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

This commit is contained in:
enenn 2018-03-24 10:21:59 +01:00
parent 616006caf8
commit db46ad6502
21 changed files with 89 additions and 70 deletions

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

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

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

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@ -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. | `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
| `stake_currency` | BTC | Yes | Crypto-currency used for trading. | `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. | `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. | `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. | `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. | `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.

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

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@ -135,10 +135,9 @@ class Arguments(object):
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
parser.add_argument( parser.add_argument(
'-i', '--ticker-interval', '-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', dest='ticker_interval',
type=int, type=str,
metavar='INT',
) )
parser.add_argument( parser.add_argument(
'--realistic-simulation', '--realistic-simulation',

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

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@ -16,12 +16,26 @@ class Constants(object):
RETRY_TIMEOUT = 30 # sec RETRY_TIMEOUT = 30 # sec
DEFAULT_STRATEGY = 'default_strategy' 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 # Required json-schema for user specified config
CONF_SCHEMA = { CONF_SCHEMA = {
'type': 'object', 'type': 'object',
'properties': { 'properties': {
'max_open_trades': {'type': 'integer', 'minimum': 1}, '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_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
'stake_amount': {'type': 'number', 'minimum': 0.0005}, 'stake_amount': {'type': 'number', 'minimum': 0.0005},
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF', 'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',

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@ -27,7 +27,7 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -
def load_tickerdata_file( def load_tickerdata_file(
datadir: str, pair: str, datadir: str, pair: str,
ticker_interval: int, ticker_interval: str,
timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]: timerange: Optional[Tuple[Tuple, int, int]] = None) -> Optional[List[Dict]]:
""" """
Load a pair from file, Load a pair from file,
@ -59,7 +59,8 @@ def load_tickerdata_file(
return pairdata return pairdata
def load_data(datadir: str, ticker_interval: int, def load_data(datadir: str,
ticker_interval: str,
pairs: Optional[List[str]] = None, pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False, refresh_pairs: Optional[bool] = False,
timerange: Optional[Tuple[Tuple, int, int]] = None) -> Dict[str, List]: 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 each pairs passed in parameters, download the ticker intervals"""
for pair in pairs: for pair in pairs:
try: try:
download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval) download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
except BaseException: except BaseException:
logger.info( logger.info(
'Failed to download the pair: "%s", Interval: %s min', 'Failed to download the pair: "%s", Interval: %s',
pair, pair,
ticker_interval 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 # 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 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 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) path = make_testdata_path(datadir)
logger.info( logger.info(
'Download the pair: "%s", Interval: %s min', 'Download the pair: "%s", Interval: %s',
pair, pair,
interval interval
) )
@ -143,7 +144,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
logger.debug("Current Start: None") logger.debug("Current Start: None")
logger.debug("Current End: 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: for row in new_data:
if row not in data: if row not in data:
data.append(row) data.append(row)

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

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

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

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

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@ -9,7 +9,7 @@ from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
@pytest.fixture @pytest.fixture
def result(): 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)) return Analyze.parse_ticker_dataframe(json.load(data_file))

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@ -74,7 +74,7 @@ def test_returns_latest_buy_signal(mocker):
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}]) 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( mocker.patch.multiple(
'freqtrade.analyze.Analyze', 'freqtrade.analyze.Analyze',
@ -82,7 +82,7 @@ def test_returns_latest_buy_signal(mocker):
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}]) 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): 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( mocker.patch.multiple(
'freqtrade.analyze.Analyze', 'freqtrade.analyze.Analyze',
@ -102,13 +102,13 @@ def test_returns_latest_sell_signal(mocker):
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}]) 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): def test_get_signal_empty(default_conf, mocker, caplog):
caplog.set_level(logging.INFO) caplog.set_level(logging.INFO)
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None) 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) 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') 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) 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([]) 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) 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) 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( assert log_has(
'Outdated history for pair xyz. Last tick is 11 minutes old', 'Outdated history for pair xyz. Last tick is 11 minutes old',
caplog.record_tuples 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): 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) analyze = Analyze(default_conf)
timerange = ((None, 'line'), None, -100) 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} tickerlist = {'UNITTEST/BTC': tick}
data = analyze.tickerdata_to_dataframe(tickerlist) data = analyze.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100 assert len(data['UNITTEST/BTC']) == 100

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

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

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@ -10,7 +10,7 @@ _pairs = ['ETH/BTC']
def load_dataframe_pair(pairs): 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(ld, dict)
assert isinstance(pairs[0], str) assert isinstance(pairs[0], str)
dataframe = ld[pairs[0]] dataframe = ld[pairs[0]]

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

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@ -17,7 +17,7 @@ parser.add_argument(
) )
args = parser.parse_args(sys.argv[1:]) 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 = [] PAIRS = []
if args.pair: if args.pair:

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@ -25,6 +25,7 @@ from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
from freqtrade.analyze import Analyze from freqtrade.analyze import Analyze
from freqtrade.logger import Logger from freqtrade.logger import Logger
from freqtrade.constants import Constants
import freqtrade.optimize as optimize import freqtrade.optimize as optimize
import freqtrade.misc as misc import freqtrade.misc as misc
@ -187,11 +188,12 @@ def plot_profit(args: Namespace) -> None:
plot(fig, filename='freqtrade-profit-plot.html') 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 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: def plot_parse_args(args: List[str]) -> Namespace: