I'm having issues using the resampling functionality with data coming from ccxt store (binance exchange).
I do the following (simplified) to get the 1 minute and 5 minutes data
data = store.getdata(
dataname='%s/%s' % (COIN_TARGET, COIN_REFER),
name='%s%s' % (COIN_TARGET, COIN_REFER),
cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=5)
But I keep getting:
min() arg is an empty sequence
File "lib/python3.8/site-packages/backtrader/cerebro.py", line 1560, in _runnext
dt0 = min((d for i, d in enumerate(dts)
File "lib/python3.8/site-packages/backtrader/cerebro.py", line 1298, in runstrategies
File "lib/python3.8/site-packages/backtrader/cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
The error only occurs after the resample filter actually produces a value. I'm at loss of what I'm doing wrong. Has anybody else got resampling working with live data? Similar questions only use CSV data.
Any help would be appreciated. Thanks