Hey!

Environment

Operating System: OSX
Python Version: 3.6.3
Python Bitness: 64
How did you install Catalyst: pip
Python packages:

aiodns==1.1.1
aiohttp==2.3.6
alembic==0.7.7
async-timeout==2.0.0
bcolz==0.12.1-e git://github.com/quantopian/blaze.git@310605323449e375e81a0cf04011c507cd126ef6#egg=blaze
boto3==1.4.8
botocore==1.8.11
Bottleneck==1.0.0
cchardet==2.1.1
ccxt==1.10.331
certifi==2017.11.5
chardet==3.0.4
click==4.0
cloudpickle==0.2.1
contextlib2==0.4.0
cycler==0.10.0
cyordereddict==0.2.2
Cython==0.25.2
cytoolz==0.8.2
dask==0.13.0-e git://github.com/quantopian/datashape.git@bf06a41dc0908baf7c324aeacadba8820468ee78#egg=datashape
decorator==4.0.0
docutils==0.14
empyrical==0.2.1-e git+git@github.com:cyzanfar/catalyst.git@ff94c735e84103c021a968bde9154eaab4f6acfd#egg=enigma_catalyst
Flask==0.10.1
Flask-Cors==2.1.2
idna==2.6
intervaltree==2.1.0
itsdangerous==0.24
Jinja2==2.7.3
jmespath==0.9.3
locket==0.2.0
Logbook==0.12.5
lru-dict==1.1.4
Mako==1.0.1
MarkupSafe==0.23
matplotlib==2.1.0
multidict==3.3.2
multipledispatch==0.4.8
networkx==1.9.1
numexpr==2.6.1
numpy==1.13.1-e git://github.com/quantopian/odo.git@da7f26d87702f5d293763e8ed54c7e25fd3af386#egg=odo
pandas==0.19.2
pandas-datareader==0.2.1
partd==0.3.7
patsy==0.4.0
psutil==4.3.0
pycares==2.3.0
pyparsing==2.2.0
python-dateutil==2.4.2
python-editor==1.0.3
pytz==2016.4
requests==2.9.1
requests-file==1.4.1
requests-ftp==0.3.1
s3transfer==0.1.12
scipy==0.17.1
six==1.10.0
sortedcontainers==1.4.4
SQLAlchemy==1.0.8
statsmodels==0.6.1
tables==3.3.0
toolz==0.8.2
urllib3==1.22
Werkzeug==0.10.4
yarl==0.16.0

Description of Issue

Tried ingesting minute data from Bittrex exchange for currency pair ltc_btc:

catalyst ingest-exchange -x bittrex -f minute -i ltc_btc

got:

  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/__main__.py", line 545, in ingest_exchange
    csv=csv
  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 820, in ingest
    show_report=show_report
  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 596, in ingest_assets
    end_dt=end_dt
  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 509, in prepare_chunks
    start_dt, end_dt, [asset], data_frequency
  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 469, in get_adj_dates
    if data_frequency == 'minute' else last_entry
AttributeError: 'NoneType' object has no attribute 'replace'

It seems that the problem comes from the particular asset being traded who's end_minute is set to 'N/A' causing end and last_entry to be null exchange_bundle.py#L467.

Until a source of minute data has been found for Bittrex, there should be a way to handle this and let the user know the data isn't applicable to the currency pair being trade.

Thanks!

scrtlabs / catalyst

Error retrieving minute frequency data for Bittrex exchange #90

Environment

Description of Issue