TimeFrame Enum Verification with Market Data Source Timeframe

[beecoder79]

Hi everyone,

I’m new here and came across an issue related to verifying the time_frame against an enum value in the market data source.

Issue Description:
I am passing a value like "2h" as the timeframe for my market data source, but in the code, it is being validated against an enum value, TimeFrame.TWO_Hour. This is happening in the following function:

path : investing_algorithm_framework/services/market_data_source_service/market_data_source_service.py

def get_ohlcv_market_data_source(self, symbol, time_frame=None, market=None):
    if time_frame is not None:
        time_frame = TimeFrame.from_value(time_frame)

    if self.market_data_sources is not None:
        for market_data_source in self._market_data_sources:
            if isinstance(market_data_source, OHLCVMarketDataSource):
                if market is not None and time_frame is not None:
                    print('before if', market_data_source.market.lower(), market.lower(),
                          market_data_source.symbol.lower(), symbol.lower(),
                          market_data_source.timeframe, time_frame)
                    if (market_data_source.market.lower() == market.lower()
                            and market_data_source.symbol.lower() == symbol.lower()
                            and market_data_source.timeframe == time_frame):
                        print('hit the if', market_data_source)
                        return market_data_source
                elif market is not None:
                    if (market_data_source.market.lower() == market.lower()
                            and market_data_source.symbol.lower() == symbol.lower()):
                        return market_data_source
                elif time_frame is not None:
                    if (market_data_source.symbol.lower() == symbol.lower()
                            and market_data_source.timeframe == time_frame):
                        return market_data_source
                else:
                    if market_data_source.symbol.lower() == symbol.lower():
                        return market_data_source

    return None

I am passing the following values for the data source:

bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
    identifier="BTC/EUR-ohlcv",
    market="bitvavo",
    symbol="BTC/EUR",
    timeframe="2h",
    window_size=200
)

Problem:
The time_frame is first passed as a string ("2h") and then converted using TimeFrame.from_value(time_frame).
However, TimeFrame.TWO_Hour seems to be the expected enum value.

This could cause mismatches if from_value(time_frame) does not correctly map "2h" to TimeFrame.TWO_HOUR.

Questions:
Am I doing something wrong here?
Has anyone else encountered similar issues with enum verification in this context?
Would love to hear your thoughts and suggestions!

[MDUYN]

Hey @beecoder79, thanks for reaching out. I think you're probably using an old version of the framework. Because the CCXTOHLCVMarketDataSource has the time frame param spelled as time_frame. I assume here you're encountering a bug that has been solved already. For example the following code should work. Can you please check you version of the framework you have installed. Also make sure that you're using python 3.10 or higher, because that is compatible with the latest version of the framework. If you're using a python version below that, pip will automatically use an older version of the framework.

btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
    identifier="BTC/EUR-ohlcv-2h",
    market="BITVAVO",
    symbol="BTC/EUR",
    time_frame="2h",
    window_size=200
)