Merge pull request #169 from jblestang/fix_ticker_interval

Fix ticker interval

freqtrade/optimize/backtesting.py

@@ -35,7 +35,7 @@ def get_timeframe(data: Dict[str, Dict]) -> Tuple[arrow.Arrow, arrow.Arrow]:
     return arrow.get(min_date), arrow.get(max_date)
 
 
-def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currency) -> str:
+def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currency, ticker_interval) -> str:
     """
     Generates and returns a text table for the given backtest data and the results dataframe
     :return: pretty printed table with tabulate as str
@@ -49,7 +49,7 @@ def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currenc
             len(result.index),
             '{:.2f}%'.format(result.profit.mean() * 100.0),
             '{:.08f} {}'.format(result.profit.sum(), stake_currency),
-            '{:.2f}'.format(result.duration.mean() * 5),
+            '{:.2f}'.format(result.duration.mean() * ticker_interval),
         ])
 
     # Append Total
@@ -58,7 +58,7 @@ def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currenc
         len(results.index),
         '{:.2f}%'.format(results.profit.mean() * 100.0),
         '{:.08f} {}'.format(results.profit.sum(), stake_currency),
-        '{:.2f}'.format(results.duration.mean() * 5),
+        '{:.2f}'.format(results.duration.mean() * ticker_interval),
     ])
     return tabulate(tabular_data, headers=headers)
 
@@ -162,5 +162,5 @@ def start(args):
     )
     logger.info(
         '\n====================== BACKTESTING REPORT ======================================\n%s',
-        generate_text_table(data, results, config['stake_currency'])
+        generate_text_table(data, results, config['stake_currency'], args.ticker_interval)
     )

freqtrade/tests/test_optimize_backtesting.py

@@ -5,6 +5,7 @@ from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
 from freqtrade.optimize.backtesting import backtest
 
+import pytest
 
 def test_backtest(default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
@@ -14,3 +15,18 @@ def test_backtest(default_conf, mocker):
     results = backtest(default_conf, optimize.preprocess(data), 10, True)
     num_resutls = len(results)
     assert num_resutls > 0
+
+
+def test_1min_ticker_interval(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    # Run a backtesting for an exiting 5min ticker_interval
+    data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
+    results = backtest(default_conf, optimize.preprocess(data), 1, True)
+    assert len(results) > 0
+
+    # Run a backtesting for 5min ticker_interval
+    with pytest.raises(FileNotFoundError):
+        data = optimize.load_data(ticker_interval=5, pairs=['BTC_UNITEST'])
+        results = backtest(default_conf, optimize.preprocess(data), 1, True)