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Make sure feeds.CCXT._fetch_ohlcv handles empty list of candles #26

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Make sure feeds.CCXT._fetch_ohlcv handles empty list of candles #26

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8 changes: 6 additions & 2 deletions backtrader/feeds/ccxt.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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

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