Don't hard-fail merge if there's no informative data

freqtrade/strategy/strategy_helper.py

@@ -45,10 +45,13 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     elif minutes < minutes_inf:
         # Subtract "small" timeframe so merging is not delayed by 1 small candle
         # Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073
-        informative['date_merge'] = (
-            informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
-            pd.to_timedelta(minutes, 'm')
-        )
+        if not informative.empty:
+            informative['date_merge'] = (
+                informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
+                pd.to_timedelta(minutes, 'm')
+            )
+        else:
+            informative['date_merge'] = informative[date_column]
     else:
         raise ValueError("Tried to merge a faster timeframe to a slower timeframe."
                          "This would create new rows, and can throw off your regular indicators.")

tests/strategy/test_strategy_helpers.py

@@ -96,6 +96,30 @@ def test_merge_informative_pair_lower():
         merge_informative_pair(data, informative, '1h', '15m', ffill=True)
 
 
+def test_merge_informative_pair_empty():
+    data = generate_test_data('1h', 40)
+    informative = pd.DataFrame(columns=data.columns)
+
+    result = merge_informative_pair(data, informative, '1h', '2h', ffill=True)
+    assert result['date'].equals(data['date'])
+
+    assert list(result.columns) == [
+        'date',
+        'open',
+        'high',
+        'low',
+        'close',
+        'volume',
+        'date_2h',
+        'open_2h',
+        'high_2h',
+        'low_2h',
+        'close_2h',
+        'volume_2h'
+    ]
+    assert result['volume_2h'].isnull().all()
+
+
 def test_merge_informative_pair_suffix():
     data = generate_test_data('15m', 20)
     informative = generate_test_data('1h', 20)