PMM Dynamic - Error Fetching historical candles

[rapcmia]

Describe the bug

One of our community reported that he was getting an IndexError: index 0 is out of bounds for axis 0 with size 0 when running backtests for PMM dynamic using bybit as connector

Config

• Use bybit as connector and candles feed for PMM dynamic controller
• Setup total amount around 10000
• Reduce the days to visualize from 7 to 3 so we can run the backtest
• Setup default 2 order levels
• Intialize backtesting using 1m, 5m and 15m on backtesting resolution
• Run tests on different connectors only returns error in Bybit ❌
  • Run tests on binance, okx and kucoin. All working ok ✅

Steps to reproduce bug

1. Setup deploy and use bybit as connector and candles data feed for PMM Dynamic controller-config
2. Review the config on the ticket description and run backtest for the controller

[rapcmia]

Reproduce:

• Setup bybit and binance as candles data feed
• Same config setup and the backtesting resolution used was 1m and 5m

INFO:     127.0.0.1:44872 - "POST /historical-candles HTTP/1.1" 200 OK
INFO:     127.0.0.1:44446 - "GET /is-docker-running HTTP/1.1" 200 OK
2024-11-20 20:20:00,916 - hummingbot.data_feed.candles_feed.bybit_spot_candles.bybit_spot_candles - ERROR - Error fetching historical candles: index 0 is out of bounds for axis 0 with size 0
Traceback (most recent call last):
  File "/home/rapcmia/miniconda3/envs/backend-api/lib/python3.10/site-packages/hummingbot/data_feed/candles_feed/candles_base.py", line 178, in get_historical_candles
    current_end_time = self.ensure_timestamp_in_seconds(candles[0][0])
IndexError: index 0 is out of bounds for axis 0 with size 0
2024-11-20 20:20:00,916 - asyncio - ERROR - Unclosed client session
client_session: <aiohttp.client.ClientSession object at 0x7611bc108c10>
2024-11-20 20:20:00,916 - asyncio - ERROR - Unclosed connector
connections: ['deque([(<aiohttp.client_proto.ResponseHandler object at 0x7611bcd50a00>, 91574.822432378)])']
connector: <aiohttp.connector.TCPConnector object at 0x7611bc1082b0>
INFO:     127.0.0.1:48310 - "POST /run-backtesting HTTP/1.1" 200 OK
INFO:     127.0.0.1:44456 - "GET /is-docker-running HTTP/1.1" 200 OK
INFO:     127.0.0.1:44458 - "GET /all-controller-configs HTTP/1.1" 200 OK

Note: Issue most likely happen if the backtesting took more than 3-5mins of processing data