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get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead

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This commit is contained in:
hroff-1902
2019-04-04 20:56:40 +03:00
parent 75c522e082
commit 2aa1b43f01
11 changed files with 52 additions and 42 deletions
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8
freqtrade/optimize/backtesting.py
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@@ -19,7 +19,7 @@ from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.data import history
from freqtrade.data.dataprovider import DataProvider
from freqtrade.misc import file_dump_json
from freqtrade.misc import file_dump_json, timeframe_to_minutes
from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.state import RunMode
@@ -77,7 +77,7 @@ class Backtesting(object):
if self.config.get('strategy_list', None):
# Force one interval
self.ticker_interval = str(self.config.get('ticker_interval'))
self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval]
self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
@@ -96,7 +96,7 @@ class Backtesting(object):
self.strategy = strategy
self.ticker_interval = self.config.get('ticker_interval')
self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval]
self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
self.advise_buy = strategy.advise_buy
self.advise_sell = strategy.advise_sell
@@ -421,7 +421,7 @@ class Backtesting(object):
min_date, max_date = optimize.get_timeframe(data)
# Validate dataframe for missing values (mainly at start and end, as fillup is called)
optimize.validate_backtest_data(data, min_date, max_date,
constants.TICKER_INTERVAL_MINUTES[self.ticker_interval])
timeframe_to_minutes(self.ticker_interval))
logger.info(
'Measuring data from %s up to %s (%s days)..',
min_date.isoformat(),