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Some more places with ticker_interval gone

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This commit is contained in:
Matthias 2019-11-02 20:26:26 +01:00
parent 08aedc18e1
commit d801dec6aa
4 changed files with 25 additions and 25 deletions
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10
freqtrade/optimize/backtesting.py
View File

@ -83,8 +83,8 @@ class Backtesting:
if "ticker_interval" not in self.config:
raise OperationalException("Ticker-interval needs to be set in either configuration "
"or as cli argument `--ticker-interval 5m`")
self.ticker_interval = str(self.config.get('ticker_interval'))
self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
self.timeframe = str(self.config.get('ticker_interval'))
self.timeframe_mins = timeframe_to_minutes(self.timeframe)
# Get maximum required startup period
self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
@ -108,7 +108,7 @@ class Backtesting:
data = history.load_data(
datadir=Path(self.config['datadir']),
pairs=self.config['exchange']['pair_whitelist'],
timeframe=self.ticker_interval,
timeframe=self.timeframe,
timerange=timerange,
startup_candles=self.required_startup,
fail_without_data=True,
@ -375,7 +375,7 @@ class Backtesting:
lock_pair_until: Dict = {}
# Indexes per pair, so some pairs are allowed to have a missing start.
indexes: Dict = {}
tmp = start_date + timedelta(minutes=self.ticker_interval_mins)
tmp = start_date + timedelta(minutes=self.timeframe_mins)
# Loop timerange and get candle for each pair at that point in time
while tmp < end_date:
@ -427,7 +427,7 @@ class Backtesting:
lock_pair_until[pair] = end_date.datetime
# Move time one configured time_interval ahead.
tmp += timedelta(minutes=self.ticker_interval_mins)
tmp += timedelta(minutes=self.timeframe_mins)
return DataFrame.from_records(trades, columns=BacktestResult._fields)
def start(self) -> None:

12
tests/data/test_converter.py
View File

@ -42,7 +42,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
def test_ohlcv_fill_up_missing_data2(caplog):
ticker_interval = '5m'
timeframe = '5m'
ticks = [[
1511686200000, # 8:50:00
8.794e-05, # open
@ -78,10 +78,10 @@ def test_ohlcv_fill_up_missing_data2(caplog):
]
# Generate test-data without filling missing
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", fill_missing=False)
data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC", fill_missing=False)
assert len(data) == 3
caplog.set_level(logging.DEBUG)
data2 = ohlcv_fill_up_missing_data(data, ticker_interval, "UNITTEST/BTC")
data2 = ohlcv_fill_up_missing_data(data, timeframe, "UNITTEST/BTC")
assert len(data2) == 4
# 3rd candle has been filled
row = data2.loc[2, :]
@ -99,7 +99,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
def test_ohlcv_drop_incomplete(caplog):
ticker_interval = '1d'
timeframe = '1d'
ticks = [[
1559750400000, # 2019-06-04
8.794e-05, # open
@ -134,13 +134,13 @@ def test_ohlcv_drop_incomplete(caplog):
]
]
caplog.set_level(logging.DEBUG)
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
fill_missing=False, drop_incomplete=False)
assert len(data) == 4
assert not log_has("Dropping last candle", caplog)
# Drop last candle
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
data = parse_ticker_dataframe(ticks, timeframe, pair="UNITTEST/BTC",
fill_missing=False, drop_incomplete=True)
assert len(data) == 3

24
tests/data/test_dataprovider.py
View File

@ -9,32 +9,32 @@ from tests.conftest import get_patched_exchange
def test_ohlcv(mocker, default_conf, ticker_history):
default_conf["runmode"] = RunMode.DRY_RUN
ticker_interval = default_conf["ticker_interval"]
timeframe = default_conf["ticker_interval"]
exchange = get_patched_exchange(mocker, default_conf)
exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
exchange._klines[("XRP/BTC", timeframe)] = ticker_history
exchange._klines[("UNITTEST/BTC", timeframe)] = ticker_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", ticker_interval))
assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", ticker_interval) is not ticker_history
assert dp.ohlcv("UNITTEST/BTC", ticker_interval, copy=False) is ticker_history
assert not dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
assert dp.ohlcv("NONESENSE/AAA", ticker_interval).empty
assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", timeframe))
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
assert dp.ohlcv("UNITTEST/BTC", timeframe) is not ticker_history
assert dp.ohlcv("UNITTEST/BTC", timeframe, copy=False) is ticker_history
assert not dp.ohlcv("UNITTEST/BTC", timeframe).empty
assert dp.ohlcv("NONESENSE/AAA", timeframe).empty
# Test with and without parameter
assert dp.ohlcv("UNITTEST/BTC", ticker_interval).equals(dp.ohlcv("UNITTEST/BTC"))
assert dp.ohlcv("UNITTEST/BTC", timeframe).equals(dp.ohlcv("UNITTEST/BTC"))
default_conf["runmode"] = RunMode.LIVE
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.LIVE
assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
assert isinstance(dp.ohlcv("UNITTEST/BTC", timeframe), DataFrame)
default_conf["runmode"] = RunMode.BACKTEST
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.BACKTEST
assert dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
assert dp.ohlcv("UNITTEST/BTC", timeframe).empty
def test_historic_ohlcv(mocker, default_conf, ticker_history):

4
tests/exchange/test_exchange.py
View File

@ -1047,8 +1047,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
]
pair = 'ETH/BTC'
async def mock_candle_hist(pair, ticker_interval, since_ms):
return pair, ticker_interval, tick
async def mock_candle_hist(pair, timeframe, since_ms):
return pair, timeframe, tick
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls