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Catch ValueError from trade_conversion

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closes #3967
This commit is contained in:
Matthias 2020-11-21 10:57:19 +01:00
parent 83861fabde
commit e8e3ca0c3c
3 changed files with 13 additions and 4 deletions
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2
freqtrade/data/converter.py
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@ -183,7 +183,7 @@ def trades_to_ohlcv(trades: TradeList, timeframe: str) -> DataFrame:
: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
:raises: ValueError if no trades are provided
"""
from freqtrade.exchange import timeframe_to_minutes
timeframe_minutes = timeframe_to_minutes(timeframe)

3
freqtrade/data/history/history_utils.py
View File

@ -356,9 +356,12 @@ def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
if erase:
if data_handler_ohlcv.ohlcv_purge(pair, timeframe):
logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.')
try:
ohlcv = trades_to_ohlcv(trades, timeframe)
# Store ohlcv
data_handler_ohlcv.ohlcv_store(pair, timeframe, data=ohlcv)
except ValueError:
logger.exception(f'Could not convert {pair} to OHLCV.')
def get_timerange(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:

6
tests/data/test_history.py
View File

@ -620,6 +620,12 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
_clean_test_file(file1)
_clean_test_file(file5)
assert not log_has('Could not convert NoDatapair to OHLCV.', caplog)
convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
datadir=testdatadir, timerange=tr, erase=True)
assert log_has('Could not convert NoDatapair to OHLCV.', caplog)
def test_datahandler_ohlcv_get_pairs(testdatadir):
pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m')