Replace occurances in test files

tests/commands/test_build_config.py

@@ -44,7 +44,7 @@ def test_start_new_config(mocker, caplog, exchange):
         'stake_currency': 'USDT',
         'stake_amount': 100,
         'fiat_display_currency': 'EUR',
-        'ticker_interval': '15m',
+        'timeframe': '15m',
         'dry_run': True,
         'exchange_name': exchange,
         'exchange_key': 'sampleKey',
@@ -68,7 +68,7 @@ def test_start_new_config(mocker, caplog, exchange):
     result = rapidjson.loads(wt_mock.call_args_list[0][0][0],
                              parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS)
     assert result['exchange']['name'] == exchange
-    assert result['ticker_interval'] == '15m'
+    assert result['timeframe'] == '15m'
 
 
 def test_start_new_config_exists(mocker, caplog):

tests/config_test_comments.json

@@ -9,7 +9,7 @@
     "fiat_display_currency": "USD",             // C++-style comment
     "amount_reserve_percent" : 0.05,		// And more, tabs before this comment
     "dry_run": false,
-    "ticker_interval": "5m",
+    "timeframe": "5m",
     "trailing_stop": false,
     "trailing_stop_positive": 0.005,
     "trailing_stop_positive_offset": 0.0051,

tests/data/test_dataprovider.py

@@ -12,7 +12,7 @@ from tests.conftest import get_patched_exchange
 
 def test_ohlcv(mocker, default_conf, ohlcv_history):
     default_conf["runmode"] = RunMode.DRY_RUN
-    timeframe = default_conf["ticker_interval"]
+    timeframe = default_conf["timeframe"]
     exchange = get_patched_exchange(mocker, default_conf)
     exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
     exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
@@ -53,47 +53,47 @@ def test_historic_ohlcv(mocker, default_conf, ohlcv_history):
 
 def test_get_pair_dataframe(mocker, default_conf, ohlcv_history):
     default_conf["runmode"] = RunMode.DRY_RUN
-    ticker_interval = default_conf["ticker_interval"]
+    timeframe = default_conf["timeframe"]
     exchange = get_patched_exchange(mocker, default_conf)
-    exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history
+    exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
-    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history
+    exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
 
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.DRY_RUN
-    assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval))
+    assert ohlcv_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", timeframe))
-    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
-    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ohlcv_history
+    assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe) is not ohlcv_history
-    assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty
+    assert not dp.get_pair_dataframe("UNITTEST/BTC", timeframe).empty
-    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+    assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
 
     # Test with and without parameter
-    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval)\
+    assert dp.get_pair_dataframe("UNITTEST/BTC", timeframe)\
         .equals(dp.get_pair_dataframe("UNITTEST/BTC"))
 
     default_conf["runmode"] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.LIVE
-    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
-    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+    assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
 
     historymock = MagicMock(return_value=ohlcv_history)
     mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
     default_conf["runmode"] = RunMode.BACKTEST
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.BACKTEST
-    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", timeframe), DataFrame)
-    # assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+    # assert dp.get_pair_dataframe("NONESENSE/AAA", timeframe).empty
 
 
 def test_available_pairs(mocker, default_conf, ohlcv_history):
     exchange = get_patched_exchange(mocker, default_conf)
-    ticker_interval = default_conf["ticker_interval"]
+    timeframe = default_conf["timeframe"]
-    exchange._klines[("XRP/BTC", ticker_interval)] = ohlcv_history
+    exchange._klines[("XRP/BTC", timeframe)] = ohlcv_history
-    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ohlcv_history
+    exchange._klines[("UNITTEST/BTC", timeframe)] = ohlcv_history
 
     dp = DataProvider(default_conf, exchange)
     assert len(dp.available_pairs) == 2
-    assert dp.available_pairs == [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval), ]
+    assert dp.available_pairs == [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe), ]
 
 
 def test_refresh(mocker, default_conf, ohlcv_history):
@@ -101,8 +101,8 @@ def test_refresh(mocker, default_conf, ohlcv_history):
     mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
 
     exchange = get_patched_exchange(mocker, default_conf, id="binance")
-    ticker_interval = default_conf["ticker_interval"]
+    timeframe = default_conf["timeframe"]
-    pairs = [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval)]
+    pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)]
 
     pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")]
 

tests/data/test_history.py

@@ -354,7 +354,7 @@ def test_init(default_conf, mocker) -> None:
     assert {} == load_data(
         datadir=Path(''),
         pairs=[],
-        timeframe=default_conf['ticker_interval']
+        timeframe=default_conf['timeframe']
     )
 
 
@@ -363,13 +363,13 @@ def test_init_with_refresh(default_conf, mocker) -> None:
     refresh_data(
         datadir=Path(''),
         pairs=[],
-        timeframe=default_conf['ticker_interval'],
+        timeframe=default_conf['timeframe'],
         exchange=exchange
     )
     assert {} == load_data(
         datadir=Path(''),
         pairs=[],
-        timeframe=default_conf['ticker_interval']
+        timeframe=default_conf['timeframe']
     )
 
 

tests/optimize/test_hyperopt.py

@@ -117,7 +117,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
         '--config', 'config.json',
         '--hyperopt', 'DefaultHyperOpt',
         '--datadir', '/foo/bar',
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--timerange', ':100',
         '--enable-position-stacking',
         '--disable-max-market-positions',
@@ -137,7 +137,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
 
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'timeframe' in config
-    assert log_has('Parameter -i/--ticker-interval detected ... Using timeframe: 1m ...',
+    assert log_has('Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
                    caplog)
 
     assert 'position_stacking' in config

tests/strategy/test_interface.py

@@ -54,12 +54,12 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
                                                   DataFrame())
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'],
                                                   [])
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
 
@@ -70,7 +70,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_his
         _STRATEGY, '_analyze_ticker_internal',
         side_effect=ValueError('xyz')
     )
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'],
                                                   ohlcv_history)
     assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
 
@@ -83,7 +83,7 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history)
     )
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
                                                   ohlcv_history)
     assert log_has('Empty dataframe for pair xyz', caplog)
 
@@ -104,7 +104,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
         return_value=mocked_history
     )
     mocker.patch.object(_STRATEGY, 'assert_df')
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
                                                   ohlcv_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
@@ -124,7 +124,7 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
         _STRATEGY, 'assert_df',
         side_effect=StrategyError('Dataframe returned...')
     )
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'],
                                                   ohlcv_history)
     assert log_has('Unable to analyze candle (OHLCV) data for pair xyz: Dataframe returned...',
                    caplog)

tests/strategy/test_strategy.py

@@ -106,7 +106,7 @@ def test_strategy(result, default_conf):
     assert default_conf['stoploss'] == -0.10
 
     assert strategy.ticker_interval == '5m'
-    assert default_conf['ticker_interval'] == '5m'
+    assert default_conf['timeframe'] == '5m'
 
     df_indicators = strategy.advise_indicators(result, metadata=metadata)
     assert 'adx' in df_indicators
@@ -176,19 +176,19 @@ def test_strategy_override_trailing_stop_positive(caplog, default_conf):
                    caplog)
 
 
-def test_strategy_override_ticker_interval(caplog, default_conf):
+def test_strategy_override_timeframe(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
         'strategy': 'DefaultStrategy',
-        'ticker_interval': 60,
+        'timeframe': 60,
         'stake_currency': 'ETH'
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
     assert strategy.ticker_interval == 60
     assert strategy.stake_currency == 'ETH'
-    assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
+    assert log_has("Override strategy 'timeframe' with value in config file: 60.",
                    caplog)
 
 

tests/test_arguments.py

@@ -131,7 +131,7 @@ def test_parse_args_backtesting_custom() -> None:
     assert call_args["verbosity"] == 0
     assert call_args["command"] == 'backtesting'
     assert call_args["func"] is not None
-    assert call_args["ticker_interval"] == '1m'
+    assert call_args["timeframe"] == '1m'
     assert type(call_args["strategy_list"]) is list
     assert len(call_args["strategy_list"]) == 2
 

tests/test_configuration.py

@@ -87,7 +87,7 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
     assert isinstance(x, str)
     assert (x == '{"max_open_trades": 1, "stake_currency": "BTC", '
             '"stake_amount": .001, "fiat_display_currency": "USD", '
-            '"ticker_interval": "5m", "dry_run": true, ')
+            '"timeframe": "5m", "dry_run": true, ')
 
 
 def test__args_to_config(caplog):

tests/test_freqtradebot.py

@@ -924,7 +924,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert refresh_mock.call_count == 1
     assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
     assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
-    assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
+    assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
 
 
 @pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [

tests/test_main.py

@@ -35,12 +35,12 @@ def test_parse_args_backtesting(mocker) -> None:
         main(['backtesting'])
     assert backtesting_mock.call_count == 1
     call_args = backtesting_mock.call_args[0][0]
-    assert call_args["config"] == ['config.json']
+    assert call_args['config'] == ['config.json']
-    assert call_args["verbosity"] == 0
+    assert call_args['verbosity'] == 0
-    assert call_args["command"] == 'backtesting'
+    assert call_args['command'] == 'backtesting'
-    assert call_args["func"] is not None
+    assert call_args['func'] is not None
-    assert callable(call_args["func"])
+    assert callable(call_args['func'])
-    assert call_args["ticker_interval"] is None
+    assert call_args['timeframe'] is None
 
 
 def test_main_start_hyperopt(mocker) -> None:

tests/test_persistence.py

@@ -772,6 +772,7 @@ def test_to_json(default_conf, fee):
                       'max_rate': None,
                       'strategy': None,
                       'ticker_interval': None,
+                      'timeframe': None,
                       'exchange': 'bittrex',
                       }
 
@@ -829,6 +830,7 @@ def test_to_json(default_conf, fee):
                       'sell_order_status': None,
                       'strategy': None,
                       'ticker_interval': None,
+                      'timeframe': None,
                       'exchange': 'bittrex',
                       }
 

tests/test_plotting.py

@@ -47,7 +47,7 @@ def generate_empty_figure():
 def test_init_plotscript(default_conf, mocker, testdatadir):
     default_conf['timerange'] = "20180110-20180112"
     default_conf['trade_source'] = "file"
-    default_conf['ticker_interval'] = "5m"
+    default_conf['timeframe'] = "5m"
     default_conf["datadir"] = testdatadir
     default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
     ret = init_plotscript(default_conf)