Change ticker_interval from integer to string (1m, 5m, 1d, ...)

This commit is contained in:
enenn
2018-02-04 19:41:49 +01:00
parent 1c64b7b0a7
commit e6181fee0e
14 changed files with 193 additions and 149 deletions

View File

@@ -60,6 +60,10 @@ def common_datearray(dfs):
return np.sort(arr, axis=0)
def ticker_interval_to_minutes(interval) -> int:
return TICKER_INTERVAL_MINUTES[interval]
def file_dump_json(filename, data) -> None:
with open(filename, 'w') as fp:
json.dump(data, fp)
@@ -216,11 +220,10 @@ def backtesting_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, 12h)',
dest='ticker_interval',
default=5,
type=int,
metavar='INT',
default='5m',
type=str
)
parser.add_argument(
'--realistic-simulation',
@@ -330,6 +333,20 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
hyperopt_options(hyperopt_cmd)
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',