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Merge pull request #3430 from freqtrade/timeframe

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ticker_interval -> timeframe
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Matthias 2020-06-15 13:47:26 +02:00 committed by GitHub
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5
README.md
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@ -82,7 +82,8 @@ positional arguments:
new-hyperopt Create new hyperopt
new-strategy Create new strategy
download-data Download backtesting data.
convert-data Convert candle (OHLCV) data from one format to another.
convert-data Convert candle (OHLCV) data from one format to
another.
convert-trade-data Convert trade data from one format to another.
backtesting Backtesting module.
edge Edge module.
@ -94,7 +95,7 @@ positional arguments:
list-markets Print markets on exchange.
list-pairs Print pairs on exchange.
list-strategies Print available strategies.
list-timeframes Print available ticker intervals (timeframes) for the exchange.
list-timeframes Print available timeframes for the exchange.
show-trades Show trades.
test-pairlist Test your pairlist configuration.
plot-dataframe Plot candles with indicators.

2
config.json.example
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@ -4,7 +4,7 @@
"stake_amount": 0.05,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"ticker_interval": "5m",
"timeframe": "5m",
"dry_run": false,
"cancel_open_orders_on_exit": false,
"trailing_stop": false,

2
config_binance.json.example
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@ -4,7 +4,7 @@
"stake_amount": 0.05,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"ticker_interval": "5m",
"timeframe": "5m",
"dry_run": true,
"cancel_open_orders_on_exit": false,
"trailing_stop": false,

2
config_full.json.example
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@ -9,7 +9,7 @@
"last_stake_amount_min_ratio": 0.5,
"dry_run": false,
"cancel_open_orders_on_exit": false,
"ticker_interval": "5m",
"timeframe": "5m",
"trailing_stop": false,
"trailing_stop_positive": 0.005,
"trailing_stop_positive_offset": 0.0051,

2
config_kraken.json.example
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@ -4,7 +4,7 @@
"stake_amount": 10,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "EUR",
"ticker_interval": "5m",
"timeframe": "5m",
"dry_run": true,
"cancel_open_orders_on_exit": false,
"trailing_stop": false,

10
docs/backtesting.md
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@ -12,7 +12,7 @@ real data. This is what we call
[backtesting](https://en.wikipedia.org/wiki/Backtesting).
Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
If no data is available for the exchange / pair / timeframe (ticker interval) combination, backtesting will ask you to download them first using `freqtrade download-data`.
If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
@ -35,7 +35,7 @@ freqtrade backtesting
#### With 1 min candle (OHLCV) data
```bash
freqtrade backtesting --ticker-interval 1m
freqtrade backtesting --timeframe 1m
```
#### Using a different on-disk historical candle (OHLCV) data source
@ -58,7 +58,7 @@ Where `-s SampleStrategy` refers to the class name within the strategy file `sam
#### Comparing multiple Strategies
```bash
freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --ticker-interval 5m
freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --timeframe 5m
```
Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies.
@ -228,13 +228,13 @@ You can then load the trades to perform further analysis as shown in our [data a
To compare multiple strategies, a list of Strategies can be provided to backtesting.
This is limited to 1 timeframe (ticker interval) value per run. However, data is only loaded once from disk so if you have multiple
This is limited to 1 timeframe value per run. However, data is only loaded once from disk so if you have multiple
strategies you'd like to compare, this will give a nice runtime boost.
All listed Strategies need to be in the same directory.
``` bash
freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades
freqtrade backtesting --timerange 20180401-20180410 --timeframe 5m --strategy-list Strategy001 Strategy002 --export trades
```
This will save the results to `user_data/backtest_results/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.

50
docs/bot-usage.md
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@ -9,22 +9,35 @@ This page explains the different parameters of the bot and how to run it.
```
usage: freqtrade [-h] [-V]
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
{trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
...
Free, open source crypto trading bot
positional arguments:
{trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
{trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
trade Trade module.
create-userdir Create user-data directory.
new-config Create new config
new-hyperopt Create new hyperopt
new-strategy Create new strategy
download-data Download backtesting data.
convert-data Convert candle (OHLCV) data from one format to
another.
convert-trade-data Convert trade data from one format to another.
backtesting Backtesting module.
edge Edge module.
hyperopt Hyperopt module.
create-userdir Create user-data directory.
hyperopt-list List Hyperopt results
hyperopt-show Show details of Hyperopt results
list-exchanges Print available exchanges.
list-timeframes Print available ticker intervals (timeframes) for the
exchange.
download-data Download backtesting data.
list-hyperopts Print available hyperopt classes.
list-markets Print markets on exchange.
list-pairs Print pairs on exchange.
list-strategies Print available strategies.
list-timeframes Print available timeframes for the exchange.
show-trades Show trades.
test-pairlist Test your pairlist configuration.
plot-dataframe Plot candles with indicators.
plot-profit Generate plot showing profits.
@ -72,7 +85,6 @@ Strategy arguments:
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
.
```
@ -197,7 +209,7 @@ Backtesting also uses the config specified via `-c/--config`.
```
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-i TICKER_INTERVAL]
[--strategy-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE] [--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[--eps] [--dmmp]
@ -206,7 +218,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
--timerange TIMERANGE
@ -280,7 +292,7 @@ to find optimal parameter values for your strategy.
```
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[--hyperopt NAME] [--hyperopt-path PATH] [--eps]
@ -292,7 +304,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
--timerange TIMERANGE
@ -323,7 +335,7 @@ optional arguments:
--print-all Print all results, not only the best ones.
--no-color Disable colorization of hyperopt results. May be
useful if you are redirecting output to a file.
--print-json Print best results in JSON format.
--print-json Print output in JSON format.
-j JOBS, --job-workers JOBS
The number of concurrently running jobs for
hyperoptimization (hyperopt worker processes). If -1
@ -341,11 +353,11 @@ optional arguments:
class (IHyperOptLoss). Different functions can
generate completely different results, since the
target for optimization is different. Built-in
Hyperopt-loss-functions are:
DefaultHyperOptLoss, OnlyProfitHyperOptLoss,
SharpeHyperOptLoss, SharpeHyperOptLossDaily,
SortinoHyperOptLoss, SortinoHyperOptLossDaily.
(default: `DefaultHyperOptLoss`).
Hyperopt-loss-functions are: DefaultHyperOptLoss,
OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
SharpeHyperOptLossDaily, SortinoHyperOptLoss,
SortinoHyperOptLossDaily.(default:
`DefaultHyperOptLoss`).
Common arguments:
-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
@ -378,13 +390,13 @@ To know your trade expectancy and winrate against historical data, you can use E
```
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[-i TICKER_INTERVAL] [--timerange TIMERANGE]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
--timerange TIMERANGE

4
docs/configuration.md
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@ -47,7 +47,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
| `ticker_interval` | The timeframe (ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `timeframe` | The timeframe (former ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
@ -126,7 +126,7 @@ The following parameters can be set in either configuration file or strategy.
Values set in the configuration file always overwrite values set in the strategy.
* `minimal_roi`
* `ticker_interval`
* `timeframe`
* `stoploss`
* `trailing_stop`
* `trailing_stop_positive`

2
docs/edge.md
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@ -155,7 +155,7 @@ Edge module has following configuration options:
| `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. <br>This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. <br>*Defaults to `0.60`.* <br> **Datatype:** Float
| `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. <br>Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. <br>*Defaults to `0.20`.* <br> **Datatype:** Float
| `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. <br>Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. <br>*Defaults to `10` (it is highly recommended not to decrease this number).* <br> **Datatype:** Integer
| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your timeframe (ticker interval). As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> **Datatype:** Integer
| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your timeframe. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> **Datatype:** Integer
| `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br>*Defaults to `false`.* <br> **Datatype:** Boolean
## Running Edge independently

10
docs/hyperopt.md
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@ -124,9 +124,9 @@ To avoid naming collisions in the search-space, please prefix all sell-spaces wi
#### Using timeframe as a part of the Strategy
The Strategy class exposes the timeframe (ticker interval) value as the `self.ticker_interval` attribute.
The same value is available as class-attribute `HyperoptName.ticker_interval`.
In the case of the linked sample-value this would be `SampleHyperOpt.ticker_interval`.
The Strategy class exposes the timeframe value as the `self.timeframe` attribute.
The same value is available as class-attribute `HyperoptName.timeframe`.
In the case of the linked sample-value this would be `SampleHyperOpt.timeframe`.
## Solving a Mystery
@ -403,7 +403,7 @@ As stated in the comment, you can also use it as the value of the `minimal_roi`
#### Default ROI Search Space
If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
| # step | 1m | | 5m | | 1h | | 1d | |
| ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
@ -412,7 +412,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
| 3 | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
| 4 | 6...44 | 0.0 | 30...220 | 0.0 | 360...2640 | 0.0 | 8640...63360 | 0.0 |
These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe (ticker interval) used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.

15
docs/plotting.md
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@ -31,7 +31,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[--plot-limit INT] [--db-url PATH]
[--trade-source {DB,file}] [--export EXPORT]
[--export-filename PATH]
[--timerange TIMERANGE] [-i TICKER_INTERVAL]
[--timerange TIMERANGE] [-i TIMEFRAME]
[--no-trades]
optional arguments:
@ -65,7 +65,7 @@ optional arguments:
_today.json`
--timerange TIMERANGE
Specify what timerange of data to use.
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
--no-trades Skip using trades from backtesting file and DB.
@ -227,7 +227,7 @@ usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
[--timerange TIMERANGE] [--export EXPORT]
[--export-filename PATH] [--db-url PATH]
[--trade-source {DB,file}] [-i TICKER_INTERVAL]
[--trade-source {DB,file}] [-i TIMEFRAME]
optional arguments:
-h, --help show this help message and exit
@ -250,7 +250,7 @@ optional arguments:
--trade-source {DB,file}
Specify the source for trades (Can be DB or file
(backtest file)) Default: file
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
`1d`).
@ -261,9 +261,10 @@ Common arguments:
details.
-V, --version show program's version number and exit
-c PATH, --config PATH
Specify configuration file (default: `config.json`).
Multiple --config options may be used. Can be set to
`-` to read config from stdin.
Specify configuration file (default:
`userdir/config.json` or `config.json` whichever
exists). Multiple --config options may be used. Can be
set to `-` to read config from stdin.
-d PATH, --datadir PATH
Path to directory with historical backtesting data.
--userdir PATH, --user-data-dir PATH

2
docs/sql_cheatsheet.md
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@ -70,7 +70,7 @@ CREATE TABLE trades
min_rate FLOAT,
sell_reason VARCHAR,
strategy VARCHAR,
ticker_interval INTEGER,
timeframe INTEGER,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);

16
docs/strategy-customization.md
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@ -142,7 +142,7 @@ By letting the bot know how much history is needed, backtest trades can start at
Let's try to backtest 1 month (January 2019) of 5m candles using an example strategy with EMA100, as above.
``` bash
freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m
freqtrade backtesting --timerange 20190101-20190201 --timeframe 5m
```
Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00.
@ -248,7 +248,7 @@ minimal_roi = {
While technically not completely disabled, this would sell once the trade reaches 10000% Profit.
To use times based on candle duration (ticker_interval or timeframe), the following snippet can be handy.
To use times based on candle duration (timeframe), the following snippet can be handy.
This will allow you to change the ticket_interval for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
``` python
@ -256,12 +256,12 @@ from freqtrade.exchange import timeframe_to_minutes
class AwesomeStrategy(IStrategy):
ticker_interval = "1d"
ticker_interval_mins = timeframe_to_minutes(ticker_interval)
timeframe = "1d"
timeframe_mins = timeframe_to_minutes(timeframe)
minimal_roi = {
"0": 0.05, # 5% for the first 3 candles
str(ticker_interval_mins * 3)): 0.02, # 2% after 3 candles
str(ticker_interval_mins * 6)): 0.01, # 1% After 6 candles
str(timeframe_mins * 3)): 0.02, # 2% after 3 candles
str(timeframe_mins * 6)): 0.01, # 1% After 6 candles
}
```
@ -290,7 +290,7 @@ Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported
Please note that the same buy/sell signals may work well with one timeframe, but not with the others.
This setting is accessible within the strategy methods as the `self.ticker_interval` attribute.
This setting is accessible within the strategy methods as the `self.timeframe` attribute.
### Metadata dict
@ -400,7 +400,7 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
class SampleStrategy(IStrategy):
# strategy init stuff...
ticker_interval = '5m'
timeframe = '5m'
# more strategy init stuff..

4
docs/strategy_analysis_example.md
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@ -18,7 +18,7 @@ config = Configuration.from_files([])
# config = Configuration.from_files(["config.json"])
# Define some constants
config["ticker_interval"] = "5m"
config["timeframe"] = "5m"
# Name of the strategy class
config["strategy"] = "SampleStrategy"
# Location of the data
@ -33,7 +33,7 @@ pair = "BTC_USDT"
from freqtrade.data.history import load_pair_history
candles = load_pair_history(datadir=data_location,
timeframe=config["ticker_interval"],
timeframe=config["timeframe"],
pair=pair)
# Confirm success

2
docs/utils.md
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@ -62,7 +62,7 @@ $ freqtrade new-config --config config_binance.json
? Please insert your stake currency: BTC
? Please insert your stake amount: 0.05
? Please insert max_open_trades (Integer or 'unlimited'): 3
? Please insert your timeframe (ticker interval): 5m
? Please insert your desired timeframe (e.g. 5m): 5m
? Please insert your display Currency (for reporting): USD
? Select exchange binance
? Do you want to enable Telegram? No

8
freqtrade/commands/arguments.py
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@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange",
"max_open_trades", "stake_amount", "fee"]
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
@ -59,10 +59,10 @@ ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchang
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename",
"timerange", "ticker_interval", "no_trades"]
"timerange", "timeframe", "no_trades"]
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
"trade_source", "timeframe"]
ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
@ -318,7 +318,7 @@ class Arguments:
# Add list-timeframes subcommand
list_timeframes_cmd = subparsers.add_parser(
'list-timeframes',
help='Print available ticker intervals (timeframes) for the exchange.',
help='Print available timeframes for the exchange.',
parents=[_common_parser],
)
list_timeframes_cmd.set_defaults(func=start_list_timeframes)

4
freqtrade/commands/build_config_commands.py
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@ -75,8 +75,8 @@ def ask_user_config() -> Dict[str, Any]:
},
{
"type": "text",
"name": "ticker_interval",
"message": "Please insert your timeframe (ticker interval):",
"name": "timeframe",
"message": "Please insert your desired timeframe (e.g. 5m):",
"default": "5m",
},
{

4
freqtrade/commands/cli_options.py
View File

@ -110,8 +110,8 @@ AVAILABLE_CLI_OPTIONS = {
action='store_true',
),
# Optimize common
"ticker_interval": Arg(
'-i', '--ticker-interval',
"timeframe": Arg(
'-i', '--timeframe', '--ticker-interval',
help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
),
"timerange": Arg(

4
freqtrade/commands/list_commands.py
View File

@ -102,8 +102,8 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
Print ticker intervals (timeframes) available on Exchange
"""
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
# Do not use ticker_interval set in the config
config['ticker_interval'] = None
# Do not use timeframe set in the config
config['timeframe'] = None
# Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)

1
freqtrade/commands/pairlist_commands.py
View File

@ -25,7 +25,6 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
results = {}
for curr in quote_currencies:
config['stake_currency'] = curr
# Do not use ticker_interval set in the config
pairlists = PairListManager(exchange, config)
pairlists.refresh_pairlist()
results[curr] = pairlists.whitelist

10
freqtrade/configuration/configuration.py
View File

@ -204,9 +204,9 @@ class Configuration:
def _process_optimize_options(self, config: Dict[str, Any]) -> None:
# This will override the strategy configuration
self._args_to_config(config, argname='ticker_interval',
logstring='Parameter -i/--ticker-interval detected ... '
'Using ticker_interval: {} ...')
self._args_to_config(config, argname='timeframe',
logstring='Parameter -i/--timeframe detected ... '
'Using timeframe: {} ...')
self._args_to_config(config, argname='position_stacking',
logstring='Parameter --enable-position-stacking detected ...')
@ -242,8 +242,8 @@ class Configuration:
self._args_to_config(config, argname='strategy_list',
logstring='Using strategy list of {} strategies', logfun=len)
self._args_to_config(config, argname='ticker_interval',
logstring='Overriding ticker interval with Command line argument')
self._args_to_config(config, argname='timeframe',
logstring='Overriding timeframe with Command line argument')
self._args_to_config(config, argname='export',
logstring='Parameter --export detected: {} ...')

6
freqtrade/configuration/deprecated_settings.py
View File

@ -67,3 +67,9 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
"'tradable_balance_ratio' and remove 'capital_available_percentage' "
"from the edge configuration."
)
if 'ticker_interval' in config:
logger.warning(
"DEPRECATED: "
"Please use 'timeframe' instead of 'ticker_interval."
)
config['timeframe'] = config['ticker_interval']

3
freqtrade/constants.py
View File

@ -71,7 +71,7 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
'ticker_interval': {'type': 'string'},
'timeframe': {'type': 'string'},
'stake_currency': {'type': 'string'},
'stake_amount': {
'type': ['number', 'string'],
@ -303,6 +303,7 @@ CONF_SCHEMA = {
SCHEMA_TRADE_REQUIRED = [
'exchange',
'timeframe',
'max_open_trades',
'stake_currency',
'stake_amount',

4
freqtrade/data/btanalysis.py
View File

@ -103,7 +103,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
"open_rate", "close_rate", "amount", "duration", "sell_reason",
"fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
"stake_amount", "max_rate", "min_rate", "id", "exchange",
"stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
"stop_loss", "initial_stop_loss", "strategy", "timeframe"]
trades = pd.DataFrame([(t.pair,
t.open_date.replace(tzinfo=timezone.utc),
@ -121,7 +121,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
t.min_rate,
t.id, t.exchange,
t.stop_loss, t.initial_stop_loss,
t.strategy, t.ticker_interval
t.strategy, t.timeframe
)
for t in Trade.get_trades().all()],
columns=columns)

4
freqtrade/data/converter.py
View File

@ -236,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
from freqtrade.data.history.idatahandler import get_datahandler
src = get_datahandler(config['datadir'], convert_from)
trg = get_datahandler(config['datadir'], convert_to)
timeframes = config.get('timeframes', [config.get('ticker_interval')])
timeframes = config.get('timeframes', [config.get('timeframe')])
logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
if 'pairs' not in config:
config['pairs'] = []
# Check timeframes or fall back to ticker_interval.
# Check timeframes or fall back to timeframe.
for timeframe in timeframes:
config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
timeframe))

4
freqtrade/data/dataprovider.py
View File

@ -55,7 +55,7 @@ class DataProvider:
Use False only for read-only operations (where the dataframe is not modified)
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
return self._exchange.klines((pair, timeframe or self._config['timeframe']),
copy=copy)
else:
return DataFrame()
@ -67,7 +67,7 @@ class DataProvider:
:param timeframe: timeframe to get data for
"""
return load_pair_history(pair=pair,
timeframe=timeframe or self._config['ticker_interval'],
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir']
)

4
freqtrade/edge/edge_positioning.py
View File

@ -98,14 +98,14 @@ class Edge:
datadir=self.config['datadir'],
pairs=pairs,
exchange=self.exchange,
timeframe=self.strategy.ticker_interval,
timeframe=self.strategy.timeframe,
timerange=self._timerange,
)
data = load_data(
datadir=self.config['datadir'],
pairs=pairs,
timeframe=self.strategy.ticker_interval,
timeframe=self.strategy.timeframe,
timerange=self._timerange,
startup_candles=self.strategy.startup_candle_count,
data_format=self.config.get('dataformat_ohlcv', 'json'),

2
freqtrade/exchange/exchange.py
View File

@ -115,7 +115,7 @@ class Exchange:
if validate:
# Check if timeframe is available
self.validate_timeframes(config.get('ticker_interval'))
self.validate_timeframes(config.get('timeframe'))
# Initial markets load
self._load_markets()

14
freqtrade/freqtradebot.py
View File

@ -421,8 +421,8 @@ class FreqtradeBot:
# running get_signal on historical data fetched
(buy, sell) = self.strategy.get_signal(
pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
pair, self.strategy.timeframe,
self.dataprovider.ohlcv(pair, self.strategy.timeframe))
if buy and not sell:
stake_amount = self.get_trade_stake_amount(pair)
@ -547,7 +547,7 @@ class FreqtradeBot:
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
ticker_interval=timeframe_to_minutes(self.config['ticker_interval'])
timeframe=timeframe_to_minutes(self.config['timeframe'])
)
# Update fees if order is closed
@ -698,8 +698,8 @@ class FreqtradeBot:
if (config_ask_strategy.get('use_sell_signal', True) or
config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
(buy, sell) = self.strategy.get_signal(
trade.pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
trade.pair, self.strategy.timeframe,
self.dataprovider.ohlcv(trade.pair, self.strategy.timeframe))
if config_ask_strategy.get('use_order_book', False):
order_book_min = config_ask_strategy.get('order_book_min', 1)
@ -784,7 +784,7 @@ class FreqtradeBot:
self.update_trade_state(trade, stoploss_order, sl_order=True)
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair,
timeframe_to_next_date(self.config['ticker_interval']))
timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, "stoploss")
return True
@ -1094,7 +1094,7 @@ class FreqtradeBot:
Trade.session.flush()
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval']))
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, order_type)

6
freqtrade/optimize/backtesting.py
View File

@ -95,10 +95,10 @@ class Backtesting:
self.strategylist.append(StrategyResolver.load_strategy(self.config))
validate_config_consistency(self.config)
if "ticker_interval" not in self.config:
if "timeframe" not in self.config:
raise OperationalException("Timeframe (ticker interval) needs to be set in either "
"configuration or as cli argument `--ticker-interval 5m`")
self.timeframe = str(self.config.get('ticker_interval'))
"configuration or as cli argument `--timeframe 5m`")
self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe)
# Get maximum required startup period

11
freqtrade/optimize/hyperopt_interface.py
View File

@ -31,13 +31,15 @@ class IHyperOpt(ABC):
Class attributes you can use:
ticker_interval -> int: value of the ticker interval to use for the strategy
"""
ticker_interval: str
ticker_interval: str # DEPRECATED
timeframe: str
def __init__(self, config: dict) -> None:
self.config = config
# Assign ticker_interval to be used in hyperopt
IHyperOpt.ticker_interval = str(config['ticker_interval'])
IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
IHyperOpt.timeframe = str(config['timeframe'])
@staticmethod
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@ -218,9 +220,10 @@ class IHyperOpt(ABC):
# Why do I still need such shamanic mantras in modern python?
def __getstate__(self):
state = self.__dict__.copy()
state['ticker_interval'] = self.ticker_interval
state['timeframe'] = self.timeframe
return state
def __setstate__(self, state):
self.__dict__.update(state)
IHyperOpt.ticker_interval = state['ticker_interval']
IHyperOpt.ticker_interval = state['timeframe']
IHyperOpt.timeframe = state['timeframe']

2
freqtrade/optimize/hyperopt_loss_interface.py
View File

@ -14,7 +14,7 @@ class IHyperOptLoss(ABC):
Interface for freqtrade hyperopt Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
"""
ticker_interval: str
timeframe: str
@staticmethod
@abstractmethod

4
freqtrade/pairlist/pairlistmanager.py
View File

@ -131,6 +131,6 @@ class PairListManager():
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
"""
Create list of pair tuples with (pair, ticker_interval)
Create list of pair tuples with (pair, timeframe)
"""
return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
return [(pair, timeframe or self._config['timeframe']) for pair in pairs]

18
freqtrade/persistence.py
View File

@ -86,7 +86,7 @@ def check_migrate(engine) -> None:
logger.debug(f'trying {table_back_name}')
# Check for latest column
if not has_column(cols, 'sell_order_status'):
if not has_column(cols, 'timeframe'):
logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -107,7 +107,12 @@ def check_migrate(engine) -> None:
min_rate = get_column_def(cols, 'min_rate', 'null')
sell_reason = get_column_def(cols, 'sell_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null')
ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
# If ticker-interval existed use that, else null.
if has_column(cols, 'ticker_interval'):
timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
else:
timeframe = get_column_def(cols, 'timeframe', 'null')
open_trade_price = get_column_def(cols, 'open_trade_price',
f'amount * open_rate * (1 + {fee_open})')
close_profit_abs = get_column_def(
@ -133,7 +138,7 @@ def check_migrate(engine) -> None:
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy,
ticker_interval, open_trade_price, close_profit_abs
timeframe, open_trade_price, close_profit_abs
)
select id, lower(exchange),
case
@ -155,7 +160,7 @@ def check_migrate(engine) -> None:
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{sell_order_status} sell_order_status,
{strategy} strategy, {ticker_interval} ticker_interval,
{strategy} strategy, {timeframe} timeframe,
{open_trade_price} open_trade_price, {close_profit_abs} close_profit_abs
from {table_back_name}
""")
@ -232,7 +237,7 @@ class Trade(_DECL_BASE):
sell_reason = Column(String, nullable=True)
sell_order_status = Column(String, nullable=True)
strategy = Column(String, nullable=True)
ticker_interval = Column(Integer, nullable=True)
timeframe = Column(Integer, nullable=True)
def __init__(self, **kwargs):
super().__init__(**kwargs)
@ -253,7 +258,8 @@ class Trade(_DECL_BASE):
'amount': round(self.amount, 8),
'stake_amount': round(self.stake_amount, 8),
'strategy': self.strategy,
'ticker_interval': self.ticker_interval,
'ticker_interval': self.timeframe, # DEPRECATED
'timeframe': self.timeframe,
'fee_open': self.fee_open,
'fee_open_cost': self.fee_open_cost,

6
freqtrade/plot/plotting.py
View File

@ -45,7 +45,7 @@ def init_plotscript(config):
data = load_data(
datadir=config.get("datadir"),
pairs=pairs,
timeframe=config.get('ticker_interval', '5m'),
timeframe=config.get('timeframe', '5m'),
timerange=timerange,
data_format=config.get('dataformat_ohlcv', 'json'),
)
@ -487,7 +487,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
)
store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),
store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']),
directory=config['user_data_dir'] / "plot")
logger.info('End of plotting process. %s plots generated', pair_counter)
@ -515,6 +515,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"],
trades, config.get('ticker_interval', '5m'))
trades, config.get('timeframe', '5m'))
store_plot_file(fig, filename='freqtrade-profit-plot.html',
directory=config['user_data_dir'] / "plot", auto_open=True)

5
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -77,8 +77,9 @@ class HyperOptLossResolver(IResolver):
config, kwargs={},
extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
# Assign timeframe to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
hyperoptloss.__class__.timeframe = str(config['timeframe'])
if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
raise OperationalException(

13
freqtrade/resolvers/strategy_resolver.py
View File

@ -50,11 +50,19 @@ class StrategyResolver(IResolver):
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
# Assign ticker_interval to timeframe to keep compatibility
if 'timeframe' not in config:
logger.warning(
"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
)
strategy.timeframe = strategy.ticker_interval
# Set attributes
# Check if we need to override configuration
# (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}, None),
("ticker_interval", None, None),
("timeframe", None, None),
("stoploss", None, None),
("trailing_stop", None, None),
("trailing_stop_positive", None, None),
@ -80,6 +88,9 @@ class StrategyResolver(IResolver):
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
# Assign deprecated variable - to not break users code relying on this.
strategy.ticker_interval = strategy.timeframe
# Loop this list again to have output combined
for attribute, _, subkey in attributes:
if subkey and attribute in config[subkey]:

3
freqtrade/rpc/rpc.py
View File

@ -101,7 +101,8 @@ class RPC:
'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
'ticker_interval': config['ticker_interval'],
'ticker_interval': config['timeframe'], # DEPRECATED
'timeframe': config['timeframe'],
'exchange': config['exchange']['name'],
'strategy': config['strategy'],
'forcebuy_enabled': config.get('forcebuy_enable', False),

4
freqtrade/rpc/rpc_manager.py
View File

@ -72,7 +72,7 @@ class RPCManager:
minimal_roi = config['minimal_roi']
stoploss = config['stoploss']
trailing_stop = config['trailing_stop']
ticker_interval = config['ticker_interval']
timeframe = config['timeframe']
exchange_name = config['exchange']['name']
strategy_name = config.get('strategy', '')
self.send_msg({
@ -81,7 +81,7 @@ class RPCManager:
f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
f'*Minimum ROI:* `{minimal_roi}`\n'
f'*{"Trailing " if trailing_stop else ""}Stoploss:* `{stoploss}`\n'
f'*Ticker Interval:* `{ticker_interval}`\n'
f'*Timeframe:* `{timeframe}`\n'
f'*Strategy:* `{strategy_name}`'
})
self.send_msg({

2
freqtrade/rpc/telegram.py
View File

@ -669,7 +669,7 @@ class Telegram(RPC):
f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
f"{sl_info}"
f"*Ticker Interval:* `{val['ticker_interval']}`\n"
f"*Timeframe:* `{val['timeframe']}`\n"
f"*Strategy:* `{val['strategy']}`\n"
f"*Current state:* `{val['state']}`"
)

7
freqtrade/strategy/interface.py
View File

@ -62,7 +62,7 @@ class IStrategy(ABC):
Attributes you can use:
minimal_roi -> Dict: Minimal ROI designed for the strategy
stoploss -> float: optimal stoploss designed for the strategy
ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy
timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
"""
# Strategy interface version
# Default to version 2
@ -85,8 +85,9 @@ class IStrategy(ABC):
trailing_stop_positive_offset: float = 0.0
trailing_only_offset_is_reached = False
# associated ticker interval
ticker_interval: str
# associated timeframe
ticker_interval: str # DEPRECATED
timeframe: str
# Optional order types
order_types: Dict = {

2
freqtrade/templates/base_config.json.j2
View File

@ -4,7 +4,7 @@
"stake_amount": {{ stake_amount }},
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "{{ fiat_display_currency }}",
"ticker_interval": "{{ ticker_interval }}",
"timeframe": "{{ timeframe }}",
"dry_run": {{ dry_run | lower }},
"cancel_open_orders_on_exit": false,
"unfilledtimeout": {

4
freqtrade/templates/base_strategy.py.j2
View File

@ -51,8 +51,8 @@ class {{ strategy }}(IStrategy):
# trailing_stop_positive = 0.01
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy.
ticker_interval = '5m'
# Optimal timeframe for the strategy.
timeframe = '5m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False

2
freqtrade/templates/sample_strategy.py
View File

@ -53,7 +53,7 @@ class SampleStrategy(IStrategy):
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy.
ticker_interval = '5m'
timeframe = '5m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False

4
tests/commands/test_build_config.py
View File

@ -44,7 +44,7 @@ def test_start_new_config(mocker, caplog, exchange):
'stake_currency': 'USDT',
'stake_amount': 100,
'fiat_display_currency': 'EUR',
'ticker_interval': '15m',
'timeframe': '15m',
'dry_run': True,
'exchange_name': exchange,
'exchange_key': 'sampleKey',
@ -68,7 +68,7 @@ def test_start_new_config(mocker, caplog, exchange):
result = rapidjson.loads(wt_mock.call_args_list[0][0][0],
parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS)
assert result['exchange']['name'] == exchange
assert result['ticker_interval'] == '15m'
assert result['timeframe'] == '15m'
def test_start_new_config_exists(mocker, caplog):

2
tests/config_test_comments.json
View File

@ -9,7 +9,7 @@
"fiat_display_currency": "USD", // C++-style comment
"amount_reserve_percent" : 0.05, // And more, tabs before this comment
"dry_run": false,
"ticker_interval": "5m",
"timeframe": "5m",
"trailing_stop": false,
"trailing_stop_positive": 0.005,
"trailing_stop_positive_offset": 0.0051,

2
tests/conftest.py
View File

@ -247,7 +247,7 @@ def default_conf(testdatadir):
"stake_currency": "BTC",
"stake_amount": 0.001,
"fiat_display_currency": "USD",
"ticker_interval": '5m',
"timeframe": '5m',
"dry_run": True,
"cancel_open_orders_on_exit": False,
"minimal_roi": {

42
tests/data/test_dataprovider.py
View File

@ -12,7 +12,7 @@ from tests.conftest import get_patched_exchange
def test_ohlcv(mocker, default_conf, ohlcv_history):
default_conf["runmode"] = RunMode.DRY_RUN
timeframe = default_conf["ticker_interval"]
timeframe = default_conf["timeframe"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
@ -53,47 +53,47 @@ def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
default_conf["runmode"] = RunMode.DRY_RUN
ticker_interval = default_conf["ticker_interval"]
timeframe = default_conf["timeframe"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval))
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ohlcv_history
assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty
assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", timeframe))
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe) is not ohlcv_history
assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe).empty
assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
# Test with and without parameter
assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)\
assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe)\
.equals(dp.get_pair_dataframe("UNITTEST/BTC"))
default_conf["runmode"] = RunMode.LIVE
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.LIVE
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
historymock = MagicMock(return_value=ohlcv_history)
mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
# assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
# assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
def test_available_pairs(mocker, default_conf, ohlcv_history):
exchange = get_patched_exchange(mocker, default_conf)
ticker_interval = default_conf["ticker_interval"]
exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history
timeframe = default_conf["timeframe"]
exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert len(dp.available_pairs) == 2
assert dp.available_pairs == [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ]
assert dp.available_pairs == [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe), ]
def test_refresh(mocker, default_conf, ohlcv_history):
@ -101,10 +101,10 @@ def test_refresh(mocker, default_conf, ohlcv_history):
mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
exchange = get_patched_exchange(mocker, default_conf, id="binance")
ticker_interval = default_conf["ticker_interval"]
pairs = [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval)]
timeframe = default_conf["timeframe"]
pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)]
pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")]
pairs_non_trad = [("ETH/USDT", timeframe), ("BTC/TUSD", "1h")]
dp = DataProvider(default_conf, exchange)
dp.refresh(pairs)

6
tests/data/test_history.py
View File

@ -354,7 +354,7 @@ def test_init(default_conf, mocker) -> None:
assert {} == load_data(
datadir=Path(''),
pairs=[],
timeframe=default_conf['ticker_interval']
timeframe=default_conf['timeframe']
)
@ -363,13 +363,13 @@ def test_init_with_refresh(default_conf, mocker) -> None:
refresh_data(
datadir=Path(''),
pairs=[],
timeframe=default_conf['ticker_interval'],
timeframe=default_conf['timeframe'],
exchange=exchange
)
assert {} == load_data(
datadir=Path(''),
pairs=[],
timeframe=default_conf['ticker_interval']
timeframe=default_conf['timeframe']
)

10
tests/edge/test_edge.py
View File

@ -27,7 +27,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
####################################################################
tests_start_time = arrow.get(2018, 10, 3)
ticker_interval_in_minute = 60
timeframe_in_minute = 60
_ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
# Helpers for this test file
@ -49,7 +49,7 @@ def _build_dataframe(buy_ohlc_sell_matrice):
'date': tests_start_time.shift(
minutes=(
ohlc[0] *
ticker_interval_in_minute)).timestamp *
timeframe_in_minute)).timestamp *
1000,
'buy': ohlc[1],
'open': ohlc[2],
@ -70,7 +70,7 @@ def _build_dataframe(buy_ohlc_sell_matrice):
def _time_on_candle(number):
return np.datetime64(tests_start_time.shift(
minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
minutes=(number * timeframe_in_minute)).timestamp * 1000, 'ms')
# End helper functions
@ -262,7 +262,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
NEOBTC = [
[
tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
tests_start_time.shift(minutes=(x * timeframe_in_minute)).timestamp * 1000,
math.sin(x * hz) / 1000 + base,
math.sin(x * hz) / 1000 + base + 0.0001,
math.sin(x * hz) / 1000 + base - 0.0001,
@ -274,7 +274,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m',
base = 0.002
LTCBTC = [
[
tests_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
tests_start_time.shift(minutes=(x * timeframe_in_minute)).timestamp * 1000,
math.sin(x * hz) / 1000 + base,
math.sin(x * hz) / 1000 + base + 0.0001,
math.sin(x * hz) / 1000 + base - 0.0001,

20
tests/exchange/test_exchange.py
View File

@ -578,7 +578,7 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
('5m'), ("1m"), ("15m"), ("1h")
])
def test_validate_timeframes(default_conf, mocker, timeframe):
default_conf["ticker_interval"] = timeframe
default_conf["timeframe"] = timeframe
api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
@ -596,7 +596,7 @@ def test_validate_timeframes(default_conf, mocker, timeframe):
def test_validate_timeframes_failed(default_conf, mocker):
default_conf["ticker_interval"] = "3m"
default_conf["timeframe"] = "3m"
api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
@ -613,7 +613,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
with pytest.raises(OperationalException,
match=r"Invalid timeframe '3m'. This exchange supports.*"):
Exchange(default_conf)
default_conf["ticker_interval"] = "15s"
default_conf["timeframe"] = "15s"
with pytest.raises(OperationalException,
match=r"Timeframes < 1m are currently not supported by Freqtrade."):
@ -621,7 +621,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
default_conf["ticker_interval"] = "3m"
default_conf["timeframe"] = "3m"
api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
@ -641,7 +641,7 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
default_conf["ticker_interval"] = "3m"
default_conf["timeframe"] = "3m"
api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
@ -662,7 +662,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
def test_validate_timeframes_not_in_config(default_conf, mocker):
del default_conf["ticker_interval"]
del default_conf["timeframe"]
api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
@ -1351,7 +1351,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
# exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_get_candle_history", "fetch_ohlcv",
pair='ABCD/BTC', timeframe=default_conf['ticker_interval'])
pair='ABCD/BTC', timeframe=default_conf['timeframe'])
api_mock = MagicMock()
with pytest.raises(OperationalException,
@ -1481,7 +1481,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the OHLCV data sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
assert res[0] == 'ETH/BTC'
res_ohlcv = res[2]
@ -1518,9 +1518,9 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
# Reset sort mock
sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the OHLCV data sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
assert res[0] == 'ETH/BTC'
assert res[1] == default_conf['ticker_interval']
assert res[1] == default_conf['timeframe']
res_ohlcv = res[2]
# Sorted not called again - data is already in order
assert sort_mock.call_count == 0

2
tests/optimize/test_backtest_detail.py
View File

@ -360,7 +360,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
"""
default_conf["stoploss"] = data.stop_loss
default_conf["minimal_roi"] = data.roi
default_conf["ticker_interval"] = tests_timeframe
default_conf["timeframe"] = tests_timeframe
default_conf["trailing_stop"] = data.trailing_stop
default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary

38
tests/optimize/test_backtesting.py
View File

@ -81,7 +81,7 @@ def load_data_test(what, testdatadir):
def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
patch_exchange(mocker)
config['ticker_interval'] = '1m'
config['timeframe'] = '1m'
backtesting = Backtesting(config)
data = load_data_test(contour, testdatadir)
@ -165,7 +165,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'position_stacking' not in config
@ -189,7 +189,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'--ticker-interval', '1m',
'--timeframe', '1m',
'--enable-position-stacking',
'--disable-max-market-positions',
'--timerange', ':100',
@ -208,8 +208,8 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
assert config['runmode'] == RunMode.BACKTEST
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
assert 'timeframe' in config
assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog)
assert 'position_stacking' in config
@ -286,9 +286,9 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
assert not backtesting.strategy.order_types["stoploss_on_exchange"]
def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None:
def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
del default_conf['ticker_interval']
del default_conf['timeframe']
default_conf['strategy_list'] = ['DefaultStrategy',
'SampleStrategy']
@ -338,7 +338,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC']))
default_conf['ticker_interval'] = '1m'
default_conf['timeframe'] = '1m'
default_conf['datadir'] = testdatadir
default_conf['export'] = None
default_conf['timerange'] = '-1510694220'
@ -368,7 +368,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC']))
default_conf['ticker_interval'] = "1m"
default_conf['timeframe'] = "1m"
default_conf['datadir'] = testdatadir
default_conf['export'] = None
default_conf['timerange'] = '20180101-20180102'
@ -388,7 +388,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=[]))
default_conf['ticker_interval'] = "1m"
default_conf['timeframe'] = "1m"
default_conf['datadir'] = testdatadir
default_conf['export'] = None
default_conf['timerange'] = '20180101-20180102'
@ -454,7 +454,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None:
def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
@ -535,7 +535,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
pair='UNITTEST/BTC', datadir=testdatadir)
default_conf['ticker_interval'] = '1m'
default_conf['timeframe'] = '1m'
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = _trend_alternate # Override
backtesting.strategy.advise_sell = _trend_alternate # Override
@ -574,7 +574,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
# Remove data for one pair from the beginning of the data
data[pair] = data[pair][tres:].reset_index()
default_conf['ticker_interval'] = '5m'
default_conf['timeframe'] = '5m'
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = _trend_alternate_hold # Override
@ -625,7 +625,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', str(testdatadir),
'--ticker-interval', '1m',
'--timeframe', '1m',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions'
@ -634,7 +634,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
start_backtesting(args)
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
@ -678,7 +678,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--ticker-interval', '1m',
'--timeframe', '1m',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions',
@ -697,7 +697,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
@ -767,7 +767,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--ticker-interval', '1m',
'--timeframe', '1m',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions',
@ -780,7 +780,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',

8
tests/optimize/test_edge_cli.py
View File

@ -29,7 +29,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'timerange' not in config
@ -48,7 +48,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'--ticker-interval', '1m',
'--timeframe', '1m',
'--timerange', ':100',
'--stoplosses=-0.01,-0.10,-0.001'
]
@ -62,8 +62,8 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
assert 'datadir' in config
assert config['runmode'] == RunMode.EDGE
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
assert 'timeframe' in config
assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog)
assert 'timerange' in config

13
tests/optimize/test_hyperopt.py
View File

@ -94,7 +94,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert 'timeframe' in config
assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
assert 'position_stacking' not in config
@ -117,7 +117,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
'--config', 'config.json',
'--hyperopt', 'DefaultHyperOpt',
'--datadir', '/foo/bar',
'--ticker-interval', '1m',
'--timeframe', '1m',
'--timerange', ':100',
'--enable-position-stacking',
'--disable-max-market-positions',
@ -136,8 +136,8 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
assert config['runmode'] == RunMode.HYPEROPT
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
assert 'timeframe' in config
assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog)
assert 'position_stacking' in config
@ -197,7 +197,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
"Using populate_sell_trend from the strategy.", caplog)
assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
"Using populate_buy_trend from the strategy.", caplog)
assert hasattr(x, "ticker_interval")
assert hasattr(x, "ticker_interval") # DEPRECATED
assert hasattr(x, "timeframe")
def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
@ -544,7 +545,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
)
patch_exchange(mocker)
# Co-test loading timeframe from strategy
del default_conf['ticker_interval']
del default_conf['timeframe']
default_conf.update({'config': 'config.json.example',
'hyperopt': 'DefaultHyperOpt',
'epochs': 1,

2
tests/rpc/test_rpc.py
View File

@ -70,6 +70,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'max_rate': ANY,
'strategy': ANY,
'ticker_interval': ANY,
'timeframe': ANY,
'open_order_id': ANY,
'close_date': None,
'close_date_hum': None,
@ -132,6 +133,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'max_rate': ANY,
'strategy': ANY,
'ticker_interval': ANY,
'timeframe': ANY,
'open_order_id': ANY,
'close_date': None,
'close_date_hum': None,

3
tests/rpc/test_rpc_apiserver.py
View File

@ -323,6 +323,7 @@ def test_api_show_config(botclient, mocker):
assert 'dry_run' in rc.json
assert rc.json['exchange'] == 'bittrex'
assert rc.json['ticker_interval'] == '5m'
assert rc.json['timeframe'] == '5m'
assert rc.json['state'] == 'running'
assert not rc.json['trailing_stop']
assert 'bid_strategy' in rc.json
@ -567,6 +568,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'sell_order_status': None,
'strategy': 'DefaultStrategy',
'ticker_interval': 5,
'timeframe': 5,
'exchange': 'bittrex',
}]
@ -690,6 +692,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'sell_order_status': None,
'strategy': None,
'ticker_interval': None,
'timeframe': None,
'exchange': 'bittrex',
}

2
tests/strategy/strats/default_strategy.py
View File

@ -29,7 +29,7 @@ class DefaultStrategy(IStrategy):
stoploss = -0.10
# Optimal ticker interval for the strategy
ticker_interval = '5m'
timeframe = '5m'
# Optional order type mapping
order_types = {

1
tests/strategy/strats/legacy_strategy.py
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@ -31,6 +31,7 @@ class TestStrategyLegacy(IStrategy):
stoploss = -0.10
# Optimal ticker interval for the strategy
# Keep the legacy value here to test compatibility
ticker_interval = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:

4
tests/strategy/test_default_strategy.py
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@ -6,7 +6,7 @@ from .strats.default_strategy import DefaultStrategy
def test_default_strategy_structure():
assert hasattr(DefaultStrategy, 'minimal_roi')
assert hasattr(DefaultStrategy, 'stoploss')
assert hasattr(DefaultStrategy, 'ticker_interval')
assert hasattr(DefaultStrategy, 'timeframe')
assert hasattr(DefaultStrategy, 'populate_indicators')
assert hasattr(DefaultStrategy, 'populate_buy_trend')
assert hasattr(DefaultStrategy, 'populate_sell_trend')
@ -18,7 +18,7 @@ def test_default_strategy(result):
metadata = {'pair': 'ETH/BTC'}
assert type(strategy.minimal_roi) is dict
assert type(strategy.stoploss) is float
assert type(strategy.ticker_interval) is str
assert type(strategy.timeframe) is str
indicators = strategy.populate_indicators(result, metadata)
assert type(indicators) is DataFrame
assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame

12
tests/strategy/test_interface.py
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@ -54,12 +54,12 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
def test_get_signal_empty(default_conf, mocker, caplog):
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
DataFrame())
assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
caplog.clear()
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'],
[])
assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
@ -70,7 +70,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_his
_STRATEGY, '_analyze_ticker_internal',
side_effect=ValueError('xyz')
)
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
ohlcv_history)
assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
@ -83,7 +83,7 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history)
)
mocker.patch.object(_STRATEGY, 'assert_df')
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
ohlcv_history)
assert log_has('Empty dataframe for pair xyz', caplog)
@ -104,7 +104,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
return_value=mocked_history
)
mocker.patch.object(_STRATEGY, 'assert_df')
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
ohlcv_history)
assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
@ -124,7 +124,7 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
_STRATEGY, 'assert_df',
side_effect=StrategyError('Dataframe returned...')
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
ohlcv_history)
assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
caplog)

19
tests/strategy/test_strategy.py
View File

@ -105,8 +105,9 @@ def test_strategy(result, default_conf):
assert strategy.stoploss == -0.10
assert default_conf['stoploss'] == -0.10
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
assert default_conf['ticker_interval'] == '5m'
assert default_conf['timeframe'] == '5m'
df_indicators = strategy.advise_indicators(result, metadata=metadata)
assert 'adx' in df_indicators
@ -176,19 +177,19 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
caplog)
def test_strategy_override_ticker_interval(caplog, default_conf):
def test_strategy_override_timeframe(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': 'DefaultStrategy',
'ticker_interval': 60,
'timeframe': 60,
'stake_currency': 'ETH'
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.ticker_interval == 60
assert strategy.timeframe == 60
assert strategy.stake_currency == 'ETH'
assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
assert log_has("Override strategy 'timeframe' with value in config file: 60.",
caplog)
@ -357,8 +358,9 @@ def test_deprecate_populate_indicators(result, default_conf):
@pytest.mark.filterwarnings("ignore:deprecated")
def test_call_deprecated_function(result, monkeypatch, default_conf):
def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
default_location = Path(__file__).parent / "strats"
del default_conf['timeframe']
default_conf.update({'strategy': 'TestStrategyLegacy',
'strategy_path': default_location})
strategy = StrategyResolver.load_strategy(default_conf)
@ -369,6 +371,8 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
assert strategy._buy_fun_len == 2
assert strategy._sell_fun_len == 2
assert strategy.INTERFACE_VERSION == 1
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
@ -382,6 +386,9 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf
assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
caplog)
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
default_conf.update({'strategy': 'DefaultStrategy'})

2
tests/test_arguments.py
View File

@ -131,7 +131,7 @@ def test_parse_args_backtesting_custom() -> None:
assert call_args["verbosity"] == 0
assert call_args["command"] == 'backtesting'
assert call_args["func"] is not None
assert call_args["ticker_interval"] == '1m'
assert call_args["timeframe"] == '1m'
assert type(call_args["strategy_list"]) is list
assert len(call_args["strategy_list"]) == 2

26
tests/test_configuration.py
View File

@ -87,7 +87,7 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
assert isinstance(x, str)
assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", '
'"stake_amount": .001, "fiat_display_currency": "USD", '
'"ticker_interval": "5m", "dry_run": true, ')
'"timeframe": "5m", "dry_run": true, "cance')
def test__args_to_config(caplog):
@ -401,8 +401,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'datadir' in config
assert 'user_data_dir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert not log_has('Parameter -i/--ticker-interval detected ...', caplog)
assert 'timeframe' in config
assert not log_has('Parameter -i/--timeframe detected ...', caplog)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
@ -448,8 +448,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert log_has('Using user-data directory: {} ...'.format(Path("/tmp/freqtrade")), caplog)
assert 'user_data_dir' in config
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
assert 'timeframe' in config
assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog)
assert 'position_stacking' in config
@ -494,8 +494,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
assert 'ticker_interval' in config
assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
assert 'timeframe' in config
assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
caplog)
assert 'strategy_list' in config
@ -1140,3 +1140,15 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
'sectionB', 'deprecated_setting')
assert not log_has_re('DEPRECATED', caplog)
assert default_conf['sectionA']['new_setting'] == 'valA'
def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
process_temporary_deprecated_settings(default_conf)
assert not log_has(message, caplog)
del default_conf['timeframe']
default_conf['ticker_interval'] = '15m'
process_temporary_deprecated_settings(default_conf)
assert log_has(message, caplog)
assert default_conf['ticker_interval'] == '15m'

2
tests/test_freqtradebot.py
View File

@ -924,7 +924,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
assert refresh_mock.call_count == 1
assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [

12
tests/test_main.py
View File

@ -35,12 +35,12 @@ def test_parse_args_backtesting(mocker) -> None:
main(['backtesting'])
assert backtesting_mock.call_count == 1
call_args = backtesting_mock.call_args[0][0]
assert call_args["config"] == ['config.json']
assert call_args["verbosity"] == 0
assert call_args["command"] == 'backtesting'
assert call_args["func"] is not None
assert callable(call_args["func"])
assert call_args["ticker_interval"] is None
assert call_args['config'] == ['config.json']
assert call_args['verbosity'] == 0
assert call_args['command'] == 'backtesting'
assert call_args['func'] is not None
assert callable(call_args['func'])
assert call_args['timeframe'] is None
def test_main_start_hyperopt(mocker) -> None:

9
tests/test_persistence.py
View File

@ -469,6 +469,7 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
assert trade.timeframe is None
trade = Trade.query.filter(Trade.id == 2).first()
assert trade.close_rate is not None
@ -512,11 +513,11 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate)
stop_loss, initial_stop_loss, max_rate, ticker_interval)
VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0)
0.0, 0.0, 0.0, '5m')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
@ -554,7 +555,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None
assert trade.strategy is None
assert trade.ticker_interval is None
assert trade.timeframe == '5m'
assert trade.stoploss_order_id is None
assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog)
@ -776,6 +777,7 @@ def test_to_json(default_conf, fee):
'max_rate': None,
'strategy': None,
'ticker_interval': None,
'timeframe': None,
'exchange': 'bittrex',
}
@ -837,6 +839,7 @@ def test_to_json(default_conf, fee):
'sell_order_status': None,
'strategy': None,
'ticker_interval': None,
'timeframe': None,
'exchange': 'bittrex',
}

2
tests/test_plotting.py
View File

@ -47,7 +47,7 @@ def generate_empty_figure():
def test_init_plotscript(default_conf, mocker, testdatadir):
default_conf['timerange'] = "20180110-20180112"
default_conf['trade_source'] = "file"
default_conf['ticker_interval'] = "5m"
default_conf['timeframe'] = "5m"
default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
ret = init_plotscript(default_conf)

7
tests/testdata/backtest-result_test copy.json vendored Normal file
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