I think you’re running into https://github.com/plotly/plotly.js/issues/3339, which affected both candlestick and OHLC traces when the open, high, low, close, properties were set to pandas series or numpy arrays. This was fixed in plotly.js 1.43.0 and released in plotly.py version 3.5.0.
Could you try updating and see if that takes care of the problem? If you aren’t able to upgrade, you can work around the problem by converting these arrays to Python lists with the pandas tolist() method.