Change ticker interval from minutes as integer to string (1m, 5m, 1h,...)

config_full.json.example

@@ -4,7 +4,7 @@
     "stake_amount": 0.05,
     "fiat_display_currency": "USD",
     "dry_run": false,
-    "ticker_interval": 5,
+    "ticker_interval": "5m",
     "minimal_roi": {
         "40":  0.0,
         "30":  0.01,

docs/backtesting.md

@@ -33,7 +33,7 @@ python3 ./freqtrade/main.py backtesting --realistic-simulation
 
 **With 1 min tickers**
 ```bash
-python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1
+python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1m
 ```
 
 **Reload your testdata files**

docs/bot-usage.md

@@ -118,7 +118,7 @@ optional arguments:
   -h, --help            show this help message and exit
   -l, --live            using live data
   -i INT, --ticker-interval INT
-                        specify ticker interval in minutes (default: 5)
+                        specify ticker interval (default: '5m')
   --realistic-simulation
                         uses max_open_trades from config to simulate real
                         world limitations

docs/configuration.md

@@ -17,7 +17,7 @@ The table below will list all configuration parameters.
 | `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
 | `stake_currency` | BTC | Yes | Crypto-currency used for trading.
 | `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged.
-| `ticker_interval` | [1, 5, 30, 60, 1440] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes
+| `ticker_interval` | [1m, 5m, 30m, 1h, 1d] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Default is 5 minutes
 | `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below. 
 | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. 
 | `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file. 

freqtrade/analyze.py

@@ -12,6 +12,7 @@ from freqtrade.exchange import get_ticker_history
 from freqtrade.logger import Logger
 from freqtrade.persistence import Trade
 from freqtrade.strategy.strategy import Strategy
+from freqtrade.constants import Constants
 
 
 class SignalType(Enum):
@@ -81,7 +82,7 @@ class Analyze(object):
         """
         return self.strategy.populate_sell_trend(dataframe=dataframe)
 
-    def get_ticker_interval(self) -> int:
+    def get_ticker_interval(self) -> str:
         """
         Return ticker interval to use
         :return: Ticker interval value to use
@@ -100,7 +101,7 @@ class Analyze(object):
         dataframe = self.populate_sell_trend(dataframe)
         return dataframe
 
-    def get_signal(self, pair: str, interval: int) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, interval: str) -> Tuple[bool, bool]:
         """
         Calculates current signal based several technical analysis indicators
         :param pair: pair in format ANT/BTC
@@ -137,7 +138,8 @@ class Analyze(object):
 
         # Check if dataframe is out of date
         signal_date = arrow.get(latest['date'])
-        if signal_date < arrow.utcnow() - timedelta(minutes=(interval + 5)):
+        interval_minutes = Constants.TICKER_INTERVAL_MINUTES[interval]
+        if signal_date < arrow.utcnow() - timedelta(minutes=(interval_minutes + 5)):
             self.logger.warning(
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair,

freqtrade/arguments.py

@@ -135,10 +135,9 @@ class Arguments(object):
     def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
         parser.add_argument(
             '-i', '--ticker-interval',
-            help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
+            help='specify ticker interval (1m, 5m, 30m, 1h, 1d)',
             dest='ticker_interval',
-            type=int,
+            type=str,
-            metavar='INT',
         )
         parser.add_argument(
             '--realistic-simulation',

freqtrade/configuration.py

@@ -117,7 +117,7 @@ class Configuration(object):
         if 'ticker_interval' in self.args and self.args.ticker_interval:
             config.update({'ticker_interval': self.args.ticker_interval})
             self.logger.info('Parameter -i/--ticker-interval detected ...')
-            self.logger.info('Using ticker_interval: %d ...', config.get('ticker_interval'))
+            self.logger.info('Using ticker_interval: %s ...', config.get('ticker_interval'))
 
         # If -l/--live is used we add it to the configuration
         if 'live' in self.args and self.args.live:

freqtrade/constants.py

@@ -16,12 +16,26 @@ class Constants(object):
     RETRY_TIMEOUT = 30  # sec
     DEFAULT_STRATEGY = 'default_strategy'
 
+    TICKER_INTERVAL_MINUTES = {
+        '1m': 1,
+        '5m': 5,
+        '15m': 15,
+        '30m': 30,
+        '1h': 60,
+        '2h': 120,
+        '4h': 240,
+        '6h': 360,
+        '12h': 720,
+        '1d': 1440,
+        '1w': 10080,
+    }
+
     # Required json-schema for user specified config
     CONF_SCHEMA = {
         'type': 'object',
         'properties': {
             'max_open_trades': {'type': 'integer', 'minimum': 1},
-            'ticker_interval': {'type': 'integer', 'enum': [1, 5, 30, 60, 1440]},
+            'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
             'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
             'stake_amount': {'type': 'number', 'minimum': 0.0005},
             'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',

freqtrade/optimize/__init__.py

@@ -27,7 +27,7 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -
 
 def load_tickerdata_file(
         datadir: str, pair: str,
-        ticker_interval: int,
+        ticker_interval: str,
         timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]:
     """
     Load a pair from file,
@@ -59,7 +59,8 @@ def load_tickerdata_file(
     return pairdata
 
 
-def load_data(datadir: str, ticker_interval: int,
+def load_data(datadir: str,
+              ticker_interval: str,
               pairs: Optional[List[str]] = None,
               refresh_pairs: Optional[bool] = False,
               timerange: Optional[Tuple[Tuple, int, int]] = None) -> Dict[str, List]:
@@ -96,14 +97,14 @@ def make_testdata_path(datadir: str) -> str:
     )
 
 
-def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
+def download_pairs(datadir, pairs: List[str], ticker_interval: str) -> bool:
     """For each pairs passed in parameters, download the ticker intervals"""
     for pair in pairs:
         try:
             download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
         except BaseException:
             logger.info(
-                'Failed to download the pair: "%s", Interval: %s min',
+                'Failed to download the pair: "%s", Interval: %s',
                 pair,
                 ticker_interval
             )
@@ -112,7 +113,7 @@ def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
 
 
 # FIX: 20180110, suggest rename interval to tick_interval
-def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> bool:
+def download_backtesting_testdata(datadir: str, pair: str, interval: str = '5m') -> bool:
     """
     Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters
     Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
@@ -122,7 +123,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
 
     path = make_testdata_path(datadir)
     logger.info(
-        'Download the pair: "%s", Interval: %s min',
+        'Download the pair: "%s", Interval: %s',
         pair,
         interval
     )
@@ -143,7 +144,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
         logger.debug("Current Start: None")
         logger.debug("Current End: None")
 
-    new_data = get_ticker_history(pair=pair, tick_interval=int(interval))
+    new_data = get_ticker_history(pair=pair, tick_interval=interval)
     for row in new_data:
         if row not in data:
             data.append(row)

freqtrade/strategy/strategy.py

@@ -65,7 +65,7 @@ class Strategy(object):
         # Optimal stoploss designed for the strategy
         self.stoploss = float(self.custom_strategy.stoploss)
 
-        self.ticker_interval = int(self.custom_strategy.ticker_interval)
+        self.ticker_interval = self.custom_strategy.ticker_interval
 
     def _load_strategy(self, strategy_name: str) -> None:
         """

freqtrade/tests/conftest.py

@@ -128,31 +128,32 @@ def ticker_sell_down():
 
 @pytest.fixture
 def health():
-    return MagicMock(return_value={
+    return MagicMock(return_value=[{
-        "ETH/BTC": {
+        'Currency': 'BTC',
-            'base': 'ETH',
+        'IsActive': True,
-            'active': True,
         'LastChecked': '2017-11-13T20:15:00.00',
         'Notice': None
-        },
+    }, {
-        "TRST/BTC": {
+        'Currency': 'ETH',
-            'base': 'TRST',
+        'IsActive': True,
-            'active': True,
         'LastChecked': '2017-11-13T20:15:00.00',
         'Notice': None
-        },
+    }, {
-        "SWT/BTC": {
+        'Currency': 'TRST',
-            'base': 'SWT',
+        'IsActive': True,
-            'active': True,
         'LastChecked': '2017-11-13T20:15:00.00',
         'Notice': None
-        },
+    }, {
-        "BCC/BTC": {
+        'Currency': 'SWT',
-            'base': 'BCC',
+        'IsActive': True,
-            'active': False,
         'LastChecked': '2017-11-13T20:15:00.00',
         'Notice': None
-        }})
+    }, {
+        'Currency': 'BCC',
+        'IsActive': False,
+        'LastChecked': '2017-11-13T20:15:00.00',
+        'Notice': None
+    }])
 
 
 @pytest.fixture

freqtrade/tests/optimize/test_hyperopt.py

@@ -416,7 +416,7 @@ def test_populate_indicators() -> None:
     """
     Test Hyperopt.populate_indicators()
     """
-    tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1)
+    tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
     tickerlist = {'UNITTEST/BTC': tick}
     dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist)
     dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC'])
@@ -431,7 +431,7 @@ def test_buy_strategy_generator() -> None:
     """
     Test Hyperopt.buy_strategy_generator()
     """
-    tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1)
+    tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
     tickerlist = {'UNITTEST/BTC': tick}
     dataframes = _HYPEROPT.tickerdata_to_dataframe(tickerlist)
     dataframe = _HYPEROPT.populate_indicators(dataframes['UNITTEST/BTC'])

freqtrade/tests/optimize/test_optimize.py

@@ -167,7 +167,7 @@ def test_download_backtesting_testdata(ticker_history, mocker) -> None:
     # Download a 1 min ticker file
     file1 = 'freqtrade/tests/testdata/XEL_BTC-1m.json'
     _backup_file(file1)
-    download_backtesting_testdata(None, pair="XEL/BTC", interval=1)
+    download_backtesting_testdata(None, pair="XEL/BTC", interval='1m')
     assert os.path.isfile(file1) is True
     _clean_test_file(file1)
 
@@ -175,7 +175,7 @@ def test_download_backtesting_testdata(ticker_history, mocker) -> None:
     file2 = 'freqtrade/tests/testdata/STORJ_BTC-5m.json'
     _backup_file(file2)
 
-    download_backtesting_testdata(None, pair="STORJ/BTC", interval=5)
+    download_backtesting_testdata(None, pair="STORJ/BTC", interval='5m')
     assert os.path.isfile(file2) is True
     _clean_test_file(file2)
 
@@ -184,8 +184,8 @@ def test_download_backtesting_testdata2(mocker) -> None:
     tick = [{'T': 'bar'}, {'T': 'foo'}]
     mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
     mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
-    assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval=1)
+    assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='1m')
-    assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval=3)
+    assert download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='3m')
 
 
 def test_load_tickerdata_file() -> None:

freqtrade/tests/strategy/test_default_strategy.py

@@ -9,7 +9,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
 
 @pytest.fixture
 def result():
-    with open('freqtrade/tests/testdata/ETH_BTC-1.json') as data_file:
+    with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
         return Analyze.parse_ticker_dataframe(json.load(data_file))
 
 

freqtrade/tests/test_analyze.py

@@ -74,7 +74,7 @@ def test_returns_latest_buy_signal(mocker):
             return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
         )
     )
-    assert _ANALYZE.get_signal('ETH/BTC', 5) == (True, False)
+    assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False)
 
     mocker.patch.multiple(
         'freqtrade.analyze.Analyze',
@@ -82,7 +82,7 @@ def test_returns_latest_buy_signal(mocker):
             return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
         )
     )
-    assert _ANALYZE.get_signal('ETH/BTC', 5) == (False, True)
+    assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True)
 
 
 def test_returns_latest_sell_signal(mocker):
@@ -94,7 +94,7 @@ def test_returns_latest_sell_signal(mocker):
         )
     )
 
-    assert _ANALYZE.get_signal('ETH/BTC', 5) == (False, True)
+    assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True)
 
     mocker.patch.multiple(
         'freqtrade.analyze.Analyze',
@@ -102,13 +102,13 @@ def test_returns_latest_sell_signal(mocker):
             return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
         )
     )
-    assert _ANALYZE.get_signal('ETH/BTC', 5) == (True, False)
+    assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False)
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
-    assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval']))
+    assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval'])
     assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
 
 
@@ -121,7 +121,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
             side_effect=ValueError('xyz')
         )
     )
-    assert (False, False) == _ANALYZE.get_signal('foo', int(default_conf['ticker_interval']))
+    assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval'])
     assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
 
 
@@ -134,7 +134,7 @@ def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
             return_value=DataFrame([])
         )
     )
-    assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval']))
+    assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval'])
     assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
 
 
@@ -150,7 +150,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
             return_value=DataFrame(ticks)
         )
     )
-    assert (False, False) == _ANALYZE.get_signal('xyz', int(default_conf['ticker_interval']))
+    assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval'])
     assert log_has(
         'Outdated history for pair xyz. Last tick is 11 minutes old',
         caplog.record_tuples
@@ -166,7 +166,7 @@ def test_get_signal_handles_exceptions(mocker):
         )
     )
 
-    assert _ANALYZE.get_signal('ETH/BTC', 5) == (False, False)
+    assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, False)
 
 
 def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv):
@@ -188,7 +188,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
     analyze = Analyze(default_conf)
 
     timerange = ((None, 'line'), None, -100)
-    tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1, timerange=timerange)
+    tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
     tickerlist = {'UNITTEST/BTC': tick}
     data = analyze.tickerdata_to_dataframe(tickerlist)
     assert len(data['UNITTEST/BTC']) == 100

freqtrade/tests/test_arguments.py

@@ -106,7 +106,7 @@ def test_parse_args_backtesting_custom() -> None:
         '-c', 'test_conf.json',
         'backtesting',
         '--live',
-        '--ticker-interval', '1',
+        '--ticker-interval', '1m',
         '--refresh-pairs-cached']
     call_args = Arguments(args, '').get_parsed_arg()
     assert call_args.config == 'test_conf.json'
@@ -114,7 +114,7 @@ def test_parse_args_backtesting_custom() -> None:
     assert call_args.loglevel == logging.INFO
     assert call_args.subparser == 'backtesting'
     assert call_args.func is not None
-    assert call_args.ticker_interval == 1
+    assert call_args.ticker_interval == '1m'
     assert call_args.refresh_pairs is True
 
 

freqtrade/tests/test_configuration.py

@@ -257,7 +257,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     assert 'ticker_interval' in config
     assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
     assert log_has(
-        'Using ticker_interval: 1 ...',
+        'Using ticker_interval: 1m ...',
         caplog.record_tuples
     )
 

freqtrade/tests/test_dataframe.py

@@ -10,7 +10,7 @@ _pairs = ['ETH/BTC']
 
 
 def load_dataframe_pair(pairs):
-    ld = load_data(None, ticker_interval=5, pairs=pairs)
+    ld = load_data(None, ticker_interval='5m', pairs=pairs)
     assert isinstance(ld, dict)
     assert isinstance(pairs[0], str)
     dataframe = ld[pairs[0]]

freqtrade/tests/test_misc.py

@@ -50,7 +50,7 @@ def test_common_datearray(default_conf, mocker) -> None:
     mocker.patch('freqtrade.strategy.strategy.Strategy', MagicMock())
 
     analyze = Analyze(default_conf)
-    tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1)
+    tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
     tickerlist = {'UNITTEST/BTC': tick}
     dataframes = analyze.tickerdata_to_dataframe(tickerlist)
 

freqtrade/tests/testdata/download_backtest_data.py

@@ -17,7 +17,7 @@ parser.add_argument(
 )
 args = parser.parse_args(sys.argv[1:])
 
-TICKER_INTERVALS = [1, 5]  # ticker interval in minutes (currently implemented: 1 and 5)
+TICKER_INTERVALS = ['1m', '5m']  # ticker interval in minutes (currently implemented: 1 and 5)
 PAIRS = []
 
 if args.pair:

scripts/plot_profit.py

@@ -25,6 +25,7 @@ from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade.analyze import Analyze
 from freqtrade.logger import Logger
+from freqtrade.constants import Constants
 
 import freqtrade.optimize as optimize
 import freqtrade.misc as misc
@@ -187,11 +188,12 @@ def plot_profit(args: Namespace) -> None:
     plot(fig, filename='freqtrade-profit-plot.html')
 
 
-def define_index(min_date: int, max_date: int, interval: int) -> int:
+def define_index(min_date: int, max_date: int, interval: str) -> int:
     """
     Return the index of a specific date
     """
-    return int((max_date - min_date) / (interval * 60))
+    interval_minutes = Constants.TICKER_INTERVAL_MINUTES[interval]
+    return int((max_date - min_date) / (interval_minutes * 60))
 
 
 def plot_parse_args(args: List[str]) -> Namespace: