rename --timeperiod to --timerange

docs/backtesting.md

@@ -52,12 +52,12 @@ python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180
 ```
 
 **Running backtest with smaller testset**
-Use the --timeperiod argument to change how much of the testset
+Use the --timerange argument to change how much of the testset
 you want to use. The last N ticks/timeframes will be used.
 Example:
 
 ```bash
-python3 ./freqtrade/main.py backtesting --timeperiod -200
+python3 ./freqtrade/main.py backtesting --timerange -200
 ```
 
 **Update testdata directory

freqtrade/misc.py

@@ -191,11 +191,11 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         dest='refresh_pairs',
     )
     backtesting_cmd.add_argument(
-        '--timeperiod',
+        '--timerange',
         help='Use the last N ticks of data.',
         default=None,
         type=int,
-        dest='timeperiod',
+        dest='timerange',
     )
 
     # Add hyperopt subcommand
@@ -224,11 +224,11 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         metavar='INT',
     )
     hyperopt_cmd.add_argument(
-        '-tp', '--timeperiod',
+        '-tp', '--timerange',
         help='Use the last N ticks of data.',
         default=None,
         type=int,
-        dest='timeperiod',
+        dest='timerange',
     )
 
 

freqtrade/optimize/__init__.py

@@ -68,9 +68,9 @@ def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]]
     return result
 
 
-def tickerdata_to_dataframe(data, timeperiod=None):
+def tickerdata_to_dataframe(data, timerange=None):
-    if timeperiod:
+    if timerange:
-        data = trim_tickerlist(data, timeperiod)
+        data = trim_tickerlist(data, timerange)
     preprocessed = preprocess(data)
     return preprocessed
 

freqtrade/optimize/backtesting.py

@@ -175,7 +175,7 @@ def start(args):
     from freqtrade import main
     main._CONF = config
 
-    preprocessed = optimize.tickerdata_to_dataframe(data, timeperiod=args.timeperiod)
+    preprocessed = optimize.tickerdata_to_dataframe(data, timerange=args.timerange)
     # Print timeframe
     min_date, max_date = get_timeframe(preprocessed)
     logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())

freqtrade/optimize/hyperopt.py

@@ -260,7 +260,7 @@ def start(args):
     config = load_config(args.config)
     pairs = config['exchange']['pair_whitelist']
     data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval)
-    PROCESSED = optimize.tickerdata_to_dataframe(data, timeperiod=args.timeperiod)
+    PROCESSED = optimize.tickerdata_to_dataframe(data, timerange=args.timerange)
 
     if args.mongodb:
         logger.info('Using mongodb ...')

freqtrade/tests/optimize/test_backtesting.py

@@ -159,7 +159,7 @@ def test_backtest_start(default_conf, mocker, caplog):
     args.level = 10
     args.live = False
     args.datadir = None
-    args.timeperiod = None  # needed due to MagicMock malleability
+    args.timerange = None  # needed due to MagicMock malleability
     backtesting.start(args)
     # check the logs, that will contain the backtest result
     exists = ['Using max_open_trades: 1 ...',

freqtrade/tests/optimize/test_optimize.py

@@ -179,5 +179,5 @@ def test_load_tickerdata_file():
 def test_tickerdata_to_dataframe():
     tick = load_tickerdata_file(None, 'BTC_UNITEST', 1)
     tickerlist = {'BTC_UNITEST': tick}
-    data = optimize.tickerdata_to_dataframe(tickerlist, timeperiod=-100)
+    data = optimize.tickerdata_to_dataframe(tickerlist, timerange=-100)
     assert 100 == len(data['BTC_UNITEST'])