From c0efc2f9731b33ae8d4cb28b1d2e0004d47b5f8f Mon Sep 17 00:00:00 2001 From: Vegar Storvann Date: Mon, 12 Nov 2018 00:45:46 +0100 Subject: [PATCH] Make sure feeds.CCXT._fetch_ohlcvs handles empty list of candles --- backtrader/feeds/ccxt.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/backtrader/feeds/ccxt.py b/backtrader/feeds/ccxt.py index 516ccc00a..b0a294be0 100644 --- a/backtrader/feeds/ccxt.py +++ b/backtrader/feeds/ccxt.py @@ -121,8 +121,12 @@ def _fetch_ohlcv(self, fromdate=None): while True: dlen = len(self._data) - for ohlcv in sorted(self.store.fetch_ohlcv(self.symbol, timeframe=granularity, - since=since, limit=limit)): + candles = sorted(self.store.fetch_ohlcv(self.symbol, timeframe=granularity, + since=since, limit=limit)) + if len(candles) == 0 and since is not None and self._last_ts == 0: + # No candles = no trades, make sure _last_ts is correct + self._last_ts = since + for ohlcv in candles: if None in ohlcv: continue