Merge branch 'vonpupp-fix_hourly_candles' into develop

LuCeHe · Mar 16, 2018 · b76b445 · b76b445
2 parents 0d77854 + decbdbf
commit b76b445
Show file tree

Hide file tree

Showing 3 changed files with 5 additions and 5 deletions.
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -190,6 +190,9 @@ def get_candle_frequencies(self, data_frequency=None):
                 if data_frequency == 'minute' and not freq.endswith('T'):
                     continue
 
+                elif data_frequency == 'hourly' and not freq.endswith('D'):
+                    continue
+
                 elif data_frequency == 'daily' and not freq.endswith('D'):
                     continue
 

diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
@@ -509,10 +509,6 @@ def get_history_window(self,
             frequency, data_frequency, supported_freqs=['T', 'D', 'H']
         )
 
-        if unit == 'H':
-            raise InvalidHistoryFrequencyAlias(
-                freq=frequency)
-
         # we want to avoid receiving empty candles
         # so we request more than needed
         # TODO: consider defining a const per asset

diff --git a/catalyst/exchange/utils/datetime_utils.py b/catalyst/exchange/utils/datetime_utils.py
@@ -249,7 +249,7 @@ def get_year_start_end(dt, first_day=None, last_day=None):
     return year_start, year_end
 
 
-def get_frequency(freq, data_frequency=None, supported_freqs=['D', 'T']):
+def get_frequency(freq, data_frequency=None, supported_freqs=['D', 'H', 'T']):
     """
     Get the frequency parameters.
 
@@ -309,6 +309,7 @@ def get_frequency(freq, data_frequency=None, supported_freqs=['D', 'T']):
         if 'H' in supported_freqs:
             unit = 'H'
             alias = '{}H'.format(candle_size)
+            data_frequency = 'hourly'
 
         else:
             candle_size = candle_size * 60