Merge pull request #102 from alpacahq/handle-empty-data

Handle empty bardata and update pipeline-live version

dockerfiles/Pipfile

@@ -7,7 +7,7 @@ name = "pypi"
 numpy = ">1.16"
 alpaca-trade-api = "==0.28"
 pylivetrader = "==0.0.29"
-pipeline-live = "==0.1.4"
+pipeline-live = "==0.1.5"
 ta-lib = "==0.4.17"
 
 [dev-packages]

pylivetrader/backend/alpaca.py

@@ -600,11 +600,12 @@ def fetch(symbol):
             if size == 'minute':
                 df.index += pd.Timedelta('1min')
 
-                # mask out bars outside market hours
-                mask = self._cal.minutes_in_range(
-                    df.index[0], df.index[-1],
-                ).tz_convert(NY)
-                df = df.reindex(mask)
+                if not df.empty:
+                    # mask out bars outside market hours
+                    mask = self._cal.minutes_in_range(
+                        df.index[0], df.index[-1],
+                    ).tz_convert(NY)
+                    df = df.reindex(mask)
 
             if limit is not None:
                 df = df.iloc[-limit:]

pylivetrader/data/bardata.py

@@ -123,6 +123,9 @@ def fetch(asset, field):
 
     def history(self, assets, fields, bar_count, frequency):
 
+        if not (assets and fields):
+            return None
+
         if isinstance(fields, str):
             single_asset = isinstance(assets, Asset)