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Replace more occurances of ticker_interval with timeframe

This commit is contained in:
Matthias 2020-06-01 20:49:40 +02:00
parent 18913db992
commit cadc50ce9b
13 changed files with 29 additions and 26 deletions
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2
freqtrade/commands/pairlist_commands.py
View File

@ -25,7 +25,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
results = {}
for curr in quote_currencies:
config['stake_currency'] = curr
# Do not use ticker_interval set in the config
# Do not use timeframe set in the config
pairlists = PairListManager(exchange, config)
pairlists.refresh_pairlist()
results[curr] = pairlists.whitelist

4
freqtrade/data/converter.py
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@ -236,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
from freqtrade.data.history.idatahandler import get_datahandler
src = get_datahandler(config['datadir'], convert_from)
trg = get_datahandler(config['datadir'], convert_to)
timeframes = config.get('timeframes', [config.get('ticker_interval')])
timeframes = config.get('timeframes', [config.get('timeframe')])
logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
if 'pairs' not in config:
config['pairs'] = []
# Check timeframes or fall back to ticker_interval.
# Check timeframes or fall back to timeframe.
for timeframe in timeframes:
config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
timeframe))

4
freqtrade/data/dataprovider.py
View File

@ -55,7 +55,7 @@ class DataProvider:
Use False only for read-only operations (where the dataframe is not modified)
"""
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
return self._exchange.klines((pair, timeframe or self._config['timeframe']),
copy=copy)
else:
return DataFrame()
@ -67,7 +67,7 @@ class DataProvider:
:param timeframe: timeframe to get data for
"""
return load_pair_history(pair=pair,
timeframe=timeframe or self._config['ticker_interval'],
timeframe=timeframe or self._config['timeframe'],
datadir=self._config['datadir']
)

6
freqtrade/freqtradebot.py
View File

@ -547,7 +547,7 @@ class FreqtradeBot:
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
ticker_interval=timeframe_to_minutes(self.config['ticker_interval'])
ticker_interval=timeframe_to_minutes(self.config['timeframe'])
)
# Update fees if order is closed
@ -780,7 +780,7 @@ class FreqtradeBot:
self.update_trade_state(trade, stoploss_order, sl_order=True)
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair,
timeframe_to_next_date(self.config['ticker_interval']))
timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, "stoploss")
return True
@ -1090,7 +1090,7 @@ class FreqtradeBot:
Trade.session.flush()
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval']))
self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']))
self._notify_sell(trade, order_type)

6
freqtrade/optimize/backtesting.py
View File

@ -94,10 +94,10 @@ class Backtesting:
self.strategylist.append(StrategyResolver.load_strategy(self.config))
validate_config_consistency(self.config)
if "ticker_interval" not in self.config:
if "timeframe" not in self.config:
raise OperationalException("Timeframe (ticker interval) needs to be set in either "
"configuration or as cli argument `--ticker-interval 5m`")
self.timeframe = str(self.config.get('ticker_interval'))
"configuration or as cli argument `--timeframe 5m`")
self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe)
# Get maximum required startup period

8
freqtrade/optimize/hyperopt_interface.py
View File

@ -37,7 +37,8 @@ class IHyperOpt(ABC):
self.config = config
# Assign ticker_interval to be used in hyperopt
IHyperOpt.ticker_interval = str(config['ticker_interval'])
IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECTED
IHyperOpt.timeframe = str(config['timeframe'])
@staticmethod
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
@ -218,9 +219,10 @@ class IHyperOpt(ABC):
# Why do I still need such shamanic mantras in modern python?
def __getstate__(self):
state = self.__dict__.copy()
state['ticker_interval'] = self.ticker_interval
state['timeframe'] = self.timeframe
return state
def __setstate__(self, state):
self.__dict__.update(state)
IHyperOpt.ticker_interval = state['ticker_interval']
IHyperOpt.ticker_interval = state['timeframe']
IHyperOpt.timeframe = state['timeframe']

4
freqtrade/pairlist/pairlistmanager.py
View File

@ -131,6 +131,6 @@ class PairListManager():
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
"""
Create list of pair tuples with (pair, ticker_interval)
Create list of pair tuples with (pair, timeframe)
"""
return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
return [(pair, timeframe or self._config['timeframe']) for pair in pairs]

6
freqtrade/plot/plotting.py
View File

@ -45,7 +45,7 @@ def init_plotscript(config):
data = load_data(
datadir=config.get("datadir"),
pairs=pairs,
timeframe=config.get('ticker_interval', '5m'),
timeframe=config.get('timeframe', '5m'),
timerange=timerange,
data_format=config.get('dataformat_ohlcv', 'json'),
)
@ -487,7 +487,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
)
store_plot_file(fig, filename=generate_plot_filename(pair, config['ticker_interval']),
store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']),
directory=config['user_data_dir'] / "plot")
logger.info('End of plotting process. %s plots generated', pair_counter)
@ -515,6 +515,6 @@ def plot_profit(config: Dict[str, Any]) -> None:
# Create an average close price of all the pairs that were involved.
# this could be useful to gauge the overall market trend
fig = generate_profit_graph(plot_elements["pairs"], plot_elements["ohlcv"],
trades, config.get('ticker_interval', '5m'))
trades, config.get('timeframe', '5m'))
store_plot_file(fig, filename='freqtrade-profit-plot.html',
directory=config['user_data_dir'] / "plot", auto_open=True)

5
freqtrade/resolvers/hyperopt_resolver.py
View File

@ -77,8 +77,9 @@ class HyperOptLossResolver(IResolver):
config, kwargs={},
extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
# Assign timeframe to be used in hyperopt
hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
hyperoptloss.__class__.timeframe = str(config['timeframe'])
if not hasattr(hyperoptloss, 'hyperopt_loss_function'):
raise OperationalException(

2
freqtrade/resolvers/strategy_resolver.py
View File

@ -54,7 +54,7 @@ class StrategyResolver(IResolver):
# Check if we need to override configuration
# (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}, None),
("ticker_interval", None, None),
("timeframe", None, None),
("stoploss", None, None),
("trailing_stop", None, None),
("trailing_stop_positive", None, None),

2
freqtrade/strategy/interface.py
View File

@ -62,7 +62,7 @@ class IStrategy(ABC):
Attributes you can use:
minimal_roi -> Dict: Minimal ROI designed for the strategy
stoploss -> float: optimal stoploss designed for the strategy
ticker_interval -> str: value of the timeframe (ticker interval) to use with the strategy
timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
"""
# Strategy interface version
# Default to version 2

4
freqtrade/templates/base_strategy.py.j2
View File

@ -51,8 +51,8 @@ class {{ strategy }}(IStrategy):
# trailing_stop_positive = 0.01
# trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy.
ticker_interval = '5m'
# Optimal timeframe for the strategy.
timeframe = '5m'
# Run "populate_indicators()" only for new candle.
process_only_new_candles = False

2
tests/strategy/test_strategy.py
View File

@ -186,7 +186,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.ticker_interval == 60
assert strategy.timeframe == 60
assert strategy.stake_currency == 'ETH'
assert log_has("Override strategy 'timeframe' with value in config file: 60.",
caplog)