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Exchange some occurances of ticker_interval

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This commit is contained in:
Matthias 2020-06-01 20:33:26 +02:00
parent b2025597aa
commit 009ea0639f
10 changed files with 40 additions and 38 deletions
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6
freqtrade/commands/arguments.py
View File

@ -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"]

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)

2
freqtrade/constants.py
View File

@ -72,6 +72,7 @@ CONF_SCHEMA = {
'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 +304,7 @@ CONF_SCHEMA = {
SCHEMA_TRADE_REQUIRED = [
'exchange',
'timeframe',
'max_open_trades',
'stake_currency',
'stake_amount',

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": {

8
tests/exchange/test_exchange.py
View File

@ -1350,7 +1350,7 @@ 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,
@ -1480,7 +1480,7 @@ 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]
@ -1517,9 +1517,9 @@ 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

34
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
@ -288,7 +288,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
del default_conf['ticker_interval']
del default_conf['timeframe']
default_conf['strategy_list'] = ['DefaultStrategy',
'SampleStrategy']
@ -337,7 +337,7 @@ 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'
@ -367,7 +367,7 @@ 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'
@ -387,7 +387,7 @@ 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'
@ -534,7 +534,7 @@ 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
@ -573,7 +573,7 @@ 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
@ -623,7 +623,7 @@ 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'
@ -632,7 +632,7 @@ 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} ...',
@ -676,7 +676,7 @@ 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',
@ -695,7 +695,7 @@ 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} ...',
@ -765,7 +765,7 @@ 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',
@ -778,7 +778,7 @@ 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

8
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
@ -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/--ticker-interval detected ... Using timeframe: 1m ...',
caplog)
assert 'position_stacking' in config
@ -544,7 +544,7 @@ 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,