3] == 3
-    assert ticks[0]['V'] == 5
+    assert ticks[0][4] == 4
+    assert ticks[0][5] == 5
 
-    # change the ticker
+    # change ticker and ensure tick changes
     new_tick = [
         [
-            1511686200000,  # unix timestamp ms
+            1511686210000,  # unix timestamp ms
             6,  # open
             7,  # high
             8,  # low
@@ -332,16 +331,16 @@ def test_get_ticker_history(default_conf, mocker):
             10,  # volume (in quote currency)
         ]
     ]
-    api_mock.get_ticker_history = MagicMock(return_value=new_tick)
+    api_mock.fetch_ohlcv = MagicMock(return_value=new_tick)
     mocker.patch('freqtrade.exchange._API', api_mock)
 
-    # ensure caching will still return the original ticker
     ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
-    assert ticks[0]['O'] == 1
+    assert ticks[0][0] == 1511686210000
-    assert ticks[0]['H'] == 2
+    assert ticks[0][1] == 6
-    assert ticks[0]['L'] == 3
+    assert ticks[0][2] == 7
-    assert ticks[0]['C'] == 4
+    assert ticks[0][3] == 8
-    assert ticks[0]['V'] == 5
+    assert ticks[0][4] == 9
+    assert ticks[0][5] == 10
 
     with pytest.raises(OperationalException):  # test retrier
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)