Replace more occurances of ticker_interval

tests/optimize/__init__.py

@@ -7,7 +7,7 @@ from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.strategy.interface import SellType
 
 ticker_start_time = arrow.get(2018, 10, 3)
-tests_ticker_interval = '1h'
+tests_timeframe = '1h'
 
 
 class BTrade(NamedTuple):
@@ -36,7 +36,7 @@ class BTContainer(NamedTuple):
 
 
 def _get_frame_time_from_offset(offset):
-    return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_ticker_interval))
+    return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_timeframe))
                                    ).datetime
 
 

tests/optimize/test_backtest_detail.py

@@ -9,7 +9,7 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
-                            _get_frame_time_from_offset, tests_ticker_interval)
+                            _get_frame_time_from_offset, tests_timeframe)
 
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
@@ -293,7 +293,7 @@ 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_ticker_interval
+    default_conf["ticker_interval"] = 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

tests/optimize/test_backtesting.py

@@ -307,7 +307,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
     backtesting = Backtesting(default_conf)
     assert backtesting.config == default_conf
-    assert backtesting.ticker_interval == '5m'
+    assert backtesting.timeframe == '5m'
     assert callable(backtesting.strategy.tickerdata_to_dataframe)
     assert callable(backtesting.strategy.advise_buy)
     assert callable(backtesting.strategy.advise_sell)