Fix issue with exactly one liquidity candle dataframe

tradingstrategy-ai · Oct 31, 2024 · 0217826 · 0217826
1 parent 817f069
commit 0217826
Showing 1 changed file with 4 additions and 1 deletion.
diff --git a/tradingstrategy/liquidity.py b/tradingstrategy/liquidity.py
@@ -368,7 +368,10 @@ def get_liquidity_with_tolerance(
         # so one does not need to open ipdb to inspect faulty data
         try:
             first_sample = candles_per_pair.iloc[0]
-            second_sample = candles_per_pair.iloc[1]
+            if len(candles_per_pair) >= 2:
+                second_sample = candles_per_pair.iloc[1]
+            else:
+                second_sample = first_sample
             last_sample = candles_per_pair.iloc[-1]
         except KeyError:
             raise LiquidityDataUnavailable(