From 14d6cdf9b2197518a123c09c38a07a4b76e9cd27 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Sun, 10 Feb 2019 21:52:33 +0300
Subject: [PATCH] OHLCV should be float for TA-LIB indicators in the strategy

Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
---
 freqtrade/data/converter.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 62e9a68f6..6abb87925 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -29,6 +29,10 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str,
                                 utc=True,
                                 infer_datetime_format=True)
 
+    # Some exchanges return int values for volume and even for ohlc.
+    # Convert them since TA-LIB indicators used in the strategy assume floats and fail with exception...
+    frame = frame.astype(dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float', 'volume': 'float'})
+
     # group by index and aggregate results to eliminate duplicate ticks
     frame = frame.groupby(by='date', as_index=False, sort=True).agg({
         'open': 'first',