Catch ValueError from trade_conversion

closes #3967

freqtrade/data/converter.py

@@ -183,7 +183,7 @@ def trades_to_ohlcv(trades: TradeList, timeframe: str) -> DataFrame:
     :param trades: List of trades, as returned by ccxt.fetch_trades.
     :param timeframe: Timeframe to resample data to
     :return: OHLCV Dataframe.
-    :raises: Valueerror if no trades are provided
+    :raises: ValueError if no trades are provided
     """
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)

freqtrade/data/history/history_utils.py

@@ -356,9 +356,12 @@ def convert_trades_to_ohlcv(pairs: List[str], timeframes: List[str],
             if erase:
                 if data_handler_ohlcv.ohlcv_purge(pair, timeframe):
                     logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.')
-            ohlcv = trades_to_ohlcv(trades, timeframe)
-            # Store ohlcv
-            data_handler_ohlcv.ohlcv_store(pair, timeframe, data=ohlcv)
+            try:
+                ohlcv = trades_to_ohlcv(trades, timeframe)
+                # Store ohlcv
+                data_handler_ohlcv.ohlcv_store(pair, timeframe, data=ohlcv)
+            except ValueError:
+                logger.exception(f'Could not convert {pair} to OHLCV.')
 
 
 def get_timerange(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:

tests/data/test_history.py

@@ -620,6 +620,12 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
     _clean_test_file(file1)
     _clean_test_file(file5)
 
+    assert not log_has('Could not convert NoDatapair to OHLCV.', caplog)
+
+    convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
+                            datadir=testdatadir, timerange=tr, erase=True)
+    assert log_has('Could not convert NoDatapair to OHLCV.', caplog)
+
 
 def test_datahandler_ohlcv_get_pairs(testdatadir):
     pairs = JsonDataHandler.ohlcv_get_pairs(testdatadir, '5m')