Use timeframe from within strategy

tests/strategy/strats/default_strategy.py

@@ -29,7 +29,7 @@ class DefaultStrategy(IStrategy):
     stoploss = -0.10
 
     # Optimal ticker interval for the strategy
-    ticker_interval = '5m'
+    timeframe = '5m'
 
     # Optional order type mapping
     order_types = {

tests/strategy/test_default_strategy.py

@@ -19,6 +19,7 @@ def test_default_strategy(result):
     assert type(strategy.minimal_roi) is dict
     assert type(strategy.stoploss) is float
     assert type(strategy.ticker_interval) is str
+    assert type(strategy.timeframe) is str
     indicators = strategy.populate_indicators(result, metadata)
     assert type(indicators) is DataFrame
     assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame

tests/strategy/test_strategy.py

@@ -105,6 +105,7 @@ def test_strategy(result, default_conf):
     assert strategy.stoploss == -0.10
     assert default_conf['stoploss'] == -0.10
 
+    assert strategy.timeframe == '5m'
     assert strategy.ticker_interval == '5m'
     assert default_conf['timeframe'] == '5m'