Fix #3967, move TradeList type to constants

freqtrade/constants.py

@@ -365,3 +365,6 @@ CANCEL_REASON = {
 # List of pairs with their timeframes
 PairWithTimeframe = Tuple[str, str]
 ListPairsWithTimeframes = List[PairWithTimeframe]
+
+# Type for trades list
+TradeList = List[List]

freqtrade/data/converter.py

@@ -10,7 +10,7 @@ from typing import Any, Dict, List
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
 
 
 logger = logging.getLogger(__name__)
@@ -168,7 +168,7 @@ def trades_remove_duplicates(trades: List[List]) -> List[List]:
     return [i for i, _ in itertools.groupby(sorted(trades, key=itemgetter(0)))]
 
 
-def trades_dict_to_list(trades: List[Dict]) -> List[List]:
+def trades_dict_to_list(trades: List[Dict]) -> TradeList:
     """
     Convert fetch_trades result into a List (to be more memory efficient).
     :param trades: List of trades, as returned by ccxt.fetch_trades.
@@ -177,16 +177,18 @@ def trades_dict_to_list(trades: List[Dict]) -> List[List]:
     return [[t[col] for col in DEFAULT_TRADES_COLUMNS] for t in trades]
 
 
-def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame:
+def trades_to_ohlcv(trades: TradeList, timeframe: str) -> DataFrame:
     """
     Converts trades list to OHLCV list
-    TODO: This should get a dedicated test
     :param trades: List of trades, as returned by ccxt.fetch_trades.
     :param timeframe: Timeframe to resample data to
     :return: OHLCV Dataframe.
+    :raises: Valueerror if no trades are provided
     """
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)
+    if not trades:
+        raise ValueError('Trade-list empty.')
     df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
     df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms',
                                      utc=True,)

freqtrade/data/history/hdf5datahandler.py

@@ -9,9 +9,9 @@ import pandas as pd
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS,
-                                 ListPairsWithTimeframes)
+                                 ListPairsWithTimeframes, TradeList)
 
-from .idatahandler import IDataHandler, TradeList
+from .idatahandler import IDataHandler
 
 
 logger = logging.getLogger(__name__)

freqtrade/data/history/idatahandler.py

@@ -13,16 +13,13 @@ from typing import List, Optional, Type
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes, TradeList
 from freqtrade.data.converter import clean_ohlcv_dataframe, trades_remove_duplicates, trim_dataframe
 from freqtrade.exchange import timeframe_to_seconds
 
 
 logger = logging.getLogger(__name__)
 
-# Type for trades list
-TradeList = List[List]
-
 
 class IDataHandler(ABC):
 

freqtrade/data/history/jsondatahandler.py

@@ -8,10 +8,10 @@ from pandas import DataFrame, read_json, to_datetime
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, ListPairsWithTimeframes
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, ListPairsWithTimeframes, TradeList
 from freqtrade.data.converter import trades_dict_to_list
 
-from .idatahandler import IDataHandler, TradeList
+from .idatahandler import IDataHandler
 
 
 logger = logging.getLogger(__name__)