sanitize get_ticker_history (fixes #100)

freqtrade/analyze.py

@@ -79,13 +79,12 @@ def analyze_ticker(pair: str) -> DataFrame:
     add several TA indicators and buy signal to it
     :return DataFrame with ticker data and indicator data
     """
-    data = get_ticker_history(pair)
-    dataframe = parse_ticker_dataframe(data)
-
-    if dataframe.empty:
-        logger.warning('Empty dataframe for pair %s', pair)
-        return dataframe
+    ticker_hist = get_ticker_history(pair)
+    if not ticker_hist:
+        logger.warning('Empty ticker history for pair %s', pair)
+        return DataFrame()
 
+    dataframe = parse_ticker_dataframe(ticker_hist)
     dataframe = populate_indicators(dataframe)
     dataframe = populate_buy_trend(dataframe)
     return dataframe
@@ -98,7 +97,6 @@ def get_buy_signal(pair: str) -> bool:
     :return: True if pair is good for buying, False otherwise
     """
     dataframe = analyze_ticker(pair)
-
     if dataframe.empty:
         return False
 

freqtrade/exchange/__init__.py

@@ -129,7 +129,7 @@ def get_ticker(pair: str) -> dict:
 
 
 @cached(TTLCache(maxsize=100, ttl=30))
-def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List:
+def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]:
     return _API.get_ticker_history(pair, tick_interval)
 
 

freqtrade/exchange/bittrex.py

@@ -88,7 +88,7 @@ class Bittrex(Exchange):
             'last': float(data['result']['Last']),
         }
 
-    def get_ticker_history(self, pair: str, tick_interval: int):
+    def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]:
         if tick_interval == 1:
             interval = 'oneMin'
         elif tick_interval == 5:
@@ -97,6 +97,13 @@ class Bittrex(Exchange):
             raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval))
 
         data = _API_V2.get_candles(pair.replace('_', '-'), interval)
+        # This sanity check is necessary because bittrex returns nonsense sometimes
+        for prop in ['C', 'V', 'O', 'H', 'L', 'T']:
+            for tick in data['result']:
+                if prop not in tick.keys():
+                    logger.warning('Required property {} not present in response'.format(prop))
+                    return []
+
         if not data['success']:
             raise RuntimeError('{message} params=({pair})'.format(
                 message=data['message'],

freqtrade/exchange/interface.py

@@ -74,7 +74,7 @@ class Exchange(ABC):
         """
 
     @abstractmethod
-    def get_ticker_history(self, pair: str, tick_interval: int) -> List:
+    def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]:
         """
         Gets ticker history for given pair.
         :param pair: Pair as str, format: BTC_ETC